Investigating advection control in parabolic PDE systems for competitive populations

Size: px
Start display at page:

Download "Investigating advection control in parabolic PDE systems for competitive populations"

Transcription

1 Investigating advection control in parabolic PDE systems for competitive populations Kokum De Silva Department of Mathematics University of Peradeniya, Sri Lanka Tuoc Phan and Suzanne Lenhart Department of Mathematics University of Tennessee, Knoxville, USA May 18, 2016

2 OUTLINE Background Formulation of optimal control problem Optimality Conditions Numerical results

3 Introduction The reaction of a population for resources is an important concern in ecology. With inhomogeneous resources population may tend to move along the spatial gradient of the resource function depending on the initial conditions. What about when there is more than one population and there is a competition among them to survive??

4 The Goal The Question: In an area with two competing populations, if a population could choose the direction for advection movement, how would such a choice be made to maximize its total population? The Goal: To investigate this question with optimal control of PDE

5 Motivation and previous work Previous work: Concentrating on Movement Given a fixed amount of resources, how does the species react to the habitat to be beneficial? Movement: Random Diffusion and Directed Advection. Belgacem-Cosner and Cantrell-Cosner-Lou studied the effects of the advection along an environmental resource gradient u t [D u αu m(x)] = λu[m(x) u], Ω (0, ) with zero flux boundary condition. m(x) represents the intrinsic growth rate and measures the availability of the resources. beneficial means the persistence of the population or the existence of a unique globally attracting steady state.

6 Motivation and previous work Previous work: Population Dynamics Model If a species could choose the direction for advection movement, how would such a choice be made to maximize its total population? REFERENCE: Finotti, Lenhart, Phan, EECT 2013 Ω R n is a bounded smooth domain, Q T = Ω [0, T ] and S T = Ω [0, T ] for some fixed T > 0. Model with u(x, t), population density u t [µ u u h] = u[m f (x, t, u)], Q T, µ u ν u h ν = 0, S T, u(, 0) = u 0 0, Ω. h : QT R n is the advection direction. m = m(x, t) in L (Q T ) measures the availability of resources. f : Q T R R is non-negative and has some smoothness and growth conditions. µ > 0 fixed (diffusion coefficient) and u 0 L (Ω) is smooth.

7 Motivation and previous work Previous work: Problem Formulation Seek the advection term h(x, t) control that maximizes the total population while minimizing the cost due to movement. Find h U such that J( h ) = sup J( h), where J( h) = U Q T [u(x, t) B h(x, t) 2 ]dxdt. U = { h L 2 ((0, T ), L 2 (Ω) n ) : h k M, k = 1, 2,, n}. B cost coefficient due to the population moving along h. Limited numerical results with small initial conditions (with little variation) show optimal controls following the gradient of m.

8 Problem formulation In an area with two competing populations, if the populations could choose the direction for advection movement, how would such a choice be made to maximize its total population? Let u(x, t), v(x, t) be the population densities of two competing species in a spacial domain Ω in d - dimensional space R d, d N. Assume Ω with smooth boundary Ω and For a given fixed time 0 < T < let Q = Ω (0, T ) and. S = Ω (0, T )

9 The system of PDE s describing the dynamics: u t d 1 u ( h 1u) = u[m a 1u] b 1uv in Q v t d 2 v ( h 2v) = v[m a 2v] b 2uv in Q u d 1 η + u h 1 η = 0 on S (1) v d 2 η + v h 2 η = 0 on S u(x, 0) = u 0(x) 0 for x Ω v(x, 0) = v 0(x) 0 for x Ω

10 The optimal control problem formulation: Control Set U = {( h 1, h 2) ((L (Q)) d, (L (Q)) d ) : (h 1) i M 1, (h 2) i M 2, i = 1,..., d} and (u, v) = (u( h 1, h 2), v( h 1, h 2)) be the solution of (1) for the corresponding ( h 1, h 2). Then, for A, B, C, D 0 we find ( h 1, h 2) U such that J(( h 1, h 2) ) = sup J( h 1, h 2) ( h 1, h 2 ) U where, J( h 1, h 2) is the objective functional given by, J( h 1, h [ 2) = Au + Bv C h 1 2 D h 2 2] dxdt (2) subject to the PDE system (1). Q We maximize a weighted combination of the two populations while minimizing the cost due to the movements of the populations. The cost is due to the risk of movements.

11 Existence and positivity of the state solution and the existence of an optimal control Solution space u, v L 2 ((0, T ), H 1 (Ω)) H (Q) with u t, v t L 2 ((0, T ), (H 1 (Ω)) ) Theorem Given m L (Q), u 0, v 0 non-negative, L (Q) bounded and in H 1 (Ω). Then, for each ( h 1, h 2) U, there is a unique positive weak solution (u, v) = (u( h 1, h 2), v( h 1, h 2)) of the state system (1). Theorem There exists an optimal control ( h 1, h 2) maximizing the functional J( h 1, h 2) over U. i.e. J( h 1, h 2) = sup ( h 1, h 2 ) U J( h 1, h 2).

12 Derivation of the optimality system To derive the necessary conditions, we need to differentiate the map We differentiate the ( h 1, h 2) J( h 1, h 2) map and the ( h 1, h 2) (u, v)( h 1, h 2) map with respect to the controls h 1 and h 2. The derivatives of this ( h 1, h 2) (u, v)( h 1, h 2) map are the sensitivity functions ψ 1 and ψ 2

13 The sensitivity PDE s For a given control ( h 1, h 2) U, consider another control ( h 1, h 2) ɛ = ( h 1 + ɛ l 1, h 2 + ɛ l 2) s.t. ( h 1, h 2) + ɛ( l 1, l 2) U for all sufficiently small ɛ > 0 with ( l 1, l 2) ((L (Ω)) d, (L (Ω)) d ) and We can obtain u ɛ = u( h 1 + ɛ l 1, h 2 + ɛ l 2) and v ɛ = v( h 1 + ɛ l 1, h 2 + ɛ l 2) u ɛ u, v ɛ v, u ɛ t u t, v ɛ t v t u ɛ u ɛ ψ 1 and vɛ v ɛ ψ 2 in L 2 ((0, T), H 1 (Ω))

14 Sensitivity PDE s (ψ 1) t d 1 ψ 1 ( h 1ψ 1 + l 1u) = mψ 1 2a 1uψ 1 b 1vψ 1 b 1uψ 2 in Q (ψ 2) t d 2 ψ 2 ( h 2ψ 2 + l 2v) = mψ 2 2a 2vψ 2 b 2vψ 1 b 2uψ 2 in Q d 1 ψ 1 η + ψ1 h 1 η = u l 1 η on S (3) d 2 ψ 2 η + ψ2 h 2 η = v l 2 η on S ψ 1(x, 0) = 0 for x Ω ψ 2(x, 0) = 0 for x Ω.

15 The adjoint functions: To characterize the optimal control, we will use the sensitivity function together with adjoint function to differentiate ( h 1, h 2) J( h 1, h 2) map. The adjoint functions show how the states u, v affect the goal So, we find the formal adjoint of the operator in the sensitivity PDE s.t. Left hand sides of weak forms of sensitivity equations with adjoints as test functions = Left hand sides of weak forms of the adjoint equations with sensitivities as test functions The non-homogeneous terms on the RHS of the adjoint equations are obtained as, (Integrand ofj) (Au+Bv C h A 1 2 D h 2 2 ) u u = = B (Integrand ofj) v (Au+Bv C h 1 2 D h 2 2 ) v

16 The adjoint PDE s (λ 1) t d 1 λ 1 + h 1 λ 1 mλ 1 + 2a 1uλ 1 + b 1vλ 1 + b 2vλ 2 = A in Q (λ 2) t d 2 λ 2 + h 2 λ 2 mλ 2 + 2a 2vλ 2 + b 1uλ 1 + b 2uλ 2 = B in Q λ 1 η λ 2 η = 0 on S (4) = 0 on S λ 1(x, T ) = 0 for x Ω λ 2(x, T ) = 0 for x Ω.

17 Characterizing the optimal control h Suppose there exist an optimal control ( h 1, h 2) U with the corresponding states u, v and compute the directional derivative of the function J( h 1, h 2) with respect to ( h 1, h 2) in the direction ( l 1, l 2) at u, v. Since, J( h 1, h 2) is the maximum value for the J( h 1, h 2) we have J(( h 0 lim 1, h 2) + ɛ( l 1, l 2)) J(( h 1, h 2) ) ɛ 0 + ɛ = (Aψ 1 + Bψ 2 2Ch 1 l1 2Dh 2 l2) dxdt Q

18 Characterizing the optimal control h Hence, for any ( l 1, l 2) we have 0 ( l 1, l 2) (u λ 1 + 2Ch 1, v λ2 + 2Dh 2 ) dxdt Q Using cases of (h 1, h 2) i and the sign of variation (l 1, l 2) i, ( ( )) (h 1) i = min M 1, max u(λ1)x i 2C, M1 ( ( )) (h 2) i = min M 2, max v(λ2)x i 2D, M2 (5) Theorem For sufficiently small T, the solution to the optimality system (1), (4) and (5) is unique.

19 The numerical results We consider the one dimensional problem corresponds to problem (2): u t d 1u xx (h 1u) x = u[m a 1u] b 1uv on (0, L) (0, T ) v t d 2v xx (h 2v) x = v[m a 2v] b 2uv on (0, L) (0, T ) d 1u x ν + uh 1 ν = 0 for x = 0 or L and t (0, T ) d 2v x ν + uh 1 ν = 0 for x = 0 or L and t (0, T ) u(x, 0) = u 0(x) 0 for x (0, L) v(x, 0) = v 0(x) 0 for x (0, L) Hence from (5) we have h 1 = min ( ( M 1, max u(λ1)x ( ( h2 = min M 2, max 2C )), M1 )). v(λ2)x 2D, M2

20 We used a finite difference scheme to solve the PDE problem and the advection term was modeled using the up wind method. We used the forward backward sweep method to solve the optimal control problem.

21 Parameter values: a 1 = 1 a 2 = 1 A = 1 B = 1 C = 0.5 D = 0.5 Diffusion Coefficients d 1 = 0.2 d 2 = 0.2 Control limits maximum h i = 4 minimum h i = 4 Domain: spatial length: 5 units and time length: 2 With our notation for the sign of advection terms, h i being negative (positive) represents movement to right (left).

22 Different resource functions (a) x/5 (b) sin(πx/5) (c) 6x/5 Figure 1: Different resource functions m(x)

23 Different initial conditions (a) (b) (c) Figure 2: Different initial conditions 2(a) Smaller initial populations at middle (both same) 2(b) Larger initial populations at middle (both same) 2(c) Two smaller initial populations overlapping in the middle

24 Without competition: One population only, effects of variation in IC (a) (b) (c) (d) Figure 3: OC for u with m = x/5 and lower IC at top and higher IC at bottom. With higher IC, the OC not driven only by gradient of m

25 Two populations with competition and same small ICs (a) Optimal control h 1 (b) Population distribution of u Figure 4: Populations and optimal controls with same small ICs and the resource function m = sin(πx/5) with effect of competition on OC

26 Two populations with competition and different small ICs (a) Optimal control h 1 (b) Population distribution of u (c) Optimal control h 2 (d) Population distribution of v Figure 5: Population dynamics and optimal control with different small ICs and m = sin(πx/5), Different OCs due to ICs and competition

27 Two populations with different competition rates: b 1 = 4, b 2 = 0.5 (a) Optimal control h 1 (b) Population distribution of u (c) Optimal control h 2 (d) Population distribution of v Figure 6: Population dynamics and optimal control with same small ICs and m = sin(πx/5), Effect of different competition rates

28 Conclusions With numerical simulations for one population only, we were able to show the population does not always choose the advection direction to move toward increasing resources. When the initial condition has a sufficiently high population with some variation, the movement may be chosen to move to level the population, instead of moving toward increasing resources. In the systems case, the level of the competition coefficients can also influence the choice of movement direction. Advective directions depend on the initial conditions, diffusion effects, competition rates, and resources. Currently working on PDE generalizations including other types of interactions besides competition.

29 Thank you...!!! Thank You...!

30 Without competition: One population only (a) (b) (c) (d) Figure 7: OC for u with m = sin(πx/5) and higher IC in lower plots

31 Two populations with competition (a) Optimal control h 1 (b) Population distribution of u (c) Optimal control h 2 (d) Population distribution of v Figure 8: Population dynamics and optimal control with a smaller IC as in Figure 2(c) and the resource function m = x/5 as given in Figure 1(a)

Population Modeling for Resource Allocation and Antimicrobial Stewardship

Population Modeling for Resource Allocation and Antimicrobial Stewardship University of Tennessee, Knoxville Trace: Tennessee Research and Creative Exchange Doctoral Dissertations Graduate School 8-2015 Population Modeling for Resource Allocation and Antimicrobial Stewardship

More information

Evolutionarily Stable Dispersal Strategies in Heterogeneous Environments

Evolutionarily Stable Dispersal Strategies in Heterogeneous Environments Evolutionarily Stable Dispersal Strategies in Heterogeneous Environments Yuan Lou Department of Mathematics Mathematical Biosciences Institute Ohio State University Columbus, OH 43210, USA Yuan Lou (Ohio

More information

Regularity Theory a Fourth Order PDE with Delta Right Hand Side

Regularity Theory a Fourth Order PDE with Delta Right Hand Side Regularity Theory a Fourth Order PDE with Delta Right Hand Side Graham Hobbs Applied PDEs Seminar, 29th October 2013 Contents Problem and Weak Formulation Example - The Biharmonic Problem Regularity Theory

More information

Gradient estimates and global existence of smooth solutions to a system of reaction-diffusion equations with cross-diffusion

Gradient estimates and global existence of smooth solutions to a system of reaction-diffusion equations with cross-diffusion Gradient estimates and global existence of smooth solutions to a system of reaction-diffusion equations with cross-diffusion Tuoc V. Phan University of Tennessee - Knoxville, TN Workshop in nonlinear PDES

More information

Does movement toward better environments always benefit a population?

Does movement toward better environments always benefit a population? J. Math. Anal. Appl. 277 (23) 489 53 www.elsevier.com/locate/jmaa Does movement toward better environments always benefit a population? Chris Cosner a,,1 and Yuan Lou b,2 a Department of Mathematics, University

More information

The Role of Advection in a Two-Species Competition Model: A Bifurcation Approach. Isabel Averill King-Yeung Lam 1 Yuan Lou 2

The Role of Advection in a Two-Species Competition Model: A Bifurcation Approach. Isabel Averill King-Yeung Lam 1 Yuan Lou 2 The Role of Advection in a Two-Species Competition Model: A Bifurcation Approach Isabel Averill King-Yeung Lam Yuan Lou 2 Author address: Department of Mathematics, Bryn Mawr College E-mail address: iaverill@brynmawr.edu

More information

Spatial Dynamic Models for Fishery Management and Waterborne Disease Control

Spatial Dynamic Models for Fishery Management and Waterborne Disease Control University of Tennessee, Knoxville Trace: Tennessee Research and Creative Exchange Doctoral Dissertations Graduate School 8-2014 Spatial Dynamic Models for Fishery Management and Waterborne Disease Control

More information

MATH 425, FINAL EXAM SOLUTIONS

MATH 425, FINAL EXAM SOLUTIONS MATH 425, FINAL EXAM SOLUTIONS Each exercise is worth 50 points. Exercise. a The operator L is defined on smooth functions of (x, y by: Is the operator L linear? Prove your answer. L (u := arctan(xy u

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Numerical Methods for Partial Differential Equations Finite Difference Methods

More information

Optimal Control of PDEs

Optimal Control of PDEs Optimal Control of PDEs Suzanne Lenhart University of Tennessee, Knoville Department of Mathematics Lecture1 p.1/36 Outline 1. Idea of diffusion PDE 2. Motivating Eample 3. Big picture of optimal control

More information

POD for Parametric PDEs and for Optimality Systems

POD for Parametric PDEs and for Optimality Systems POD for Parametric PDEs and for Optimality Systems M. Kahlbacher, K. Kunisch, H. Müller and S. Volkwein Institute for Mathematics and Scientific Computing University of Graz, Austria DMV-Jahrestagung 26,

More information

Cross-diffusion models in Ecology

Cross-diffusion models in Ecology Cross-diffusion models in Ecology Gonzalo Galiano Dpt. of Mathematics -University of Oviedo (University of Oviedo) Review on cross-diffusion 1 / 42 Outline 1 Introduction: The SKT and BT models The BT

More information

Minimal Surfaces: Nonparametric Theory. Andrejs Treibergs. January, 2016

Minimal Surfaces: Nonparametric Theory. Andrejs Treibergs. January, 2016 USAC Colloquium Minimal Surfaces: Nonparametric Theory Andrejs Treibergs University of Utah January, 2016 2. USAC Lecture: Minimal Surfaces The URL for these Beamer Slides: Minimal Surfaces: Nonparametric

More information

Spatial discretization scheme for incompressible viscous flows

Spatial discretization scheme for incompressible viscous flows Spatial discretization scheme for incompressible viscous flows N. Kumar Supervisors: J.H.M. ten Thije Boonkkamp and B. Koren CASA-day 2015 1/29 Challenges in CFD Accuracy a primary concern with all CFD

More information

Nonlinear Diffusion. Journal Club Presentation. Xiaowei Zhou

Nonlinear Diffusion. Journal Club Presentation. Xiaowei Zhou 1 / 41 Journal Club Presentation Xiaowei Zhou Department of Electronic and Computer Engineering The Hong Kong University of Science and Technology 2009-12-11 2 / 41 Outline 1 Motivation Diffusion process

More information

SOLVING A CROP PROBLEM BY AN OPTIMAL CONTROL METHOD

SOLVING A CROP PROBLEM BY AN OPTIMAL CONTROL METHOD SOLVING A CROP PROBLEM BY AN OPTIMAL CONTROL METHOD Maïtine Bergounioux, Hem Raj Joshi, Suzanne Lenhart To cite this version: Maïtine Bergounioux, Hem Raj Joshi, Suzanne Lenhart. SOLVING A CROP PROBLEM

More information

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs)

13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) 13 PDEs on spatially bounded domains: initial boundary value problems (IBVPs) A prototypical problem we will discuss in detail is the 1D diffusion equation u t = Du xx < x < l, t > finite-length rod u(x,

More information

In this lecture we shall learn how to solve the inhomogeneous heat equation. u t α 2 u xx = h(x, t)

In this lecture we shall learn how to solve the inhomogeneous heat equation. u t α 2 u xx = h(x, t) MODULE 5: HEAT EQUATION 2 Lecture 5 Time-Dependent BC In this lecture we shall learn how to solve the inhomogeneous heat equation u t α 2 u xx = h(x, t) with time-dependent BC. To begin with, let us consider

More information

Interacting population models with nonlinear diffusions in ecology

Interacting population models with nonlinear diffusions in ecology Interacting population models with nonlinear diffusions in ecology Inkyung Ahn Department of Mathematics Korea University April 18-22, 2016 2016 KAIST CMC Mathematical Biology Conference Contents Diffusive

More information

DYNAMICS IN 3-SPECIES PREDATOR-PREY MODELS WITH TIME DELAYS. Wei Feng

DYNAMICS IN 3-SPECIES PREDATOR-PREY MODELS WITH TIME DELAYS. Wei Feng DISCRETE AND CONTINUOUS Website: www.aimsciences.org DYNAMICAL SYSTEMS SUPPLEMENT 7 pp. 36 37 DYNAMICS IN 3-SPECIES PREDATOR-PREY MODELS WITH TIME DELAYS Wei Feng Mathematics and Statistics Department

More information

COMPETITION OF FAST AND SLOW MOVERS FOR RENEWABLE AND DIFFUSIVE RESOURCE

COMPETITION OF FAST AND SLOW MOVERS FOR RENEWABLE AND DIFFUSIVE RESOURCE CANADIAN APPLIED MATHEMATICS QUARTERLY Volume 2, Number, Spring 22 COMPETITION OF FAST AND SLOW MOVERS FOR RENEWABLE AND DIFFUSIVE RESOURCE SILOGINI THANARAJAH AND HAO WANG ABSTRACT. In many studies of

More information

UNIVERSITY OF MANITOBA

UNIVERSITY OF MANITOBA Question Points Score INSTRUCTIONS TO STUDENTS: This is a 6 hour examination. No extra time will be given. No texts, notes, or other aids are permitted. There are no calculators, cellphones or electronic

More information

Una aproximación no local de un modelo para la formación de pilas de arena

Una aproximación no local de un modelo para la formación de pilas de arena Cabo de Gata-2007 p. 1/2 Una aproximación no local de un modelo para la formación de pilas de arena F. Andreu, J.M. Mazón, J. Rossi and J. Toledo Cabo de Gata-2007 p. 2/2 OUTLINE The sandpile model of

More information

Strauss PDEs 2e: Section Exercise 2 Page 1 of 6. Solve the completely inhomogeneous diffusion problem on the half-line

Strauss PDEs 2e: Section Exercise 2 Page 1 of 6. Solve the completely inhomogeneous diffusion problem on the half-line Strauss PDEs 2e: Section 3.3 - Exercise 2 Page of 6 Exercise 2 Solve the completely inhomogeneous diffusion problem on the half-line v t kv xx = f(x, t) for < x

More information

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES)

LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) LECTURE # 0 BASIC NOTATIONS AND CONCEPTS IN THE THEORY OF PARTIAL DIFFERENTIAL EQUATIONS (PDES) RAYTCHO LAZAROV 1 Notations and Basic Functional Spaces Scalar function in R d, d 1 will be denoted by u,

More information

INTRODUCTION TO PDEs

INTRODUCTION TO PDEs INTRODUCTION TO PDEs In this course we are interested in the numerical approximation of PDEs using finite difference methods (FDM). We will use some simple prototype boundary value problems (BVP) and initial

More information

A REMARK ON THE GLOBAL DYNAMICS OF COMPETITIVE SYSTEMS ON ORDERED BANACH SPACES

A REMARK ON THE GLOBAL DYNAMICS OF COMPETITIVE SYSTEMS ON ORDERED BANACH SPACES PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY Volume 00, Number 0, Pages 000 000 S 0002-9939(XX)0000-0 A REMARK ON THE GLOBAL DYNAMICS OF COMPETITIVE SYSTEMS ON ORDERED BANACH SPACES KING-YEUNG LAM

More information

On some nonlinear parabolic equation involving variable exponents

On some nonlinear parabolic equation involving variable exponents On some nonlinear parabolic equation involving variable exponents Goro Akagi (Kobe University, Japan) Based on a joint work with Giulio Schimperna (Pavia Univ., Italy) Workshop DIMO-2013 Diffuse Interface

More information

Problem set 3: Solutions Math 207B, Winter Suppose that u(x) is a non-zero solution of the eigenvalue problem. (u ) 2 dx, u 2 dx.

Problem set 3: Solutions Math 207B, Winter Suppose that u(x) is a non-zero solution of the eigenvalue problem. (u ) 2 dx, u 2 dx. Problem set 3: Solutions Math 27B, Winter 216 1. Suppose that u(x) is a non-zero solution of the eigenvalue problem u = λu < x < 1, u() =, u(1) =. Show that λ = (u ) 2 dx u2 dx. Deduce that every eigenvalue

More information

M.Sc. in Meteorology. Numerical Weather Prediction

M.Sc. in Meteorology. Numerical Weather Prediction M.Sc. in Meteorology UCD Numerical Weather Prediction Prof Peter Lynch Meteorology & Climate Centre School of Mathematical Sciences University College Dublin Second Semester, 2005 2006. In this section

More information

Finite Volume Schemes: an introduction

Finite Volume Schemes: an introduction Finite Volume Schemes: an introduction First lecture Annamaria Mazzia Dipartimento di Metodi e Modelli Matematici per le Scienze Applicate Università di Padova mazzia@dmsa.unipd.it Scuola di dottorato

More information

Numerical methods for Mean Field Games: additional material

Numerical methods for Mean Field Games: additional material Numerical methods for Mean Field Games: additional material Y. Achdou (LJLL, Université Paris-Diderot) July, 2017 Luminy Convergence results Outline 1 Convergence results 2 Variational MFGs 3 A numerical

More information

Introduction to numerical schemes

Introduction to numerical schemes 236861 Numerical Geometry of Images Tutorial 2 Introduction to numerical schemes Heat equation The simple parabolic PDE with the initial values u t = K 2 u 2 x u(0, x) = u 0 (x) and some boundary conditions

More information

On second order sufficient optimality conditions for quasilinear elliptic boundary control problems

On second order sufficient optimality conditions for quasilinear elliptic boundary control problems On second order sufficient optimality conditions for quasilinear elliptic boundary control problems Vili Dhamo Technische Universität Berlin Joint work with Eduardo Casas Workshop on PDE Constrained Optimization

More information

Lecture No 1 Introduction to Diffusion equations The heat equat

Lecture No 1 Introduction to Diffusion equations The heat equat Lecture No 1 Introduction to Diffusion equations The heat equation Columbia University IAS summer program June, 2009 Outline of the lectures We will discuss some basic models of diffusion equations and

More information

2.2. Methods for Obtaining FD Expressions. There are several methods, and we will look at a few:

2.2. Methods for Obtaining FD Expressions. There are several methods, and we will look at a few: .. Methods for Obtaining FD Expressions There are several methods, and we will look at a few: ) Taylor series expansion the most common, but purely mathematical. ) Polynomial fitting or interpolation the

More information

Numerical Solutions to Partial Differential Equations

Numerical Solutions to Partial Differential Equations Numerical Solutions to Partial Differential Equations Zhiping Li LMAM and School of Mathematical Sciences Peking University Introduction to Hyperbolic Equations The Hyperbolic Equations n-d 1st Order Linear

More information

Age-dependent diffusive Lotka-Volterra type systems

Age-dependent diffusive Lotka-Volterra type systems Age-dependent diffusive Lotka-Volterra type systems M. Delgado and A. Suárez 1 Dpto. Ecuaciones Diferenciales y Análisis Numérico Fac. Matemáticas, C/ Tarfia s/n C.P. 4112, Univ. Sevilla, Spain addresses:

More information

On a Discontinuous Galerkin Method for Surface PDEs

On a Discontinuous Galerkin Method for Surface PDEs On a Discontinuous Galerkin Method for Surface PDEs Pravin Madhavan (joint work with Andreas Dedner and Bjo rn Stinner) Mathematics and Statistics Centre for Doctoral Training University of Warwick Applied

More information

Space-time Finite Element Methods for Parabolic Evolution Problems

Space-time Finite Element Methods for Parabolic Evolution Problems Space-time Finite Element Methods for Parabolic Evolution Problems with Variable Coefficients Ulrich Langer, Martin Neumüller, Andreas Schafelner Johannes Kepler University, Linz Doctoral Program Computational

More information

A Narrow-Stencil Finite Difference Method for Hamilton-Jacobi-Bellman Equations

A Narrow-Stencil Finite Difference Method for Hamilton-Jacobi-Bellman Equations A Narrow-Stencil Finite Difference Method for Hamilton-Jacobi-Bellman Equations Xiaobing Feng Department of Mathematics The University of Tennessee, Knoxville, U.S.A. Linz, November 23, 2016 Collaborators

More information

MATH 220: MIDTERM OCTOBER 29, 2015

MATH 220: MIDTERM OCTOBER 29, 2015 MATH 22: MIDTERM OCTOBER 29, 25 This is a closed book, closed notes, no electronic devices exam. There are 5 problems. Solve Problems -3 and one of Problems 4 and 5. Write your solutions to problems and

More information

Chapter 13. Eddy Diffusivity

Chapter 13. Eddy Diffusivity Chapter 13 Eddy Diffusivity Glenn introduced the mean field approximation of turbulence in two-layer quasigesotrophic turbulence. In that approximation one must solve the zonally averaged equations for

More information

MATH 819 FALL We considered solutions of this equation on the domain Ū, where

MATH 819 FALL We considered solutions of this equation on the domain Ū, where MATH 89 FALL. The D linear wave equation weak solutions We have considered the initial value problem for the wave equation in one space dimension: (a) (b) (c) u tt u xx = f(x, t) u(x, ) = g(x), u t (x,

More information

ENO and WENO schemes. Further topics and time Integration

ENO and WENO schemes. Further topics and time Integration ENO and WENO schemes. Further topics and time Integration Tefa Kaisara CASA Seminar 29 November, 2006 Outline 1 Short review ENO/WENO 2 Further topics Subcell resolution Other building blocks 3 Time Integration

More information

ON THE GLOBAL EXISTENCE OF A CROSS-DIFFUSION SYSTEM. Yuan Lou. Wei-Ming Ni. Yaping Wu

ON THE GLOBAL EXISTENCE OF A CROSS-DIFFUSION SYSTEM. Yuan Lou. Wei-Ming Ni. Yaping Wu DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS Volume 4, Number 2, April 998 pp. 93 203 ON THE GLOBAL EXISTENCE OF A CROSS-DIFFUSION SYSTEM Yuan Lou Department of Mathematics, University of Chicago Chicago,

More information

Scientific Computing: An Introductory Survey

Scientific Computing: An Introductory Survey Scientific Computing: An Introductory Survey Chapter 11 Partial Differential Equations Prof. Michael T. Heath Department of Computer Science University of Illinois at Urbana-Champaign Copyright c 2002.

More information

Partial Differential Equations

Partial Differential Equations M3M3 Partial Differential Equations Solutions to problem sheet 3/4 1* (i) Show that the second order linear differential operators L and M, defined in some domain Ω R n, and given by Mφ = Lφ = j=1 j=1

More information

The Dirichlet boundary problems for second order parabolic operators satisfying a Carleson condition

The Dirichlet boundary problems for second order parabolic operators satisfying a Carleson condition The Dirichlet boundary problems for second order parabolic operators satisfying a Martin Dindos Sukjung Hwang University of Edinburgh Satellite Conference in Harmonic Analysis Chosun University, Gwangju,

More information

Finite Element Clifford Algebra: A New Toolkit for Evolution Problems

Finite Element Clifford Algebra: A New Toolkit for Evolution Problems Finite Element Clifford Algebra: A New Toolkit for Evolution Problems Andrew Gillette joint work with Michael Holst Department of Mathematics University of California, San Diego http://ccom.ucsd.edu/ agillette/

More information

OPTIMAL HARVESTING OF A SPATIALLY EXPLICIT FISHERY MODEL

OPTIMAL HARVESTING OF A SPATIALLY EXPLICIT FISHERY MODEL NATURAL RESOURCE MODELING Volume 22, Number 2, May 2009 OPTIMAL HARVESTING OF A SPATIALLY EXPLICIT FISHERY MODEL WANDI DING Department of Mathematical Sciences, Middle Tennessee State University, Murfreesboro,

More information

Bilinear spatial control of the velocity term in a Kirchhoff plate equation

Bilinear spatial control of the velocity term in a Kirchhoff plate equation Electronic Journal of Differential Equations, Vol. 1(1), No. 7, pp. 1 15. ISSN: 17-6691. URL: http://ejde.math.swt.edu or http://ejde.math.unt.edu ftp ejde.math.swt.edu (login: ftp) Bilinear spatial control

More information

An analogue of Rionero s functional for reaction-diffusion equations and an application thereof

An analogue of Rionero s functional for reaction-diffusion equations and an application thereof Note di Matematica 7, n., 007, 95 105. An analogue of Rionero s functional for reaction-diffusion equations and an application thereof James N. Flavin Department of Mathematical Physics, National University

More information

Finite difference method for solving Advection-Diffusion Problem in 1D

Finite difference method for solving Advection-Diffusion Problem in 1D Finite difference method for solving Advection-Diffusion Problem in 1D Author : Osei K. Tweneboah MATH 5370: Final Project Outline 1 Advection-Diffusion Problem Stationary Advection-Diffusion Problem in

More information

arxiv: v1 [math.ap] 23 Apr 2014

arxiv: v1 [math.ap] 23 Apr 2014 Global existence for a strongly coupled reaction diffusion system Said Kouachi, Kamuela E. Yong, & Rana D. Parshad arxiv:44.5984v [math.ap] 3 Apr 4 Abstract In this work we use functional methods to prove

More information

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE

CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE CLASSIFICATION AND PRINCIPLE OF SUPERPOSITION FOR SECOND ORDER LINEAR PDE 1. Linear Partial Differential Equations A partial differential equation (PDE) is an equation, for an unknown function u, that

More information

Basic Principles of Weak Galerkin Finite Element Methods for PDEs

Basic Principles of Weak Galerkin Finite Element Methods for PDEs Basic Principles of Weak Galerkin Finite Element Methods for PDEs Junping Wang Computational Mathematics Division of Mathematical Sciences National Science Foundation Arlington, VA 22230 Polytopal Element

More information

Joint work with Nguyen Hoang (Univ. Concepción, Chile) Padova, Italy, May 2018

Joint work with Nguyen Hoang (Univ. Concepción, Chile) Padova, Italy, May 2018 EXTENDED EULER-LAGRANGE AND HAMILTONIAN CONDITIONS IN OPTIMAL CONTROL OF SWEEPING PROCESSES WITH CONTROLLED MOVING SETS BORIS MORDUKHOVICH Wayne State University Talk given at the conference Optimization,

More information

A Semilinear Equation with Large Advection in Population Dynamics

A Semilinear Equation with Large Advection in Population Dynamics A Semilinear Equation with Large Advection in Population Dynamics A dissertation submitted to the faculty of the graduate school of the university of minnesota by King-Yeung Lam In partial fulfillment

More information

An optimal control problem for a parabolic PDE with control constraints

An optimal control problem for a parabolic PDE with control constraints An optimal control problem for a parabolic PDE with control constraints PhD Summer School on Reduced Basis Methods, Ulm Martin Gubisch University of Konstanz October 7 Martin Gubisch (University of Konstanz)

More information

MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation

MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation MA 201, Mathematics III, July-November 2016, Partial Differential Equations: 1D wave equation (contd.) and 1D heat conduction equation Lecture 12 Lecture 12 MA 201, PDE (2016) 1 / 24 Formal Solution of

More information

Population Model. Abstract. We consider the harvest of a certain proportion of a population that is modeled

Population Model. Abstract. We consider the harvest of a certain proportion of a population that is modeled Optimal Harvesting in an Integro-difference Population Model Hem Raj Joshi Suzanne Lenhart Holly Gaff Abstract We consider the harvest of a certain proportion of a population that is modeled by an integro-difference

More information

Introduction to Partial Differential Equation - I. Quick overview

Introduction to Partial Differential Equation - I. Quick overview Introduction to Partial Differential Equation - I. Quick overview To help explain the correspondence between a PDE and a real world phenomenon, we will use t to denote time and (x, y, z) to denote the

More information

Chapter 6. Finite Element Method. Literature: (tiny selection from an enormous number of publications)

Chapter 6. Finite Element Method. Literature: (tiny selection from an enormous number of publications) Chapter 6 Finite Element Method Literature: (tiny selection from an enormous number of publications) K.J. Bathe, Finite Element procedures, 2nd edition, Pearson 2014 (1043 pages, comprehensive). Available

More information

Math 220A - Fall 2002 Homework 5 Solutions

Math 220A - Fall 2002 Homework 5 Solutions Math 0A - Fall 00 Homework 5 Solutions. Consider the initial-value problem for the hyperbolic equation u tt + u xt 0u xx 0 < x 0 u t (x, 0) ψ(x). Use energy methods to show that the domain of dependence

More information

Math 46, Applied Math (Spring 2009): Final

Math 46, Applied Math (Spring 2009): Final Math 46, Applied Math (Spring 2009): Final 3 hours, 80 points total, 9 questions worth varying numbers of points 1. [8 points] Find an approximate solution to the following initial-value problem which

More information

Tutorial 2. Introduction to numerical schemes

Tutorial 2. Introduction to numerical schemes 236861 Numerical Geometry of Images Tutorial 2 Introduction to numerical schemes c 2012 Classifying PDEs Looking at the PDE Au xx + 2Bu xy + Cu yy + Du x + Eu y + Fu +.. = 0, and its discriminant, B 2

More information

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends

AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends AMS 529: Finite Element Methods: Fundamentals, Applications, and New Trends Lecture 25: Introduction to Discontinuous Galerkin Methods Xiangmin Jiao SUNY Stony Brook Xiangmin Jiao Finite Element Methods

More information

An Introduction to Malliavin Calculus. Denis Bell University of North Florida

An Introduction to Malliavin Calculus. Denis Bell University of North Florida An Introduction to Malliavin Calculus Denis Bell University of North Florida Motivation - the hypoellipticity problem Definition. A differential operator G is hypoelliptic if, whenever the equation Gu

More information

Approximation of Geometric Data

Approximation of Geometric Data Supervised by: Philipp Grohs, ETH Zürich August 19, 2013 Outline 1 Motivation Outline 1 Motivation 2 Outline 1 Motivation 2 3 Goal: Solving PDE s an optimization problems where we seek a function with

More information

Splitting methods with boundary corrections

Splitting methods with boundary corrections Splitting methods with boundary corrections Alexander Ostermann University of Innsbruck, Austria Joint work with Lukas Einkemmer Verona, April/May 2017 Strang s paper, SIAM J. Numer. Anal., 1968 S (5)

More information

THE PRINCIPLE OF PARTIAL CONTROL IN REACTION-DIFFUSION MODELS FOR THE EVOLUTION OF DISPERSAL. Lee Altenberg

THE PRINCIPLE OF PARTIAL CONTROL IN REACTION-DIFFUSION MODELS FOR THE EVOLUTION OF DISPERSAL. Lee Altenberg Manuscript submitted to AIMS Journals Volume X, Number 0X, XX 200X Website: http://aimsciences.org pp. X XX THE PRINCIPLE OF PARTIAL CONTROL IN REACTION-DIFFUSION MODELS FOR THE EVOLUTION OF DISPERSAL

More information

Past, present and space-time

Past, present and space-time Past, present and space-time Arnold Reusken Chair for Numerical Mathematics RWTH Aachen Utrecht, 12.11.2015 Reusken (RWTH Aachen) Past, present and space-time Utrecht, 12.11.2015 1 / 20 Outline Past. Past

More information

WELL POSEDNESS OF PROBLEMS I

WELL POSEDNESS OF PROBLEMS I Finite Element Method 85 WELL POSEDNESS OF PROBLEMS I Consider the following generic problem Lu = f, where L : X Y, u X, f Y and X, Y are two Banach spaces We say that the above problem is well-posed (according

More information

v(x, 0) = g(x) where g(x) = f(x) U(x). The solution is where b n = 2 g(x) sin(nπx) dx. (c) As t, we have v(x, t) 0 and u(x, t) U(x).

v(x, 0) = g(x) where g(x) = f(x) U(x). The solution is where b n = 2 g(x) sin(nπx) dx. (c) As t, we have v(x, t) 0 and u(x, t) U(x). Problem set 4: Solutions Math 27B, Winter216 1. The following nonhomogeneous IBVP describes heat flow in a rod whose ends are held at temperatures u, u 1 : u t = u xx < x < 1, t > u(, t) = u, u(1, t) =

More information

Discretization of PDEs and Tools for the Parallel Solution of the Resulting Systems

Discretization of PDEs and Tools for the Parallel Solution of the Resulting Systems Discretization of PDEs and Tools for the Parallel Solution of the Resulting Systems Stan Tomov Innovative Computing Laboratory Computer Science Department The University of Tennessee Wednesday April 4,

More information

First, Second, and Third Order Finite-Volume Schemes for Diffusion

First, Second, and Third Order Finite-Volume Schemes for Diffusion First, Second, and Third Order Finite-Volume Schemes for Diffusion Hiro Nishikawa 51st AIAA Aerospace Sciences Meeting, January 10, 2013 Supported by ARO (PM: Dr. Frederick Ferguson), NASA, Software Cradle.

More information

A Nonlinear PDE in Mathematical Finance

A Nonlinear PDE in Mathematical Finance A Nonlinear PDE in Mathematical Finance Sergio Polidoro Dipartimento di Matematica, Università di Bologna, Piazza di Porta S. Donato 5, 40127 Bologna (Italy) polidoro@dm.unibo.it Summary. We study a non

More information

LECTURE 3: DISCRETE GRADIENT FLOWS

LECTURE 3: DISCRETE GRADIENT FLOWS LECTURE 3: DISCRETE GRADIENT FLOWS Department of Mathematics and Institute for Physical Science and Technology University of Maryland, USA Tutorial: Numerical Methods for FBPs Free Boundary Problems and

More information

PDEs in Image Processing, Tutorials

PDEs in Image Processing, Tutorials PDEs in Image Processing, Tutorials Markus Grasmair Vienna, Winter Term 2010 2011 Direct Methods Let X be a topological space and R: X R {+ } some functional. following definitions: The mapping R is lower

More information

Optimal Control of Epidemic Models of Rabies in Raccoons

Optimal Control of Epidemic Models of Rabies in Raccoons Optimal Control of Epidemic Models of Rabies in Raccoons Wandi Ding, Tim Clayton, Louis Gross, Keith Langston, Suzanne Lenhart, Scott Duke-Sylvester, Les Real Middle Tennessee State University Temple Temple

More information

Homogenization of micro-resonances and localization of waves.

Homogenization of micro-resonances and localization of waves. Homogenization of micro-resonances and localization of waves. Valery Smyshlyaev University College London, UK July 13, 2012 (joint work with Ilia Kamotski UCL, and Shane Cooper Bath/ Cardiff) Valery Smyshlyaev

More information

A RADIALLY SYMMETRIC ANTI-MAXIMUM PRINCIPLE AND APPLICATIONS TO FISHERY MANAGEMENT MODELS

A RADIALLY SYMMETRIC ANTI-MAXIMUM PRINCIPLE AND APPLICATIONS TO FISHERY MANAGEMENT MODELS Electronic Journal of Differential Equations, Vol. 24(24), No. 27, pp. 1 13. ISSN: 172-6691. URL: http://ejde.math.txstate.edu or http://ejde.math.unt.edu ftp ejde.math.txstate.edu (login: ftp) A RADIALLY

More information

Analysis III (BAUG) Assignment 3 Prof. Dr. Alessandro Sisto Due 13th October 2017

Analysis III (BAUG) Assignment 3 Prof. Dr. Alessandro Sisto Due 13th October 2017 Analysis III (BAUG Assignment 3 Prof. Dr. Alessandro Sisto Due 13th October 2017 Question 1 et a 0,..., a n be constants. Consider the function. Show that a 0 = 1 0 φ(xdx. φ(x = a 0 + Since the integral

More information

HJB equations. Seminar in Stochastic Modelling in Economics and Finance January 10, 2011

HJB equations. Seminar in Stochastic Modelling in Economics and Finance January 10, 2011 Department of Probability and Mathematical Statistics Faculty of Mathematics and Physics, Charles University in Prague petrasek@karlin.mff.cuni.cz Seminar in Stochastic Modelling in Economics and Finance

More information

THE WAVE EQUATION. d = 1: D Alembert s formula We begin with the initial value problem in 1 space dimension { u = utt u xx = 0, in (0, ) R, (2)

THE WAVE EQUATION. d = 1: D Alembert s formula We begin with the initial value problem in 1 space dimension { u = utt u xx = 0, in (0, ) R, (2) THE WAVE EQUATION () The free wave equation takes the form u := ( t x )u = 0, u : R t R d x R In the literature, the operator := t x is called the D Alembertian on R +d. Later we shall also consider the

More information

Aspects of Multigrid

Aspects of Multigrid Aspects of Multigrid Kees Oosterlee 1,2 1 Delft University of Technology, Delft. 2 CWI, Center for Mathematics and Computer Science, Amsterdam, SIAM Chapter Workshop Day, May 30th 2018 C.W.Oosterlee (CWI)

More information

Block-Structured Adaptive Mesh Refinement

Block-Structured Adaptive Mesh Refinement Block-Structured Adaptive Mesh Refinement Lecture 2 Incompressible Navier-Stokes Equations Fractional Step Scheme 1-D AMR for classical PDE s hyperbolic elliptic parabolic Accuracy considerations Bell

More information

A High Order Conservative Semi-Lagrangian Discontinuous Galerkin Method for Two-Dimensional Transport Simulations

A High Order Conservative Semi-Lagrangian Discontinuous Galerkin Method for Two-Dimensional Transport Simulations Motivation Numerical methods Numerical tests Conclusions A High Order Conservative Semi-Lagrangian Discontinuous Galerkin Method for Two-Dimensional Transport Simulations Xiaofeng Cai Department of Mathematics

More information

. p.1/31. Department Mathematics and Statistics Arizona State University. Don Jones

. p.1/31. Department Mathematics and Statistics Arizona State University. Don Jones Modified-Truncation Finite Difference Schemes. p.1/31 Department Mathematics and Statistics Arizona State University Don Jones dajones@math.asu.edu . p.2/31 Heat Equation t u = λu xx + f . p.2/31 Heat

More information

Math The Laplacian. 1 Green s Identities, Fundamental Solution

Math The Laplacian. 1 Green s Identities, Fundamental Solution Math. 209 The Laplacian Green s Identities, Fundamental Solution Let be a bounded open set in R n, n 2, with smooth boundary. The fact that the boundary is smooth means that at each point x the external

More information

Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche

Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche Scuola di Dottorato THE WAVE EQUATION Lucio Demeio Dipartimento di Ingegneria Industriale e delle Scienze Matematiche Lucio Demeio - DIISM wave equation 1 / 44 1 The Vibrating String Equation 2 Second

More information

Abstract Key Words: 1 Introduction

Abstract Key Words: 1 Introduction f(x) x Ω MOP Ω R n f(x) = ( (x),..., f q (x)) f i : R n R i =,..., q max i=,...,q f i (x) Ω n P F P F + R + n f 3 f 3 f 3 η =., η =.9 ( 3 ) ( ) ( ) f (x) x + x min = min x Ω (x) x [ 5,] (x 5) + (x 5)

More information

Numerical schemes for short wave long wave interaction equations

Numerical schemes for short wave long wave interaction equations Numerical schemes for short wave long wave interaction equations Paulo Amorim Mário Figueira CMAF - Université de Lisbonne LJLL - Séminaire Fluides Compréssibles, 29 novembre 21 Paulo Amorim (CMAF - U.

More information

Introduction to Partial Differential Equations

Introduction to Partial Differential Equations Introduction to Partial Differential Equations Philippe B. Laval KSU Current Semester Philippe B. Laval (KSU) 1D Heat Equation: Derivation Current Semester 1 / 19 Introduction The derivation of the heat

More information

MATH 425, HOMEWORK 3 SOLUTIONS

MATH 425, HOMEWORK 3 SOLUTIONS MATH 425, HOMEWORK 3 SOLUTIONS Exercise. (The differentiation property of the heat equation In this exercise, we will use the fact that the derivative of a solution to the heat equation again solves the

More information

Fundamental Solutions and Green s functions. Simulation Methods in Acoustics

Fundamental Solutions and Green s functions. Simulation Methods in Acoustics Fundamental Solutions and Green s functions Simulation Methods in Acoustics Definitions Fundamental solution The solution F (x, x 0 ) of the linear PDE L {F (x, x 0 )} = δ(x x 0 ) x R d Is called the fundamental

More information

6 Non-homogeneous Heat Problems

6 Non-homogeneous Heat Problems 6 Non-homogeneous Heat Problems Up to this point all the problems we have considered for the heat or wave equation we what we call homogeneous problems. This means that for an interval < x < l the problems

More information

Starvation driven diffusion as a survival strategy of biological organisms

Starvation driven diffusion as a survival strategy of biological organisms Starvation driven diffusion as a survival strategy of biological organisms Eunjoo Cho and Yong-Jung Kim 2 Institute of Molecular Biology and Genetics, Seoul National University, E-mail: ejcho@hotmail.com

More information

Generalized Forchheimer Equations for Porous Media. Part V.

Generalized Forchheimer Equations for Porous Media. Part V. Generalized Forchheimer Equations for Porous Media. Part V. Luan Hoang,, Akif Ibragimov, Thinh Kieu and Zeev Sobol Department of Mathematics and Statistics, Texas Tech niversity Mathematics Department,

More information