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Yvon Maday

Publications and source records attributed to Yvon Maday.

53 records · Page 3Linked to original sources

A Reduced Basis Technique for Long-Time Unsteady Turbulent Flows

We present a reduced basis technique for long-time integration of parametrized incompressible turbulent flows. The new contributions are threefold. First, we propose a constrained Galerkin formulation that corrects the standard Galerkin statement by incorporating prior information about the long-time attractor. For explicit and semi-implicit time discretizations, our statement reads as a constrained quadratic programming problem where the objective function is the Euclidean norm of the error in the reduced Galerkin (algebraic) formulation, while the constraints correspond to bounds for the maximum and minimum value of the coefficients of the $N$-term expansion. Second, we propose an \emph{a posteriori} error indicator, which corresponds to the dual norm of the residual associated with the time-averaged momentum equation. We demonstrate that the error indicator is highly-correlated with the error in mean flow prediction, and can be efficiently computed through an offline/online strategy. Third, we propose a Greedy algorithm for the construction of an approximation space/procedure valid over a range of parameters; the Greedy is informed by the \emph{a posteriori} error indicator developed in this paper. We illustrate our approach and we demonstrate its effectiveness by studying the dependence of a two-dimensional turbulent lid-driven cavity flow on the Reynolds number.

math.NA↗

Parametric Analytical Preconditioning and its Applications to the Reduced Collocation Methods

In this paper, we extend the recently developed reduced collocation method \cite{ChenGottlieb} to the nonlinear case, and propose two analytical preconditioning strategies. One is parameter independent and easy to implement, the other one has the traditional affinity with respect to the parameters which allows for efficient implementation through an offline-online decomposition. Overall, the preconditioning improves the quality of the error estimation uniformly on the parameter domain, and speeds up the convergence of the reduced solution to the truth approximation.

math.NA↗

Parareal in time 3D numerical solver for the LWR Benchmark neutron diffusion transient model

We present a parareal in time algorithm for the simulation of neutron diffusion transient model. The method is made efficient by means of a coarse solver defined with large time steps and steady control rods model. Using finite element for the space discretization, our implementation provides a good scalability of the algorithm. Numerical results show the efficiency of the parareal method on large light water reactor transient model corresponding to the Langenbuch-Maurer-Werner (LMW) benchmark [1].

physics.comp-ph↗

Robin Schwarz algorithm for the NICEM Method: the Pq finite element case

In Gander et al. [2004] we proposed a new non-conforming domain decomposition paradigm, the New Interface Cement Equilibrated Mortar (NICEM) method, based on Schwarz type methods that allows for the use of Robin interface conditions on non-conforming grids. The error analysis was done for P1 finite elements, in 2D and 3D. In this paper, we provide new numerical analysis results that allow to extend this error analysis in 2D for piecewise polynomials of higher order and also prove the convergence of the iterative algorithm in all these cases.

math.NA↗

Comparison of some Reduced Representation Approximations

In the field of numerical approximation, specialists considering highly complex problems have recently proposed various ways to simplify their underlying problems. In this field, depending on the problem they were tackling and the community that are at work, different approaches have been developed with some success and have even gained some maturity, the applications can now be applied to information analysis or for numerical simulation of PDE's. At this point, a crossed analysis and effort for understanding the similarities and the differences between these approaches that found their starting points in different backgrounds is of interest. It is the purpose of this paper to contribute to this effort by comparing some constructive reduced representations of complex functions. We present here in full details the Adaptive Cross Approximation (ACA) and the Empirical Interpolation Method (EIM) together with other approaches that enter in the same category.

math.NA↗

Locally adaptive greedy approximations for anisotropic parameter reduced basis spaces

Reduced order models, in particular the reduced basis method, rely on empirically built and problem dependent basis functions that are constructed during an off-line stage. In the on-line stage, the precomputed problem-dependent solution space, that is spanned by the basis functions, can then be used in order to reduce the size of the computational problem. For complex problems, the number of basis functions required to guarantee a certain error tolerance can become too large in order to benefit computationally from the model reduction. To overcome this, the present work introduces a framework where local approximation spaces (in parameter space) are used to define the reduced order approximation in order to have explicit control over the on-line cost. This approach also adapts the local approximation spaces to local anisotropic behavior in the parameter space. We present the algorithm and numerous numerical tests.

math.NA↗

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↗

Parareal in time intermediate targets methods for optimal control problem

In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets that gives rise to independent sub-problems that can be solved in parallel. This method can be coupled with the parareal in time algorithm. Numerical experiments show the efficiency of our method.

math.OC↗

Stable parareal in time method for first and second order hyperbolic system

The parareal in time algorithm allows to perform parallel simulations of time dependent problems. This algorithm has been implemented on many types of time dependent problems with some success. Recent contributions have allowed to extend the domain of application of the parareal in time algorithm so as to handle long time simulations of Hamiltonian systems. This improvement has managed to avoid the fatal large lack of accuracy of the plain parareal in time algorithm consequence of the fact that the plain parareal in time algorithm does not conserve invariants. A somehow similar difficulty occurs for problems where the solution lacks regularity, either initially or in the evolution, like for the solution to hyperbolic system of conservation laws. In this paper we identify the problem of lack of stability of the parareal in time algorithm and propose a simple way to cure it. The new method is used to solve a linear wave equation and a non linear Burger's equation, the results illustrate the stability of this variant of the parareal in time algorithm.

math.NA↗

Periodic Schrödinger operators with local defects and spectral pollution

This article deals with the numerical calculation of eigenvalues of perturbed periodic Schrödinger operators located in spectral gaps. Such operators are encountered in the modeling of the electronic structure of crystals with local defects, and of photonic crystals. The usual finite element Galerkin approximation is known to give rise to spectral pollution. In this article, we give a precise description of the corresponding spurious states. We then prove that the supercell model does not produce spectral pollution. Lastly, we extend results by Lewin and Séré on some no-pollution criteria. In particular, we prove that using approximate spectral projectors enables one to eliminate spectral pollution in a given spectral gap of the reference periodic Schödinger operator.

math-ph↗

An intermediate targets method for time parallelization in optimal control

In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets and gives rise independent sub-problems that can be solved in parallel. Numerical experiments show the efficiency of our method.

math.OC↗

Reduced basis techniques for stochastic problems

We report here on the recent application of a now classical general reduction technique, the Reduced-Basis approach initiated in [C. Prud'homme, D. Rovas, K. Veroy, Y. Maday, A. T. Patera, and G. Turinici. Reliable real-time solution of parametrized partial differential equations: Reduced-basis output bounds methods. Journal of Fluids Engineering, 124(1):7080, 2002.], to the specific context of differential equations with random coefficients. After an elementary presentation of the approach, we review two contributions of the authors: [S. Boyaval, C. Le Bris, Y. Maday, N.C. Nguyen, and A.T. Patera. A reduced basis approach for variational problems with stochastic parameters: Application to heat conduction with variable Robin co-efficient. Computer Methods in Applied Mechanics and Engineering, 198(4144):3187-3206, 2009.], which presents the application of the RB approach for the discretization of a simple second order elliptic equation supplied with a random boundary condition, and [S. Boyaval and T. Lelièvre, A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm with T. Lelièvre, Commun. Math. Sci. 8, special Issue "Mathematical Issue on Complex Fluids" P. Zhang ed., to appear, 2010, ARXIV preprint arXiv:0906.3600], which uses a RB type approach to reduce the variance in the Monte-Carlo simulation of a stochastic differential equation. We conclude the review with some general comments and also discuss possible tracks for further research in the direction.

math.NA↗

Numerical analysis of the planewave discretization of some orbital-free and Kohn-Sham models

We provide a priori error estimates for the spectral and pseudospectral Fourier (also called planewave) discretizations of the periodic Thomas-Fermi-von Weizsäcker (TFW) model and for the spectral discretization of the Kohn-Sham model, within the local density approximation (LDA). These models allow to compute approximations of the ground state energy and density of molecular systems in the condensed phase. The TFW model is stricly convex with respect to the electronic density, and allows for a comprehensive analysis. This is not the case for the Kohn-Sham LDA model, for which the uniqueness of the ground state electronic density is not guaranteed. Under a coercivity assumption on the second order optimality condition, we prove that for large enough energy cut-offs, the discretized Kohn-Sham LDA problem has a minimizer in the vicinity of any Kohn-Sham ground state, and that this minimizer is unique up to unitary transform. We then derive optimal a priori error estimates for the spectral discretization method.

math.NA↗

Numerical analysis of the planewave discretization of orbital-free and Kohn-Sham models Part I: The Thomas-Fermi-von Weizacker model

We provide {\it a priori} error estimates for the spectral and pseudospectral Fourier (also called planewave) discretizations of the periodic Thomas-Fermi-von Weizsäcker (TFW) model and of the Kohn-Sham model, within the local density approximation (LDA). These models allow to compute approximations of the ground state energy and density of molecular systems in the condensed phase. The TFW model is stricly convex with respect to the electronic density, and allows for a comprehensive analysis (Part I). This is not the case for the Kohn-Sham LDA model, for which the uniqueness of the ground state electronic density is not guaranteed. Under a coercivity assumption on the second order optimality condition, we prove in Part II that for large enough energy cut-offs, the discretized Kohn-Sham LDA problem has a minimizer in the vicinity of any Kohn-Sham ground state, and that this minimizer is unique up to unitary transform. We then derive optimal {\it a priori} error estimates for both the spectral and the pseudospectral discretization methods.

math.NA↗

Numerical analysis of nonlinear eigenvalue problems

We provide a priori error estimates for variational approximations of the ground state eigenvalue and eigenvector of nonlinear elliptic eigenvalue problems of the form $-{div} (A\nabla u) + Vu + f(u^2) u = λu$, $\|u\|_{L^2}=1$. We focus in particular on the Fourier spectral approximation (for periodic problems) and on the $¶_1$ and $¶_2$ finite-element discretizations. Denoting by $(u_δ,λ_δ)$ a variational approximation of the ground state eigenpair $(u,λ)$, we are interested in the convergence rates of $\|u_δ-u\|_{H^1}$, $\|u_δ-u\|_{L^2}$ and $|λ_δ-λ|$, when the discretization parameter $δ$ goes to zero. We prove that if $A$, $V$ and $f$ satisfy certain conditions, $|λ_δ-λ|$ goes to zero as $\|u_δ-u\|_{H^1}^2+\|u_δ-u\|_{L^2}$. We also show that under more restrictive assumptions on $A$, $V$ and $f$, $|λ_δ-λ|$ converges to zero as $\|u_δ-u\|_{H^1}^2$, thus recovering a standard result for {\em linear} elliptic eigenvalue problems. For the latter analysis, we make use of estimates of the error $u_δ-u$ in negative Sobolev norms.

math.NA↗

A greedy algorithm for the identification of quantum systems

The control of quantum phenomena is a topic that has carried out many challenging problems. Among others, the Hamiltonian identification, i.e, the inverse problem associated with the unknown features of a quantum system is still an open issue. In this work, we present an algorithm that enables to design a set of selective laser fields that can be used, in a second stage, to identify unknown parameters of quantum systems.

math.OC↗

A new Cement to Glue non-conforming Grids with Robin interface conditions: the finite element case

We design and analyze a new non-conforming domain decomposition method based on Schwarz type approaches that allows for the use of Robin interface conditions on non-conforming grids. The method is proven to be well posed, and the iterative solver to converge. The error analysis is performed in 2D piecewise polynomials of low and high order and extended in 3D for $P_1$ elements. Numerical results in 2D illustrate the new method.

math.NA↗