An adaptive Newton-method based on a dynamical systems approach

The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical system and thereby to cast it in the framework of an adaptive step size control procedure. In so doing, our goal is to reduce the chaotic behavior of the original method without losing its quadratic convergence property close to the roots. The performance of the modified scheme is illustrated with various examples from algebraic and differential equations.

Space-time Reconstruction of Oceanic Sea States via Variational Stereo Methods

We present a remote sensing observational method for the measurement of the spatio-temporal dynamics of ocean waves. Variational techniques are used to recover a coherent space-time reconstruction of oceanic sea states given stereo video imagery. The stereoscopic reconstruction problem is expressed in a variational optimization framework. There, we design an energy functional whose minimizer is the desired temporal sequence of wave heights. The functional combines photometric observations as well as spatial and temporal regularizers. A nested iterative scheme is devised to numerically solve, via 3-D multigrid methods, the system of partial differential equations resulting from the optimality condition of the energy functional. The output of our method is the coherent, simultaneous estimation of the wave surface height and radiance at multiple snapshots. We demonstrate our algorithm on real data collected off-shore. Statistical and spectral analysis are performed. Comparison with respect to an existing sequential method is analyzed.

Examples of PDEs all whose points are characteristic

Let π : FM ! M be the bundle of linear frames of a manifold M. A basis Lijk , j < k, of diffeomorphism invariant Lagrangians on J1 (FM) was determined in [J. Muñoz Masqué, M. E. Rosado, Invariant variational problems on linear frame bundles, J. Phys. A35 (2002) 2013-2036]. The notion of a characteristic hypersurface for an arbitrary first-order PDE system on an ar- bitrary bred manifold π : P → M, is introduced and for the systems dened by the Euler-Lagrange equations of Lijk every hypersurface is shown to be characteristic. The Euler-Lagrange equations of the natural basis of Lagrangian densities Lijk on the bundle of linear frames of a manifold M which are invariant under diffeomorphisms, are shown to be an underdetermined PDEs systems such that every hypersurface of M is characteristic for such equations. This explains why these systems cannot be written in the Cauchy-Kowaleska form, although they are known to be formally integrable by using the tools of geometric theory of partial differential equations, see [J. Muñoz Masqué, M. E. Rosado, Integrability of the eld equations of invariant variational problems on linear frame bundles, J. Geom. Phys. 49 (2004), 119-155]

The estimation of truncation error by tau-estimation revisited

The aim of this paper was to accurately estimate the local truncation error of partial differential equations, that are numerically solved using a finite difference or finite volume approach on structured and unstructured meshes. In this work, we approximated the local truncation error using the @t-estimation procedure, which aims to compare the residuals on a sequence of grids with different spacing. First, we focused the analysis on one-dimensional scalar linear and non-linear test cases to examine the accuracy of the estimation of the truncation error for both finite difference and finite volume approaches on different grid topologies. Then, we extended the analysis to two-dimensional problems: first on linear and non-linear scalar equations and finally on the Euler equations. We demonstrated that this approach yields a highly accurate estimation of the truncation error if some conditions are fulfilled. These conditions are related to the accuracy of the restriction operators, the choice of the boundary conditions, the distortion of the grids and the magnitude of the iteration error.

A Variational Stereo Method for the Three-Dimensional Reconstruction of Ocean Waves

We develop a novel remote sensing technique for the observation of waves on the ocean surface. Our method infers the 3-D waveform and radiance of oceanic sea states via a variational stereo imagery formulation. In this setting, the shape and radiance of the wave surface are given by minimizers of a composite energy functional that combines a photometric matching term along with regularization terms involving the smoothness of the unknowns. The desired ocean surface shape and radiance are the solution of a system of coupled partial differential equations derived from the optimality conditions of the energy functional. The proposed method is naturally extended to study the spatiotemporal dynamics of ocean waves and applied to three sets of stereo video data. Statistical and spectral analysis are carried out. Our results provide evidence that the observed omnidirectional wavenumber spectrum S(k) decays as k-2.5 is in agreement with Zakharov's theory (1999). Furthermore, the 3-D spectrum of the reconstructed wave surface is exploited to estimate wave dispersion and currents.

A mathematical framework for finite strain elastoplastic consolidation. Part 1: Balance laws, variational formulation, and linearization

A mathematical formulation for finite strain elasto plastic consolidation of fully saturated soil media is presented. Strong and weak forms of the boundary-value problem are derived using both the material and spatial descriptions. The algorithmic treatment of finite strain elastoplasticity for the solid phase is based on multiplicative decomposition and is coupled with the algorithm for fluid flow via the Kirchhoff pore water pressure. Balance laws are written for the soil-water mixture following the motion of the soil matrix alone. It is shown that the motion of the fluid phase only affects the Jacobian of the solid phase motion, and therefore can be characterized completely by the motion of the soil matrix. Furthermore, it is shown from energy balance consideration that the effective, or intergranular, stress is the appropriate measure of stress for describing the constitutive response of the soil skeleton since it absorbs all the strain energy generated in the saturated soil-water mixture. Finally, it is shown that the mathematical model is amenable to consistent linearization, and that explicit expressions for the consistent tangent operators can be derived for use in numerical solutions such as those based on the finite element method.