Two symplectic numerical integration methods, of mean-square order 1 and 2 respectively, for a linear stochastic oscillator with two additive noises are constructed via the stochastic generating function approach and ...
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Two symplectic numerical integration methods, of mean-square order 1 and 2 respectively, for a linear stochastic oscillator with two additive noises are constructed via the stochastic generating function approach and investigated. They are shown by numerical tests to be efficient and superior to non-symplectic numerical methods.
作者：
Astorino, M.Sagredo, J. BecerraQuarteroni, A.CMCS
Chair of Modelling and Scientific Computing MATHICSE Mathematics Institute of Computational Science and Engineering École Polytechnique Fédérale de Lausanne Station 8 Lausanne CH-1015 Switzerland Department of Mathematics
Politecnico di Milano MOX Modeling and Scientific Computing Via Bonardi 9 Milano 20133 Italy
During the past two decades, the lattice Boltzmann method (LBM) has been increasingly acknowledged as a valuable alternative to classical numerical techniques (e.g. finite elements, finite volumes, etc.) in fluid dyna...
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We propose a direct solver for the three-dimensional Poisson equation with a variable coefficient,and an algorithm to directly solve the associated sparse linear systems that exploits the sparsity pattern of the coeff...
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We propose a direct solver for the three-dimensional Poisson equation with a variable coefficient,and an algorithm to directly solve the associated sparse linear systems that exploits the sparsity pattern of the coefficient *** some appropriate finite difference operators,we derive a second-order scheme for the solver,and then two suitable high-order compact schemes are also *** a cube containing N nodes,the solver requires O(N^(3/2)log^(2)N)arithmetic operations and O(NlogN)memory to store the necessary *** efficiency is illustrated with examples,and the numerical results are analysed.
Solving optimal control problems for many different scenarios obtained by varying a set of parameters in the state system is a computationally extensive task. In this paper we present a new reduced framework for the f...
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ISBN:
(纸本)9783950353709
Solving optimal control problems for many different scenarios obtained by varying a set of parameters in the state system is a computationally extensive task. In this paper we present a new reduced framework for the formulation, the analysis and the numerical solution of parametrized PDE-constrained optimization problems. This framework is based on a suitable saddle-point formulation of the optimal control problem and exploits the reduced basis method for the rapid and reliable solution of parametrized PDEs, leading to a relevant computational reduction with respect to traditional discretization techniques such as the finite element method. This allows a very efficient evaluation of state solutions and cost functionals, leading to an effective solution of repeated optimal control problems, even on domains of variable shape, for which a further (geometrical) reduction is pursued, relying on flexible shape parametrization techniques. This setting is applied to the solution of two problems arising from haemodynamics, dealing with both data reconstruction and data assimilation over domains of variable shape, which can be recast in a common PDE-constrained optimization formulation.
In this paper, we investigate the model of three-dimensional (3D) stochastic multi-symplectic Hamiltonian Maxwell's equations, and consider the stochastic multi-symplectic numerical methods of solving such equatio...
In this paper, we investigate the model of three-dimensional (3D) stochastic multi-symplectic Hamiltonian Maxwell's equations, and consider the stochastic multi-symplectic numerical methods of solving such equations. In particular, multi-symplectic wavelet collocation method (MSWCM) is applied to such equations. It is shown that this multi-symplectic numerical method preserves not only the multi-symplectic structure, but also discrete energy conservation law under perfectly electric conducting boundary conditions.
作者：
Pingbing MingLSEC
Institute of Computational Mathematics and Scientific/Engineering ComputingAMSSChinese Academy of Sciences
In this talk,I will touch two issues of multiscale coupling methods for *** is the so-called ghost force problem,in particular,I will explain its influence for dynamical *** issue is a simple trick to remove the ghost...
In this talk,I will touch two issues of multiscale coupling methods for *** is the so-called ghost force problem,in particular,I will explain its influence for dynamical *** issue is a simple trick to remove the ghost force,and we study a force-based hybrid method that couples atomistic model with Cauchy-Born elasticity *** show the proposed scheme converges to the solution of the atomistic model with second order *** numerical examples will also be reported.
作者：
Yana DiLSEC
Institute of Computational Mathematics and Scientific/Engineering ComputingAMSSChinese Academy of Sciences
The talk will study the evolution of an ellipsoid particle in an incompressible,Newtonian shear flow by considering the fluid slipping at solid surface.A continuum hydrodynamic model is constructed,using phase-field d...
The talk will study the evolution of an ellipsoid particle in an incompressible,Newtonian shear flow by considering the fluid slipping at solid surface.A continuum hydrodynamic model is constructed,using phase-field diffuse-interface modeling for fluid-solid *** slipping at solid particle surface is incorporated into the model by a decrease in the shear viscosity in the interfacial *** simulations will be given to show the effect of the fluid slipping on the orientational motion of the ellipsoid particle.
This paper considers the well-posedness of a special partial differential equation, whose right term is independent on the solution. With Fourier analysis, we introduce an executive procedure to analyze its well-posed...
This paper considers the well-posedness of a special partial differential equation, whose right term is independent on the solution. With Fourier analysis, we introduce an executive procedure to analyze its well-posedness by variable transformations and present some conditions under which the system is well-posed.
We describe a parallel fast multipole method (FMM) for highly nonuniform distributions of particles. We employ both distributed memory parallelism (via MPI) and shared memory parallelism (via OpenMP and GPU accelerati...
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We investigate the origin of various convective patterns for Prandtl number P = 6.8 (for water at room temperature) using bifurcation diagrams that are constructed using direct numerical simulations (DNS) of RayleighB...
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