960 resultados para Initial value problems
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The goal of this paper is to establish exponential convergence of $hp$-version interior penalty (IP) discontinuous Galerkin (dG) finite element methods for the numerical approximation of linear second-order elliptic boundary-value problems with homogeneous Dirichlet boundary conditions and piecewise analytic data in three-dimensional polyhedral domains. More precisely, we shall analyze the convergence of the $hp$-IP dG methods considered in [D. Schötzau, C. Schwab, T. P. Wihler, SIAM J. Numer. Anal., 51 (2013), pp. 1610--1633] based on axiparallel $\sigma$-geometric anisotropic meshes and $\bm{s}$-linear anisotropic polynomial degree distributions.
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A fast marching level set method is presented for monotonically advancing fronts, which leads to an extremely fast scheme for solving the Eikonal equation. Level set methods are numerical techniques for computing the position of propagating fronts. They rely on an initial value partial differential equation for a propagating level set function and use techniques borrowed from hyperbolic conservation laws. Topological changes, corner and cusp development, and accurate determination of geometric properties such as curvature and normal direction are naturally obtained in this setting. This paper describes a particular case of such methods for interfaces whose speed depends only on local position. The technique works by coupling work on entropy conditions for interface motion, the theory of viscosity solutions for Hamilton-Jacobi equations, and fast adaptive narrow band level set methods. The technique is applicable to a variety of problems, including shape-from-shading problems, lithographic development calculations in microchip manufacturing, and arrival time problems in control theory.
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"Contract No. AF33(616)-6079 Project No. 9-(13-6278) Task 40572. Sponsored by: Wright Air Development Center"
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In this paper, we are concerned with determining values of lambda, for which there exist positive solutions of the nonlinear eigenvalue problem [GRAPHICS] where a, b, c, d is an element of [0, infinity), xi(i) is an element of (0, 1), alpha(i), beta(i) is an element of [0 infinity) (for i is an element of {1, ..., m - 2}) are given constants, p, q is an element of C ([0, 1], (0, infinity)), h is an element of C ([0, 1], [0, infinity)), and f is an element of C ([0, infinity), [0, infinity)) satisfying some suitable conditions. Our proofs are based on Guo-Krasnoselskii fixed point theorem. (C) 2004 Elsevier Inc. All rights reserved.
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A method has been constructed for the solution of a wide range of chemical plant simulation models including differential equations and optimization. Double orthogonal collocation on finite elements is applied to convert the model into an NLP problem that is solved either by the VF 13AD package based on successive quadratic programming, or by the GRG2 package, based on the generalized reduced gradient method. This approach is termed simultaneous optimization and solution strategy. The objective functional can contain integral terms. The state and control variables can have time delays. Equalities and inequalities containing state and control variables can be included into the model as well as algebraic equations and inequalities. The maximum number of independent variables is 2. Problems containing 3 independent variables can be transformed into problems having 2 independent variables using finite differencing. The maximum number of NLP variables and constraints is 1500. The method is also suitable for solving ordinary and partial differential equations. The state functions are approximated by a linear combination of Lagrange interpolation polynomials. The control function can either be approximated by a linear combination of Lagrange interpolation polynomials or by a piecewise constant function over finite elements. The number of internal collocation points can vary by finite elements. The residual error is evaluated at arbitrarily chosen equidistant grid-points, thus enabling the user to check the accuracy of the solution between collocation points, where the solution is exact. The solution functions can be tabulated. There is an option to use control vector parameterization to solve optimization problems containing initial value ordinary differential equations. When there are many differential equations or the upper integration limit should be selected optimally then this approach should be used. The portability of the package has been addressed converting the package from V AX FORTRAN 77 into IBM PC FORTRAN 77 and into SUN SPARC 2000 FORTRAN 77. Computer runs have shown that the method can reproduce optimization problems published in the literature. The GRG2 and the VF I 3AD packages, integrated into the optimization package, proved to be robust and reliable. The package contains an executive module, a module performing control vector parameterization and 2 nonlinear problem solver modules, GRG2 and VF I 3AD. There is a stand-alone module that converts the differential-algebraic optimization problem into a nonlinear programming problem.
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In this study, we investigate the problem of reconstruction of a stationary temperature field from given temperature and heat flux on a part of the boundary of a semi-infinite region containing an inclusion. This situation can be modelled as a Cauchy problem for the Laplace operator and it is an ill-posed problem in the sense of Hadamard. We propose and investigate a Landweber-Fridman type iterative method, which preserve the (stationary) heat operator, for the stable reconstruction of the temperature field on the boundary of the inclusion. In each iteration step, mixed boundary value problems for the Laplace operator are solved in the semi-infinite region. Well-posedness of these problems is investigated and convergence of the procedures is discussed. For the numerical implementation of these mixed problems an efficient boundary integral method is proposed which is based on the indirect variant of the boundary integral approach. Using this approach the mixed problems are reduced to integral equations over the (bounded) boundary of the inclusion. Numerical examples are included showing that stable and accurate reconstructions of the temperature field on the boundary of the inclusion can be obtained also in the case of noisy data. These results are compared with those obtained with the alternating iterative method.
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An iterative procedure for determining temperature fields from Cauchy data given on a part of the boundary is presented. At each iteration step, a series of mixed well-posed boundary value problems are solved for the heat operator and its adjoint. A convergence proof of this method in a weighted L2-space is included, as well as a stopping criteria for the case of noisy data. Moreover, a solvability result in a weighted Sobolev space for a parabolic initial boundary value problem of second order with mixed boundary conditions is presented. Regularity of the solution is proved. (© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)
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An iterative method for reconstruction of the solution to a parabolic initial boundary value problem of second order from Cauchy data is presented. The data are given on a part of the boundary. At each iteration step, a series of well-posed mixed boundary value problems are solved for the parabolic operator and its adjoint. The convergence proof of this method in a weighted L2-space is included.
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2000 Mathematics Subject Classification: 33D15, 33D90, 39A13
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MSC 2010: 26A33, 33E12, 35B45, 35B50, 35K99, 45K05 Dedicated to Professor Rudolf Gorenflo on the occasion of his 80th anniversary
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2002 Mathematics Subject Classification: Primary 35В05; Secondary 35L15
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We develop the energy norm a-posteriori error estimation for hp-version discontinuous Galerkin (DG) discretizations of elliptic boundary-value problems on 1-irregularly, isotropically refined affine hexahedral meshes in three dimensions. We derive a reliable and efficient indicator for the errors measured in terms of the natural energy norm. The ratio of the efficiency and reliability constants is independent of the local mesh sizes and weakly depending on the polynomial degrees. In our analysis we make use of an hp-version averaging operator in three dimensions, which we explicitly construct and analyze. We use our error indicator in an hp-adaptive refinement algorithm and illustrate its practical performance in a series of numerical examples. Our numerical results indicate that exponential rates of convergence are achieved for problems with smooth solutions, as well as for problems with isotropic corner singularities.
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Universidade Estadual de Campinas . Faculdade de Educação Física
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The general mechanism for the photodegradation of polyethyleneglycol (PEG) by H2O2/UV was determined studying the photooxidation of small model molecules, like low molecular weight ethyleneglycols (tetra-, tri-, di-, and ethyleneglycol). After 30 min of irradiation the average molar mass (Mw) of the degradated PEG, analysed by GPC, fall to half of its initial value, with a concomitant increase in polydispersitivity and number of average chain scission (S), characterizing a random chain scission process yielding oligomers and smaller size ethyleneglycols. HPLC analysis of the photodegradation of the model ethyleneglycols proved that the oxidation mechanism involved consecutive reactions, where the larger ethyleneglycols gave rise, successively, to smaller ones. The photodegradation of ethyleneglycol lead to the formation of low molecular weight carboxylic acids, like glycolic, oxalic and formic acids.
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Several numerical methods for boundary value problems use integral and differential operational matrices, expressed in polynomial bases in a Hilbert space of functions. This work presents a sequence of matrix operations allowing a direct computation of operational matrices for polynomial bases, orthogonal or not, starting with any previously known reference matrix. Furthermore, it shows how to obtain the reference matrix for a chosen polynomial base. The results presented here can be applied not only for integration and differentiation, but also for any linear operation.