A h-Adaptive Algorithm Using Residual Error Estimates for Fluid Flows

Algorithms for adaptive mesh refinement using a residual error estimator are proposed for fluid flow problems in a finite volume framework. The residual error estimator, referred to as the R-parameter is used to derive refinement and coarsening criteria for the adaptive algorithms. An adaptive strategy based on the R-parameter is proposed for continuous flows, while a hybrid adaptive algorithm employing a combination of error indicators and the R-parameter is developed for discontinuous flows. Numerical experiments for inviscid and viscous flows on different grid topologies demonstrate the effectiveness of the proposed algorithms on arbitrary polygonal grids.

A POSTERIORI ERROR CONTROL OF DISCONTINUOUS GALERKIN METHODS FOR ELLIPTIC OBSTACLE PROBLEMS

In this article, we derive an a posteriori error estimator for various discontinuous Galerkin (DG) methods that are proposed in (Wang, Han and Cheng, SIAM J. Numer. Anal., 48: 708-733, 2010) for an elliptic obstacle problem. Using a key property of DG methods, we perform the analysis in a general framework. The error estimator we have obtained for DG methods is comparable with the estimator for the conforming Galerkin (CG) finite element method. In the analysis, we construct a non-linear smoothing function mapping DG finite element space to CG finite element space and use it as a key tool. The error estimator consists of a discrete Lagrange multiplier associated with the obstacle constraint. It is shown for non-over-penalized DG methods that the discrete Lagrange multiplier is uniformly stable on non-uniform meshes. Finally, numerical results demonstrating the performance of the error estimator are presented.

STOKES' SYSTEM IN A DOMAIN WITH OSCILLATING BOUNDARY: HOMOGENIZATION AND ERROR ANALYSIS OF AN INTERIOR OPTIMAL CONTROL PROBLEM

Homogenization and error analysis of an optimal interior control problem in the framework of Stokes' system, on a domain with rapidly oscillating boundary, are the subject matters of this article. We consider a three dimensional domain constituted of a parallelepiped with a large number of rectangular cylinders at the top of it. An interior control is applied in a proper subdomain of the parallelepiped, away from the oscillating volume. We consider two types of functionals, namely a functional involving the L-2-norm of the state variable and another one involving its H-1-norm. The asymptotic analysis of optimality systems for both cases, when the cross sectional area of the rectangular cylinders tends to zero, is done here. Our major contribution is to derive error estimates for the state, the co-state and the associated pressures, in appropriate functional spaces.

Error analysis of discontinuous Galerkin methods for the Stokes problem under minimal regularity

In this article, we analyse several discontinuous Galerkin (DG) methods for the Stokes problem under minimal regularity on the solution. We assume that the velocity u belongs to H-0(1)(Omega)](d) and the pressure p is an element of L-0(2)(Omega). First, we analyse standard DG methods assuming that the right-hand side f belongs to H-1(Omega) boolean AND L-1(Omega)](d). A DG method that is well defined for f belonging to H-1(Omega)](d) is then investigated. The methods under study include stabilized DG methods using equal-order spaces and inf-sup stable ones where the pressure space is one polynomial degree less than the velocity space.

Optimal error estimate using mesh equidistribution technique for singularly perturbed system of reaction-diffusion boundary-value problems

In this article, we study the problem of determining an appropriate grading of meshes for a system of coupled singularly perturbed reaction-diffusion problems having diffusion parameters with different magnitudes. The central difference scheme is used to discretize the problem on adaptively generated mesh where the mesh equation is derived using an equidistribution principle. An a priori monitor function is obtained from the error estimate. A suitable a posteriori analogue of this monitor function is also derived for the mesh construction which will lead to an optimal second-order parameter uniform convergence. We present the results of numerical experiments for linear and semilinear reaction-diffusion systems to support the effectiveness of our preferred monitor function obtained from theoretical analysis. (C) 2014 Elsevier Inc. All rights reserved.

A Reliable Residual Based A Posteriori Error Estimator for a Quadratic Finite Element Method for the Elliptic Obstacle Problem

A residual based a posteriori error estimator is derived for a quadratic finite element method (FEM) for the elliptic obstacle problem. The error estimator involves various residuals consisting of the data of the problem, discrete solution and a Lagrange multiplier related to the obstacle constraint. The choice of the discrete Lagrange multiplier yields an error estimator that is comparable with the error estimator in the case of linear FEM. Further, an a priori error estimate is derived to show that the discrete Lagrange multiplier converges at the same rate as that of the discrete solution of the obstacle problem. The numerical experiments of adaptive FEM show optimal order convergence. This demonstrates that the quadratic FEM for obstacle problem exhibits optimal performance.

A Remark on the A Posteriori Error Analysis of Discontinuous Galerkin Methods for the Obstacle Problem

We revisit the a posteriori error analysis of discontinuous Galerkin methods for the obstacle problem derived in 25]. Under a mild assumption on the trace of obstacle, we derive a reliable a posteriori error estimator which does not involve min/max functions. A key in this approach is an auxiliary problem with discrete obstacle. Applications to various discontinuous Galerkin finite element methods are presented. Numerical experiments show that the new estimator obtained in this article performs better.

A posteriori error estimates of discontinuous Galerkin methods for the Signorini problem

A reliable and efficient a posteriori error estimator is derived for a class of discontinuous Galerkin (DG) methods for the Signorini problem. A common property shared by many DG methods leads to a unified error analysis with the help of a constraint preserving enriching map. The error estimator of DG methods is comparable with the error estimator of the conforming methods. Numerical experiments illustrate the performance of the error estimator. (C) 2015 Elsevier B.V. All rights reserved.

A FRAMEWORK FOR THE ERROR ANALYSIS OF DISCONTINUOUS FINITE ELEMENT METHODS FOR ELLIPTIC OPTIMAL CONTROL PROBLEMS AND APPLICATIONS TO C-0 IP METHODS

In this article, an abstract framework for the error analysis of discontinuous Galerkin methods for control constrained optimal control problems is developed. The analysis establishes the best approximation result from a priori analysis point of view and delivers a reliable and efficient a posteriori error estimator. The results are applicable to a variety of problems just under the minimal regularity possessed by the well-posedness of the problem. Subsequently, the applications of C-0 interior penalty methods for a boundary control problem as well as a distributed control problem governed by the biharmonic equation subject to simply supported boundary conditions are discussed through the abstract analysis. Numerical experiments illustrate the theoretical findings.

A modified approach to numerical solution of Fredholm integral equations of the second kind

A modified approach to obtain approximate numerical solutions of Fredholin integral equations of the second kind is presented. The error bound is explained by the aid of several illustrative examples. In each example, the approximate solution is compared with the exact solution, wherever possible, and an excellent agreement is observed. In addition, the error bound in each example is compared with the one obtained by the Nystrom method. It is found that the error bound of the present method is smaller than the ones obtained by the Nystrom method. Further, the present method is successfully applied to derive the solution of an integral equation arising in a special Dirichlet problem. (C) 2015 Elsevier Inc. All rights reserved.

Weakly corrected numerical solutions to stochastically driven nonlinear dynamical systems

A method to weakly correct the solutions of stochastically driven nonlinear dynamical systems, herein numerically approximated through the Eule-Maruyama (EM) time-marching map, is proposed. An essential feature of the method is a change of measures that aims at rendering the EM-approximated solution measurable with respect to the filtration generated by an appropriately defined error process. Using Ito's formula and adopting a Monte Carlo (MC) setup, it is shown that the correction term may be additively applied to the realizations of the numerically integrated trajectories. Numerical evidence, presently gathered via applications of the proposed method to a few nonlinear mechanical oscillators and a semi-discrete form of a 1-D Burger's equation, lends credence to the remarkably improved numerical accuracy of the corrected solutions even with relatively large time step sizes. (C) 2015 Elsevier Inc. All rights reserved.

Direct numerical test of the B-G-K model equation by the DSMC method

In the present paper the rarefied gas how caused by the sudden change of the wall temperature and the Rayleigh problem are simulated by the DSMC method which has been validated by experiments both in global flour field and velocity distribution function level. The comparison of the simulated results with the accurate numerical solutions of the B-G-K model equation shows that near equilibrium the BG-K equation with corrected collision frequency can give accurate result but as farther away from equilibrium the B-G-K equation is not accurate. This is for the first time that the error caused by the B-G-K model equation has been revealed.

Effects of Noise and Detection Error in a Dynamic Adaptive Optics System

It is well known that noise and detection error can affect the performances of an adaptive optics (AO) system. Effects of noise and detection error on the phase compensation effectiveness in a dynamic AO system are investigated by means of a pure numerical simulation in this paper. A theoretical model for numerically simulating effects of noise and detection error in a static AO system and a corresponding computer program were presented in a previous article. A numerical simulation of effects of noise and detection error is combined with our previous numeral simulation of a dynamic AO system in this paper and a corresponding computer program has been compiled. Effects of detection error, readout noise and photon noise are included and investigated by a numerical simulation for finding the preferred working conditions and the best performances in a practical dynamic AO system. An approximate model is presented as well. Under many practical conditions such approximate model is a good alternative to the more accurate one. A simple algorithm which can be used for reducing the effect of noise is presented as well. When signal to noise ratio is very low, such method can be used to improve the performances of a dynamic AO system.

Topics in randomized numerical linear algebra

This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

NUMERICAL STUDY OF DAMMANN ARRAY ILLUMINATORS

The numerical solutions of binary-phase (0, tau) gratings for one-dimensional array illuminators up to 32 are presented. Some fabrication errors, which are due to position-quantization errors, phase errors, dilation (or erosion) errors, and the side-slope error, are calculated and show that even-number array illuminators are superior to odd-number array illuminators when these fabrication errors are considered. One (0, tau) binary-phase, 8 x 16 array illuminator made with the wet-chemical-etching method is given in this paper.