scholarly journals Stochastic ODEs and stochastic linear PDEs with critical drift: regularity, duality and uniqueness

2019 ◽  
Vol 24 (0) ◽  
Author(s):  
Lisa Beck ◽  
Franco Flandoli ◽  
Massimiliano Gubinelli ◽  
Mario Maurelli
Keyword(s):  
Stochastic Odes ◽  
Linear Pdes

scholarly journals Crossbreed impact of double-diffusivity convection on peristaltic pumping of magneto Sisko nanofluids in non-uniform inclined channel: A bio-nanoengineering model

2021 ◽  
Vol 104 (3) ◽  
pp. 003685042110336
Author(s):  
Safia Akram ◽  
Maria Athar ◽  
Khalid Saeed ◽  
Alia Razia
Keyword(s):  
Mathematical Modeling ◽  
Magnetic Field ◽  
Physical Parameters ◽  
Induced Magnetic Field ◽  
Long Wavelength ◽  
Inclined Channel ◽  
Graphical Data ◽  
Peristaltic Pumping ◽  
Highly Nonlinear ◽  
Linear Pdes

The consequences of double-diffusivity convection on the peristaltic transport of Sisko nanofluids in the non-uniform inclined channel and induced magnetic field are discussed in this article. The mathematical modeling of Sisko nanofluids with induced magnetic field and double-diffusivity convection is given. To simplify PDEs that are highly nonlinear in nature, the low but finite Reynolds number, and long wavelength estimation are used. The Numerical solution is calculated for the non-linear PDEs. The exact solution of concentration, temperature and nanoparticle are obtained. The effect of various physical parameters of flow quantities is shown in numerical and graphical data. The outcomes show that as the thermophoresis and Dufour parameters are raised, the profiles of temperature, concentration, and nanoparticle fraction all significantly increase.

Increased space-parallelism via time-simultaneous Newton-multigrid methods for nonstationary nonlinear PDE problems

2021 ◽  
Vol 35 (3) ◽  
pp. 211-225
Author(s):  
Jonas Dünnebacke ◽  
Stefan Turek ◽  
Christoph Lohmann ◽  
Andriy Sokolov ◽  
Peter Zajac
Keyword(s):  
Krylov Subspace ◽  
Solution Procedure ◽  
Grid Size ◽  
Waveform Relaxation ◽  
Test Problems ◽  
Subspace Method ◽  
Multigrid Algorithm ◽  
Multigrid Solvers ◽  
Large Systems ◽  
Linear Pdes

We discuss how “parallel-in-space & simultaneous-in-time” Newton-multigrid approaches can be designed which improve the scaling behavior of the spatial parallelism by reducing the latency costs. The idea is to solve many time steps at once and therefore solving fewer but larger systems. These large systems are reordered and interpreted as a space-only problem leading to multigrid algorithm with semi-coarsening in space and line smoothing in time direction. The smoother is further improved by embedding it as a preconditioner in a Krylov subspace method. As a prototypical application, we concentrate on scalar partial differential equations (PDEs) with up to many thousands of time steps which are discretized in time, resp., space by finite difference, resp., finite element methods. For linear PDEs, the resulting method is closely related to multigrid waveform relaxation and its theoretical framework. In our parabolic test problems the numerical behavior of this multigrid approach is robust w.r.t. the spatial and temporal grid size and the number of simultaneously treated time steps. Moreover, we illustrate how corresponding time-simultaneous fixed-point and Newton-type solvers can be derived for nonlinear nonstationary problems that require the described solution of linearized problems in each outer nonlinear step. As the main result, we are able to generate much larger problem sizes to be treated by a large number of cores so that the combination of the robustly scaling multigrid solvers together with a larger degree of parallelism allows a faster solution procedure for nonstationary problems.

Analysis of thermally stratified radiative flow of Sutterby fluid with mixed convection

2021 ◽  
pp. 095440622110078
Author(s):  
Saif-ur- Rehman ◽  
Nazir Ahmad Mir ◽  
Muhammad Farooq ◽  
Naila Rafiq ◽  
Shakeel Ahmad
Keyword(s):  
Mixed Convection ◽  
Convergent Series ◽  
Radiation Parameter ◽  
Boundary Layer Approximation ◽  
Similar Relation ◽  
Opposite Behavior ◽  
Velocity Increments ◽  
Transport Analysis ◽  
Convection Parameter ◽  
Linear Pdes

In this attempt, we investigate the mixed convection in Sutterby fluid flow based on boundary layer approximation. Heat transport analysis is composed of stratification and thermal radiative phenomena. The system of non-linear PDEs is transformed into coupled ODEs. Convergent series approximations are evaluated via homotopic technique. Influence of various pertinent parameters is sketched and graphically analyzed. It is found that horizontal velocity increments for higher mixed convection parameter. The radiation parameter has a similar relation with temperature whereas the stratification parameter shows opposite behavior for temperature field.

scholarly journals Nesting Monte Carlo for high-dimensional non-linear PDEs

2018 ◽  
Vol 24 (4) ◽  
pp. 225-247 ◽  
Author(s):  
Xavier Warin
Keyword(s):  
Monte Carlo ◽  
Deep Learning ◽  
High Dimension ◽  
Analytical Solutions ◽  
New Method ◽  
Computational Time ◽  
High Dimensional ◽  
Learning Methods ◽  
Lipschitz Constants ◽  
Linear Pdes

Abstract A new method based on nesting Monte Carlo is developed to solve high-dimensional semi-linear PDEs. Depending on the type of non-linearity, different schemes are proposed and theoretically studied: variance error are given and it is shown that the bias of the schemes can be controlled. The limitation of the method is that the maturity or the Lipschitz constants of the non-linearity should not be too high in order to avoid an explosion of the computational time. Many numerical results are given in high dimension for cases where analytical solutions are available or where some solutions can be computed by deep-learning methods.

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