Viscosity Approximations Research Articles

Stochastic viscosity approximations of Hamilton–Jacobi equations and variance reduction

We consider the computation of free energy-like quantities for diffusions when resorting to Monte Carlo simulation is necessary, for instance in high dimension. Such stochastic computations typically suffer from high variance, in particular in a low noise regime, because the expectation is dominated by rare trajectories for which the observable reaches large values. Although importance sampling, or tilting of trajectories, is now a standard technique for reducing the variance of such estimators, quantitative criteria for proving that a given control reduces variance are scarce, and often do not apply to practical situations. The goal of this work is to provide a quantitative criterion for assessing whether a given bias reduces variance, and at which scale. We rely for this on a recently introduced notion of stochastic solution for Hamilton–Jacobi–Bellman (HJB) equations. Based on this tool, we introduce the notion of k-stochastic viscosity approximation (SVA) of a HJB equation. We next prove that such approximate solutions are associated with estimators having a relative variance of order k − 1 at log-scale. In particular, a sampling scheme built from a 1-SVA has bounded variance as noise goes to zero. Finally, in order to show that our definition is relevant, we provide examples of stochastic viscosity approximations of order one and two, with a numerical illustration confirming our theoretical findings.

A fractional degenerate parabolic-hyperbolic Cauchy problem with noise

We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional diffusion operators. We adapt the notion of stochastic entropy solution and provide a new technical framework to prove the uniqueness. The existence proof relies on the vanishing viscosity method. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities and derive error estimate for the stochastic vanishing viscosity method. In addition, we develop uniqueness method “à la Kružkov” for more general equations where the noise coefficient may depend explicitly on the spatial variable.

Defect correcting extrapolation technique for Oseen and Navier–Stokes Flows

This report presents defect correcting extrapolation technique (DCE), an alternative approach for defect correction (DC). In contrast to conventional DC methods, which always solve for separate correction steps, DCE instantly assumes weighted linear combinations of several artificial viscosity approximations as a corrected solution. This way, it merely requires solving an identical problem with varying viscosities. The theory and computations show that DCE uncovers ”hidden turbulence” in artificially-diffused laminar solutions, and recovers their energy and turbulent characteristics.

The Cauchy problem for fractional conservation laws driven by Lévy noise

In this article, we explore some of the main mathematical problems connected to multidimensional fractional conservation laws driven by Lévy processes. Making use of an adapted entropy formulation, a result of existence and uniqueness of a solution is established. Moreover, using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that the Lévy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. Furthermore, we establish a result on vanishing non-local regularization of scalar stochastic conservation laws.

Multidimensional Staggered Grid Residual Distribution Scheme for Lagrangian Hydrodynamics

We present the second-order multidimensional Staggered Grid Hydrodynamics Residual Distribution (SGH RD) scheme for Lagrangian hydrodynamics. The SGH RD scheme is based on the staggered finite element discretizations as in [Dobrev et al., SISC, 2012]. However, the advantage of the residual formulation over classical FEM approaches consists in the natural mass matrix diagonalization which allows one to avoid the solution of the linear system with the global sparse mass matrix while retaining the desired order of accuracy. This is achieved by using Bernstein polynomials as finite element shape functions and coupling the space discretization with the deferred correction type timestepping method. Moreover, it can be shown that for the Lagrangian formulation written in non-conservative form, our residual distribution scheme ensures the exact conservation of the mass, momentum and total energy. In this paper we also discuss construction of numerical viscosity approximations for the SGH RD scheme allowing to reduce the dissipation of the numerical solution. Thanks to the generic formulation of the staggered grid residual distribution scheme, it can be directly applied to both single- and multimaterial and multiphase models. Finally, we demonstrate computational results obtained with the proposed residual distribution scheme for several challenging test problems.

Vanishing viscosity on a star-shaped graph under general transmission conditions at the node

In this paper we consider a family of scalar conservation laws defined on an oriented star shaped graph and we study their vanishing viscosity approximations subject to general matching conditions at the node. In particular, we prove the existence of converging subsequence and we show that the limit is a weak solution of the original problem.

Viscosity approximations considering boundary point method for fixed-point and variational inequalities of quasi-nonexpansive mappings

Existing viscosity approximation schemes have been extensively investigated to solve equilibrium problems, variational inequalities, and fixed-point problems, and most of which contain that contraction is a self-mapping defined on certain bounded closed convex subset C of Hilbert spaces H for standard viscosity approximation. In particular, if the zero point does not belong to C, the standard viscosity approximation cannot be applied to solve the minimum norm fixed point of some nonlinear operators. In this paper, we introduce three generalized viscosity approximation algorithms with boundary point method for quasi-nonexpansive mappings, which overcome this deficiency above. These three proposed algorithms have simple expressions; moreover, they are easy to implement in the actual computation process. Especially, we can find the minimum norm fixed point of quasi-nonexpansive mappings under contraction is a zero operator.

Spherically symmetric solutions of the multidimensional, compressible, isentropic Euler equations

In this paper, we prove the existence of finite-energy weak solutions to the compressible, isentropic Euler equations given arbitrary spherically symmetric initial data of finite energy. In particular, we show that the solutions to the spherically symmetric Euler equations obtained in recent works by Chen and Perepelitsa and Chen and Schrecker are weak solutions of the multidimensional, compressible Euler equations. This follows from new uniform estimates made on artificial viscosity approximations up to the origin, removing previous restrictions on admissible test functions and ruling out formation of an artificial boundary layer at the origin. The uniform estimates may be of independent interest concerning the possible rate of blowup of density and velocity at the origin for spherically symmetric flows.

Performance of Turbulence Models in Simulating Wind Loads on Photovoltaics Modules

The performance of five conventional turbulence models, commonly used in the wind industry, are examined in predicting the complex wake of an infinite span thin normal flat plate with large pressure gradients at Reynolds number of 1200. This body represents a large array of Photovoltaics modules, where two edges of the plate dominate the flow. This study provided a benchmark for capabilities of conventional turbulence models that are commonly used for wind forecasting in the wind energy industry. The results obtained from Reynolds Averaged Navier-Stokes (RANS) k - ε , Reynolds Normalization Group (RNG) k - ε , RANS k - ω Shear Stress Transport (SST) and Reynolds Stress Model (RSM) were compared with existing Direct Numerical Simulations (DNS). The mean flow features and unsteady wake characteristics were used as testing criteria amongst these models. All turbulence models over-predicted the mean recirculation length and under-predicted the mean drag coefficient. The major differences between numerical results in predicting the mean recirculation length, mean drag and velocity gradients, leading to deficits in turbulence kinetic energy production and diffusion, hint at major difficulties in modeling velocity gradients and thus turbulence energy transport terms, by traditional turbulence models. Unsteadiness of flow physics and nature of eddy viscosity approximations are potential reasons. This hints at the deficiencies of these models to predict complex flows with large pressure gradients, which are commonly observed in wind and solar farms. The under-prediction of wind loads on PV modules and over-estimation of the recirculation length behind them significantly affects the efficiency and operational feasibility of solar energy systems.

Vanishing Viscosity and Backward Euler Approximations for Conservation Laws with Discontinuous Flux

Solutions to a class of one-dimensional conservation laws with discontinuous flux are constructed relying on the Crandall--Liggett theory of nonlinear contractive semigroups [H. Brezis and A. Pazy,...

Uniform attractors for vanishing viscosity approximations of non-autonomous complex flows

In this paper we prove the existence of uniform global attractors in the strong topology of the phase space for semiflows generated by vanishing viscosity approximations of some class of non-autonomous complex fluids.

Strong attractors for vanishing viscosity approximations of non-Newtonian suspension flows

In this paper we prove the existence of global attractors in the strong topology of the phase space for semiflows generated by vanishing viscosity approximations of some class of complex fluids. We also show that the attractors tend to the set of all complete bounded trajectories of the original problem when the parameter of the approximations goes to zero.

Linearly constrained evolutions of critical points and an application to cohesive fractures

We introduce a novel constructive approach to define time evolution of critical points of an energy functional. Our procedure, which is different from other more established approaches based on viscosity approximations in infinite-dimension, is prone to efficient and consistent numerical implementations, and allows for an existence proof under very general assumptions. We consider in particular rather nonsmooth and nonconvex energy functionals, provided the domain of the energy is finite-dimensional. Nevertheless, in the infinite-dimensional case study of a cohesive fracture model, we prove a consistency theorem of a discrete-to-continuum limit. We show that a quasistatic evolution can be indeed recovered as a limit of evolutions of critical points of finite-dimensional discretizations of the energy, constructed according to our scheme. To illustrate the results, we provide several numerical experiments both in one- and two-dimensions. These agree with the crack initiation criterion, which states that a fracture appears only when the stress overcomes a certain threshold, depending on the material.

Simulation of mixed convection over horizontal plate

Mixed convection over horizontal heated plate was simulated with four numerical models based on Reynolds stress, large eddy simulation (LES) and eddy viscosity approximations. Temperature distributions over plate and in adjacent volume of fluid were the main criteria of results assessment. Three-dimensional computational domain was considered with symmetry boundary conditions. Simulation was performed with Code_Saturne software package in unsteady formulation. Three orthogonal meshes were evaluated to validate initial guess about optimal cell size. u2-f and Smagorinsky LES models appeared to yield the most adequate results. However, temperature distribution in high-buoyancy region, located in the middle of heated plate, was reproduced much more accurate with classical LES and elliptic blending Reynolds stress models. Obtained results are suitable for industrial applications (e.g. cooling jackets) and might be a base ground for further research.

Viscosity approximations methods for ( ψ , φ ) $(\psi,\varphi)$ -weakly contractive mappings

In this paper, we study viscosity approximations with $(\psi,\varphi)$ -weakly contractive mappings. We show that Moudafi’s viscosity approximations follow from Browder and Halpern type convergence theorems. Our results generalize a number of convergence theorems including a strong convergence theorem of Song and Liu (Fixed Point Theory Appl. 2009:824374, 2009).

Continuous dependence estimate for a degenerate parabolic–hyperbolic equation with Lévy noise

In this article, we are concerned with a multidimensional degenerate parabolic–hyperbolic equation driven by Levy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Levy noise depends only on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional BV estimate for vanishing viscosity approximations in case the noise coefficients depend on both the solution and spatial variable.

Viscosity solutions for junctions: well posedness and stability

We introduce a notion of state-constraint viscosity solutions for one dimensional ‘‘junction’’-type problems for Hamilton–Jacobi equations with non convex coercive Hamiltonians and study its well-posedness and stability properties. We show that viscosity approximations either select the state-constraint solution or have a unique limit, and we introduce another type of approximation by fattening the domain. We also make connections with existing results for convex equations and discuss extensions to time and/or multi-dimensional problems.

Viscosity approximations for nonexpansive mappings with Meir-Keeler contractions in CAT(0) spaces

Viscosity approximations for nonexpansive mappings with Meir-Keeler contractions in CAT(0) spaces

On a transport equation with nonlocal drift

In \cite{CordobaCordobaFontelos05}, Cordoba, Cordoba, and Fontelos proved that for some initial data, the following nonlocal-drift variant of the 1D Burgers equation does not have global classical solutions \[ \partial_t \theta +u \; \partial_x \theta = 0, \qquad u = H \theta, \] where $H$ is the Hilbert transform. We provide four essentially different proofs of this fact. Moreover, we study possible Holder regularization effects of this equation and its consequences to the equation with diffusion \[ \partial_t \theta + u \; \partial_x \theta + \Lambda^\gamma \theta = 0, \qquad u = H \theta, \] where $\Lambda = (-\Delta)^{1/2}$, and $1/2 \leq \gamma <1$. Our results also apply to the model with velocity field $u = \Lambda^s H \theta$, where $s \in (-1,1)$. We conjecture that solutions which arise as limits from vanishing viscosity approximations are bounded in the Holder class in $C^{(s+1)/2}$, for all positive time.

Continuous dependence estimate for conservation laws with Lévy noise

We are concerned with multidimensional stochastic balance laws driven by Lévy processes. Using bounded variation (BV) estimates for vanishing viscosity approximations, we derive an explicit continuous dependence estimate on the nonlinearities of the entropy solutions under the assumption that Lévy noise only depends on the solution. This result is used to show the error estimate for the stochastic vanishing viscosity method. In addition, we establish fractional BV estimate for vanishing viscosity approximations in case the noise coefficient depends on both the solution and spatial variable.