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At least 19 records

Estimation of discontinuous coefficients and boundary parameters for hyperbolic systems

The problem of estimating discontinuous coefficients, including locations of discontinuities, that occur in second order hyperbolic systems typical of those arising in I-D surface seismic problems is discussed. In addition, the problem of identifying unknown parameters that appear in boundary conditions for the system is treated. A spline-based approximation theory is presented, together with related convergence findings and representative numerical examples.

Lamm, P. K.↗

Estimation of discontinuous coefficients and boundary parameters for hyperbolic systems

The problem of estimating discontinuous coefficients, including locations of discontinuities, that occur in second-order hyperbolic systems typical of those arising in one-dimensional surface seismic problems, is considered. The problem of identifying unknown parameters that appear in boundary conditions for the system is addressed. A spline-based approximation theory is presented as well as related convergence findings and representative numerical examples.

Lamm, Patricia K.↗

Isoparametric finite element methods to estimate discontinuous coefficients in two-dimensional elliptic equations

A summary of findings is presented on the problem of estimating discontinuous coefficients, including the locations of interfaces at which discontinuities occur, for elliptic equations on a two-dimensional domain. Finite-element approximations are constructed that are based on an underlying grid that adaptively moves to follow locations of interfaces as they are iteratively updated in the numerical estimation process.

Lamm, Patricia K.↗

Estimation of discontinuous coefficients in parabolic systems: Applications to reservoir simulation

Spline based techniques for estimating spatially varying parameters that appear in parabolic distributed systems (typical of those found in reservoir simulation problems) are presented. The problem of determining discontinuous coefficients, estimating both the functional shape and points of discontinuity for such parameters is discussed. Convergence results and a summary of numerical performance of the resulting algorithms are given.

Lamm, P. D.↗

Estimation of discontinuous coefficients in parabolic systems - Applications to reservoir simulation

Spline-based techniques for estimating spatially varying parameters that appear in parabolic distributed systems (typical of those found in reservoir simulation problems) are presented. In particular, the problem of determining discontinuous coefficients is discussed, estimating both the functional shape and points of discontinuity for such parameters. In addition, the ideas may also be applied to problems with unknown initial conditions and unknown parameters appearing in terms representing external forces. Convergence results and a summary of numerical performance of the resulting algorithms are given.

Lamm, Patricia K.↗

First-Order System Least-Squares for Second-Order Elliptic Problems with Discontinuous Coefficients

The first-order system least-squares methodology represents an alternative to standard mixed finite element methods. Among its advantages is the fact that the finite element spaces approximating the pressure and flux variables are not restricted by the inf-sup condition and that the least-squares functional itself serves as an appropriate error measure. This paper studies the first-order system least-squares approach for scalar second-order elliptic boundary value problems with discontinuous coefficients. Ellipticity of an appropriately scaled least-squares bilinear form of the size of the jumps in the coefficients leading to adequate finite element approximation results. The occurrence of singularities at interface corners and cross-points is discussed. and a weighted least-squares functional is introduced to handle such cases. Numerical experiments are presented for two test problems to illustrate the performance of this approach.

Manteuffel, Thomas A.↗

Two-level Schwartz methods for nonconforming finite elements and discontinuous coefficients

Two-level domain decomposition methods are developed for a simple nonconforming approximation of second order elliptic problems. A bound is established for the condition number of these iterative methods, which grows only logarithmically with the number of degrees of freedom in each subregion. This bound holds for two and three dimensions and is independent of jumps in the value of the coefficients.

Sarkis, Marcus↗

Local error estimates for discontinuous solutions of nonlinear hyperbolic equations

Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.

Tadmor, Eitan↗

Adaptive Interface-PINNs (AdaI-PINNs): An Efficient Physics-Informed Neural Networks Framework for Interface Problems

Here, we present an efficient physics-informed neural networks (PINNs) framework, termed Adaptive Interface-PINNs (AdaI-PINNs), to improve the modeling of interface problems with discontinuous coefficients and/or interfacial jumps. This framework is an enhanced version of its predecessor, Interface PINNs or I-PINNs (Sarma et al.; https://doi.org/10.1016/j.cma.2024.117135), which involves domain decomposition and assignment of different predefined activation functions to the neural networks in each subdomain across a sharp interface, while keeping all other parameters of the neural networks identical. In AdaI-PINNs, the activation functions vary solely in their slopes, which are trained along with the other parameters of the neural networks. This makes the AdaI-PINNs framework fully automated without requiring preset activation functions. Comparative studies on one-dimensional, two-dimensional, and three-dimensional benchmark elliptic interface problems reveal that AdaI-PINNs outperform I-PINNs, reducing computational costs by 2-6 times while producing similar or better accuracy.

97 MATHEMATICS AND COMPUTING↗

A multigrid algorithm for the cell-centered finite difference scheme

In this article, we discuss a non-variational V-cycle multigrid algorithm based on the cell-centered finite difference scheme for solving a second-order elliptic problem with discontinuous coefficients. Due to the poor approximation property of piecewise constant spaces and the non-variational nature of our scheme, one step of symmetric linear smoothing in our V-cycle multigrid scheme may fail to be a contraction. Again, because of the simple structure of the piecewise constant spaces, prolongation and restriction are trivial; we save significant computation time with very promising computational results.

Ewing, Richard E.↗

Accurate finite difference methods for time-harmonic wave propagation

Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.

Harari, Isaac↗

Multigrid Techniques for Highly Indefinite Equations

A multigrid method for the solution of finite difference approximations of elliptic PDE's is introduced. A parallelizable version of it, suitable for two and multi level analysis, is also defined, and serves as a theoretical tool for deriving a suitable implementation for the main version. For indefinite Helmholtz equations, this analysis provides a suitable mesh size for the coarsest grid used. Numerical experiments show that the method is applicable to diffusion equations with discontinuous coefficients and highly indefinite Helmholtz equations.

Shapira, Yair↗

MGLab: An Interactive Multigrid Environment

MGLab is a set of Matlab functions that defines an interactive environment for experimenting with multigrid algorithms. The package solves two-dimensional elliptic partial differential equations discretized using either finite differences or finite volumes, depending on the problem. Built-in problems include the Poisson equation, the Helmholtz equation, a convection-diffusion problem, and a discontinuous coefficient problem. A number of parameters controlling the multigrid V-cycle can be set using a point-and-click mechanism. The menu-based user interface also allows a choice of several Krylov subspace methods, including CG, GMRES(k), and Bi-CGSTAB, which can be used either as stand-alone solvers or as multigrid acceleration schemes. The package exploits Matlab's visualization and sparse matrix features and has been structured to be easily extensible.

Bordner, James↗

Revenge of the Semicoarsening Frequency Decomposition Multigrid Method

The frequency decomposition multigrid method was previously considered and modified so as to obtain robustness for problems with discontinuous coefficients while retaining robustness for problems with anisotropic coefficients. The application of this modified method to a problem arising in global ocean modeling was also considered. For this problem it was shown that the discretization employed gives rise to an operator for which point relaxation is not robust. In fact, alternating line relaxation is required for robustness, negating the main advantage of the frequency decomposition method: robustness for anisotropic operators using only point relaxation. In this paper a semicoarsening variant, which requires line relaxation in one direction only is considered, and it is shown that this variant works well for the global ocean modeling problem.

Dendy, J. E., Jr.↗

A high order Cartesian grid, finite volume method for elliptic interface problems

We present a higher-order finite volume method for solving elliptic PDEs with jump conditions on interfaces embedded in a 2D Cartesian grid. Second, fourth, and sixth order accuracy is demonstrated on a variety of tests including problems with high-contrast and spatially varying coefficients, large discontinuities in the source term, and complex interface geometries. We include a generalized truncation error analysis based on cell-centered Taylor series expansions, which then define stencils in terms of local discrete solution data and geometric information. In the process, we develop a simple method based on Green's theorem for computing exact geometric moments directly from an implicit function definition of the embedded interface. This approach produces stencils with a simple bilinear representation, where spatially-varying coefficients and jump conditions can be easily included and finite volume conservation can be enforced.

97 MATHEMATICS AND COMPUTING↗

An efficient high-frequency analysis of modal reflection and transmission coefficients for a class of waveguide discontinuities

A high-frequency analysis of electromagnetic modal reflection and transmission coefficients is presented for waveguide discontinuities formed by joining different waveguide sections. The analysis uses an extended version of the concept of geometrical theory of diffraction based equivalent edge currents in conjunction with the reciprocity theorem to describe interior scattering effects. If the waveguide modes and their associated modal rays can be found explicitly, general two- and three-dimensional waveguide geometries can be analyzed. Expressions are developed for two-dimensional reflection and transmission coefficients. Numerical results are given for a flanged, semi-infinite parallel plate waveguide and for the junction between two linearly tapered waveguides.

Pathak, P. H.↗

Transition density of one-dimensional diffusion with discontinuous drift

The transition density of a one-dimensional diffusion process with a discontinuous drift coefficient is studied. A probabilistic representation of the transition density is given, illustrating the close connections between discontinuities of the drift and Brownian local times. In addition, some explicit results are obtained based on the trivariate density of Brownian motion, its occupation, and local times.

Zhang, Weijian↗

Resolution properties of the Fourier method for discontinuous waves

In this paper we discuss the wave-resolution properties of the Fourier approximations of a wave function with discontinuities. It is well known that a minimum of two points per wave is needed to resolve a periodic wave function using Fourier expansions. For Chebyshev approximations of a wave function, a minimum of pi points per wave is needed. Here we obtain an estimate for the minimum number of points per wave to resolve a discontinuous wave based on its Fourier coefficients. In our recent work on overcoming the Gibbs phenomenon, we have shown that the Fourier coefficients of a discontinuous function contain enough information to reconstruct with exponential accuracy the coefficient of a rapidly converging Gegenbauer expansion. We therefore study the resolution properties of a Gegenbauer expansion where both the number of terms and the order increase.

Gottlieb, David↗