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- ItemNumerical analysis for nematic electrolytes(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Baňas, L'ubomír; Lasarzik, Robert; Prohl, AndreasWe consider a system of nonlinear PDEs modeling nematic electrolytes, and construct a dissipative solution with the help of its implementable, structure-inheriting space-time discretization. Computational studies are performed to study the mutual effects of electric, elastic, and viscous effects onto the molecules in a nematic electrolyte.
- ItemConvergence analysis of the FEM coupled with Fourier-mode expansion for the electromagnetic scattering by biperiodic structures(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2012) Hu, Guanghui; Rathsfeld, AndreasScattering of time-harmonic electromagnetic plane waves by a doubly periodic surface structure in R3 can be simulated by a boundary value problem of the time-harmonic curl-curl equation. For a truncated FEM domain, non-local boundary value conditions are required in order to satisfy the radiation conditions for the upper and lower half spaces. Alternatively to boundary integral formulations, to approximate radiation conditions and absorbing boundary methods, Huber et al. [11] have proposed a coupling method based on an idea of Nitsche. In the case of profile gratings with perfectly conducting substrate, the authors have shown previously that a slightly modified variational equation can be proven to be equivalent to the boundary value problem and to be uniquely solvable. Now it is shown that this result can be used to prove convergence for the FEM coupled by truncated wave mode expansion. This result covers transmission gratings and gratings bounded by additional multi-layer systems.
- ItemRegression methods for stochastic control problems and their convergence analysis(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2009) Belomestny, Denis; Kolodko, Anastasia; Schoenmakers, John G.M.In this paper we develop several regression algorithms for solving general stochastic optimal control problems via Monte Carlo. This type of algorithms is particulary useful for problems with a high-dimensional state space and complex dependence structure of the underlying Markov process with respect to some control. The main idea behind the algorithms is to simulate a set of trajectories under some reference measure and to use the Bellman principle combined with fast methods for approximating conditional expectations and functional optimization. Theoretical properties of the presented algorithms are investigated and the convergence to the optimal solution is proved under mild assumptions. Finally, we present numerical results for the problem of pricing a high-dimensional Bermudan basket option under transaction costs in a financial market with a large investor.
- ItemAnalysis of algebraic flux correction schemes(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2015) Barrenechea, Gabriel R.; John, Volker; Knobloch, PetrA family of algebraic flux correction schemes for linear boundary value problems in any space dimension is studied. These methods main feature is that they limit the fluxes along each one of the edges of the triangulation, and we suppose that the limiters used are symmetric. For an abstract problem, the existence of a solution, existence and uniqueness of the solution of a linearized problem, and an a priori error estimate, are proved under rather general assumptions on the limiters. For a particular (but standard in practice) choice of the limiters, it is shown that a local discrete maximum principle holds. The theory developed for the abstract problem is applied to convection-diffusion-reaction equations, where in particular an error estimate is derived. Numerical studies show its sharpness.
- ItemFractional-splitting and domain-decomposition methods for parabolic problems and applications(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2006) Daoud, Daoud; Geiser, JürgenIn this paper we consider the first order fractional splitting method to solve decomposed complex equations with multi-physical processes for applications in porous media and phase-transitions. The first order fractional splitting method is also considered as basic solution for the overlapping Schwarz-Waveform-Relaxation method for an overlapped subdomains. The accuracy and the efficiency of the methods are investigated through the solution of different model problems of scalar, coupling and decoupling systems of convection reaction diffusion equation.
- ItemOptimal selection of the regularization function in a generalized total variation model. Part II: Algorithm, its analysis and numerical tests(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2016) Hintermüller, Michael; Rautenberg, Carlos N.; Wu, Tao; Langer, AndreasBased on the generalized total variation model and its analysis pursued in part I (WIAS Preprint no. 2235), in this paper a continuous, i.e., infinite dimensional, projected gradient algorithm and its convergence analysis are presented. The method computes a stationary point of a regularized bilevel optimization problem for simultaneously recovering the image as well as determining a spatially distributed regularization weight. Further, its numerical realization is discussed and results obtained for image denoising and deblurring as well as Fourier and wavelet inpainting are reported on.
- ItemFinite element method to fluid-solid interaction problems with unbounded periodic interfaces(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2014) Hu, Guanghui; Rathsfeld, Andreas; Yin, TaoConsider a time-harmonic acoustic plane wave incident onto a doubly periodic (biperiodic) surface from above. The medium above the surface is supposed to be filled with a homogeneous compressible inviscid fluid of constant mass density, whereas the region below is occupied by an isotropic and linearly elastic solid body characterized by its Lamé constants. This paper is concerned with a variational approach to the fluid-solid interaction problems with unbounded biperiodic Lipschitz interfaces between the domains of the acoustic and elastic waves. The existence of quasi-periodic solutions in Sobolev spaces is established at arbitrary frequency of incidence, while uniqueness is proved only for small frequencies or for all frequencies excluding a discrete set. A finite element scheme coupled with Dirichlet-to-Neumann mappings is proposed. The Dirichlet-to-Neumann mappings are approximated by truncated Rayleigh series expansions, and, finally, numerical tests in 2D are performed.