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Holistic discretisation ensures fidelity to dynamics in two spatial dimensions

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 Added by Tony Roberts
 Publication date 2009
  fields
and research's language is English




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Developments in dynamical systems theory provides new support for the discretisation of pde{}s and other microscale systems. By systematically resolving subgrid microscale dynamics the new approach constructs asymptotically accurate, macroscale closures of discrete models of the pde. Here we explore reaction-diffusion problems in two spatial dimensions. Centre manifold theory ensures that slow manifold, holistic, discretisations exists, are quickly attractive, and are systematically approximated. Special coupling of the finite elements ensures that the resultant discretisations are consistent with the pde to as high an order as desired. Computer algebra handles the enormous algebraic details as seen in the specific application to the Ginzburg--Landau equation. However, higher order models in 2D appear to require a mixed numerical and algebraic approach that is also developed. Being driven by the residuals of the equations, the modelling here may be straightforwardly adapted to a wide class of reaction-diffusion differential and lattice equations in multiple space dimensions.



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Developments in dynamical systems theory provides new support for the macroscale modelling of pdes and other microscale systems such as Lattice Boltzmann, Monte Carlo or Molecular Dynamics simulators. By systematically resolving subgrid microscale dynamics the dynamical systems approach constructs accurate closures of macroscale discretisations of the microscale system. Here we specifically explore reaction-diffusion problems in two spatial dimensions as a prototype of generic systems in multiple dimensions. Our approach unifies into one the modelling of systems by a type of finite elements, and the `equation free macroscale modelling of microscale simulators efficiently executing only on small patches of the spatial domain. Centre manifold theory ensures that a closed model exist on the macroscale grid, is emergent, and is systematically approximated. Dividing space either into overlapping finite elements or into spatially separated small patches, the specially crafted inter-element/patch coupling also ensures that the constructed discretisations are consistent with the microscale system/PDE to as high an order as desired. Computer algebra handles the considerable algebraic details as seen in the specific application to the Ginzburg--Landau PDE. However, higher order models in multiple dimensions require a mixed numerical and algebraic approach that is also developed. The modelling here may be straightforwardly adapted to a wide class of reaction-diffusion PDEs and lattice equations in multiple space dimensions. When applied to patches of microscopic simulations our coupling conditions promise efficient macroscale simulation.
Finite difference/element/volume methods of discretising PDEs impose a subgrid scale interpolation on the dynamics. In contrast, the holistic discretisation approach developed herein constructs a natural subgrid scale field adapted to the whole system out-of-equilibrium dynamics. Consequently, the macroscale discretisation is fully informed by the underlying microscale dynamics. We establish a new proof that in principle there exists an exact closure of the dynamics of a general class of reaction-advection-diffusion PDEs, and show how our approach constructs new systematic approximations to the in-principle closure starting from a simple, piecewise-linear, continuous approximation. Under inter-element coupling conditions that guarantee continuity of several field properties, the holistic discretisation possesses desirable properties such as a natural cubic spline first-order approximation to the field, and the self-adjointness of the diffusion operator under periodic, Dirichlet and Neumann macroscale boundary conditions. As a concrete example, we demonstrate the holistic discretisation procedure on the well-known Burgers PDE, and compare the theoretical and numerical stability of the resulting discretisation to other approximations. The approach developed here promises to be able to systematically construct automatically good, macroscale discretisations to a wide range of PDEs, including wave PDEs.
Developments in dynamical systems theory provides new support for the discretisation of pde{}s and other microscale systems. Here we explore the methodology applied to the gap-tooth scheme in the equation-free approach of Kevrekidis in two spatial dimensions. The algebraic detail is enormous so we detail computer algebra procedures to handle the enormity. However, modelling the dynamics on 2D spatial patches appears to require a mixed numerical and algebraic approach that is detailed in this report. Being based upon the computation of residuals, the procedures here may be simply adapted to a wide class of reaction-diffusion equations.
72 - A.J. Roberts 2000
I prove that a centre manifold approach to creating finite difference models will consistently model linear dynamics as the grid spacing becomes small. Using such tools of dynamical systems theory gives new assurances about the quality of finite difference models under nonlinear and other perturbations on grids with finite spacing. For example, the advection-diffusion equation is found to be stably modelled for all advection speeds and all grid spacing. The theorems establish an extremely good form for the artificial internal boundary conditions that need to be introduced to apply centre manifold theory. When numerically solving nonlinear partial differential equations, this approach can be used to derive systematically finite difference models which automatically have excellent characteristics. Their good performance for finite grid spacing implies that fewer grid points may be used and consequently there will be less difficulties with stiff rapidly decaying modes in continuum problems.
The goal of this paper is to develop a numerical algorithm that solves a two-dimensional elliptic partial differential equation in a polygonal domain using tensor methods and ideas from isogeometric analysis. The proposed algorithm is based on the Finite Element (FE) approximation with Quantized Tensor Train decomposition (QTT) used for matrix representation and solution approximation. In this paper we propose a special discretisation scheme that allows to construct the global stiffness matrix in the QTT-format. The algorithm has $O(log n)$ complexity, where $n=2^d$ is the number of nodes per quadrangle side. A new operation called z-kron is introduced for QTT-format. It makes it possible to build a matrix in z-order if the matrix can be expressed in terms of Kronecker products and sums. An algorithm for building a QTT coefficient matrix for FEM in z-order on the fly, as opposed to the transformation of a calculated matrix into QTT, is presented. This algorithm has $O(log n)$ complexity for $n$ as above.
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