8 results
Search Results
Now showing 1 - 8 of 8
- ItemA unified analysis of algebraic flux correction schemes for convection–diffusion equations(Berlin ; Heidelberg : Springer, 2018) Barrenechea, Gabriel R.; John, Volker; Knobloch, Petr; Rankin, RichardRecent results on the numerical analysis of algebraic flux correction (AFC) finite element schemes for scalar convection–diffusion equations are reviewed and presented in a unified way. A general form of the method is presented using a link between AFC schemes and nonlinear edge-based diffusion schemes. Then, specific versions of the method, that is, different definitions for the flux limiters, are reviewed and their main results stated. Numerical studies compare the different versions of the scheme.
- ItemJoint Model of Probabilistic-Robust (Probust) Constraints Applied to Gas Network Optimization(Singapore : Springer, 2020) Adelhütte, Dennis; Aßmann, Denis; Grandòn, Tatiana Gonzàlez; Gugat, Martin; Heitsch, Holger; Henrion, René; Liers, Frauke; Nitsche, Sabrina; Schultz, Rüdiger; Stingl, Michael; Wintergerst, DavidOptimization problems under uncertain conditions abound in many real-life applications. While solution approaches for probabilistic constraints are often developed in case the uncertainties can be assumed to follow a certain probability distribution, robust approaches are usually applied in case solutions are sought that are feasible for all realizations of uncertainties within some predefined uncertainty set. As many applications contain different types of uncertainties that require robust as well as probabilistic treatments, we deal with a class of joint probabilistic/robust constraints. Focusing on complex uncertain gas network optimization problems, we show the relevance of this class of problems for the task of maximizing free booked capacities in an algebraic model for a stationary gas network. We furthermore present approaches for finding their solution. Finally, we study the problem of controlling a transient system that is governed by the wave equation. The task consists in determining controls such that a certain robustness measure remains below some given upper bound with high probability.
- ItemSingular paths spaces and applications(Philadelphia, Pa. : Taylor & Francis, 2021) Bellingeri, Carlo; Friz, Peter K.; Gerencsér, MátéMotivated by recent applications in rough volatility and regularity structures, notably the notion of singular modeled distribution, we study paths, rough paths and related objects with a quantified singularity at zero. In a pure path setting, this allows us to leverage on existing SLE Besov estimates to see that SLE traces takes values in a singular Hölder space, which quantifies a well-known boundary effect in the regime κ<1. We then consider the integration theory against singular rough paths and some extensions thereof. This gives a method to reconcile, from a regularity structure point of view, different singular kernels used to construct (fractional) rough volatility models and an effective reduction to the stationary case which is crucial to apply general renormalization methods.
- ItemAnalysis and simulations for a phase-field fracture model at finite strains based on modified invariants(Berlin : Wiley-VCH, 2020) Thomas, Marita; Bilgen, Carola; Weinberg, KerstinPhase-field models have already been proven to predict complex fracture patterns for brittle fracture at small strains. In this paper we discuss a model for phase-field fracture at finite deformations in more detail. Among the identification of crack location and projection of crack growth the numerical stability is one of the main challenges in solid mechanics. Here we present a phase-field model at finite strains, which takes into account the anisotropy of damage by applying an anisotropic split of the modified invariants of the right Cauchy-Green strain tensor. We introduce a suitable weak notion of solution that also allows for a spatial and temporal discretization of the model. In this framework we study the existence of solutions and we show that the time-discrete solutions converge in a weak sense to a solution of the time-continuous formulation of the model. Numerical examples in two and three space dimensions illustrate the range of validity of the analytical results.
- ItemThe enhanced Sanov theorem and propagation of chaos(Amsterdam [u.a.] : Elsevier, 2017) Deuschel, Jean-Dominique; Friz, Peter K.; Maurelli, Mario; Slowik, MartinWe establish a Sanov type large deviation principle for an ensemble of interacting Brownian rough paths. As application a large deviations for the (-layer, enhanced) empirical measure of weakly interacting diffusions is obtained. This in turn implies a propagation of chaos result in a space of rough paths and allows for a robust analysis of the particle system and its McKean–Vlasov type limit, as shown in two corollaries.
- ItemMaximally dissipative solutions for incompressible fluid dynamics(Cham (ZG) : Springer International Publishing AG, 2021) Lasarzik, RobertWe introduce the new concept of maximally dissipative solutions for a general class of isothermal GENERIC systems. Under certain assumptions, we show that maximally dissipative solutions are well-posed as long as the bigger class of dissipative solutions is non-empty. Applying this result to the Navier–Stokes and Euler equations, we infer global well-posedness of maximally dissipative solutions for these systems. The concept of maximally dissipative solutions coincides with the concept of weak solutions as long as the weak solutions inherits enough regularity to be unique.
- ItemAnalysis of improved Nernst–Planck–Poisson models of compressible isothermal electrolytes(Cham (ZG) : Springer International Publishing AG, 2020) Dreyer, Wolfgang; Druet, Pierre-Étienne; Gajewski, Paul; Guhlke, ClemensWe consider an improved Nernst–Planck–Poisson model first proposed by Dreyer et al. in 2013 for compressible isothermal electrolytes in non-equilibrium. The elastic deformation of the medium, that induces an inherent coupling of mass and momentum transport, is taken into account. The model consists of convection–diffusion–reaction equations for the constituents of the mixture, of the Navier–Stokes equation for the barycentric velocity and of the Poisson equation for the electrical potential. Due to the principle of mass conservation, cross-diffusion phenomena must occur, and the mobility matrix (Onsager matrix) has a non-trivial kernel. In this paper, we establish the existence of a global-in-time weak solution, allowing for a general structure of the mobility tensor and for chemical reactions with fast nonlinear rates in the bulk and on the active boundary. We characterise the singular states of the system, showing that the chemical species can vanish only globally in space, and that this phenomenon must be concentrated in a compact set of measure zero in time.
- ItemEikonal equations and pathwise solutions to fully non-linear SPDEs(New York, NY : Springer, 2016) Friz, Peter K.; Gassiat, Paul; Lions, Pierre-Louis; Souganidis, Panagiotis E.We study the existence and uniqueness of the stochastic viscosity solutions of fully nonlinear, possibly degenerate, second order stochastic pde with quadratic Hamiltonians associated to a Riemannian geometry. The results are new and extend the class of equations studied so far by the last two authors.