21 resultados para Partial Stochastic differential equations

em Cambridge University Engineering Department Publications Database


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We present the Unified Form Language (UFL), which is a domain-specific language for representing weak formulations of partial differential equations with a view to numerical approximation. Features of UFL include support for variational forms and functionals, automatic differentiation of forms and expressions, arbitrary function space hierarchies formultifield problems, general differential operators and flexible tensor algebra. With these features, UFL has been used to effortlessly express finite element methods for complex systems of partial differential equations in near-mathematical notation, resulting in compact, intuitive and readable programs. We present in this work the language and its construction. An implementation of UFL is freely available as an open-source software library. The library generates abstract syntax tree representations of variational problems, which are used by other software libraries to generate concrete low-level implementations. Some application examples are presented and libraries that support UFL are highlighted. © 2014 ACM.

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The optimal control of problems that are constrained by partial differential equations with uncertainties and with uncertain controls is addressed. The Lagrangian that defines the problem is postulated in terms of stochastic functions, with the control function possibly decomposed into an unknown deterministic component and a known zero-mean stochastic component. The extra freedom provided by the stochastic dimension in defining cost functionals is explored, demonstrating the scope for controlling statistical aspects of the system response. One-shot stochastic finite element methods are used to find approximate solutions to control problems. It is shown that applying the stochastic collocation finite element method to the formulated problem leads to a coupling between stochastic collocation points when a deterministic optimal control is considered or when moments are included in the cost functional, thereby forgoing the primary advantage of the collocation method over the stochastic Galerkin method for the considered problem. The application of the presented methods is demonstrated through a number of numerical examples. The presented framework is sufficiently general to also consider a class of inverse problems, and numerical examples of this type are also presented. © 2011 Elsevier B.V.

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Finding an appropriate turbulence model for a given flow case usually calls for extensive experimentation with both models and numerical solution methods. This work presents the design and implementation of a flexible, programmable software framework for assisting with numerical experiments in computational turbulence. The framework targets Reynolds-averaged Navier-Stokes models, discretized by finite element methods. The novel implementation makes use of Python and the FEniCS package, the combination of which leads to compact and reusable code, where model- and solver-specific code resemble closely the mathematical formulation of equations and algorithms. The presented ideas and programming techniques are also applicable to other fields that involve systems of nonlinear partial differential equations. We demonstrate the framework in two applications and investigate the impact of various linearizations on the convergence properties of nonlinear solvers for a Reynolds-averaged Navier-Stokes model. © 2011 Elsevier Ltd.

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We present a new software framework for the implementation of applications that use stencil computations on block-structured grids to solve partial differential equations. A key feature of the framework is the extensive use of automatic source code generation which is used to achieve high performance on a range of leading multi-core processors. Results are presented for a simple model stencil running on Intel and AMD CPUs as well as the NVIDIA GT200 GPU. The generality of the framework is demonstrated through the implementation of a complete application consisting of many different stencil computations, taken from the field of computational fluid dynamics. © 2010 IEEE.