Directly Simulation of Second Order Hyperbolic Systems in Second Order Form via the Regularization Concept

2016 ◽  
Vol 20 (1) ◽  
pp. 86-135 ◽  
Author(s):  
Hassan Yousefi ◽  
Seyed Shahram Ghorashi ◽  
Timon Rabczuk
Keyword(s):  
Hyperbolic Systems ◽  
Higher Order ◽  
Second Order ◽  
Numerical Dispersion ◽  
Stress Wave Propagation ◽  
Finite Difference Schemes ◽  
Sampled Data ◽  
Discontinuous Solutions ◽  
Order Form ◽  
Spurious Oscillations

AbstractWe present an efficient and robust method for stress wave propagation problems (second order hyperbolic systems) having discontinuities directly in their second order form. Due to the numerical dispersion around discontinuities and lack of the inherent dissipation in hyperbolic systems, proper simulation of such problems are challenging. The proposed idea is to denoise spurious oscillations by a post-processing stage from solutions obtained from higher-order grid-based methods (e.g., high-order collocation or finite-difference schemes). The denoising is done so that the solutions remain higher-order (here, second order) around discontinuities and are still free from spurious oscillations. For this purpose, improved Tikhonov regularization approach is advised. This means to let data themselves select proper denoised solutions (since there is no pre-assumptions about regularized results). The improved approach can directly be done on uniform or non-uniform sampled data in a way that the regularized results maintenance continuous derivatives up to some desired order. It is shown how to improve the smoothing method so that it remains conservative and has local estimating feature. To confirm effectiveness of the proposed approach, finally, some one and two dimensional examples will be provided. It will be shown how both the numerical (artificial) dispersion and dissipation can be controlled around discontinuous solutions and stochastic-like results.

scholarly journals Numerical methods with controlled dissipation for small-scale dependent shocks

Acta Numerica ◽  
2014 ◽  
Vol 23 ◽  
pp. 743-816 ◽  
Author(s):  
Philippe G. LeFloch ◽  
Siddhartha Mishra
Keyword(s):  
Numerical Methods ◽  
Shock Waves ◽  
Hyperbolic Systems ◽  
Small Scale ◽  
Finite Difference Schemes ◽  
Finite Volume Schemes ◽  
Discontinuous Solutions ◽  
Kinetic Relation ◽  
Problems And Solutions ◽  
Equivalent Equation

We provide a ‘user guide’ to the literature of the past twenty years concerning the modelling and approximation of discontinuous solutions to nonlinear hyperbolic systems that admitsmall-scale dependentshock waves. We cover several classes of problems and solutions: nonclassical undercompressive shocks, hyperbolic systems in nonconservative form, and boundary layer problems. We review the relevant models arising in continuum physics and describe the numerical methods that have been proposed to capture small-scale dependent solutions. In agreement with general well-posedness theory, small-scale dependent solutions are characterized by akinetic relation, a family of paths, or anadmissible boundary set. We provide a review of numerical methods (front-tracking schemes, finite difference schemes, finite volume schemes), which, at the discrete level, reproduce the effect of the physically meaningful dissipation mechanisms of interest in the applications. An essential role is played by theequivalent equationassociated with discrete schemes, which is found to be relevant even for solutions containing shock waves.

Analysis of higher‐order, finite‐difference schemes in 3-D reverse‐time migration

Geophysics ◽  
1996 ◽  
Vol 61 (3) ◽  
pp. 845-856 ◽  
Author(s):  
Wen‐Jing Wu ◽  
Larry R. Lines ◽  
Han‐Xing Lu
Keyword(s):  
Finite Difference ◽  
Fourth Order ◽  
Higher Order ◽  
Second Order ◽  
Difference Schemes ◽  
Finite Difference Schemes ◽  
Scalar Wave ◽  
Reverse Time ◽  
Reverse Time Migration ◽  
Time Migration

The design and usefulness of practical algorithms for 3-D reverse‐time depth migration is examined, while demonstrating data applications of the algorithm. We evaluate quantitatively the accuracy of the finite‐difference operator from second‐order to eighth‐order for the scalar wave equation by comparing numerical and analytical solutions. The results clearly show the advantage of using higher‐order, finite‐difference schemes, especially from second‐order to fourth‐order for space derivatives. Hence, a finite‐difference method with the accuracy of fourth‐order in space and second‐order in time is applied to 3-D full scalar wave equations in reverse‐time migration. Considerable savings in CPU and memory are obtained by using larger horizontal grid spacings than the vertical spacings. Therefore, we derive dispersion and stability conditions for such unequal grid spacing. The 3-D reverse‐time migration of data from the Hibernia Field shows an image improvement over 2-D migrations, despite the fact that much of the structure was considered to be approximately 2-D. Stable, nondispersive, finite‐difference methods of higher order can allow for tractable and efficient 3-D reverse‐time migration solutions.

Optimal control of higher order differential inclusions with functional constraints

2020 ◽  
Vol 26 ◽  
pp. 37 ◽  
Author(s):  
Elimhan N. Mahmudov
Keyword(s):  
Optimal Control ◽  
Optimality Conditions ◽  
Differential Inclusion ◽  
Differential Inclusions ◽  
Higher Order ◽  
Second Order ◽  
Sufficient Optimality Conditions ◽  
Functional Constraints ◽  
Complementary Slackness ◽  
Complementary Slackness Conditions

The present paper studies the Mayer problem with higher order evolution differential inclusions and functional constraints of optimal control theory (PFC); to this end first we use an interesting auxiliary problem with second order discrete-time and discrete approximate inclusions (PFD). Are proved necessary and sufficient conditions incorporating the Euler–Lagrange inclusion, the Hamiltonian inclusion, the transversality and complementary slackness conditions. The basic concept of obtaining optimal conditions is locally adjoint mappings and equivalence results. Then combining these results and passing to the limit in the discrete approximations we establish new sufficient optimality conditions for second order continuous-time evolution inclusions. This approach and results make a bridge between optimal control problem with higher order differential inclusion (PFC) and constrained mathematical programming problems in finite-dimensional spaces. Formulation of the transversality and complementary slackness conditions for second order differential inclusions play a substantial role in the next investigations without which it is hardly ever possible to get any optimality conditions; consequently, these results are generalized to the problem with an arbitrary higher order differential inclusion. Furthermore, application of these results is demonstrated by solving some semilinear problem with second and third order differential inclusions.

Essentially non-oscillatory and weighted essentially non-oscillatory schemes

Acta Numerica ◽  
2020 ◽  
Vol 29 ◽  
pp. 701-762
Author(s):  
Chi-Wang Shu
Keyword(s):  
Main Idea ◽  
High Order Accuracy ◽  
Finite Difference Schemes ◽  
Approximation Procedure ◽  
Discontinuous Solutions ◽  
Weno Schemes ◽  
Convection Diffusion ◽  
Different Types ◽  
Basic Ideas ◽  
Weighted Eno

Essentially non-oscillatory (ENO) and weighted ENO (WENO) schemes were designed for solving hyperbolic and convection–diffusion equations with possibly discontinuous solutions or solutions with sharp gradient regions. The main idea of ENO and WENO schemes is actually an approximation procedure, aimed at achieving arbitrarily high-order accuracy in smooth regions and resolving shocks or other discontinuities sharply and in an essentially non-oscillatory fashion. Both finite volume and finite difference schemes have been designed using the ENO or WENO procedure, and these schemes are very popular in applications, most noticeably in computational fluid dynamics but also in other areas of computational physics and engineering. Since the main idea of the ENO and WENO schemes is an approximation procedure not directly related to partial differential equations (PDEs), ENO and WENO schemes also have non-PDE applications. In this paper we will survey the basic ideas behind ENO and WENO schemes, discuss their properties, and present examples of their applications to different types of PDEs as well as to non-PDE problems.

scholarly journals Preserving the Shape of Functions by Applying Multidimensional Schoenberg-Type Operators

Symmetry ◽  
2021 ◽  
Vol 13 (6) ◽  
pp. 1016
Author(s):  
Camelia Liliana Moldovan ◽  
Radu Păltănea
Keyword(s):  
Applied Sciences ◽  
Degree Of Approximation ◽  
Higher Order ◽  
Second Order ◽  
Dimensional Case ◽  
Moduli Of Continuity ◽  
One Dimensional ◽  
Multidimensional Generalization ◽  
The One

The paper presents a multidimensional generalization of the Schoenberg operators of higher order. The new operators are powerful tools that can be used for approximation processes in many fields of applied sciences. The construction of these operators uses a symmetry regarding the domain of definition. The degree of approximation by sequences of such operators is given in terms of the first and the second order moduli of continuity. Extending certain results obtained by Marsden in the one-dimensional case, the property of preservation of monotonicity and convexity is proved.

scholarly journals Higher order Hamiltonian Monte Carlo sampling for cosmological large-scale structure analysis

2021 ◽  
Vol 502 (3) ◽  
pp. 3976-3992
Author(s):  
Mónica Hernández-Sánchez ◽  
Francisco-Shu Kitaura ◽  
Metin Ata ◽  
Claudio Dalla Vecchia
Keyword(s):  
Fourth Order ◽  
Large Scale ◽  
Equations Of Motion ◽  
Large Scale Structure ◽  
Real Space ◽  
Higher Order ◽  
Second Order ◽  
Scale Structure ◽  
Integration Schemes ◽  
Reconstruction Methods

ABSTRACT We investigate higher order symplectic integration strategies within Bayesian cosmic density field reconstruction methods. In particular, we study the fourth-order discretization of Hamiltonian equations of motion (EoM). This is achieved by recursively applying the basic second-order leap-frog scheme (considering the single evaluation of the EoM) in a combination of even numbers of forward time integration steps with a single intermediate backward step. This largely reduces the number of evaluations and random gradient computations, as required in the usual second-order case for high-dimensional cases. We restrict this study to the lognormal-Poisson model, applied to a full volume halo catalogue in real space on a cubical mesh of 1250 h−1 Mpc side and 2563 cells. Hence, we neglect selection effects, redshift space distortions, and displacements. We note that those observational and cosmic evolution effects can be accounted for in subsequent Gibbs-sampling steps within the COSMIC BIRTH algorithm. We find that going from the usual second to fourth order in the leap-frog scheme shortens the burn-in phase by a factor of at least ∼30. This implies that 75–90 independent samples are obtained while the fastest second-order method converges. After convergence, the correlation lengths indicate an improvement factor of about 3.0 fewer gradient computations for meshes of 2563 cells. In the considered cosmological scenario, the traditional leap-frog scheme turns out to outperform higher order integration schemes only when considering lower dimensional problems, e.g. meshes with 643 cells. This gain in computational efficiency can help to go towards a full Bayesian analysis of the cosmological large-scale structure for upcoming galaxy surveys.

scholarly journals Higher-order Recursion Schemes and Collapsible Pushdown Automata: Logical Properties

2021 ◽  
Vol 22 (2) ◽  
pp. 1-37
Author(s):  
Christopher H. Broadbent ◽  
Arnaud Carayol ◽  
C.-H. Luke Ong ◽  
Olivier Serre
Keyword(s):  
Model Checking ◽  
Free Variable ◽  
Higher Order ◽  
Second Order ◽  
Effective Solution ◽  
Parity Games ◽  
Transition Graphs ◽  
Second Order Logic ◽  
Pushdown Automata ◽  
Monadic Second Order Logic

This article studies the logical properties of a very general class of infinite ranked trees, namely, those generated by higher-order recursion schemes. We consider, for both monadic second-order logic and modal -calculus, three main problems: model-checking, logical reflection (a.k.a. global model-checking, that asks for a finite description of the set of elements for which a formula holds), and selection (that asks, if exists, for some finite description of a set of elements for which an MSO formula with a second-order free variable holds). For each of these problems, we provide an effective solution. This is obtained, thanks to a known connection between higher-order recursion schemes and collapsible pushdown automata and on previous work regarding parity games played on transition graphs of collapsible pushdown automata.

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