Applied mathematics

Despite the popularity of high-order explicit Runge-Kutta (ERK) methods for integrating semi-discrete systems of equations, ERK methods suffer from severe stability-based time step restrictions for very stiff problems. We implement a discontinuous Galerkin finite element method (DGFEM) along with recently introduced high-order implicit-explicit Runge-Kutta (IMEX-RK) schemes to overcome geometry-induced stiffness in fluid-flow problems. The IMEX algorithms solve the non-stiff portions of the domain using explicit methods, and isolate and solve the more expensive stiff portions using an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta method (ESDIRK). Furthermore, we apply adaptive time-step controllers based on the embedded temporal error predictors. We demonstrate in a number of numerical test problems that IMEX methods in conjunction with efficient preconditioning become more efficient than explicit methods for systems exhibiting high levels of grid-induced stiffness.

The comparison of numerical results for implicit-explicit and fully explicit Runge-Kutta time integration methods for a nozzle flow problem shows that filtering can significantly degrade the accuracy of the numerical solution for long-time integration problems. We demonstrate analytically and numerically that filtering-in-time errors become additive for iu N (x, t + kDt) À u N (x, t)i ( iu N (x, t)i when nonidempotent filters are used, and suggest the development and implementation of idempotent filters.

We introduce a multi-domain Fourier-Continuation/WENO hybrid method (FC-WENO) that enables high-order and non-oscillatory solution of systems of nonlinear conservation laws, and which enjoys essentially dispersionless, spectral character away from discontinuities, as well as mild CFL constraints (comparable to those of finite difference methods). The hybrid scheme employs the expensive, shock-capturing WENO method in small regions containing discontinuities and the efficient FC method in the rest of the computational domain, yielding a highly effective overall scheme for applications with a mix of discontinuities and complex smooth structures. The smooth and discontinuous solution regions are distinguished using the multi-resolution procedure of Harten [J. Comput. Phys. 115 (1994) 319-338]. We consider WENO schemes of formal orders five and nine and a FC method of order five. The accuracy, stability and efficiency of the new hybrid method for conservation laws is investigated for problems with both smooth and non-smooth solutions. In the latter case, we solve the Euler equations for gas dynamics for the standard test case of a Mach three shock wave interacting with an entropy wave, as well as a shock wave (with Mach 1.25, three or six) interacting with a very small entropy wave and evaluate the efficiency of the hybrid FC-WENO method as compared to a purely WENO-based approach as well as alternative hybrid based techniques. We demonstrate considerable computational advantages of the new FC-based method, suggesting a potential of an order of magnitude acceleration over alternatives when extended to fully three-dimensional problems.

ABSTRACT Reduced basis approximations for geometrically parametrized advection- diffusion equations are investigated. The parametric domains are assumed to be images of a reference domain through a piecewise polynomial map; this may lead to nonaffinely parametrized diffusion tensors that are treated with an empirical interpolation method. An a posteriori error bound including a correction term due to this approximation is given. Results concerning the applied methodology and the rigor of the corrected error estimator are shown for a shape optimization problem in a thermal flow.

We present a new approach for the construction of lower bounds for the inf-sup stability constants required in a posteriori error analysis of reduced basis approximations to affinely parametrized partial differential equations. We combine the "linearized" inf-sup statement of the naturalnorm approach with the approximation procedure of the Successive Constraint Method (SCM): the former (natural-norm) provides an economical parameter expansion and local concavity in parameter -a small(er) optimization problem which enjoys intrinsic lower bound properties; the latter (SCM) provides a systematic optimization framework -a Linear Program (LP) relaxation which readily incorporates continuity and stability constraints. The natural-norm SCM requires a parameter domain decomposition: we propose a greedy algorithm for selection of the SCM control points as well as adaptive construction of the optimal subdomains. The efficacy of the natural-norm SCM is illustrated through numerical results for two types of non-coercive problems: the Helmholtz equation (for acoustics, elasticity, and electromagnetics), and the convection-diffusion equation.

We observe that polynomial measure modifications for families of univariate orthogonal polynomials imply sparse connection coefficient relations. We therefore propose connecting L 2 expansion coefficients between a polynomial family and a modified family by a sparse transformation. Accuracy and conditioning of the connection and its inverse are explored. The connection and recurrence coefficients can simultaneously be obtained as the Cholesky decomposition of a matrix polynomial involving the Jacobi matrix; this property extends to continuous, non-polynomial measure modifications on finite intervals. We conclude with an example of a useful application to families of Jacobi polynomials with parameters (γ , δ) where the fast Fourier transform may be applied in order to obtain expansion coefficients whenever 2γ and 2δ are odd integers.

We study nontrivial applications of the reduced basis method (RBM) for electromagnetic applications with an emphasis on scattering and the estimation of radar cross section (RCS). The method and several extensions are explained with two examples with different characteristics. Parameters that are allowed to vary within the model include frequency, incident angle and measurement angle as well as the geometry of the scatterers. With appropriate applications of the empirical interpolation method (EIM), transformation of the domain, configuration of perfectly matched layer, exponential convergence of the reduced basis solution over the entire parameter domain is achieved. Moreover, we demonstrate that this approach allows for the effective capture of the critical behavior, in this case through shapes that minimize scattering. This further highlights the robustness and quality of the greedy approximation and the reduced basis method approach.