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# Numerical Analysis and Scientfic Computing  | enregistrements trouvés : 86

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## Post-edited  ColDICE: a parallel Vlaslov-Poisson solver using moving adaptative simplicial tessellation Sousbie, Thierry (Auteur de la Conférence) | CIRM (Editeur )

In this talk, I will present ColDICE[1, 2], a publicly available parallel numerical solver designed to solve the Vlasov-Poisson equations in the cold case limit. The method is based on the representation of the phase-space sheet as a conforming, self-adaptive simplicial tessellation whose vertices follow the Lagrangian equations of motion. In this presentation, I will mainly focus on describing the underlying algorithm and its practical implementation, as well as showing a few practical examples demonstrating its capabilities. In this talk, I will present ColDICE[1, 2], a publicly available parallel numerical solver designed to solve the Vlasov-Poisson equations in the cold case limit. The method is based on the representation of the phase-space sheet as a conforming, self-adaptive simplicial tessellation whose vertices follow the Lagrangian equations of motion. In this presentation, I will mainly focus on describing the underlying algorithm and its practical ...

## Post-edited  Robust shape reconstruction through optimal transportation Alliez, Pierre (Auteur de la Conférence) | CIRM (Editeur )

I will describe a recent framework for robust shape reconstruction based on optimal transportation between measures, where the input measurements are seen as distribution of masses. In addition to robustness to defect-laden point sets (hampered with noise and outliers), this approach can reconstruct smooth closed shapes as well as piecewise smooth shapes with boundaries.

## Post-edited  Extended Lagrange spaces and optimal control Mehrmann, Volker (Auteur de la Conférence) | CIRM (Editeur )

Mathematical modeling and numerical mathematics of today is very much Lagrangian and modern automated modeling techniques lead to differential-algebraic systems. The optimal control for such systems in general cannot be obtained using the classical Euler-Lagrange approach or the maximum principle, but it is shown how this approach can be extended.
differential-algebraic equations - optimal control - Lagrangian subspace - necessary optimality conditions - Hamiltonian system - symplectic flow
Mathematical modeling and numerical mathematics of today is very much Lagrangian and modern automated modeling techniques lead to differential-algebraic systems. The optimal control for such systems in general cannot be obtained using the classical Euler-Lagrange approach or the maximum principle, but it is shown how this approach can be extended.
differential-algebraic equations - optimal control - Lagrangian subspace - necessary optimality ...

## Post-edited  Mathematical properties of hierarchies of reduced MHD models Després, Bruno (Auteur de la Conférence) | CIRM (Editeur )

Reduced MHD models in Tokamak geometry are convenient simplifications of full MHD and are fundamental for the numerical simulation of MHD stability in Tokamaks. This presentation will address the mathematical well-posedness and the justification of the such models.
The first result is a systematic design of hierachies of well-posed reduced MHD models. Here well-posed means that the system is endowed with a physically sound energy identity and that existence of a weak solution can be proved. Some of these models will be detailed.
The second result is perhaps more important for applications. It provides understanding on the fact the the growth rate of linear instabilities of the initial (non reduced) model is lower bounded by the growth rate of linear instabilities of the reduced model.
This work has been done with Rémy Sart.
Reduced MHD models in Tokamak geometry are convenient simplifications of full MHD and are fundamental for the numerical simulation of MHD stability in Tokamaks. This presentation will address the mathematical well-posedness and the justification of the such models.
The first result is a systematic design of hierachies of well-posed reduced MHD models. Here well-posed means that the system is endowed with a physically sound energy ...

## Post-edited  Numerical simulation of the Vlasov-Poisson model with an external magnetic field Filbet, Francis (Auteur de la Conférence) | CIRM (Editeur )

We present an efficient algorithm for the long time behavior of plasma simulations. We will focus on 4D drift-kinetic model, where the plasma's motion occurs in the plane perpendicular to the magnetic field and can be governed by the 2D guiding-center model. Hermite WENO reconstructions, already proposed in [1], are applied for solving the Vlasov equation. Here we consider an arbitrary computational domain with an appropriate numerical method for the treatment of boundary conditions. Then we apply this algorithm for plasma turbulence simulations. We first solve the 2D guiding-center model in a D-shape domain and investigate the numerical stability of the steady state. Then, the 4D drift-kinetic model is studied with a mixed method, i.e. the semi-Lagrangian method in linear phase and finite difference method during the nonlinear phase. Numerical results show that the mixed method is efficient and accurate in linear phase and it is much stable during the nonlinear phase. Moreover, in practice it has better conservation properties.

Keywords: Cartesian mesh - semi-Lagrangian method - Hermite WENO reconstruction - guiding-center - drift-kinetic model
We present an efficient algorithm for the long time behavior of plasma simulations. We will focus on 4D drift-kinetic model, where the plasma's motion occurs in the plane perpendicular to the magnetic field and can be governed by the 2D guiding-center model. Hermite WENO reconstructions, already proposed in [1], are applied for solving the Vlasov equation. Here we consider an arbitrary computational domain with an appropriate numerical method ...

## Post-edited  An introduction to molecular dynamics Stoltz, Gabriel (Auteur de la Conférence) | CIRM (Editeur )

The aim of this two-hour lecture is to present the mathematical underpinnings of some common numerical approaches to compute average properties as predicted by statistical physics. The first part provides an overview of the most important concepts of statistical physics (in particular thermodynamic ensembles). The aim of the second part is to provide an introduction to the practical computation of averages with respect to the Boltzmann-Gibbs measure using appropriate stochastic dynamics of Langevin type. Rigorous ergodicity results as well as elements on the estimation of numerical errors are provided. The last part is devoted to the computation of transport coefficients such as the mobility or autodiffusion in fluids, relying either on integrated equilibrium correlations à la Green-Kubo, or on the linear response of nonequilibrium dynamics in their steady-states. The aim of this two-hour lecture is to present the mathematical underpinnings of some common numerical approaches to compute average properties as predicted by statistical physics. The first part provides an overview of the most important concepts of statistical physics (in particular thermodynamic ensembles). The aim of the second part is to provide an introduction to the practical computation of averages with respect to the Boltzmann-Gibbs ...

## Post-edited  Mathematical and numerical analysis of some fluid structure interaction problems - Lecture 1 Grandmont, Céline (Auteur de la Conférence) | CIRM (Editeur )

Many physical phenomena deal with a fluid interacting with a moving rigid or deformable structure. These kinds of problems have a lot of important applications, for instance, in aeroelasticity, biomechanics, hydroelasticity, sedimentation, etc. From the analytical point of view as well as from the numerical point of view they have been studied extensively over the past years. We will mainly focus on viscous fluid interacting with an elastic structure. The purpose of the present lecture is to present an overview of some of the mathematical and numerical difficulties that may be encountered when dealing with fluid­structure interaction problems such as the geometrical nonlinearities or the added mass effect and how one can deal with these difficulties. Many physical phenomena deal with a fluid interacting with a moving rigid or deformable structure. These kinds of problems have a lot of important applications, for instance, in aeroelasticity, biomechanics, hydroelasticity, sedimentation, etc. From the analytical point of view as well as from the numerical point of view they have been studied extensively over the past years. We will mainly focus on viscous fluid interacting with an elastic ...

## Post-edited  Inhomogeneities and temperature effects in Bose-Einstein condensates de Bouard, Anne (Auteur de la Conférence) | CIRM (Editeur )

We will review in this talk some mathematical results concerning stochastic models used by physicist to describe BEC in the presence of fluctuations (that may arise from inhomogeneities in the confinement parameters), or BEC at finite temperature. The results describe the effect of those fluctuations on the structures - e.g. vortices - which are present in the deterministic model, or the convergence to equilibrium in the models at finite temperature. We will also describe the numerical methods which have been developed for those models in the framework of the ANR project Becasim. These are joint works with Reika Fukuizumi, Arnaud Debussche, and Romain Poncet. We will review in this talk some mathematical results concerning stochastic models used by physicist to describe BEC in the presence of fluctuations (that may arise from inhomogeneities in the confinement parameters), or BEC at finite temperature. The results describe the effect of those fluctuations on the structures - e.g. vortices - which are present in the deterministic model, or the convergence to equilibrium in the models at finite ...

## Post-edited  25+ years of wavelets for PDEs Kunoth, Angela (Auteur de la Conférence) | CIRM (Editeur )

Ingrid Daubechies' construction of orthonormal wavelet bases with compact support published in 1988 started a general interest to employ these functions also for the numerical solution of partial differential equations (PDEs). Concentrating on linear elliptic and parabolic PDEs, I will start from theoretical topics such as the well-posedness of the problem in appropriate function spaces and regularity of solutions and will then address quality and optimality of approximations and related concepts from approximation the- ory. We will see that wavelet bases can serve as a basic ingredient, both for the theory as well as for algorithmic realizations. Particularly for situations where solutions exhibit singularities, wavelet concepts enable adaptive appproximations for which convergence and optimal algorithmic complexity can be established. I will describe corresponding implementations based on biorthogonal spline-wavelets.
Moreover, wavelet-related concepts have triggered new developments for efficiently solving complex systems of PDEs, as they arise from optimization problems with PDEs.
Ingrid Daubechies' construction of orthonormal wavelet bases with compact support published in 1988 started a general interest to employ these functions also for the numerical solution of partial differential equations (PDEs). Concentrating on linear elliptic and parabolic PDEs, I will start from theoretical topics such as the well-posedness of the problem in appropriate function spaces and regularity of solutions and will then address quality ...

## Post-edited  Condition: the geometry of numerical algorithms - Lecture 1 Bürgisser, Peter (Auteur de la Conférence) | CIRM (Editeur )

The performance of numerical algorithms, both regarding stability and complexity, can be understood in a unified way in terms of condition numbers. This requires to identify the appropriate geometric settings and to characterize condition in geometric ways.
A probabilistic analysis of numerical algorithms can be reduced to a corresponding analysis of condition numbers, which leads to fascinating problems of geometric probability and integral geometry. The most well known example is Smale's 17th problem, which asks to find a solution of a given system of n complex homogeneous polynomial equations in $n$ + 1 unknowns. This problem can be solved in average (and even smoothed) polynomial time.
In the course we will explain the concepts necessary to state and solve Smale's 17th problem. We also show how these ideas lead to new numerical algorithms for computing eigenpairs of matrices that provably run in average polynomial time. Making these algorithms more efficient or adapting them to structured settings are challenging and rewarding research problems. We intend to address some of these issues at the end of the course.
The performance of numerical algorithms, both regarding stability and complexity, can be understood in a unified way in terms of condition numbers. This requires to identify the appropriate geometric settings and to characterize condition in geometric ways.
A probabilistic analysis of numerical algorithms can be reduced to a corresponding analysis of condition numbers, which leads to fascinating problems of geometric probability and integral ...

## Post-edited  Detection theory and novelty filters Morel, Jean-Michel (Auteur de la Conférence) | CIRM (Editeur )

In this presentation based on on-line demonstrations of algorithms and on the examination of several practical examples, I will reflect on the problem of modeling a detection task in images. I will place myself in the (very frequent) case where the detection task can not be formulated in a Bayesian framework or, rather equivalently that can not be solved by simultaneous learning of the model of the object and that of the background. (In the case where there are plenty of examples of the background and of the object to be detected, the neural networks provide a practical answer, but without explanatory power). Nevertheless for the detection without "learning", I will show that we can not avoid building a background model, or possibly learn it. But this will not require many examples.

Joint works with Axel Davy, Tristan Dagobert, Agnes Desolneux, Thibaud Ehret.
In this presentation based on on-line demonstrations of algorithms and on the examination of several practical examples, I will reflect on the problem of modeling a detection task in images. I will place myself in the (very frequent) case where the detection task can not be formulated in a Bayesian framework or, rather equivalently that can not be solved by simultaneous learning of the model of the object and that of the background. (In the case ...

## Post-edited  Numerical methods for mean field games - Lecture 2: Monotone finite difference schemes Achdou, Yves (Auteur de la Conférence) | CIRM (Editeur )

Recently, an important research activity on mean field games (MFGs for short) has been initiated by the pioneering works of Lasry and Lions: it aims at studying the asymptotic behavior of stochastic differential games (Nash equilibria) as the number $n$ of agents tends to infinity. The field is now rapidly growing in several directions, including stochastic optimal control, analysis of PDEs, calculus of variations, numerical analysis and computing, and the potential applications to economics and social sciences are numerous.
In the limit when $n \to +\infty$, a given agent feels the presence of the others through the statistical distribution of the states. Assuming that the perturbations of a single agent's strategy does not influence the statistical states distribution, the latter acts as a parameter in the control problem to be solved by each agent. When the dynamics of the agents are independent stochastic processes, MFGs naturally lead to a coupled system of two partial differential equations (PDEs for short), a forward Fokker-Planck equation and a backward Hamilton-Jacobi-Bellman equation.
The latter system of PDEs has closed form solutions in very few cases only. Therefore, numerical simulation are crucial in order to address applications. The present mini-course will be devoted to numerical methods that can be used to approximate the systems of PDEs.
The numerical schemes that will be presented rely basically on monotone approximations of the Hamiltonian and on a suitable weak formulation of the Fokker-Planck equation.
These schemes have several important features:

- The discrete problem has the same structure as the continous one, so existence, energy estimates, and possibly uniqueness can be obtained with the same kind of arguments

- Monotonicity guarantees the stability of the scheme: it is robust in the deterministic limit

- convergence to classical or weak solutions can be proved

Finally, there are particular cases named variational MFGS in which the system of PDEs can be seen as the optimality conditions of some optimal control problem driven by a PDE. In such cases, augmented Lagrangian methods can be used for solving the discrete nonlinear system. The mini-course will be orgamized as follows

1. Introduction to the system of PDEs and its interpretation. Uniqueness of classical solutions.

2. Monotone finite difference schemes

3. Examples of applications

4. Variational MFG and related algorithms for solving the discrete system of nonlinear equations
Recently, an important research activity on mean field games (MFGs for short) has been initiated by the pioneering works of Lasry and Lions: it aims at studying the asymptotic behavior of stochastic differential games (Nash equilibria) as the number $n$ of agents tends to infinity. The field is now rapidly growing in several directions, including stochastic optimal control, analysis of PDEs, calculus of variations, numerical analysis and ...

## Multi angle  On hybrid method for rariefied gas dynamics : Boltzmann vs. Navier-Stokes models Filbet, Francis (Auteur de la Conférence) | CIRM (Editeur )

We construct a hierarchy of hybrid numerical methods for multi-scale kinetic equations based on moment realizability matrices, a concept introduced by Levermore, Morokoff and Nadiga. Following such a criterion, one can consider hybrid scheme where the hydrodynamic part is given either by the compressible Euler or Navier-Stokes equations, or even with more general models, such as the Burnett or super-Burnett systems.
PDE - numerical methods - Boltzmann equation - fluid models - hybrid methods
We construct a hierarchy of hybrid numerical methods for multi-scale kinetic equations based on moment realizability matrices, a concept introduced by Levermore, Morokoff and Nadiga. Following such a criterion, one can consider hybrid scheme where the hydrodynamic part is given either by the compressible Euler or Navier-Stokes equations, or even with more general models, such as the Burnett or super-Burnett systems.
PDE - numerical methods - ...

## Multi angle  Numerical studies of space filling designs: optimization algorithm and subprojection properties Iooss, Bertrand (Auteur de la Conférence) | CIRM (Editeur )

discrepancy, optimal design, Latin Hypercube Sampling, computer experiment

## Multi angle  Simulation of kinetik electrostatic electron nonlinear (KEEN) waves with variable velocity resolution grids and high-order time-splitting Mehrenberger, Michel (Auteur de la Conférence) | CIRM (Editeur )

KEEN - Vlasov plasmas - acoustic waves - semi-Lagrangian scheme - Vlasov-Poisson equation; - BGK mode

## Multi angle  Arbitrages in a progressive enlargement of filtration Jeanblanc, Monique (Auteur de la Conférence) | CIRM (Editeur )

We study a financial market in which some assets, with prices adapted w.r.t. a reference filtration F are traded. In this presentation, we shall restrict our attention to the case where F is generated by a Brownian motion. One then assumes that an agent has some extra information, and may use strategies adapted to a larger filtration G. This extra information is modeled by the knowledge of some random time $\tau$, when this time occurs. We restrict our study to a progressive enlargement setting, and we pay particular attention to honest times. Our goal is to detect if the knowledge of $\tau$ allows for some arbitrage (classical arbitrages and arbitrages of the first kind), i.e., if using G-adapted strategies, one can make profit. The results presented here are based on two joint papers with Aksamit, Choulli and Deng, in which the authors study No Unbounded Profit with Bounded Risk (NUPBR) in a general filtration F and the case of classical arbitrages in the case of honest times, density framework and immersion setting. We shall also study the information drift and the growth of an optimal portfolio resulting from that model (forthcoming work with T. Schmidt). We study a financial market in which some assets, with prices adapted w.r.t. a reference filtration F are traded. In this presentation, we shall restrict our attention to the case where F is generated by a Brownian motion. One then assumes that an agent has some extra information, and may use strategies adapted to a larger filtration G. This extra information is modeled by the knowledge of some random time $\tau$, when this time occurs. We ...

## Multi angle  Adaptive low-rank approximations for stochastic and parametric equations: a subspace point of view Nouy, Anthony (Auteur de la Conférence) | CIRM (Editeur )

Tensor methods have emerged as an indispensable tool for the numerical solution of high-dimensional problems in computational science, and in particular problems arising in stochastic and parametric analyses. In many practical situations, the approximation of functions of multiple parameters (or random variables) is made computationally tractable by using low-rank tensor formats. Here, we present some results on rank-structured approximations and we discuss the connection between best approximation problems in tree-based low-rank formats and the problem of finding optimal low-dimensional subspaces for the projection of a tensor. Then, we present constructive algorithms that adopt a subspace point of view for the computation of sub-optimal low-rank approximations with respect to a given norm. These algorithms are based on the construction of sequences of suboptimal but nested subspaces.

Keywords: high dimensional problems - tensor numerical methods - projection-based model order reduction - low-rank tensor formats - greedy algorithms - proper generalized decomposition - uncertainty quantification - parametric equations
Tensor methods have emerged as an indispensable tool for the numerical solution of high-dimensional problems in computational science, and in particular problems arising in stochastic and parametric analyses. In many practical situations, the approximation of functions of multiple parameters (or random variables) is made computationally tractable by using low-rank tensor formats. Here, we present some results on rank-structured approximations ...

## Multi angle  Multiscale model reduction for flows in heterogeneous porous media Calo, Victor (Auteur de la Conférence) | CIRM (Editeur )

We combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational complexity associated with nonlinear flows in highly-heterogeneous porous media. To solve the nonlinear governing equations, we employ the GMsFEM to represent the solution on a coarse grid with multiscale basis functions and apply proper orthogonal decomposition on a coarse grid. Computing the GMsFEM solution involves calculating the residual and the Jacobian on the fine grid. As such, we use local and global empirical interpolation concepts to circumvent performing these computations on the fine grid. The resulting reduced-order approach enables a significant reduction in the flow problem size while accurately capturing the behavior of fully-resolved solutions. We consider several numerical examples of nonlinear multiscale partial differential equations that are numerically integrated using fully-implicit time marching schemes to demonstrate the capability of the proposed model reduction approach to speed up simulations of nonlinear flows in high-contrast porous media.

Keywords: generalized multiscale finite element method - nonlinear PDEs - heterogeneous porous media - discrete empirical interpolation - proper orthogonal decomposition
We combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational complexity associated with nonlinear flows in highly-heterogeneous porous media. To solve the nonlinear governing equations, we employ the GMsFEM to represent the solution on a coarse grid with multiscale basis functions and apply ...

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