arXiv subjects

Virginie Ehrlacher

Publications and source records attributed to Virginie Ehrlacher.

At least 55 records · Page 3Linked to original sources

arXiv2020

Adaptive force biasing algorithms: new convergence results and tensor approximations of the bias

A modification of the Adaptive Biasing Force method is introduced, in which the free energy is approximated by a sum of tensor products of one-dimensional functions. This enables to handle a larger number of reaction coordinates than the classical algorithm. We prove the algorithm is well-defined and prove the long-time convergence toward a regularized version of the free energy for an idealized version of the algorithm. Numerical experiments demonstrate that the method is able to capture correlations between reaction coordinates.

math.PR↗

arXiv2020

Finite volumes for the Stefan-Maxwell cross-diffusion system

The aim of this work is to propose a provably convergent finite volume scheme for the so-called Stefan-Maxwell model, which describes the evolution of the composition of a multi-component mixture and reads as a cross-diffusion system. The scheme proposed here relies on a two-point flux approximation, and preserves at the discrete level some fundamental theoretical properties of the continuous models, namely the non-negativity of the solutions, the conservation of mass and the preservation of the volume-filling constraints. In addition, the scheme satisfies a discrete entropy-entropy dissipation relation, very close to the relation which holds at the continuous level. In this article, we present this scheme together with its numerical analysis, and finally illustrate its behaviour with some numerical results.

math.NA↗

arXiv2020

Existence of weak solutions to a cross-diffusion Cahn-Hilliard type system

The aim of this article is to study a Cahn-Hilliard model for a multicomponent mixture with cross-diffusion effects, degenerate mobility and where only one of the species does separate from the others. We define a notion of weak solution adapted to possible degeneracies and our main result is (global in time) existence. In order to overcome the lack of a-priori estimates, our proof uses the formal gradient flow structure of the system and an extension of the boundedness by entropy method which involves a careful analysis of an auxiliary variational problem. This allows to obtain solutions to an approximate, time-discrete system. Letting the time step size go to zero, we recover the desired weak solution where, due to their low regularity, the Cahn-Hilliard terms require a special treatment.

math.AP↗

arXiv2019

Strong solutions and weak-strong stability in a system of cross-diffusion equations

Proving the uniqueness of solutions to multi-species cross-diffusion systems is a difficult task in the general case, and there exist very few results in this direction. In this work, we study a particular system with zero-flux boundary conditions for which the existence of a weak solution has been proven in [Ehrlacher2017]. Under additional assumptions on the value of the cross-diffusion coefficients, we are able to show the existence and uniqueness of strong solutions. The proof relies on the use of an appropriate approximation and a fixed-point argument. In addition, a weak-strong stability result is obtained for this system in dimension one.

math.AP↗

arXiv2019

Approximation of Optimal Transport problems with marginal moments constraints

Optimal Transport (OT) problems arise in a wide range of applications, from physics to economics. Getting numerical approximate solution of these problems is a challenging issue of practical importance. In this work, we investigate the relaxation of the OT problem when the marginal constraints are replaced by some moment constraints. Using Tchakaloff's theorem, we show that the Moment Constrained Optimal Transport problem (MCOT) is achieved by a finite discrete measure. Interestingly, for multimarginal OT problems, the number of points weighted by this measure scales linearly with the number of marginal laws, which is encouraging to bypass the curse of dimension. This approximation method is also relevant for Martingale OT problems. We show the convergence of the MCOT problem toward the corresponding OT problem. In some fundamental cases, we obtain rates of convergence in $O(1/n)$ or $O(1/n^2)$ where $n$ is the number of moments, which illustrates the role of the moment functions. Last, we present algorithms exploiting the fact that the MCOT is reached by a finite discrete measure and provide numerical examples of approximations.

math.PR↗

arXiv2018

An embedded corrector problem for homogenization. Part II: Algorithms and discretization

This contribution is the numerically oriented companion article of the work [E. Cancès, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131]. We focus here on the numerical resolution of the embedded corrector problem introduced in [E. Cancès, V. Ehrlacher, F. Legoll and B. Stamm, CRAS 2015; E. Cancès, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131] in the context of homogenization of diffusion equations. Our approach consists in considering a corrector-type problem, posed on the whole space, but with a diffusion matrix which is constant outside some bounded domain. In [E. Cancès, V. Ehrlacher, F. Legoll, B. Stamm and S. Xiang, arxiv preprint 1807.05131], we have shown how to define three approximate homogenized diffusion coefficients on the basis of the embedded corrector problems. We have also proved that these approximations all converge to the exact homogenized coefficients when the size of the bounded domain increases. We show here that, under the assumption that the diffusion matrix is piecewise constant, the corrector problem to solve can be recast as an integral equation. In case of spherical inclusions with isotropic materials, we explain how to efficiently discretize this integral equation using spherical harmonics, and how to use the fast multipole method (FMM) to compute the resulting matrix-vector products at a cost which scales only linearly with respect to the number of inclusions. Numerical tests illustrate the performance of our approach in various settings.

math.NA↗

arXiv2018

Low-rank approximation of linear parabolic equations by space-time tensor Galerkin methods

We devise a space-time tensor method for the low-rank approximation of linear parabolic evolution equations. The proposed method is a stable Galerkin method, uniformly in the discretization parameters, based on a Minimal Residual formulation of the evolution problem in Hilbert--Bochner spaces. The discrete solution is sought in a trial space composed of tensors of discrete functions in space and in time and is characterized as the unique minimizer of a discrete functional where the dual norm of the residual is evaluated in a space semi-discrete test space. The resulting global space-time linear system is solved iteratively by a greedy algorithm. Numerical results are presented to illustrate the performances of the proposed method on test cases including non-selfadjoint and time-dependent differential operators in space. The results are also compared to those obtained using a fully discrete Petrov--Galerkin setting to evaluate the dual residual norm.

math.NA↗

arXiv2018

An embedded corrector problem for homogenization. Part I: Theory

This article is the first part of a two-fold study, the objective of which is the theoretical analysis and numerical investigation of new approximate corrector problems in the context of stochastic homogenization. We present here three new alternatives for the approximation of the homogenized matrix for diffusion problems with highly-oscillatory coefficients. These different approximations all rely on the use of an embedded corrector problem (that we previously introduced in [Cancès, Ehrlacher, Legoll and Stamm, C. R. Acad. Sci. Paris, 2015]), where a finite-size domain made of the highly oscillatory material is embedded in a homogeneous infinite medium whose diffusion coefficients have to be appropriately determined. The motivation for considering such embedded corrector problems is made clear in the companion article [Cancès, Ehrlacher, Legoll, Stamm and Xiang, in preparation], where a very efficient algorithm is presented for the resolution of such problems for particular heterogeneous materials. In the present article, we prove that the three different approximations we introduce converge to the homogenized matrix of the medium when the size of the embedded domain goes to infinity.

math.NA↗

arXiv2018

A progressive reduced basis/empirical interpolation method for nonlinear parabolic problems

We investigate new developments of the combined Reduced-Basis and Empirical Interpolation Methods (RB-EIM) for parametrized nonlinear parabolic problems. In many situations, the cost of the EIM in the offline stage turns out to be prohibitive since a significant number of nonlinear time-dependent problems need to be solved using the high-fidelity (or full-order) model. In the present work, we develop a new methodology, the Progressive RB-EIM (PREIM) method for nonlinear parabolic problems.The purpose is to reduce the offline cost while maintaining the accuracy of the RB approximation in the online stage. The key idea is a progressive enrichment of both the EIM approximation and the RB space, in contrast to the standard approach where the EIM approximation and the RB space are built separately. PREIM uses high-fidelity computations whenever available and RB computationsotherwise. Another key feature of each PREIM iteration is to select twice the parameter in a greedy fashion, the second selection being made after computing the high-fidelity solution for the firstly selected value of the parameter. Numerical examples are presented on nonlinear heat transfer problems.

math.NA↗

arXiv2017

Cross-diffusion systems with non-zero-flux boundary conditions on a moving domain

We propose and analyze a one-dimensional multi-species cross-diffusion system with non-zero-flux boundary conditions on a moving domain, motivated by the mod- eling of a Physical Vapor Deposition process. Using the boundedness by entropy method, we prove the existence of a global weak solution to the obtained system. In addition, existence of a solution to an optimal control problem defined on the fluxes is established under the assumption that the solution to the considered cross-diffusion system is unique. Lastly, we prove that in the case when the imposed external fluxes are constant and positive and the entropy density is defined as a classical logarithmic entropy, the concentrations of the dif- ferent species converge in the long-time limit to constant profiles at a rate inversely proportional to time. These theoretical results are illustrated by numerical tests.

math.AP↗

arXiv2017

Numerical reconstruction of the first band(s) in an inverse Hill's problem

This paper concerns an inverse band structure problem for one dimensional periodic Schrödinger operators (Hill's operators). Our goal is to find a potential for the Hill's operator in order to reproduce as best as possible some given target bands, which may not be realisable. We recast the problem as an optimisation problem, and prove that this problem is well-posed when considering singular potentials (Borel measures). We then propose different algorithms to tackle the problem numerically.

math.OC↗

arXiv2016

A dynamical adaptive tensor method for the Vlasov-Poisson system

A numerical method is proposed to solve the full-Eulerian time-dependent Vlasov-Poisson system in high dimension. The algorithm relies on the construction of a tensor decomposition of the solution whose rank is adapted at each time step. This decomposition is obtained through the use of an efficient modified Progressive Generalized Decomposition (PGD) method, whose convergence is proved. We suggest in addition a symplectic time-discretization splitting scheme that preserves the Hamiltonian properties of the system. This scheme is naturally obtained by considering the tensor structure of the approximation. The efficiency of our approach is illustrated through time-dependent 2D-2D numerical examples.

math.NA↗

arXiv2015

Global existence of bounded weak solutions to degenerate cross-diffusion equations in moving domain

The aim of this note is to present preliminary existence results for a system of cross-diffusion equations defined on a domain with moving boundaries, which model the evolution of the concentrations of different chemical species in a solid during a Chemical Vapor Deposition process. The system of equations, when the domain remains fixed over time, can be seen formally as a gradient flow system which can be analyzed using the boundedness by entropy method introduced by Burger and Jüngel. Preliminary existence results are presented in the case of a one-dimensional moving boundary domain.

math.AP↗

arXiv2015

Statistical methods for critical scenarios in aeronautics

We present numerical results obtained on the CEMRACS project Predictive SMS proposed by Safety Line. The goal of this work was to elaborate a purely statistical method in order to reconstruct the deceleration profile of a plane during landing under normal operating conditions, from a database containing around $1500$ recordings. The aim of Safety Line is to use this model to detect malfunctions of the braking system of the plane from deviations of the measured deceleration profile of the plane to the one predicted by the model. This yields to a multivariate nonparametric regression problem, which we chose to tackle using a Bayesian approach based on the use of gaussian processes. We also compare this approach with other statistical methods.

stat.AP↗

arXiv2014

An embedded corrector problem to approximate the homogenized coefficients of an elliptic equation

We consider a diffusion equation with highly oscillatory coefficients that admits a homogenized limit. As an alternative to standard corrector problems, we introduce here an embedded corrector problem, written as a diffusion equation in the whole space in which the diffusion matrix is uniform outside some ball of radius $R$. Using that problem, we next introduce three approximations of the homogenized coefficients. These approximations, which are variants of the standard approximations obtained using truncated (supercell) corrector problems, are shown to converge when $R \to \infty$. We also discuss efficient numerical methods to solve the embedded corrector problem.

math.NA↗

arXiv2013

Greedy algorithms for high-dimensional eigenvalue problems

In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their orthogonalized versions. The performance of our algorithms is illustrated on numerical test cases (including the computation of the buckling modes of a microstructured plate), and compared with that of another greedy algorithm for eigenvalue problems introduced by Ammar and Chinesta.

math.NA↗

arXiv2012

Greedy algorithms for high-dimensional non-symmetric linear problems

In this article, we present a family of numerical approaches to solve high-dimensional linear non-symmetric problems. The principle of these methods is to approximate a function which depends on a large number of variates by a sum of tensor product functions, each term of which is iteratively computed via a greedy algorithm. There exists a good theoretical framework for these methods in the case of (linear and nonlinear) symmetric elliptic problems. However, the convergence results are not valid any more as soon as the problems considered are not symmetric. We present here a review of the main algorithms proposed in the literature to circumvent this difficulty, together with some new approaches. The theoretical convergence results and the practical implementation of these algorithms are discussed. Their behaviors are illustrated through some numerical examples.

math.FA↗

arXiv2012

Non-consistent approximations of self-adjoint eigenproblems: Application to the supercell method

In this article, we introduce a general theoretical framework to analyze non-consistent approximations of the discrete eigenmodes of a self-adjoint operator. We focus in particular on the discrete eigenvalues laying in spectral gaps. We first provide a priori error estimates on the eigenvalues and eigenvectors in the absence of spectral pollution. We then show that the supercell method for perturbed periodic Schrödinger operators falls into the scope of our study. We prove that this method is spectral pollution free, and we derive optimal convergence rates for the planewave discretization method, taking numerical integration errors into account. Some numerical illustrations are provided.

math.FA↗