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This chapter focuses on the project of finding the potential for a given distribution of charges in a two-dimensional system, which does not possess any symmetrical properties, an extension of the cylindrical potential problem discussed in the previous chapter. Using a method of minimising a functional, specifically the Gauss–Seidel method of iterative minimisation, the Poisson’s equation is adjusted to a 2D case, neglecting one partial derivative in Cartesian coordinates. We subsequently derive a discretised form of the functional, leading to a multi-variable function, following which the problem can be solved using the Gauss–Seidel iterative method. The numerical method discussed here is the finite elements method (FEM), with an emphasis on the need for a specific sequence for updating values to optimise computation efficiency. The discussion sheds light on the importance of the uniqueness of solutions in electrostatic systems, thereby exploring a fundamental question in electrostatics. The concluding part of the chapter provides an outline of a numerical algorithm for the problem, suggesting potential modifications and points for further exploration.
The resolution of the Poisson equation is usually one of the most computationally intensive steps for incompressible fluid solvers. Lately, DeepLearning, and especially convolutional neural networks (CNNs), has been introduced to solve this equation, leading to significant inference time reduction at the cost of a lack of guarantee on the accuracy of the solution.This drawback might lead to inaccuracies, potentially unstable simulations and prevent performing fair assessments of the CNN speedup for different network architectures. To circumvent this issue, a hybrid strategy is developed, which couples a CNN with a traditional iterative solver to ensure a user-defined accuracy level. The CNN hybrid method is tested on two flow cases: (a) the flow around a 2D cylinder and (b) the variable-density plumes with and without obstacles (both 2D and 3D), demonstrating remarkable generalization capabilities, ensuring both the accuracy and stability of the simulations. The error distribution of the predictions using several network architectures is further investigated in the plume test case. The introduced hybrid strategy allows a systematic evaluation of the CNN performance at the same accuracy level for various network architectures. In particular, the importance of incorporating multiple scales in the network architecture is demonstrated, since improving both the accuracy and the inference performance compared with feedforward CNN architectures. Thus, in addition to the pure networks’ performance evaluation, this study has also led to numerous guidelines and results on how to build neural networks and computational strategies to predict unsteady flows with both accuracy and stability requirements.
The Poisson equation is commonly encountered in engineering, for instance, in computational fluid dynamics (CFD) where it is needed to compute corrections to the pressure field to ensure the incompressibility of the velocity field. In the present work, we propose a novel fully convolutional neural network (CNN) architecture to infer the solution of the Poisson equation on a 2D Cartesian grid with different resolutions given the right-hand side term, arbitrary boundary conditions, and grid parameters. It provides unprecedented versatility for a CNN approach dealing with partial differential equations. The boundary conditions are handled using a novel approach by decomposing the original Poisson problem into a homogeneous Poisson problem plus four inhomogeneous Laplace subproblems. The model is trained using a novel loss function approximating the continuous $ {L}^p $ norm between the prediction and the target. Even when predicting on grids denser than previously encountered, our model demonstrates encouraging capacity to reproduce the correct solution profile. The proposed model, which outperforms well-known neural network models, can be included in a CFD solver to help with solving the Poisson equation. Analytical test cases indicate that our CNN architecture is capable of predicting the correct solution of a Poisson problem with mean percentage errors below 10%, an improvement by comparison to the first step of conventional iterative methods. Predictions from our model, used as the initial guess to iterative algorithms like Multigrid, can reduce the root mean square error after a single iteration by more than 90% compared to a zero initial guess.
In this second introductory chapter, the concept of gravitational potential is presented and then developed up to the level usually encountered in applications of stellar dynamics, such as the computation of the gravitational fields of disks and heterogeneous triaxial ellipsoids, the construction of the far-field multipole expansion of the gravitational field of generic mass distributions, and finally the expansion to orthogonal functions of the Green function for the Laplace operator.
The chapter introduces you to mathematical modeling of flow in porous media. We start by explaining Darcy's law, which together with conservation of mass comprises the basic models for single-phase flow. We then discuss various special cases, including incompressible flow, constant compressibility, weakly compressible flow, and ideal gases. We then continue to discuss additional equations required to close the model, including equations of state, boundary and initial conditions. Flow in and out of wells take place on a smaller spatial scale and is typically modeled using special analytical submodels. We outline basic inflow–performance relationships for the special cases of steady and pseudo-steady radial flow, and develop the widely used Peaceman well model. We also introduce streamlines, time-of-flight, and tracer partitions that all can be used to understand flow patterns better. Finally, we introduce basic finite-volume discretizations, including the two-point flux approximation method, and show how such schemes can be implemented very compactly in MATLAB if we introduce abstract, discrete differentiation operators that are agnostic to grid geometry and topology.
We consider a nonlinear Robin problem for the Poisson equation in an unbounded periodically perforated domain. The domain has a periodic structure, and the size of each cell is determined by a positive parameter δ. The relative size of each periodic perforation is determined by a positive parameter ε. Under suitable assumptions, such a problem admits a family of solutions which depends on ε and δ. We analyse the behaviour the energy integral of such a family as (ε, δ) tends to (0, 0) by an approach that represents an alternative to asymptotic expansions and classical homogenization theory.
Let P be the transition matrix of a positive recurrent Markov chain on the integers with invariant probability vector πT, and let (n)P̃ be a stochastic matrix, formed by augmenting the entries of the (n + 1) x (n + 1) northwest corner truncation of P arbitrarily, with invariant probability vector (n)πT. We derive computable V-norm bounds on the error between πT and (n)πT in terms of the perturbation method from three different aspects: the Poisson equation, the residual matrix, and the norm ergodicity coefficient, which we prove to be effective by showing that they converge to 0 as n tends to ∞ under suitable conditions. We illustrate our results through several examples. Comparing our error bounds with the ones of Tweedie (1998), we see that our bounds are more applicable and accurate. Moreover, we also consider possible extensions of our results to continuous-time Markov chains.
A new minimization principle for the Poisson equation using two variables – the solution and the gradient of the solution – is introduced. This principle allows us to use any conforming finite element spaces for both variables, where the finite element spaces do not need to satisfy the so-called inf–sup condition. A numerical example demonstrates the superiority of this approach.
In this paper we determine the ${{L}^{1}}\to {{L}^{1}}$ and ${{L}^{\infty }}\to {{L}^{\infty }}$ norms of an integral operator $\mathcal{N}$ related to the gradient of the solution of Poisson equation in the unit ball with vanishing boundary data in sense of distributions.
A second order Ghost Fluid method is proposed for the treatment of interface problems of elliptic equations with discontinuous coefficients. By appropriate use of auxiliary virtual points, physical jump conditions are enforced at the interface. The signed distance function is used for the implicit description of irregular domain. With the additional unknowns, high order approximation considering the discontinuity can be built. To avoid the ill-conditioned matrix, the interpolation stencils are selected adaptively to balance the accuracy and the numerical stability. Additional equations containing the jump restrictions are assembled with the original discretized algebraic equations to form a new sparse linear system. Several Krylov iterative solvers are tested for the newly derived linear system. The results of a series of 1-D, 2-D tests show that the proposed method possesses second order accuracy in L∞ norm. Besides, the method can be extended to the 3-D problems straightforwardly. Numerical results reveal the present method is highly efficient and robust in dealing with the interface problems of elliptic equations.
The main aim of this paper is to establish the Lipschitz continuity of the $(K,K^{\prime })$-quasiconformal solutions of the Poisson equation ${\rm\Delta}w=g$ in the unit disk $\mathbb{D}$.
The design optimization and analysis of charged particle beam systems employing intense beams requires a robust and accurate Poisson solver. This paper presents a new type of Poisson solver which allows the effects of space charge to be elegantly included into the system dynamics. This is done by casting the charge distribution function into a series of basis functions, which are then integrated with an appropriate Green's function to find a Taylor series of the potential at a given point within the desired distribution region. In order to avoid singularities, a Duffy transformation is applied, which allows singularity-free integration and maximized convergence region when performed with the help of Differential Algebraic methods. The method is shown to perform well on the examples studied. Practical implementation choices and some of their limitations are also explored.
We obtain the coefficient matrices of the finite element (FE), finite volume (FV) and finite difference (FD) methods based on P1-conforming elements on a quasi-uniform mesh, in order to approximately solve a boundary value problem involving the elliptic Poisson equation. The three methods are shown to possess the same H1-stability and convergence. Some numerical tests are made, to compare the numerical results from the three methods and to review our theoretical results.
This paper aims at a general guideline to obtain a posteriori error estimates for the finite element error control in computational partial differential equations. In the abstract setting of mixed formulations, a generalised formulation of the corresponding residuals is proposed which then allows for the unified estimation of the respective dual norms. Notably, this can be done with an approach which is applicable in the same way to conforming, nonconforming and mixed discretisations. Subsequently, the unified approach is applied to various model problems. In particular, we consider the Laplace, Stokes, Navier-Lamé, and the semi-discrete eddy current equations.
Motivated by the study of the asymptotic normality of the least-squares estimator in the (autoregressive) AR(1) model under possibly infinite variance, in this paper we investigate a self-normalized central limit theorem for Markov random walks. That is, let {Xn, n ≥ 0} be a Markov chain on a general state space X with transition probability P and invariant measure π. Suppose that an additive component Sn takes values on the real line , and is adjoined to the chain such that {Sn, n ≥ 1} is a Markov random walk. Assume that Sn = ∑k=1nξk, and that {ξn, n ≥ 1} is a nondegenerate and stationary sequence under π that belongs to the domain of attraction of the normal law with zero mean and possibly infinite variance. By making use of an asymptotic variance formula of Sn / √n, we prove a self-normalized central limit theorem for Sn under some regularity conditions. An essential idea in our proof is to bound the covariance of the Markov random walk via a sequence of weight functions, which plays a crucial role in determining the moment condition and dependence structure of the Markov random walk. As illustrations, we apply our results to the finite-state Markov chain, the AR(1) model, and the linear state space model.
We are concerned with a model of ionic polymer-metal composite (IPMC) materials that consists of a coupled system of the Poisson and Nernst-Planck equations, discretized by means of the finite element method (FEM). We show that due to the transient character of the problem it is efficient to use adaptive algorithms that are capable of changing the mesh dynamically in time. We also show that due to large qualitative and quantitative differences between the two solution components, it is efficient to approximate them on different meshes using a novel adaptive multimesh hp-FEM. The study is accompanied with numerous computations and comparisons of the adaptive multimesh hp-FEM with several other adaptive FEM algorithms.
In the spectral solution of 3-D Poisson equations in cylindrical and spherical coordinates including the axis or the center, it is convenient to employ radial basis functions that depend on the Fourier wavenumber or on the latitudinal mode. This idea has been adopted by Matsushima and Marcus and by Verkley for planar problems and pursued by the present authors for spherical ones. For the Dirichlet boundary value problem in both geometries, original bases have been introduced built upon Jacobi polynomials which lead to a purely diagonal representation of the radial second-order differential operator of all spectral modes. This note details the origin of such a diagonalization which extends to cylindrical and spherical regions the properties of the Legendre basis introduced by Jie Shen for Cartesian domains. Closed form expressions are derived for the diagonal elements of the stiffness matrices as well as for the elements of the tridiagonal mass matrices occurring in evolutionary problems. Furthermore, the bound on the condition number of the spectral matrices associated with the Helmholtz equation are determined, proving in a rigorous way one of the main advantages of the proposed radial bases.
We present a fast Poisson solver on spherical shells. With a special change of variable, the radial part of the Laplacian transforms to a constant coefficient differential operator. As a result, the Fast Fourier Transform can be applied to solve the Poisson equation with operations. Numerical examples have confirmed the accuracy and robustness of the new scheme.
Let {(Xn, Sn), n ≥ 0} be a Markov random walk in which Xn takes values in a general state space and Sn takes values on the real line R. In this paper we present some results that are useful in the study of asymptotic approximations of boundary crossing problems for Markov random walks. The main results are asymptotic expansions on moments of the first ladder height in Markov random walks with small positive drift. In order to establish the asymptotic expansions we study a uniform Markov renewal theorem, which relates to the rate of convergence for the distribution of overshoot, and present an analysis of the covariance between the first passage time and the overshoot.
In this paper, a singular semi-linear parabolic PDE with locally periodiccoefficients is homogenized. We substantially weaken previous assumptions onthe coefficients. In particular, we prove new ergodic theorems. We show thatin such a weak setting on the coefficients, the proper statement of thehomogenization property concerns viscosity solutions, though we need abounded Lipschitz terminal condition.