Interior Boundaries for Degenerate Elliptic Equations of Second Order Some Theory and Numerical Observations

2010 Mathematics Subject Classification: Primary 35J70; Secondary 35J15, 35D05.

Positive Solution for a Class of Degenerate Quasilinear Elliptic Equations in R-N

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Numerical studies on quasilinear and linear elliptic equations

We explore here the acceleration of convergence of iterative methods for the solution of a class of quasilinear and linear algebraic equations. The specific systems are the finite difference form of the Navier-Stokes equations and the energy equation for recirculating flows. The acceleration procedures considered are: the successive over relaxation scheme; several implicit methods; and a second-order procedure. A new implicit method—the alternating direction line iterative method—is proposed in this paper. The method combines the advantages of the line successive over relaxation and alternating direction implicit methods. The various methods are tested for their computational economy and accuracy on a typical recirculating flow situation. The numerical experiments show that the alternating direction line iterative method is the most economical method of solving the Navier-Stokes equations for all Reynolds numbers in the laminar regime. The usual ADI method is shown to be not so attractive for large Reynolds numbers because of the loss of diagonal dominance. This loss can however be restored by a suitable choice of the relaxation parameter, but at the cost of accuracy. The accuracy of the new procedure is comparable to that of the well-tested successive overrelaxation method and to the available results in the literature. The second-order procedure turns out to be the most efficient method for the solution of the linear energy equation.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

Matrix-vector multiplication and triangular linear solver using GPGPU for symmetric positive definite matrices derived from elliptic equations

The modern GPUs are well suited for intensive computational tasks and massive parallel computation. Sparse matrix multiplication and linear triangular solver are the most important and heavily used kernels in scientific computation, and several challenges in developing a high performance kernel with the two modules is investigated. The main interest it to solve linear systems derived from the elliptic equations with triangular elements. The resulting linear system has a symmetric positive definite matrix. The sparse matrix is stored in the compressed sparse row (CSR) format. It is proposed a CUDA algorithm to execute the matrix vector multiplication using directly the CSR format. A dependence tree algorithm is used to determine which variables the linear triangular solver can determine in parallel. To increase the number of the parallel threads, a coloring graph algorithm is implemented to reorder the mesh numbering in a pre-processing phase. The proposed method is compared with parallel and serial available libraries. The results show that the proposed method improves the computation cost of the matrix vector multiplication. The pre-processing associated with the triangular solver needs to be executed just once in the proposed method. The conjugate gradient method was implemented and showed similar convergence rate for all the compared methods. The proposed method showed significant smaller execution time.

On Principle Eigenvalue for Linear Second Order Elliptic Equations in Divergence Form

2002 Mathematics Subject Classification: 35J15, 35J25, 35B05, 35B50

The Asymptotic Behaviour of the First Eigenvalue of Linear Second-Order Elliptic Equations in Divergente Form

2000 Mathematics Subject Classification: 35J70, 35P15.

A Note on Iterations-based Derivations of High-order Homogenization Correctors for Multiscale Semi-linear Elliptic Equations

This Note aims at presenting a simple and efficient procedure to derive the structure of high-order corrector estimates for the homogenization limit applied to a semi-linear elliptic equation posed in perforated domains. Our working technique relies on monotone iterations combined with formal two-scale homogenization asymptotics. It can be adapted to handle more complex scenarios including for instance nonlinearities posed at the boundary of perforations and the vectorial case, when the model equations are coupled only through the nonlinear production terms.

A variational method and approximations of a Cauchy problem for elliptic equations

A Cauchy problem for general elliptic second-order linear partial differential equations in which the Dirichlet data in H½(?1 ? ?3) is assumed available on a larger part of the boundary ? of the bounded domain O than the boundary portion ?1 on which the Neumann data is prescribed, is investigated using a conjugate gradient method. We obtain an approximation to the solution of the Cauchy problem by minimizing a certain discrete functional and interpolating using the finite diference or boundary element method. The minimization involves solving equations obtained by discretising mixed boundary value problems for the same operator and its adjoint. It is proved that the solution of the discretised optimization problem converges to the continuous one, as the mesh size tends to zero. Numerical results are presented and discussed.

A simplified approach for calculating the moments of action for linear reaction-diffusion equations

The mean action time is the mean of a probability density function that can be interpreted as a critical time, which is a finite estimate of the time taken for the transient solution of a reaction-diffusion equation to effectively reach steady state. For high-variance distributions, the mean action time under-approximates the critical time since it neglects to account for the spread about the mean. We can improve our estimate of the critical time by calculating the higher moments of the probability density function, called the moments of action, which provide additional information regarding the spread about the mean. Existing methods for calculating the nth moment of action require the solution of n nonhomogeneous boundary value problems which can be difficult and tedious to solve exactly. Here we present a simplified approach using Laplace transforms which allows us to calculate the nth moment of action without solving this family of boundary value problems and also without solving for the transient solution of the underlying reaction-diffusion problem. We demonstrate the generality of our method by calculating exact expressions for the moments of action for three problems from the biophysics literature. While the first problem we consider can be solved using existing methods, the second problem, which is readily solved using our approach, is intractable using previous techniques. The third problem illustrates how the Laplace transform approach can be used to study coupled linear reaction-diffusion equations.

Numerical procedure for second order non-linear ordinary differential equations and application to heat transfer problem

In this paper, we have first given a numerical procedure for the solution of second order non-linear ordinary differential equations of the type y″ = f (x;y, y′) with given initial conditions. The method is based on geometrical interpretation of the equation, which suggests a simple geometrical construction of the integral curve. We then translate this geometrical method to the numerical procedure adaptable to desk calculators and digital computers. We have studied the efficacy of this method with the help of an illustrative example with known exact solution. We have also compared it with Runge-Kutta method. We have then applied this method to a physical problem, namely, the study of the temperature distribution in a semi-infinite solid homogeneous medium for temperature-dependent conductivity coefficient.

Exact-Solutions Of Linear Partial-Differential Equations With Variable-Coefficients

Backlund transformations relating the solutions of linear PDE with variable coefficients to those of PDE with constant coefficients are found, generalizing the study of Varley and Seymour [2]. Auto-Backlund transformations are also determined. To facilitate the generation of new solutions via Backlund transformation, explicit solutions of both classes of the PDE just mentioned are found using invariance properties of these equations and other methods. Some of these solutions are new.

Existence results for elliptic equations with singular terms

Esta dissertação estuda em detalhe três problemas elípticos: (I) uma classe de equações que envolve o operador Laplaciano, um termo singular e nãolinearidade com o exponente crítico de Sobolev, (II) uma classe de equações com singularidade dupla, o expoente crítico de Hardy-Sobolev e um termo côncavo e (III) uma classe de equações em forma divergente, que envolve um termo singular, um operador do tipo Leray-Lions, e uma função definida nos espaços de Lorentz. As não-linearidades consideradas nos problemas (I) e (II), apresentam dificuldades adicionais, tais como uma singularidade forte no ponto zero (de modo que um "blow-up" pode ocorrer) e a falta de compacidade, devido à presença do exponente crítico de Sobolev (problema (I)) e Hardy-Sobolev (problema (II)). Pela singularidade existente no problema (III), a definição padrão de solução fraca pode não fazer sentido, por isso, é introduzida uma noção especial de solução fraca em subconjuntos abertos do domínio. Métodos variacionais e técnicas da Teoria de Pontos Críticos são usados para provar a existência de soluções nos dois primeiros problemas. No problema (I), são usadas uma combinação adequada de técnicas de Nehari, o princípio variacional de Ekeland, métodos de minimax, um argumento de translação e estimativas integrais do nível de energia. Neste caso, demonstramos a existência de (pelo menos) quatro soluções não triviais onde pelo menos uma delas muda de sinal. No problema (II), usando o método de concentração de compacidade e o teorema de passagem de montanha, demostramos a existência de pelo menos duas soluções positivas e pelo menos um par de soluções com mudança de sinal. A abordagem do problema (III) combina um resultado de surjectividade para operadores monótonos, coercivos e radialmente contínuos com propriedades especiais do operador de tipo Leray- Lions. Demonstramos assim a existência de pelo menos, uma solução no espaço de Lorentz e obtemos uma estimativa para esta solução.