An official website of the United States government
In [Antil et al. Inverse Probl. 35 (2019) 084003.] we introduced a new notion of optimal control and source identification (inverse) problems where we allow the control/source to be outside the domain where the fractional elliptic PDE is fulfilled. The current work extends this previous work to the parabolic case. Several new mathematical tools have been developed to handle the parabolic problem. We tackle the Dirichlet, Neumann and Robin cases. The need for these novel optimal control concepts stems from the fact that the classical PDE models only allow placing the control/source either on the boundary or in the interior where the PDE is satisfied. However, the nonlocal behavior of the fractional operator now allows placing the control/source in the exterior. We introduce the notions of weak and very-weak solutions to the fractional parabolic Dirichlet problem. We present an approach on how to approximate the fractional parabolic Dirichlet solutions by the fractional parabolic Robin solutions (with convergence rates). A complete analysis for the Dirichlet and Robin optimal control problems has been discussed. The numerical examples confirm our theoretical findings and further illustrate the potential benefits of nonlocal models over the local ones.
more »
« less
A second-order correction method for loosely coupled discretizations applied to parabolic–parabolic interface problems
Abstract We consider a parabolic–parabolic interface problem and construct a loosely coupled prediction-correction scheme based on the Robin–Robin splitting method analyzed in [J. Numer. Math., 31(1):59–77, 2023]. We show that the errors of the correction step converge at $$\mathcal O((\varDelta t)^{2})$$, under suitable convergence rate assumptions on the discrete time derivative of the prediction step, where $$\varDelta t$$ stands for the time-step length. Numerical results are shown to support our analysis and the assumptions.
more »
« less
- Award ID(s):
- 1929284
- PAR ID:
- 10554223
- Publisher / Repository:
- Oxford University Press
- Date Published:
- Journal Name:
- IMA Journal of Numerical Analysis
- Volume:
- 45
- Issue:
- 5
- ISSN:
- 0272-4979
- Format(s):
- Medium: X Size: p. 2628-2654
- Size(s):
- p. 2628-2654
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
Abstract We consider time fractional parabolic equations in divergence and non-divergence form when the leading coefficients $$a^{ij}$$ are measurable functions of $$(t,x_1)$$ except for $$a^{11}$$, which is a measurable function of either $$t$$ or $$x_1$$. We obtain the solvability in Sobolev spaces of the equations in the whole space, on a half space, and on a partially bounded domain. The proofs use a level set argument, a scaling argument, and embeddings in fractional parabolic Sobolev spaces for which we give a direct and elementary proof.more » « less
-
Abstract We prove monotonicity of a parabolic frequency on static and evolving manifolds without any curvature or other assumptions. These are parabolic analogs of Almgren’s frequency function. When the static manifold is Euclidean space and the drift operator is the Ornstein–Uhlenbeck operator, this can been seen to imply Poon’s frequency monotonicity for the ordinary heat equation. When the manifold is self-similarly evolving by the Ricci flow, we prove a parabolic frequency monotonicity for solutions of the heat equation. For the self-similarly evolving Gaussian soliton, this gives directly Poon’s monotonicity. Monotonicity of frequency is a parabolic analog of the 19th century Hadamard three-circle theorem about log convexity of holomorphic functions on C. From the monotonicity, we get parabolic unique continuation and backward uniqueness.more » « less
-
Abstract Unconditionally stable time stepping schemes are useful and often practically necessary for advancing parabolic operators in multi-scale systems. However, serious accuracy problems may emerge when taking time steps that far exceed the explicit stability limits. In our previous work, we compared the accuracy and performance of advancing parabolic operators in a thermodynamic MHD model using an implicit method and an explicit super time-stepping (STS) method. We found that while the STS method outperformed the implicit one with overall good results, it was not able to damp oscillatory behavior in the solution efficiently, hindering its practical use. In this follow-up work, we evaluate an easy-to-implement method for selecting a practical time step limit (PTL) for unconditionally stable schemes. This time step is used to ‘cycle’ the operator-split thermal conduction and viscosity parabolic operators. We test the new time step with both an implicit and STS scheme for accuracy, performance, and scaling. We find that, for our test cases here, the PTL dramatically improves the STS solution, matching or improving the solution of the original implicit scheme, while retaining most of its performance and scaling advantages. The PTL shows promise to allow more accurate use of unconditionally stable schemes for parabolic operators and reliable use of STS methods.more » « less
-
Abstract We introduce an efficient stochastic interacting particle-field (SIPF) algorithm with no history dependence for computing aggregation patterns and near singular solutions of parabolic-parabolic Keller-Segel (KS) chemotaxis system in three-dimensional (3D) space. In our algorithm, the KS solutions are approximated as empirical measures of particles coupled with a smoother field (concentration of chemo-attractant) variable computed by a spectral method. Instead of using heat kernels that cause history dependence and high memory cost, we leverage the implicit Euler discretization to derive a one-step recursion in time for stochastic particle positions and the field variable based on the explicit Green’s function of an elliptic operator of the form Laplacian minus a positive constant. In numerical experiments, we observe that the resulting SIPF algorithm is convergent and self-adaptive to the high-gradient part of solutions. Despite the lack of analytical knowledge (such as a self-similar ansatz) of a blowup, the SIPF algorithm provides a low-cost approach to studying the emergence of finite-time blowup in 3D space using only dozens of Fourier modes and by varying the amount of initial mass and tracking the evolution of the field variable. Notably, the algorithm can handle multi-modal initial data and the subsequent complex evolution involving the merging of particle clusters and the formation of a finite time singularity with ease.more » « less
