On the Convergence Rate ofOperator Splitting for Hamilton--Jacobi Equations with Source Terms

We study state-constraint static Hamilton-Jacobi equations in a sequence of domains $\{\Omega_k\}_{k \in \mathbb{N}}$ in $\mathbb{R}^n$ such that $\Omega_k \subset \Omega_{k+1}$ for all $k\in \mathbb{N}$. We obtain rates of convergence of $u_k$, the solution to the state-constraint problem in $\Omega_k$, to $u$, the solution to the corresponding problem in $\Omega = \bigcup_{k \in \mathbb{N}} \Omega_k$. In many cases, the rates obtained are proven to be optimal. Various new examples and discussions are provided at the end of the paper.

We study numerical methods for time-dependent partial differential equations describing wave propagation, primarily applied to problems in quantum dynamics governed by the time-dependent Schrodinger equation (TDSE). We consider both methods for spatial approximation and for time stepping. In most settings, numerical solution of the TDSE is more challenging than solving a hyperbolic wave equation. This is mainly because the dispersion relation of the TDSE makes it very sensitive to dispersion error, and infers a stringent time step restriction for standard explicit time stepping schemes. The TDSE is also often posed in high dimensions, where standard methods are intractable.The sensitivity to dispersion error makes spectral methods advantageous for the TDSE. We use spectral or pseudospectral methods in all except one of the included papers. In Paper III we improve and analyse the accuracy of the Fourier pseudospectral method applied to a problem with limited regularity, and in Paper V we construct a matrix-free spectral method for problems with non-trivial boundary conditions. Due to its stiffness, the TDSE is most often solved using exponential time integration. In this thesis we use exponential operator splitting and Krylov subspace methods. We rigorously prove convergence for force-gradient operator splitting methods in Paper IV. One way of making high-dimensional problems computationally tractable is low-rank approximation. In Paper VI we prove that a splitting method for dynamical low-rank approximation is robust to singular values in the approximation approaching zero, a situation which is difficult to handle since it implies strong curvature of the approximation space.

Simulation of the Rouse model in flow underlies a great variety of numerical investigations of polymer dynamics, in both entangled melts and solutions and in dilute solution. Typically a simple explicit stochastic Euler method is used to evolve the Rouse model. Here we compare this approach to an operator splitting method, which splits the evolution operator into stochastic linear and deterministic nonlinear parts and takes advantage of an analytical solution for the linear Rouse model in terms of the noise history. We show that this splitting method has second-order weak convergence, whereas the Euler method has only first-order weak convergence. Furthermore, the splitting method is unconditionally stable, in contrast to the limited stability range of the Euler method. Similar splitting methods are applicable to a broad class of problems in stochastic dynamics in which noise competes with ordering and flow to determine steady-state order parameter structures.

Fast sweeping methods are efficient Gauss---Seidel iterative numerical schemes originally designed for solving static Hamilton---Jacobi equations. Recently, these methods have been applied to solve hyperbolic conservation laws with source terms. In this paper, we propose Lax---Friedrichs fast sweeping multigrid methods which allow even more efficient calculations of viscosity solutions of stationary hyperbolic problems. Due to the choice of Lax---Friedrichs numerical fluxes, general problems can be solved without difficult inversion. High order discretization, e.g., WENO finite difference method, can be incorporated to achieve high order accuracy. On the other hand, multigrid methods, which have been widely used to solve elliptic equations, can speed up the computation by smoothing errors of low frequencies on coarse meshes. We modify the classical multigrid method with regard to properties of viscous solutions to hyperbolic conservation equations by introducing WENO interpolation between levels of mesh grids. Extensive numerical examples in both scalar and system test problems in one and two dimensions demonstrate the efficiency, high order accuracy and the capability of resolving singularities of the viscosity solutions.

The spatially discretized magnetic vector potential formulation of magnetoquasistatic problems is transformed from an infinitely stiff differential algebraic equation system of index 1 to an ordinary differential equation (ODE) system with finite stiffness by application of a generalized Schur-complement. The ODE is integrated in time using the explicit Euler method, where a pseudo-inverse of the discrete curl-curl matrix within nonconductive regions is repeatedly computed by the conjugate gradient method. For the computation of suitable start vectors subspace projection extrapolation method and proper orthogonal decomposition are compared.

We provide an introduction to deformation quantisation and discuss the application of the formalism in solving the evolution problem for many-body systems in terms of semiclassical expansion. In any fixed order of expansion over the Planck's constant, the evolution problem can be reduced to a statistical-mechanics problem of calculating an ensemble of quantum characteristics in the phase space and their Jacobi fields. In comparison with the corresponding rules of classical statistical mechanics, the rules for computing the probabilities and time-dependent averages of observables are modified. The evolution equations represent a finite system of first-order ordinary differential equations for quantum trajectories in the phase space and the associated Jacobi fields. Quantum characteristics allow for the consistent inclusion of specific quantum effects, such as non-localities and coherence, in the description of the propagation of particles in the transport models. Since the late 1980s - early 1990s, when the first transport models were created for modeling heavy-ion collisions, computing power has increased by about five orders of magnitude. This dramatic rise in computing power makes it possible to include Jacobi fields in the collision dynamics, to extend beyond the classical treatment of phase-space trajectories, currently adopted in all of the transport models.

Two different types of generalized solutions, namely viscosity and variational solutions, were introduced to solve the first-order evolutionary Hamilton--Jacobi equation. They coincide if the Hamiltonian is convex in the momentum variable. In this paper we prove that there exists no other class of integrable Hamiltonians sharing this property. To do so, we build for any non-convex non-concave integrable Hamiltonian a smooth initial condition such that the graph of the viscosity solution is not contained in the wavefront associated with the Cauchy problem. The construction is based on a new example for a saddle Hamiltonian and a precise analysis of the one-dimensional case, coupled with reduction and approximation arguments.

In the paper cited above a proof about an estimate of the rate of convergence for a special discretization scheme for the Hamilton--Jacobi equation is given. The proof is essentially based on the identification between functions $$\tilde v_h$$ andvhk. Here we give a simple example which shows that this identification is incorrect.

Micro-cantilever beams are currently employed as sensor in various fields. Of main applications, is using such beams in wind speed sensors. For this purpose, curved out of plane micro-cantilever beams are used. Uniform pressure on such beams causes a large deflection of beam. General mechanics of material theory deals with small deflection and thus cannot be used for explaining this deflection. Although there are a body of works on analysing of large deflection [1], nonlinear deflection, of curved beams [2], yet there is no research on large deflection of curved beam under horizontal uniform distributed force. Theoretically, the wind force is applying horizontally on curved micro-cantilever beam. Here, we neglect the effect of moving weather from beam sides. We first aim how to drive the governed equation. A curved beam does not have a calculable centroid. Also large deflection of beam changes its curvature which would change the centroid of beam consciously. The variation of centroid makes very though calculating the bending moment of each cross section in the beam. To address this issue, an integral equation will be used. The total force will be considered as a single force applied at the centroid. The second challenge is solving the governed nonlinear ordinary differential equation (ODE). Although there are several methods to solve analytically nonlinear ODE, Lie symmetry method, with all its complication, is a general method for this kind of equations. This approach covers all current methods in analytical solving nonlinear ODEs. In this method, an infinitesimal transformation should be calculated. All transformations under one parameter creates a group that called Lie group. A value of parameter which transfers the equation onto itself is called invariant of ODE. One can calculate canonical coordinates ODEs by the invariant. Solving the canonical coordinates ODEs yields to calculating the canonical coordinates. Canonical coordinate are used to reduce the order of nonlinear ODE [3]. By repeating this method one can solve high order ODEs. Our last question is how to do numerical solution of ODE. The possible answer will help to explain the phenomena of deflection clearly and compare the analytical solution with numerical results. Small dimensions of beam, small values of applied force from one side and Young modules value from the other side, will create a stiff ODE. Authors experience in this area shows that the best method to sole these kind of equations is LSODE. This method can be used in Maple. Here, primary calculations show that the governed equation is second order nonlinear ODE and we propose two possible invariants to solve ODE. Overall, the primary numerical solution has shown perfect match with the exact solution.

We present some operator splitting methods improved by the use of the Zassenhaus product and designed for applications to multiphysics problems. We treat iterative splitting methods that can be improved by means of the Zassenhaus product formula, which is a sequential splitting scheme. The main idea for reducing the computation time needed by the iterative scheme is to embed fast and cheap Zassenhaus product schemes, since the computation of the commutators involved is very cheap, since we are dealing with nilpotent matrices. We discuss the coupling ideas of iterative and sequential splitting techniques and their convergence. While the iterative splitting schemes converge slowly in their first iterative steps, we improve the initial convergence rates by embedding the Zassenhaus product formula. The applications are to multiphysics problems in fluid dynamics. We consider phase models in computational fluid dynamics and analyse how to obtain higher order operator splitting methods based on the Zassenhaus product. The computational benefits derive from the use of sparse matrices, which arise from the spatial discretisation of the underlying partial differential equations. Since the Zassenhaus formula requires nearly constant CPU time due to its sparse commutators, we have accelerated the iterative splitting schemes.

The Schrdinger equation of forced timedependent harmonic oscillator is solved by using the explicit Euler method. The result of evolution of the initial state is given, the feasibility and applicability of explicit Euler method are discussed. Using coherent state, the nonadiabatic berry phase and the cyclic initial states of the system are discussed.

There are no strict rules for the numerical treatment of partial differential equations. We concentrate here on linear partial differential equations. As an example of elliptic partial differential equations the two-dimensional Poisson equation with Dirichlet boundary conditions is investigated. The application of the finite difference approximation transforms this equation into a set of algebraic equations which can be solved iteratively. The time dependent heat equation is an example of parabolic partial differential equations. The one-dimensional Dirichlet boundary value problem is transformed using the implicit and explicit Euler method into an inhomogeneous system of linear algebraic equations. Stability problems of the explicit Euler method are discussed and demonstrated numerically. The wave equation is a model for hyperbolic partial differential equations. It can be transformed into a system of algebraic equations using, for instance, the explicit Euler method. Again, stability problems connected with this method are discussed and demonstrated numerically. Finally, the quantum mechanical tunneling effect is studied numerically by solving the time dependent Schrodinger equation by means of a Crank-Nicholson scheme which transforms the Schrodinger equation into a system of linear algebraic equations with tridiagonal matrix.

Modeling flows with curved detonation waves

Phase-field model and its splitting numerical scheme for tissue growth

Existed work of former researchers on dust explosion/detonation modeling is reviewed. A coal dust explosion model is developed. Validation of the model is carried out for a type of coal with wide range of size distribution. The characteristics of presented model is: 1. Eulerian-Lagrangian two phase flow model; 2. Non-elemental Arrhenius model and Eddy Breakup model for gas reactions; 3. Detail mechanisms of water vaporization, volatile decomposition and surface reaction of carbon; 4. The κ - ∈ turbulence model for gas phase and random trajectory model for particle phase. Operator splitting method is employed to solve the governing equations. Flux Corrected Transport scheme is used to solve convective parts of the gas equations, and implicit scheme is used to solve the diffusion parts. The source terms are solved using an anti-stiff ordinary equation solver.