The use of hybrid techniques at CERFACS for the solution of large problems on parallel machines

Current problems in scientific computing often require the solution of sets of sparse linear equations of very large order. Particularly for three dimensional problems, it may to be impractical to solve them using a direct method but equally iterative methods may not converge and often standard preconditioning techniques do not work. We thus propose using a hybrid method by which we mean that either a nearby problem or a subproblem is solved by a direct method with the overall problem being solved by an iterative method. We discuss two applications of this at CERFACS in the solution of large scale problems from industry. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

The primal mixed finite element method and the LBB condition

Spurious or kinematic modes have posed a major obstacle to the implementation of the mixed finite element method. This research shows that spurious modes resulting from the approximation spaces not satisfying the LBB condition do not prevent a well posed problem. When the LBB condition is not satisfied, the resulting matrix equations are singular. A direct solution method is presented for the efficient solution of the possibly singular equations. Orthogonal flux basis functions are introduced to simplify the problem. Then the solution procedure is based on nested domain decomposition. This solution procedure is shown to be competitive with direct solution methods for the displacement finite element method. Examples are included to demonstrate various aspects of the LBB condition and the solution procedure.     

Optimal control of a vector borne disease with horizontal transmission

The paper presents the optimal control applied to a vector borne disease with direct transmission in host population. First, we show the existence of the control problem and then use both analytical and numerical techniques to investigate that there are cost effective control efforts for prevention of direct and indirect transmission of disease. In order to do this three control functions are used, one for vector-reduction strategies and the other two for personal (human) protection and blood screening, respectively. We completely characterize the optimal control and compute the numerical solution of the optimality system using an iterative method.     

A Study of the Direct Spectral Transform for the Defocusing Davey-Stewartson II Equation the Semiclassical Limit

The defocusing Davey-Stewartson II equation has been shown in numerical experiments to exhibit behavior in the semiclassical limit that qualitatively resembles that of its one-dimensional reduction, the defocusing nonlinear Schrödinger equation, namely the generation from smooth initial data of regular rapid oscillations occupying domains of space-time that become well-defined in the limit. As a first step to studying this problem analytically using the inverse scattering transform, we consider the direct spectral transform for the defocusing Davey-Stewartson II equation for smooth initial data in the semiclassical limit. The direct spectral transform involves a singularly perturbed elliptic Dirac system in two dimensions. We introduce a WKB-type method for this problem, proving that it makes sense formally for sufficiently large values of the spectral parameter k by controlling the solution of an associated nonlinear eikonal problem, and we give numerical evidence that the method is accurate for such k in the semiclassical limit. Producing this evidence requires both the numerical solution of the singularly perturbed Dirac system and the numerical solution of the eikonal problem. The former is carried out using a method previously developed by two of the authors, and we give in this paper a new method for the numerical solution of the eikonal problem valid for sufficiently large k. For a particular potential we are able to solve the eikonal problem in closed form for all k, a calculation that yields some insight into the failure of the WKB method for smaller values of k. Informed by numerical calculations of the direct spectral transform, we then begin a study of the singularly perturbed Dirac system for values of k so small that there is no global solution of the eikonal problem. We provide a rigorous semiclassical analysis of the solution for real radial potentials at k=0, which yields an asymptotic formula for the reflection coefficient at k=0 and suggests an annular structure for the solution that may be exploited when k ≠ 0 is small. The numerics also suggest that for some potentials the reflection coefficient converges pointwise as ɛ↓ 0 to a limiting function that is supported in the domain of k-values on which the eikonal problem does not have a global solution. It is expected that singularities of the eikonal function play a role similar to that of turning points in the one-dimensional theory. © 2019 Wiley Periodicals, Inc.     

A comparison of some inverse methods for estimating the initial condition of the heat equation

In this work we analyze two explicit methods for the solution of an inverse heat conduction problem and we confront them with the least-squares method, using for the solution of the associated direct problem a classical finite difference method and a method based on an integral formulation. Finally, the Tikhonov regularization connected to the least-squares criterion is examined. We show that the explicit approaches to this inverse heat conduction problem will present disastrous results unless some kind of regularization is used.     

A new enhancement of the Clarke and Wright savings heuristic for the capacitated vehicle routing problem

In this work we are concerned with the Clarke–Wright savings method for the classical capacitated vehicle routing problem. This is an NP-hard problem and numerous heuristic solution methods have been proposed. They can be classified as the classical ones and metaheuristics. Recent developments have shown that classical heuristics do not compare with the best metaheuristic implementations. However, some of them are very fast and simple to implement. This explains the popularity of the Clarke–Wright savings method in practice and the motivation behind its enhancements. We follow this line of research and propose a new enhancement which differs from the previous ones in its saving criterion: Customer demands are considered in addition to distances. Based on the extensive computational experiments we can say that the new method is not only very fast but also very accurate.     

A Jacobi–Davidson method for two‐real‐parameter nonlinear eigenvalue problems arising from delay‐differential equations

The critical delays of a delay‐differential equation can be computed by solving a nonlinear two‐parameter eigenvalue problem. The solution of this two‐parameter problem can be translated to solving a quadratic eigenvalue problem of squared dimension. We present a structure preserving QR‐type method for solving such quadratic eigenvalue problem that only computes real‐valued critical delays; that is, complex critical delays, which have no physical meaning, are discarded. For large‐scale problems, we propose new correction equations for a Newton‐type or Jacobi–Davidson style method, which also forces real‐valued critical delays. We present three different equations: one real‐valued equation using a direct linear system solver, one complex valued equation using a direct linear system solver, and one Jacobi–Davidson style correction equation that is suitable for an iterative linear system solver. We show numerical examples for large‐scale problems arising from PDEs. Copyright © 2012 John Wiley & Sons, Ltd.     

A globally most violated cutting plane method for complex minimax problems with application to digital filter design

In [4,6], the authors have presented a numerical method for the solution of complex minimax problems, which implicitly solves discretized versions of the equivalent semi-infinite programming problem on increasingly finer grids. While this method only requires the most violated constraint at the current iterate on a finite subset of the infinitely many constraints of the problem, we consider here a related and more direct approach (applicable to general convex semi-infinite programming problems) which makes use of the globally most violated constraint. Numerical examples with up to 500 unknowns, which partially originate from digital filter design problems, are discussed.     

The Boundary-Element Method for an Improperly Posed Problem

This paper investigates the numerical solution of an inverseLaplace problem which is improperly posed. Three different mathematicalmodels, using direct, least-squares, and minimal-energy methodsare presented for four test problems. The boundary-element methodis used, and it is found that the minimal-energy method alwaysgives a good stable approximation to the solution, whereas thedirect and least-squares methods do not.     

Formulas that Represent Cauchy Problem Solution for Momentum and Position Schrödinger Equation

In the paper we derive two formulas representing solutions of Cauchy problem for two Schrödinger equations: one-dimensional momentum space equation with polynomial potential, and multidimensional position space equation with locally square integrable potential. The first equation is a constant coefficients particular case of an evolution equation with derivatives of arbitrary high order and variable coefficients that do not change over time, this general equation is solved in the paper. We construct a family of translation operators in the space of square integrable functions and then use methods of functional analysis based on Chernoff product formula to prove that this family approximates the solution-giving semigroup. This leads us to some formulas that express the solution for Cauchy problem in terms of initial condition and coefficients of the equations studied.

     

Almost periodic upper and lower solutions

The method of upper and lower solutions is a classical tool in the theory of periodic differential equations of the second order. We show that this method does not have a direct extension to almost periodic equations. To do this we construct equations of this type without almost periodic solutions but having two constants as ordered upper and lower solutions.     

Problème de Cauchy sur un conoïde caractéristique pour des équations semi-linéaires hyperboliques

The aim of this work is to find a semi-global solution to the Cauchy problem (P) on a characteristic conoid C₀, that is which is defined not only neighbourhood of the sumitt O, but all around the conoid parts C₀ which shows the Cauchy data. In this respect, we will use the method of Kirchhoff's formulae constructed by Y. Choquet-Bruhat [4] and the results obtained from the linear case by F. Cagnac [2], Here, it is shown that all solution of (P), five times derivable, verify as such, as its derivatives up to the third order, a system of integral equations. Next this system is solved by the method of successive approximations. In this work, we do not shown that (P) has a solution. However, in a particular semilinear case (where f do not depend on the first partial derivatives), we can show that the solution of the integral system is a generalized solution of the Cauchy problem.     

Backward Stochastic Differential Equations and Dirichlet Problems of Semilinear Elliptic Operators with Singular Coefficients

In this paper, we prove that there exists a unique solution to the Dirichlet boundary value problem for a general class of semilinear second order elliptic differential operators which do not necessarily have the maximum principle and are non-symmetric in general. Our method is probabilistic. It turns out that we need to solve a class of backward stochastic differential equations with singular coefficients, which is of independent interest itself. The theory of Dirichlet forms also plays an important role.     

On a problem on chamber systems

It is well known that a geometry belonging to a disconnected diagram is the direct sum of geometries corresponding to the connected components of the diagram. On the other hand, chamber systems with a disconnected diagram exist which do not split as direct products of components of smaller rank. Many finite examples of this kind are discussed in Groups of Lie Type and their Geometries (CUP, 1995, pp. 185–214), but none of them is simply connected. In this article, we construct a simply connected finite example.     

Multivariate quadratic forms of random vectors

We obtain the distribution of the sum of n random vectors and the distribution of their quadratic forms: their densities are expanded in series of Hermite and Laguerre polynomials. We do not suppose that these vectors are independent. In particular, we apply these results to multivariate quadratic forms of Gaussian vectors. We obtain also their densities expanded in Mac Laurin series or in the form of an integral. By this last result, we introduce a new method of computation which can be much simpler than the previously known techniques. In particular, we introduce a new method in the very classical univariate case. We remark that we do not assume the independence of normal variables.     

Asymptotic Solution of a Singularly Perturbed Linear-Quadratic Problem in Critical Case with Cheap Control

Using the direct scheme method, we construct an asymptotic expansion for the solution of a singularly perturbed optimal problem in critical case with cheap control and two fixed end-points. The asymptotic solution contains the outer series and two boundary-layer series in the vicinities of the two end-points. The error estimates for state and control variables and the functional are obtained. It is shown that the value of minimized functional does not increase when a higher-order approximation to the optimal control is used. An illustrative example is given.     

INVERSE SCATTERING BY AN INHOMOGENEOUS PENETRABLE OBSTACLE IN A PIECEWISE HOMOGENEOUS MEDIUM

This paper is concerned with the inverse problem of scattering of time-harmonic acoustic waves by an inhomogeneous penetrable obstacle in a piecewise homogeneous medium. The well-posedness of the direct problem is first established by using the integral equation method. We then proceed to establish two tools that play important roles for the inverse problem: one is a mixed reciprocity relation and the other is a priori estimates of the solution on some part of the interfaces between the layered media. For the inverse problem, we prove in this paper that both the penetrable interfaces and the possible inside inhomogeneity can be uniquely determined from a knowledge of the far field pattern for incident plane waves.     

Inverse scattering by an inhomogeneous penetrable obstacle in a piecewise homogeneous medium

This paper is concerned with the inverse problem of scattering of time-harmonic acoustic waves by an inhomogeneous penetrable obstacle in a piecewise homogeneous medium. The well-posedness of the direct problem is first established by using the integral equation method. We then proceed to establish two tools that play important roles for the inverse problem: one is a mixed reciprocity relation and the other is a priori estimates of the solution on some part of the interfaces between the layered media. For the inverse problem, we prove in this paper that both the penetrable interfaces and the possible inside inhomogeneity can be uniquely determined from a knowledge of the far field pattern for incident plane waves.