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At least 37 records · Page 2

Nonlocal Convection-Diffusion Problems on Bounded Domains and Finite-Range Jump Processes

In this paper, a nonlocal convection-diffusion model is introduced for the master equation of Markov jump processes in bounded domains. With minimal assumptions on the model parameters, the nonlocal steady and unsteady state master equations are shown to be well-posed in a weak sense. Finally, then the nonlocal operator is shown to be the generator of finite-range nonsymmetric jump processes and, when certain conditions on the model parameters hold, the generators of finite and infinite activity Lévy and Lévy-type jump processes are shown to be special instances of the nonlocal operator.

97 MATHEMATICS AND COMPUTING↗

Control of Fractional Diffusion Problems via Dynamic Programming Equations

In this study, we explore the approximation of feedback control of integro-differential equations containing a fractional Laplacian term. To obtain feedback control for the state variable of this nonlocal equation, we use the Hamilton–Jacobi–Bellman equation. It is well known that this approach suffers from the curse of dimensionality, and to mitigate this problem we couple semi-Lagrangian schemes for the discretization of the dynamic programming principle with the use of Shepard approximation. This coupling enables approximation of high-dimensional problems. Numerical convergence toward the solution of the continuous problem is provided together with linear and nonlinear examples. The robustness of the method with respect to disturbances of the system is illustrated by comparisons with an open-loop control approach.

97 MATHEMATICS AND COMPUTING↗

Overlapping Schwarz Methods Are Not Anisotropy‐Robust Multigrid Smoothers

We analyze overlapping multiplicative Schwarz methods as smoothers in the geometric multigrid solution of two-dimensional anisotropic diffusion problems. For diffusion equations, it is well known that the smoothing properties of point-wise smoothers, such as Gauss Seidel, rapidly deteriorate as the strength of anisotropy increases. On the other hand, global smoothers based on line smoothing are known to generally provide good smoothing for diffusion problems, independent of the anisotropy strength. Here, a natural question is whether global methods are really necessary to achieve good smoothing in such problems, or whether it can be obtained with locally overlapping block smoothers using sufficiently large blocks and overlap. Through local Fourier analysis and careful numerical experimentation, we show that global methods are indeed necessary to achieve anisotropy-robust smoothing. Specifically, for any fixed block size bounded sufficiently far away from the global domain size, we find that the smoothing properties of overlapping multiplicative Schwarz rapidly deteriorate with increasing anisotropy, irrespective of the amount of overlap between blocks. Moreover, our results indicate that anisotropy-robust smoothing requires blocks of diameter 𝒪⁡(𝜖 −1/2 ) for anisotropy ratio 𝜖 ∈(0,1] .

97 MATHEMATICS AND COMPUTING↗

An improved random walk algorithm for the implicit Monte Carlo method

In this work, we introduce a modified Implicit Monte Carlo (IMC) Random Walk (RW) algorithm, which increases simulation efficiency for multigroup radiative transfer problems with strongly frequency-dependent opacities. To date, the RW method has only been implemented in “fully-gray” form; that is, the multigroup IMC opacities are group-collapsed over the full frequency domain of the problem to obtain a gray diffusion problem for RW. This formulation works well for problems with large spatial cells and/or opacities that are weakly dependent on frequency; however, the efficiency of the RW method degrades when the spatial cells are thin or the opacities are a strong function of frequency. To address this inefficiency, we introduce a RW frequency group cutoff in each spatial cell, which divides the frequency domain into optically thick and optically thin components. In the modified algorithm, opacities for the RW diffusion problem are obtained by group-collapsing IMC opacities below the frequency group cutoff. Particles with frequencies above the cutoff are transported via standard IMC, while particles below the cutoff are eligible for RW. This greatly increases the total number of RW steps taken per IMC time-step, which in turn improves the efficiency of the simulation. We refer to this new method as Partially-Gray Random Walk (PGRW). We present numerical results for several multigroup radiative transfer problems, which show that the PGRW method is significantly more efficient than standard RW for several problems of interest. In general, PGRW decreases runtimes by a factor of ∼2–4 compared to standard RW, and a factor of ∼3–6 compared to standard IMC. While PGRW is slower than frequency-dependent Discrete Diffusion Monte Carlo (DDMC), it is also easier to adapt to unstructured meshes and can be used in spatial cells where DDMC is not applicable. This suggests that it may be optimal to employ both DDMC and PGRW in a single simulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Final Report of the Project "From the finite element method to the virtual element method"

The Finite Element Method (FEM) is a powerful numerical tool that is being used in a large number of engineering applications. The FEM is constructed on triangular/tetrahedral and quadrilateral/hexahedral meshes. Extending the FEM to general polygonal/polyhedral meshes in straightforward way turns out to be extremely difficult and leads to very complex and computationally expensive schemes. The reason for this failure is that the construction of the basis functions on elements with a very general shape is a non-trivial and complex task. In this project we developed a new family of numerical methods, dubbed the Virtual Element Method (VEM) for the numerical approximation of partial differential equations (PDE) of elliptic type suitable to polygonal and polyhedral unstructured meshes. We successfully formulated, implemented and tested these methods and studied both theoretically and numerically their stability, robustness and accuracy for diffusion problems, convection-reaction-diffusion problems, the Stokes equations and the biharmonic equations.

97 MATHEMATICS AND COMPUTING↗

Convergence analysis of two-node CMFD method for two-group neutron diffusion eigenvalue problem

In this paper, the nonlinear coarse-mesh finite difference method with two-node local problem (CMFD2N) is proven to be unconditionally stable for neutron diffusion eigenvalue problems. The explicit current correction factor (CCF) is derived based on the two-node analytic nodal method (ANM2N), and a Fourier stability analysis is applied to the linearized algorithm. It is shown that the analytic convergence rate obtained by the Fourier analysis compares very well with the numerically measured convergence rate. It is also shown that the theoretical convergence rate is only governed by the converged second harmonic buckling and the mesh size. It is also noted that the convergence rate of the CCF of the CMFD2N algorithm is dependent on the mesh size, but not on the total problem size. This is contrary to expectation for eigenvalue problem. The novel points of this paper are the analytical derivation of the convergence rate of the CMFD2N algorithm for eigenvalue problem, and the convergence analysis based on the analytic derivations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗