Search

This paper presents an efficient multiscale stochastic framework for uncertainty quantification in modeling of flow through porous media with multiple rock types. The governing equations are based on Darcy's law with nonstationary stochastic permeability represented as a sum of local Karhunen-Loève expansions. The approximation uses stochastic collocation on either a tensor product or a sparse grid, coupled with a domain decomposition algorithm known as the multiscale mortar mixed finite element method. The latter method requires solving a coarse scale mortar interface problem via an iterative procedure. The traditional implementation requires the solution of local fine scale linear systems on each iteration. We employ a recently developed modification of this method that precomputes a multiscale flux basis to avoid the need for subdomain solves on each iteration. In the stochastic setting, the basis is further reused over multiple realizations, leading to collocation algorithms that are more efficient than the traditional implementation by orders of magnitude. Error analysis and numerical experiments are presented. [ABSTRACT FROM AUTHOR]

We describe a class of logically rectangular quadrilateral and hexahedral grids for solving PDEs in circular and spherical domains, including grid mappings for the circle, the surface of the sphere, and the three-dimensional ball. The grids are logically rectangular and the computational domain is a single Cartesian grid. Compared to alternative approaches based on a multiblock data structure or unstructured triangulations, this approach simplifies the implementation of numerical methods and the use of adaptive refinement. A more general domain with a smooth boundary can be gridded by composing one of the mappings from this paper with another smooth mapping from the circle or sphere to the desired domain. Although these grids are highly nonorthogonal, we show that the high-resolution wave-propagation algorithm implemented in CLAWPACK can be used effectively to approximate hyperbolic problems on these grids. Since the ratio between the largest and smallest grids is below 2 for most of our grid mappings, explicit finite volume methods such as the wave-propagation algorithm do not suffer from the center or pole singularities that arise with polar or latitude-longitude grids. Numerical test calculations illustrate the potential use of these grids for a variety of applications including Euler equations, shallow water equations, and acoustics in a heterogeneous medium. Pattern formation from a reaction-diffusion equation on the sphere is also considered. All examples are implemented in the CLAWPACK software package and full source code is available on the web, along with MATLAB routines for the various mappings. [ABSTRACT FROM AUTHOR]

In this paper a new stochastic algorithm for the solution of population balance equations is presented. The population balance equations have the form of extended Smoluchowski equations which include linear and source terms. The new algorithm, called the linear process deferment algorithm (LPDA), is used for solving a detailed model describing the formation of soot in premixed laminar flames. A measure theoretic formulation of a stochastic jump process is developed and the corresponding generator presented. The numerical properties of the algorithm are studied in detail and compared to the direct simulation algorithm and various splitting techniques. LPDA is designed for all kinds of population balance problems where nonlinear processes cannot be neglected but are dominated in rate by linear ones. In those cases the LPDA is seen to reduce run times for a population balance simulation by a factor of up to 1000 with a negligible loss of accuracy. [ABSTRACT FROM AUTHOR]

In an earlier paper, we developed a new formulation of the shallow-water equations on the sphere, based on the semi-Lagrangian advection of potential vorticity. An important feature of our two-time-level model is that forward extrapolation of the nonlinear terms is avoided. In this paper, we develop a multigrid algorithm for solving the resulting system of three coupled nonlinear equations. We include a discussion of basic multigrid methods, along with some more advanced techniques required for the development of the multigrid scheme for this system. Results are presented showing that usual optimal multigrid efficiency is obtained. [ABSTRACT FROM AUTHOR]

Max-plus methods have previously been used to solve deterministic control problems. The methods are based on max-plus (or min-plus) expansions and can yield curse-of-dimensionalityfree numerical methods. In this paper, we explore min-plus methods for continuous-time stochastic control on a finite-time horizon. We first approximate the original value function via timediscretization. By generalizing the min-plus distributive property to continuum spaces, we obtain an algorithm for recursive computation of the time-discretized values, which we refer to as the idempotent distributed dynamic programming principle (IDDPP). Under the IDDPP, the value function at each step can be represented as an infimum of functions in a certain class. This is a min-plus expansion for the value function. For the specific class of problems considered here, we see that the class can be taken as that consisting of the quadratic functions. A means for reducing the numbers of constituent quadratic functions is discussed. [ABSTRACT FROM AUTHOR]

Linear advection of a scalar quantity by a specified velocity field arises in a number of different applications. Of particular interest here is the transport of species and energy in low Mach number models for combustion, atmospheric flows, and astrophysics, as well as contaminant transport in Darcy models of saturated subsurface flow. An important characteristic of these problems is that the velocity field is not known analytically. Instead, an auxiliary equation is solved to compute averages of the velocities over faces in a finite volume discretization. In this paper, we present a customized three-dimensional finite volume advection scheme for this class of problems that provides accurate resolution for smooth problems while avoiding undershoot and overshoot for nonsmooth profiles. The method is an extension of an algorithm by Bell, Dawson, and Shubin (BDS), which was developed for a class of scalar conservation laws arising in porous media flows in two dimensions. The original BDS algorithm is a variant of unsplit. higher-order Godunov methods based on construction of a limited bilinear profile within each computational cell. Here we present a three-dimensional extension of the original BDS algorithm that is based on a limited trilinear profile within each cell. We compare this new method to several other unsplit approaches, including piecewise linear methods, piecewise parabolic methods, and wave propagation schemes. [ABSTRACT FROM AUTHOR]

High order accurate weighted essentially nonoscillatory (WENO) schemes are usually designed to solve hyperbolic conservation laws or to discretize the first derivative convection terms in convection dominated partial differential equations. In this paper we discuss a high order WENO finite difference discretization for nonlinear degenerate parabolic equations which may contain discontinuous solutions. A porous medium equation (PME) is used as all example to demonstrate the algorithm structure and performance. By directly approximating the second derivative term using a conservative flux difference, the sixth order and eighth order finite difference WENO schemes are constructed. Numerical examples are provided to demonstrate the accuracy and nonoscillatory performance of these schemes. [ABSTRACT FROM AUTHOR]

Higher order panel methods are used to solve the Laplace equation in the presence of complex geometries. These methods are useful when globally accurate velocity or potential fields are desired as in the case of vortex based fluid flow solvers. This paper develops a fast multipole algorithm to compute velocity fields due to higher order, two-dimensional vortex panels. The technique is applied to panels having a cubic geometry and a linear distribution of vorticity. The results of the present method are compared with other available techniques. [ABSTRACT FROM AUTHOR]

In this paper, we propose a nonoverlapping domain decomposition method for solving the three-dimensional Maxwell equations, based on the edge element discretization. For the Schur complement system on the interface, we construct an efficient preconditioner by introducing two special coarse subspaces defined on the nonoverlapping sub domains. It is shown that the condition number of the preconditioned system grows only polylogarithmically with the ratio between the subdomain diameter and the finite element mesh size but possibly depends on the jumps of the coefficients. [ABSTRACT FROM AUTHOR]

Multidimensional positive definite advection transport algorithm (MPDATA) is an iterative process for approximating the advection equation, which uses a donor cell approximation to compensate for the truncation error of the originally specified donor cell scheme. This step may be repeated an arbitrary number of times, leading to successively more accurate solutions to the advection equation. In this paper, we show how to sum the successive approximations analytically to find a single antidiffusive velocity that represents the effects of an arbitrary number of passes. The analysis is first done in one dimension to illustrate the method and then is repeated in two dimensions. The existence of cross terms in the truncation analysis of the two-dimensional equations introduces an extra complication into the calculation. We discuss the implementation of our new antidiffusive velocities and provide some examples of applications, including a third-order accurate scheme. [ABSTRACT FROM AUTHOR]

The mortar methods are based on domain decomposition and they allow for the coupling of different variational approximations in different subdomains. The resulting methods are nonconforming but still yield optimal approximations. In this paper, we will discuss iterative substructuring algorithms for the algebraic systems arising from the discretization of symmetric, second-order, elliptic equations in two dimensions. Both spectral and finite element methods, for geometrically conforming as well as nonconforming domain decompositions, are studied. In each case, we obtain a polylogarithmic bound on the condition number of the preconditioned matrix. [ABSTRACT FROM AUTHOR]

We describe an algorithm that, given any full-rank matrix A having fewer rows than columns, can rapidly compute the orthogonal projection of any vector onto the null space of A, as well as the orthogonal projection onto the row space of A, provided that both A and its adjoint A* can be applied rapidly to arbitrary vectors. As an intermediate step, the algorithm solves the overdetermined linear least-squares regression involving A* and may therefore be used for this purpose as well. In many circumstances, the technique can accelerate interior-point methods for convex optimization, including linear programming (see, for example, Chapter 11 of [S. J. Wright, Primal-Dual Interior-Point Methods, SIAM, Philadelphia, 1997]). The basis of the algorithm is an obvious but numerically unstable scheme (typically known as the method of normal equations); suitable use of a preconditioner yields numerical stability. We generate the preconditioner rapidly via a randomized procedure that succeeds with extremely high probability. We provide numerical examples demonstrating the superior accuracy of the randomized method over direct use of the normal equations. [ABSTRACT FROM AUTHOR]

A cell-centered finite volume method is proposed to approximate numerically the solution to the steady convection-diffusion equation on unstructured meshes of $d$-simplexes, where $d\geq 2$ is the spatial dimension. The method is formally second-order accurate by means of a piecewise linear reconstruction within each cell and at mesh vertices. An algorithm is provided to calculate nonnegative and bounded weights. Face gradients, required to discretize the diffusive fluxes, are defined by a nonlinear strategy that allows us to demonstrate the existence of a maximum principle. Finally, a set of numerical results documents the performance of the method in treating problems with internal layers and solutions with strong gradients. [ABSTRACT FROM AUTHOR]

We present a hybrid method for simulating kinetic equations with multiscale phenomena in the context of linear transport. The method consists of (i) partitioning the kinetic equation into collisional and noncollisional components, (ii) applying a different numerical method to each component, and (iii) repartitioning the kinetic distribution after each time step in the algorithm. Preliminary results show that, for a wide range of test problems, the combination of a low-fidelity method for the collisional component and a high-fidelity method for the noncollisional component provides a level of accuracy that is comparable to a uniform high-fidelity treatment of the entire system. [ABSTRACT FROM AUTHOR]

CG, SYMMLQ, and MINRES are Krylov subspace methods for solving symmetric systems of linear equations. When these methods are applied to an incompatible system (that is, a singular symmetric least-squares problem), CG could break down and SYMMLQ's solution could explode, while MINRES would give a learnt-squares solution but not necessarily the minimum-length (pseudoinverse) solution. This understanding motivates us to design a MINRES-like algorithm to compute minimum-length solutions to singular symmetric systems. MINRES uses QR factors of the tridiagonal matrix from the Lanczos process (where R is upper-tridiagonal). MINRES-QLP uses a QLP decomposition (where rotations on the right reduce R to lower-tridiagonal form). On ill-conditioned systems (singular or not), MINRES-QLP can give more accurate solutions than MINRES. We derive preconditioned MINRES-QLP, new stopping rules, and better estimates of the solution and residual norms, the matrix norm, and the condition number. [ABSTRACT FROM AUTHOR]

We present IDR(s), a new family of efficient, short-recurrence methods for large nonsymmetric systems of linear equations. The new methods are based on the induced dimension reduction (IDR) method proposed by Sonneveld in 1980. IDR(s) generates residuals that are forced to be in a sequence of nested subspaces. Although IDR(s) behaves like an iterative method, in exact arithmetic it computes the true solution using at most N +N/s matrix-vector products, with N the problem size and s the codimension of a fixed subspace. We describe the algorithm and the underlying theory and present numerical experiments to illustrate the theoretical properties of the method and its performance for systems arising from different applications. Our experiments show that IDR(s) is competitive with or superior to most Bi-CG-based methods and outperforms Bi-CGSTAB when s > 1. [ABSTRACT FROM AUTHOR]

A BDDC (balancing domain decomposition by constraints) method is developed for elliptic equations, with discontinuous coefficients, discretized by mortar finite element methods for geometrically nonconforming partitions in both two and three space dimensions. The coarse component of the preconditioner is defined in terms of one mortar constraint for each edge/face, which is the intersection of the boundaries of a pair of subdomains. A condition number bound of the form C maxi{(1 + log(Hi/hi))2} is established under certain assumptions on the geometrically nonconforming subdomain partition in the three-dimensional case. Here Hi and hi are the subdomain diameters and the mesh sizes, respectively. In the geometrically conforming case and the geometrically nonconforming cases in two dimensions, no assumptions on the subdomain partition are required. This BDDC preconditioner is also shown to be closely related to the Neumann-Dirichlet version of the FETI-DP algorithm. The results are illustrated by numerical experiments which confirm the theoretical results. [ABSTRACT FROM AUTHOR]

Monadic second-order unification is second-order unification where all function constants occurring in the equations are unary. Here we prove that the problem of deciding whether a set of monadic equations has a unifier is NP-complete, where we use the technique of compressing solutions using singleton context-free grammars. We prove that monadic second-order matching is also NP-complete. [ABSTRACT FROM AUTHOR]

We propose a new strategy for choosing the optimal parameters for the Gegenbauer reconstruction method based on Chebyshev spectral coefficients under different assumptions on the smoothness of the function f. These parameters are optimal in the sense that the bounds on the truncation and regularization errors were forced to be equal. This strategy is independent on the number of terms N in the Chebyshev expansion of the function f and guarantees exponential convergence as N → ∞ of the Gegenbauer series to f on the intervals of smoothness. The effectiveness of this strategy and exponential convergence are confirmed by numerical examples for functions with varying degrees of smoothness. [ABSTRACT FROM AUTHOR]

Proposes an approach to the use of parallel computers with adaptive finite element methods. Information on the load balancing problem; Main components of the proposed approach to parallel adaptive finite element methods; Functions of adaptive algorithms; Description of the convection-diffusion equation; Features of the algorithm used for partitioning the coarse mesh.

A new finite volume method for solving the incompressible Navier­Stokes equations is presented. The main features of this method are the location of the velocity components and pressure on different staggered grids and a semi-Lagrangian method for the treatment of convection. An interpolation procedure based on area-weighting is used for the convection part of the computation. The method is applied to flow through a constricted channel, and results are obtained for Reynolds numbers, based on half the flow rate, up to 1000. The behavior of the vortex in the salient corner is investigated qualitatively and quantitatively, and excellent agreement is found with the numerical results of Dennis and Smith [Proc. Roy. Soc. London A, 372 (1980), pp. 393–414] and the asymptotic theory of Smith [J. Fluid Mech., 90 (1979), pp. 725–754]. [ABSTRACT FROM AUTHOR]

We develop an adaptive method for solving one-dimensional systems of hyperbolic conservation laws that employs a high resolution Godunov-type scheme for the physical equations, in conjunction with a moving mesh PDE governing the motion of the spatial grid points. Many other moving mesh methods developed to solve hyperbolic problems use a fully implicit discretization for the coupled solution-mesh equations, and so suffer from a significant degree of numerical stiffness. We employ a semi-implicit approach that couples the moving mesh equation to an efficient, explicit solver for the physical PDE, with the resulting scheme behaving in practice as a two-step predictor- corrector method. In comparison with computations on a fixed, uniform mesh, our method exhibits more accurate resolution of discontinuities for a similar level of computational work. [ABSTRACT FROM AUTHOR]

Fast spectral-Galerkin algorithms are developed for elliptic equations on the sphere. The algorithms are based on a double Fourier expansion and have quasi-optimal (optimal up to a logarithmic term) computational complexity. Numerical experiments indicate that they are significantly more efficient and/or accurate when compared with the algorithms based on spherical harmonics and on finite difference. Extensions to problems in spherical layers and to vector equations are also discussed. [ABSTRACT FROM AUTHOR]

We study a preconditioner for the h-version of the boundary element method for hypersingular integral equations in three dimensions. Our preconditioner is based on iterative sub-structuring which forms an important part of the domain decomposition technique. We prove a bound for the improved condition numbers which behaves polylogarithmically in H/h. Here H is the size of the subdomains and h is the size of the elements used to construct the boundary element spaces. Numerical results which support our theory are reported. [ABSTRACT FROM AUTHOR]