arXiv subjects

Simone Cacace

Publications and source records attributed to Simone Cacace.

28 records · Page 2Linked to original sources

arXiv2017

A differential model for growing sandpiles on networks

We consider a system of differential equations of Monge-Kantorovich type which describes the equilibrium configurations of granular material poured by a constant source on a network. Relying on the definition of viscosity solution for Hamilton-Jacobi equations on networks, recently introduced by P.-L. Lions and P. E. Souganidis, we prove existence and uniqueness of the solution of the system and we discuss its numerical approximation. Some numerical experiments are carried out.

math.NA↗

arXiv2017

A level set based method for fixing overhangs in 3D printing

3D printers based on the Fused Decomposition Modeling create objects layer-by-layer dropping fused material. As a consequence, strong overhangs cannot be printed because the new-come material does not find a suitable support over the last deposed layer. In these cases, one can add some support structures (scaffolds) which make the object printable, to be removed at the end. In this paper we propose a level set method to create object-dependent support structures, specifically conceived to reduce both the amount of additional material and the printing time. We also review some open problems about 3D printing which can be of interests for the mathematical community.

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arXiv2016

Blended numerical schemes for the advection equation and conservation laws

In this paper we propose a method to couple two or more explicit numerical schemes approximating the same time-dependent PDE, aiming at creating new schemes which inherit advantages of the original ones. We consider both advection equations and nonlinear conservation laws. By coupling a macroscopic (Eulerian) scheme with a microscopic (Lagrangian) scheme, we get a new kind of multiscale numerical method.

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arXiv2016

Ergodic problems for Hamilton-Jacobi equations: yet another but efficient numerical method

We propose a new approach to the numerical solution of ergodic problems arising in the homogenization of Hamilton-Jacobi (HJ) equations. It is based on a Newton-like method for solving inconsistent systems of nonlinear equations, coming from the discretization of the corresponding ergodic HJ equations. We show that our method is able to solve efficiently cell problems in very general contexts, e.g., for first and second order scalar convex and nonconvex Hamiltonians, weakly coupled systems, dislocation dynamics and mean field games, also in the case of more competing populations. A large collection of numerical tests in dimension one and two shows the performance of the proposed method, both in terms of accuracy and computational time.

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arXiv2015

A numerical method for Mean Field Games on networks

We propose a numerical method for stationary Mean Field Games defined on a network. In this framework a correct approximation of the transition conditions at the vertices plays a crucial role. We prove existence, uniqueness and convergence of the scheme and we also propose a least squares method for the solution of the discrete system. Numerical experiments are carried out.

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arXiv2015

A dynamic domain decomposition for a class of second order semi-linear equations

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an extension of the patchy domain decomposition method presented in a previous work for first order Hamilton-Jacobi-Bellman equations related to deterministic optimal control problems. The semi-Lagrangian scheme underlying the original method is modified in order to deal with (possibly degenerate) diffusion, by approximating the stochastic optimal control problem associated to the equation via discrete time Markov chains. We show that under suitable conditions on the discretization parameters and for sufficiently small values of the diffusion coefficient, the parallel computation on the proposed dynamic decomposition is faster than that on a static decomposition. To this end, we combine the parallelization with some well known techniques in the context of fast-marching-like methods for first order Hamilton-Jacobi equations. Several numerical tests in dimension two are presented, in order to show the features of the proposed method.

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arXiv2014

Two semi-Lagrangian fast methods for Hamilton-Jacobi-Bellman equations

In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used to solve HJB equations with no relevant modifications with respect to the original algorithm proposed for the eikonal equation, and that it overcomes FSM in many cases. Observing the evolution of the active list of nodes for FIM, we recover another numerical validation of the arguments recently discussed in [Cacace et al., SISC 36 (2014), A570-A587] about the impossibility of creating local single-pass methods for HJB equations.

math.NA↗

arXiv2013

Can local single-pass methods solve any stationary Hamilton-Jacobi-Bellman equation?

The use of local single-pass methods (like, e.g., the Fast Marching method) has become popular in the solution of some Hamilton-Jacobi equations. The prototype of these equations is the eikonal equation, for which the methods can be applied saving CPU time and possibly memory allocation. Then, some natural questions arise: can local single-pass methods solve any Hamilton-Jacobi equation? If not, where the limit should be set? This paper tries to answer these questions. In order to give a complete picture, we present an overview of some fast methods available in literature and we briefly analyze their main features. We also introduce some numerical tools and provide several numerical tests which are intended to exhibit the limitations of the methods. We show that the construction of a local single-pass method for general Hamilton-Jacobi equations is very hard, if not impossible. Nevertheless, some special classes of problems can be actually solved, making local single-pass methods very useful from the practical point of view.

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arXiv2012

A patchy Dynamic Programming scheme for a class of Hamilton-Jacobi-Bellman equations

In this paper we present a new algorithm for the solution of Hamilton-Jacobi-Bellman equations related to optimal control problems. The key idea is to divide the domain of computation into subdomains which are shaped by the optimal dynamics of the underlying control problem. This can result in a rather complex geometrical subdivision, but it has the advantage that every subdomain is invariant with respect to the optimal dynamics, and then the solution can be computed independently in each subdomain. The features of this dynamics-dependent domain decomposition can be exploited to speed up the computation and for an efficient parallelization, since the classical transmission conditions at the boundaries of the subdomains can be avoided. For their properties, the subdomains are patches in the sense introduced by Ancona and Bressan [ESAIM Control Optim. Calc. Var., 4 (1999), pp. 445-471]. Several examples in two and three dimensions illustrate the properties of the new method.

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arXiv2011

Numerical approximation of Nash equilibria for a class of non-cooperative differential games

In this paper we propose a numerical method to obtain an approximation of Nash equilibria for multi-player non-cooperative games with a special structure. We consider the infinite horizon problem in a case which leads to a system of Hamilton-Jacobi equations. The numerical method is based on the Dynamic Programming Principle for every equation and on a global fixed point iteration. We present the numerical solutions of some two-player games in one and two dimensions. The paper has an experimental nature, but some features and properties of the approximation scheme are discussed.

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