Optimal control with stochastic PDE constraints and uncertain controls

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.

人工源频率域大地电磁法正反演研究

The CSAMT method is playing an important role in the exploration of geothermal and the pre-exploration in tunnel construction project recently. In order to instruct the interpretation technique for the field data, the forward method from ID to 3D and inversion method in ID and 2D are developed in this paper for the artificial source magnetotelluric in frequency domain. In general, the artificial source data are inverted only after the near field is corrected on the basis of the assumption of half-homogeneous space; however, this method is not suitable for the complex structure because the assumption is not valid any more. Recently the new idea about inversion scheme without near field correction is published in order to avoid the near field correction error. We try to discuss different inversion scheme in ID and 2D using the data without near field correction.The numerical integration method is used to do the forward modeling in ID CSAMT method o The infinite line source is used in the 2D finite-element forward modeling, where the near-field effect is occurred as in the CSAMT method because of using artificial source. The pseudo-delta function is used to modeling the source distribution, which reduces the singularity when solving the finite-element equations. The effect on the exploration area is discussed when anomalous body exists under the source or between the source and exploration area; A series of digital test show the 2D finite element method are correct, the results of modeling has important significant for CSAMT data interpretation. For 3D finite-element forward modeling, the finite-element equation is derived by Galerkin method and the divergence condition is add forcedly to the forward equation, the forward modeling result of the half homogeneous space model is correct.The new inversion idea without near field correction is followed to develop new inversion methods in ID and 2D in the paper. All of the inversion schemes use the data without near field correction, which avoid introducing errors caused by near field correction. The modified grid parameter method and the layer-by-layer inversion method are joined in the ID inversion scheme. The RRI method with artificial source are developed and finite-element inversion method are used in 2D inversion scheme. The inversion results using digital data and the field data are accordant to the model and the known geology data separately, which means the inversion without near field correction is accessible. The feasibility to invert the data only in exploration area is discussed when the anomalous body exists between the source and the exploration area.

Comparison of finite element and finite volume methods application in geometrically nonlinear stress analysis

A novel three-dimensional finite volume (FV) procedure is described in detail for the analysis of geometrically nonlinear problems. The FV procedure is compared with the conventional finite element (FE) Galerkin approach. FV can be considered to be a particular case of the weighted residual method with a unit weighting function, where in the FE Galerkin method we use the shape function as weighting function. A Fortran code has been developed based on the finite volume cell vertex formulation. The formulation is tested on a number of geometrically nonlinear problems. In comparison with FE, the results reveal that FV can reach the FE results in a higher mesh density.

Full-Wave Analysis of Layered Aperture Arrays

The new rigorous numerical-analytical technique based upon Galerkin method with the entire domain basis functions has been developed and applied to the study of the periodic aperture arrays containing multiple dissimilar apertures of complex shapes in stratified medium. The rapid uniform convergence of the solutions has enabled a comprehensive parametric study of complex array arrangements. The developed theory has revealed new effects of the aperture shape and layout on the array performance. The physical mechanisms underlying the TM wave resonances and Luebbers' anomaly have been explained for the first time.

Calculation of loss in conductors of a superconducting shielded slotted line and a coplanar waveguide

Finite conductivity in superconductors is taken into account by approximate boundary conditions imposed directly when deriving pair summatory equations, which are solved using the Galerkin method and the basis describing the edge singularity.

Numerical Methods for the Unsteady Compressible Navier-Stokes Equations

We consider numerical methods for the compressible time dependent Navier-Stokes equations, discussing the spatial discretization by Finite Volume and Discontinuous Galerkin methods, the time integration by time adaptive implicit Runge-Kutta and Rosenbrock methods and the solution of the appearing nonlinear and linear equations systems by preconditioned Jacobian-Free Newton-Krylov, as well as Multigrid methods. As applications, thermal Fluid structure interaction and other unsteady flow problems are considered. The text is aimed at both mathematicians and engineers.

On integral equation and least squares methods for scattering by diffraction gratings

In this paper we consider the scattering of a plane acoustic or electromagnetic wave by a one-dimensional, periodic rough surface. We restrict the discussion to the case when the boundary is sound soft in the acoustic case, perfectly reflecting with TE polarization in the EM case, so that the total field vanishes on the boundary. We propose a uniquely solvable first kind integral equation formulation of the problem, which amounts to a requirement that the normal derivative of the Green's representation formula for the total field vanish on a horizontal line below the scattering surface. We then discuss the numerical solution by Galerkin's method of this (ill-posed) integral equation. We point out that, with two particular choices of the trial and test spaces, we recover the so-called SC (spectral-coordinate) and SS (spectral-spectral) numerical schemes of DeSanto et al., Waves Random Media, 8, 315-414 1998. We next propose a new Galerkin scheme, a modification of the SS method that we term the SS* method, which is an instance of the well-known dual least squares Galerkin method. We show that the SS* method is always well-defined and is optimally convergent as the size of the approximation space increases. Moreover, we make a connection with the classical least squares method, in which the coefficients in the Rayleigh expansion of the solution are determined by enforcing the boundary condition in a least squares sense, pointing out that the linear system to be solved in the SS* method is identical to that in the least squares method. Using this connection we show that (reflecting the ill-posed nature of the integral equation solved) the condition number of the linear system in the SS* and least squares methods approaches infinity as the approximation space increases in size. We also provide theoretical error bounds on the condition number and on the errors induced in the numerical solution computed as a result of ill-conditioning. Numerical results confirm the convergence of the SS* method and illustrate the ill-conditioning that arises.

A new frequency-uniform coercive boundary integral equation for acoustic scattering

A new boundary integral operator is introduced for the solution of the soundsoft acoustic scattering problem, i.e., for the exterior problem for the Helmholtz equation with Dirichlet boundary conditions. We prove that this integral operator is coercive in L2(Γ) (where Γ is the surface of the scatterer) for all Lipschitz star-shaped domains. Moreover, the coercivity is uniform in the wavenumber k = ω/c, where ω is the frequency and c is the speed of sound. The new boundary integral operator, which we call the “star-combined” potential operator, is a slight modification of the standard combined potential operator, and is shown to be as easy to implement as the standard one. Additionally, to the authors' knowledge, it is the only second-kind integral operator for which convergence of the Galerkin method in L2(Γ) is proved without smoothness assumptions on Γ except that it is Lipschitz. The coercivity of the star-combined operator implies frequency-explicit error bounds for the Galerkin method for any approximation space. In particular, these error estimates apply to several hybrid asymptoticnumerical methods developed recently that provide robust approximations in the high-frequency case. The proof of coercivity of the star-combined operator critically relies on an identity first introduced by Morawetz and Ludwig in 1968, supplemented further by more recent harmonic analysis techniques for Lipschitz domains.

On aposteriori error analysis of dG schemes approximating hyperbolic conservation laws

This contribution is concerned with aposteriori error analysis of discontinuous Galerkin (dG) schemes approximating hyperbolic conservation laws. In the scalar case the aposteriori analysis is based on the L1 contraction property and the doubling of variables technique. In the system case the appropriate stability framework is in L2, based on relative entropies. It is only applicable if one of the solutions, which are compared to each other, is Lipschitz. For dG schemes approximating hyperbolic conservation laws neither the entropy solution nor the numerical solution need to be Lipschitz. We explain how this obstacle can be overcome using a reconstruction approach which leads to an aposteriori error estimate.

Reduced relative entropy techniques for a posteriori analysis of multiphase problems in elastodynamics

We give an a posteriori analysis of a semidiscrete discontinuous Galerkin scheme approximating solutions to a model of multiphase elastodynamics, which involves an energy density depending not only on the strain but also the strain gradient. A key component in the analysis is the reduced relative entropy stability framework developed in Giesselmann (2014, SIAM J. Math. Anal., 46, 3518–3539). This framework allows energy-type arguments to be applied to continuous functions. Since we advocate the use of discontinuous Galerkin methods we make use of two families of reconstructions, one set of discrete reconstructions and a set of elliptic reconstructions to apply the reduced relative entropy framework in this setting.

Reduced relative entropy techniques for a priori analysis of multiphase problems in elastodynamics

We give an a priori analysis of a semi-discrete discontinuous Galerkin scheme approximating solutions to a model of multiphase elastodynamics which involves an energy density depending not only on the strain but also the strain gradient. A key component in the analysis is the reduced relative entropy stability framework developed in Giesselmann (SIAM J Math Anal 46(5):3518–3539, 2014). The estimate we derive is optimal in the L∞(0,T;dG) norm for the strain and the L2(0,T;dG) norm for the velocity, where dG is an appropriate mesh dependent H1-like space.

Análise de onda completa de superfície seletiva em freqüência do tipo anteparo duplo

This work presents a theoretical analysis and numerical and experimental results of the scattering characteristics of frequency selective surfaces, using elements of type patch perfectly conductor. The structures are composed of two frequency selective surfaces on isotropic dielectric substrates cascaded, separated by a layer of air. The analysis is performed using the method of equivalent transmission line in combination with the Galerkin method, to determine the transmission and reflection characteristics of the structures analyzed. Specifically, the analysis uses the impedance method, which models the structure by an equivalent circuit, and applies the theory of transmission lines to determine the dyadic Green's function for the cascade structure. This function relates the incident field and surface current densities. These fields are determined algebraically by means of potential incidents and the imposition of the continuity of the fields in the dielectric interfaces. The Galerkin method is applied to the numerical determination of the unknown weight coefficients and hence the unknown densities of surface currents, which are expanded in terms of known basis functions multiplied by these weight coefficients. From the determination of these functions, it becomes possible to obtain numerical scattered fields at the top and bottom of the structures and characteristics of transmission and reflection of these structures. At work, we present numerical and experimental results for the characteristics of transmission and reflection. Comparisons were made with other results presented in literature, and it was observed a good agreement in the cases presented suggestions continuity of the work are presented

Análise espectral de reflectarrays com substratos de duas camadas dielétricas anisotrópicas uniaxiais

Recently, an amazing development has been observed in telecommunication systems. Two good examples of this development are observed in mobile communication and aerospace systems. This impressive development is related to the increasing need for receiving and transmitting communication signals. Particularly, this development has required the study of new antennas and filters. This work presents a fullwave analysis of reflectarrays. The considered structures are composed by arrays of rectangular conducting patches printed on multilayer dieletric substrates, that are mounted on a ground plane. The analysis is developed in the spectral domain, using an equivalent transmission line method in combination with Galerkin method. Results for the reflection coefficient of these structures are presented and compared to those available in the literature. A good agreement was observed. Particularly, the developed analysis uses the transmission lines theory in combination with the incident potentials and the field continuity equations, at the structures interfaces, for obtaining the scattered field components expressions as function of the patch surface currents and of the incident field. Galerkin method is used to determine the unknown coefficients in the boundary value problem. Curves for the reflection coefficient of several reflectarray geometries are presented as function of frequency and of the structural parameters

Análise de antenas de microfita com patches circulares sobre substratos anisotrópicos usando o método dos potenciais de Hertz

This work consists on the theoretical and numerical analysis of some properties of circular microstrip patch antennas on isotropic and uniaxial anisotropic substrates. For this purpose, a full wave analysis is performed, using Hertz Vector Potentials method in the Hankel Transform domain. In the numerical analysis, the moment method is also used in order to determine some characteristics of the antenna, such as: resonant frequency and radiation pattern. The definition of Hertz potentials in the Hankel domain is used in association with Maxwell´s equations and the boundary conditions of the structures to obtain the Green´s functions, relating the components of the current density on the patch and the tangential electric field components. Then, the Galerkin method is used to generate a matrix equation whose nontrivial solution is the complex resonant frequency of the structure. In the analysis, a microstrip antenna with only one isotropic dielectric layer is initially considered. For this structure, the effect of using superconductor patches is also analyzed. An analysis of a circular microstrip antenna on an uniaxial anisotropic dielectric layer is performed, using the Hertz vector potentials oriented along the optical axis of the material, that is perpendicular to the microstrip ground plane. Afterwards, the circular microstrip antenna using two uniaxial anisotropic dielectric layers is investigated, considering the particular case in which the inferior layer is filled by air. In this study, numerical results for resonant frequency and radiation pattern for circular microstrip antennas on isotropic and uniaxial anisotropic substrates are presented and compared with measured and calculated results found in the literature

Análise espectral de reflectarrays com substrato de duas camadas dielétricas anisotrópicas uniaxiais

Recently, an amazing development has been observed in telecommunication systems. Two good examples of this development are observed in mobile communication and aerospace systems. This impressive development is related to the increasing need for receiving and transmitting communication signals. Particularly, this development has required the study of new antennas and filters. This work presents a fullwave analysis of reflectarrays. The considered structures are composed by arrays of rectangular conducting patches printed on multilayer dieletric substrates, that are mounted on a ground plane. The analysis is developed in the spectral domain, using an equivalent transmission line method in combination with Galerkin method. Results for the reflection coefficient of these structures are presented and compared to those available in the literature. A good agreement was observed. Particularly, the developed analysis uses the transmission lines theory in combination with the incident potentials and the field continuity equations, at the structures interfaces, for obtaining the scattered field components expressions as function of the patch surface currents and of the incident field. Galerkin method is used to determine the unknown coefficients in the boundary value problem. Curves for the reflection coefficient of several reflectarray geometries are presented as function of frequency and of the structural parameters