A preconditioned low-rank CG method for parameter-dependent Lyapunov matrix equations

This paper is concerned with the numerical solution of symmetric large-scale Lyapunov equations with low-rank right-hand sides and coefficient matrices depending on a parameter. Specifically, we consider the situation when the parameter dependence is sufficiently smooth, and the aim is to compute solutions for many different parameter samples. On the basis of existing results for Lyapunov equations and parameter-dependent linear systems, we prove that the tensor containing all solution samples typically allows for an excellent low multilinear rank approximation. Stacking all sampled equations into one huge linear system, this fact can be exploited by combining the preconditioned CG method with low-rank truncation. Our approach is flexible enough to allow for a variety of preconditioners based, for example, on the sign function iteration or the alternating direction implicit method. © 2013 John Wiley & Sons, Ltd.

A posteriori error estimation for partial differential equations with random input data

Diane Sylvie Guignard

This thesis is devoted to the derivation of error estimates for partial differential equations with random input data, with a focus on a posteriori error estimates which are the basis for adaptive strategies. Such procedures aim at obtaining an approximation of the solution with a given precision while minimizing the computational costs. If several sources of error come into play, it is then necessary to balance them to avoid unnecessary work. We are first interested in problems that contain small uncertainties approximated by finite elements. The use of perturbation techniques is appropriate in this setting since only few terms in the power series expansion of the exact random solution with respect to a parameter characterizing the amount of randomness in the problem are required to obtain an accurate approximation. The goal is then to perform an error analysis for the finite element approximation of the expansion up to a certain order. First, an elliptic model problem with random diffusion coefficient with affine dependence on a vector of independent random variables is studied. We give both a priori and a posteriori error estimates for the first term in the expansion for various norms of the error. The results are then extended to higher order approximations and to other sources of uncertainty, such as boundary conditions or forcing term. Next, the analysis of nonlinear problems in random domains is proposed, considering the one-dimensional viscous Burgers' equation and the more involved incompressible steady-state Navier-Stokes equations. The domain mapping method is used to transform the equations in random domains into equations in a fixed reference domain with random coefficients. We give conditions on the mapping and the input data under which we can prove the well-posedness of the problems and give a posteriori error estimates for the finite element approximation of the first term in the expansion. Finally, we consider the heat equation with random Robin boundary conditions. For this parabolic problem, the time discretization brings an additional source of error that is accounted for in the error analysis. The second part of this work consists in the analysis of a random elliptic diffusion problem that is approximated in the physical space by the finite element method and in the stochastic space by the stochastic collocation method on a sparse grid. Considering a random diffusion coefficient with affine dependence on a vector of independent random variables, we derive a residual-based a posteriori error estimate that controls the two sources of error. The stochastic error estimator is then used to drive an adaptive sparse grid algorithm which aims at alleviating the so-called curse of dimensionality inherent to tensor grids. Several numerical examples are given to illustrate the performance of the adaptive procedure.

EPFL2016

Controlling oscillations in high-order schemes using neural networks

Niccolo' Discacciati

High-order numerical solvers for conservation laws suffer from Gibbs phenomenon close to discontinuities, leading to spurious oscillations and a detrimental effect on the solution accuracy. A possible strategy to reduce their amplitude aims to add a suitable amount of artificial viscosity. Several models are available in the literature, which rely on the identification of a shock sensor, adding dissipation when the solution regularity is lost. The dependence on problem-specific parameters limits their performances. To solve this issue, in this thesis we propose a new technique based on artificial neural networks. In particular, we focus on the construction of multilayer perceptrons. Emphasis is given to the training phase, which is carried out using a robust dataset created using the classical models with optimal parameters. The online evaluation is then integrated in the numerical solver of the partial differential equation. Even though most of the effort is put in one-dimensional problems, an extension to a two-dimensional scenario is provided. Several numerical results are presented to demonstrate the capabilities of the network-based technique. Initially, we focus on one-dimensional scalar problems, where Burgers equation represents our first benchmark test. Then, we move to less simple cases, characterized by non-convex flux functions or involving multiple equations (compressible Euler equations). The same strategy is followed for multi-dimensional problems. In most of the cases, the proposed model is able to guarantee high accuracy in presence of smooth solutions and to capture discontinuities (shock and contact waves). In general, the results are comparable to (or better than) the classical models with properly tuned parameters. A final performance analysis is carried out.

2018

A posteriori error estimation for partial differential equations with random input data

Diane Sylvie Guignard

EPFL2016