An official website of the United States government
In this paper, we present efficient numerical schemes based on the Lagrange multiplier approach for the Navier-Stokes equations. By introducing a dynamic equation (involving the kinetic energy, the Lagrange multiplier, and a regularization parameter), we form a new system which incorporates the energy evolution process but is still equivalent to the original equations. Such nonlinear system is then discretized in time based on the backward differentiation formulas, resulting in a dynamically regularized Lagrange multiplier (DRLM) method. First- and second-order DRLM schemes are derived and shown to be unconditionally energy stable with respect to the original variables. The proposed schemes require only the solutions of two linear Stokes systems and a scalar quadratic equation at each time step. Moreover, with the introduction of the regularization parameter, the Lagrange multiplier can be uniquely determined from the quadratic equation, even with large time step sizes, without affecting accuracy and stability of the numerical solutions. Fully discrete energy stability is also proved with the Marker-and-Cell (MAC) discretization in space. Various numerical experiments in two and three dimensions verify the convergence and energy dissipation as well as demonstrate the accuracy and robustness of the proposed DRLM schemes.
more »
« less
Remarks on: A Lagrangian dual method for two-stage robust optimization with binary uncertainties
Abstract We provide a correction to the sufficient conditions under which closed-form expressions for the optimal Lagrange multiplier are provided in Subramanyam (2022). We first present a simple counterexample where the original conditions are insufficient, highlight where the original proof fails, and then provide modified conditions along with a correct proof of their validity. Finally, although the original paper discusses modifications to their method for problems that may not satisfy any sufficient conditions, we substantiate that discussion along two directions. We first show that computing an optimal Lagrange multiplier can still be done in polynomial time. We then provide complete and correct versions of the corresponding Benders and column-and-constraint generation algorithms in which the original method is used. We also discuss the implications of our findings on computational performance.
more »
« less
- Award ID(s):
- 2229408
- PAR ID:
- 10632086
- Publisher / Repository:
- Springer Science + Business Media
- Date Published:
- Journal Name:
- Optimization and Engineering
- ISSN:
- 1389-4420
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
More Like this
-
-
ABSTRACT This paper is concerned with efficient and accurate numerical schemes for the Cahn‐Hilliard‐Navier‐Stokes phase field model of binary immiscible fluids. By introducing two Lagrange multipliers for each of the Cahn‐Hilliard and Navier‐Stokes parts, we reformulate the original model problem into an equivalent system that incorporates the energy evolution process. Such a nonlinear, coupled system is then discretized in time using first‐ and second‐order backward differentiation formulas, in which all nonlinear terms are treated explicitly and no extra stabilization term is imposed. The proposed dynamically regularized Lagrange multiplier (DRLM) schemes are mass‐conserving and unconditionally energy‐stable with respect to the original variables. In addition, the schemes are fully decoupled: Each time step involves solving two biharmonic‐type equations and two generalized linear Stokes systems, together with two nonlinear algebraic equations for the Lagrange multipliers. A key feature of the DRLM schemes is the introduction of the regularization parameters which ensure the unique determination of the Lagrange multipliers and mitigate the time step size constraint without affecting the accuracy of the numerical solution, especially when the interfacial width is small. Various numerical experiments are presented to illustrate the accuracy and robustness of the proposed DRLM schemes in terms of convergence, mass conservation, and energy stability.more » « less
-
Abstract In this paper, we propose and analyze a finite-element method of variational data assimilation for a second-order parabolic interface equation on a two-dimensional bounded domain. The Tikhonov regularization plays a key role in translating the data assimilation problem into an optimization problem. Then the existence, uniqueness and stability are analyzed for the solution of the optimization problem. We utilize the finite-element method for spatial discretization and backward Euler method for the temporal discretization. Then based on the Lagrange multiplier idea, we derive the optimality systems for both the continuous and the discrete data assimilation problems for the second-order parabolic interface equation. The convergence and the optimal error estimate are proved with the recovery of Galerkin orthogonality. Moreover, three iterative methods, which decouple the optimality system and significantly save computational cost, are developed to solve the discrete time evolution optimality system. Finally, numerical results are provided to validate the proposed method.more » « less
-
This work introduces a sequential convex programming framework for non-linear, finitedimensional stochastic optimal control, where uncertainties are modeled by a multidimensional Wiener process. We prove that any accumulation point of the sequence of iterates generated by sequential convex programming is a candidate locally-optimal solution for the original problem in the sense of the stochastic Pontryagin Maximum Principle. Moreover, we provide sufficient conditions for the existence of at least one such accumulation point. We then leverage these properties to design a practical numerical method for solving non-linear stochastic optimal control problems based on a deterministic transcription of stochastic sequential convex programming.more » « less
-
Abstract This paper constructs and analyzes a boundary correction finite element method for the Stokes problem based on the Scott–Vogelius pair on Clough–Tocher splits. The velocity space consists of continuous piecewise polynomials of degree k , and the pressure space consists of piecewise polynomials of degree ( k – 1) without continuity constraints. A Lagrange multiplier space that consists of continuous piecewise polynomials with respect to the boundary partition is introduced to enforce boundary conditions and to mitigate the lack of pressure-robustness. We prove several inf-sup conditions, leading to the well-posedness of the method. In addition, we show that the method converges with optimal order and the velocity approximation is divergence-free.more » « less
