Numerical schemes of diffusion asymptotics and moment closures for kinetic equations

We investigate different models that are intended to describe the small mean free path regime of a kinetic equation, a particular attention being paid to the moment closure by entropy minimization. We introduce a specific asymptotic-induced numerical strategy which is able to treat the stiff terms of the asymptotic diffusive regime. We evaluate on numerics the performances of the method and the abilities of the reduced models to capture the main features of the full kinetic equation.

Numerical simulation of combined heat transfer phenomena (conduction, convection, and radiation). Application to he optimisation of thermal systems

Thermal systems interchanging heat and mass by conduction, convection, radiation (solar and thermal ) occur in many engineering applications like energy storage by solar collectors, window glazing in buildings, refrigeration of plastic moulds, air handling units etc. Often these thermal systems are composed of various elements for example a building with wall, windows, rooms, etc. It would be of particular interest to have a modular thermal system which is formed by connecting different modules for the elements, flexibility to use and change models for individual elements, add or remove elements without changing the entire code. A numerical approach to handle the heat transfer and fluid flow in such systems helps in saving the full scale experiment time, cost and also aids optimisation of parameters of the system. In subsequent sections are presented a short summary of the work done until now on the orientation of the thesis in the field of numerical methods for heat transfer and fluid flow applications, the work in process and the future work.

Fast numerical algorithms for the computation of invariant tori in Hamiltonian systems

In this paper, we develop numerical algorithms that use small requirements of storage and operations for the computation of invariant tori in Hamiltonian systems (exact symplectic maps and Hamiltonian vector fields). The algorithms are based on the parameterization method and follow closely the proof of the KAM theorem given in [LGJV05] and [FLS07]. They essentially consist in solving a functional equation satisfied by the invariant tori by using a Newton method. Using some geometric identities, it is possible to perform a Newton step using little storage and few operations. In this paper we focus on the numerical issues of the algorithms (speed, storage and stability) and we refer to the mentioned papers for the rigorous results. We show how to compute efficiently both maximal invariant tori and whiskered tori, together with the associated invariant stable and unstable manifolds of whiskered tori. Moreover, we present fast algorithms for the iteration of the quasi-periodic cocycles and the computation of the invariant bundles, which is a preliminary step for the computation of invariant whiskered tori. Since quasi-periodic cocycles appear in other contexts, this section may be of independent interest. The numerical methods presented here allow to compute in a unified way primary and secondary invariant KAM tori. Secondary tori are invariant tori which can be contracted to a periodic orbit. We present some preliminary results that ensure that the methods are indeed implementable and fast. We postpone to a future paper optimized implementations and results on the breakdown of invariant tori.

A numerical algorithm for finding solutions of a generalized Nash equilibrium problem

A family of nonempty closed convex sets is built by using the data of the Generalized Nash equilibrium problem (GNEP). The sets are selected iteratively such that the intersection of the selected sets contains solutions of the GNEP. The algorithm introduced by Iusem-Sosa (2003) is adapted to obtain solutions of the GNEP. Finally some numerical experiments are given to illustrate the numerical behavior of the algorithm.

A numerical solver for a nonlinear Fokker-Planck equation representation of neuronal network dynamics

To describe the collective behavior of large ensembles of neurons in neuronal network, a kinetic theory description was developed in [13, 12], where a macroscopic representation of the network dynamics was directly derived from the microscopic dynamics of individual neurons, which are modeled by conductance-based, linear, integrate-and-fire point neurons. A diffusion approximation then led to a nonlinear Fokker-Planck equation for the probability density function of neuronal membrane potentials and synaptic conductances. In this work, we propose a deterministic numerical scheme for a Fokker-Planck model of an excitatory-only network. Our numerical solver allows us to obtain the time evolution of probability distribution functions, and thus, the evolution of all possible macroscopic quantities that are given by suitable moments of the probability density function. We show that this deterministic scheme is capable of capturing the bistability of stationary states observed in Monte Carlo simulations. Moreover, the transient behavior of the firing rates computed from the Fokker-Planck equation is analyzed in this bistable situation, where a bifurcation scenario, of asynchronous convergence towards stationary states, periodic synchronous solutions or damped oscillatory convergence towards stationary states, can be uncovered by increasing the strength of the excitatory coupling. Finally, the computation of moments of the probability distribution allows us to validate the applicability of a moment closure assumption used in [13] to further simplify the kinetic theory.

Methodology for studying the numerical speed of sound in finite differences schemes

The space and time discretization inherent to all FDTD schemesintroduce non-physical dispersion errors, i.e. deviations ofthe speed of sound from the theoretical value predicted bythe governing Euler differential equations. A generalmethodologyfor computing this dispersion error via straightforwardnumerical simulations of the FDTD schemes is presented.The method is shown to provide remarkable accuraciesof the order of 1/1000 in a wide variety of twodimensionalfinite difference schemes.

Comparing and validating hypothesis test procedures: Graphical and numerical tools

When the behaviour of a specific hypothesis test statistic is studied by aMonte Carlo experiment, the usual way to describe its quality is by givingthe empirical level of the test. As an alternative to this procedure, we usethe empirical distribution of the obtained \emph{p-}values and exploit itsinformation both graphically and numerically.

A numerical characterization of hypersurface singularities

In this note we give a numerical characterization of hypersurface singularities in terms of the normalized Hilbert-Samuel coefficients, and we interpret this result from the point of view of rigid polynomials.

A numerical model for the gamma-ray emission of the microquasar LS 5039

The possible association between the microquasar LS 5039 and the EGRET source 3EG J1824-1514 suggests that microquasars could also be sources of high energy gamma-rays. In this paper, we explore, with a detailed numerical model, if this system can produce the emission detected by EGRET (>100 MeV) through inverse Compton (IC) scattering. Our numerical approach considers a population of relativistic electrons entrained in a cylindrical inhomogeneous jet, interacting with both the radiation and the magnetic fields, taking into account the Thomson and Klein-Nishina regimes of interaction. The computed spectrum reproduces the observed spectral characteristics at very high energy.

Numerical algorithm for Ginzburg-Landau equations with multiplicative noise: Application to domain growth

We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.

Effects of small surface tension in Hele-Shaw multifinger dynamics: an analytical and numerical study

We study the singular effects of vanishingly small surface tension on the dynamics of finger competition in the Saffman-Taylor problem, using the asymptotic techniques described by Tanveer [Philos. Trans. R. Soc. London, Ser. A 343, 155 (1993)] and Siegel and Tanveer [Phys. Rev. Lett. 76, 419 (1996)], as well as direct numerical computation, following the numerical scheme of Hou, Lowengrub, and Shelley [J. Comput. Phys. 114, 312 (1994)]. We demonstrate the dramatic effects of small surface tension on the late time evolution of two-finger configurations with respect to exact (nonsingular) zero-surface-tension solutions. The effect is present even when the relevant zero-surface-tension solution has asymptotic behavior consistent with selection theory. Such singular effects, therefore, cannot be traced back to steady state selection theory, and imply a drastic global change in the structure of phase-space flow. They can be interpreted in the framework of a recently introduced dynamical solvability scenario according to which surface tension unfolds the structurally unstable flow, restoring the hyperbolicity of multifinger fixed points.

Numerical signs fos a transition in the 2d Random Field Ising Model at T=0

Intensive numerical studies of exact ground states of the two-dimensional ferromagnetic random field Ising model at T=0, with a Gaussian distribution of fields, are presented. Standard finite size scaling analysis of the data suggests the existence of a transition at ¿c=0.64±0.08. Results are compared with existing theories and with the study of metastable avalanches in the same model.

Selection, shape and relaxation of fronts: A numerical study of the effects of inertia.

We study the problem of front propagation in the presence of inertia. We extend the analytical approach for the overdamped problem to this case, and present numerical results to support our theoretical predictions. Specifically, we conclude that the velocity and shape selection problem can still be described in terms of the metastable, nonlinear, and linear overdamped regimes. We study the characteristic relaxation dynamics of these three regimes, and the existence of degenerate (¿quenched¿) solutions.

Numerical investigation of iso-spectral cavities built from trinagles

We present computational approaches as alternatives to a recent microwave cavity experiment by S. Sridhar and A. Kudrolli [Phys. Rev. Lett. 72, 2175 (1994)] on isospectral cavities built from triangles. A straightforward proof of isospectrality is given, based on the mode-matching method. Our results show that the experiment is accurate to 0.3% for the first 25 states. The level statistics resemble those of a Gaussian orthogonal ensemble when the integrable part of the spectrum is removed.