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February  2016, 9(1): 109-123. doi: 10.3934/dcdss.2016.9.109

A dynamic domain decomposition for the eikonal-diffusion equation

Simone Cacace 1, and  Maurizio Falcone 1,

1. 

Dipartimento di Matematica, Sapienza Università di Roma, Piazzale Aldo Moro 5, 00185 Roma, Italy, Italy

Received  September 2014 Revised  February 2015 Published  December 2015

We propose a parallel algorithm for the numerical solution of the eikonal-diffusion equation, by means of a dynamic domain decomposition technique. The new method is an extension of the patchy domain decomposition method presented in [5] for first order Hamilton-Jacobi-Bellman equations. Using the connection with stochastic optimal control theory, the semi-Lagrangian scheme underlying the original method is modified in order to deal with (possibly degenerate) diffusion. We show that under suitable relations between the discretization parameters and the diffusion coefficient, the parallel computation on the proposed dynamic decomposition can be faster than that on a static decomposition. Some numerical tests in dimension two are presented, in order to show the features of the proposed method.
Keywords: Hamilton-Jacobi equations, eikonal-diffusion equation, semi-Lagrangian schemes, Domain decomposition, stochastic optimal control..
Mathematics Subject Classification: Primary: 65N99, 65N55; Secondary: 49L2.
Citation: Simone Cacace, Maurizio Falcone. A dynamic domain decomposition for the eikonal-diffusion equation. Discrete & Continuous Dynamical Systems - S, 2016, 9 (1) : 109-123. doi: 10.3934/dcdss.2016.9.109
References:
[1]

M. Bardi and I. Capuzzo Dolcetta, Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations, Birkhäuser, 1997. doi: 10.1007/978-0-8176-4755-1.  Google Scholar

[2]

M. Bardi and M. Falcone, An approximation scheme for the minimum time function, SIAM Journal of Control and Optimization, 28 (1990), 950-965. doi: 10.1137/0328053.  Google Scholar

[3]

M. Bardi and M. Falcone, Discrete approximation of the minimal time function for systems with regular optimal trajectories, in Analysis and Optimization of Systems (eds. A. Bensoussan, J.-L. Lions), Lecture Notes in Control and Information Sciences, 144, Springer-Verlag, 1990, 103-112. doi: 10.1007/BFb0120033.  Google Scholar

[4]

S. Cacace, E. Cristiani and M. Falcone, Two semi-lagrangian fast methods for Hamilton-Jacobi-Bellman equations, in System Modeling and Optimization (eds. C. Pötzsche, et al.), 443, Springer, 2014, 74-84. doi: 10.1007/978-3-662-45504-3_7.  Google Scholar

[5]

S. Cacace, E. Cristiani, M. Falcone and A. Picarelli, A patchy dynamic programming scheme for a class of Hamilton-Jacobi-Bellman equations, SIAM Journal on Scientific Computing, 34 (2012), 2625-2649. doi: 10.1137/110841576.  Google Scholar

[6]

S. Cacace and M. Falcone, A dynamic domain decomposition for a class of second order semi-linear equations,, in preparation, ().   Google Scholar

[7]

F. Camilli and M. Falcone, An approximation scheme for the optimal control of diffusion processes, Mathematical Modelling and Numerical Analysis, 29 (1995), 97-122.  Google Scholar

[8]

F. Camilli, M. Falcone, P. Lanucara and A. Seghini, A domain decomposition method for Bellman equations, in Domain Decomposition methods in Scientific and Engineering Computing (eds. D. E. Keyes and J. Xu), Contemporary Mathematics, 180, AMS, 1994, 477-483. doi: 10.1090/conm/180/02008.  Google Scholar

[9]

M. Falcone and R. Ferretti, Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations, SIAM, 2014.  Google Scholar

[10]

M. Falcone, P. Lanucara and A. Seghini, A splitting algorithm for Hamilton-Jacobi-Bellman equations, Applied Numerical Mathematics, 15 (1994), 207-218. doi: 10.1016/0168-9274(94)00017-4.  Google Scholar

[11]

A. Quarteroni and A. Valli, Numerical Approximation of Partial Differential Equations, Oxford University Press, 1999.  Google Scholar

[12]

A. Quarteroni and A. Valli, Domain Decomposition Methods for Partial Differential Equations, Springer, 2008. Google Scholar

[13]

J. A. Sethian, A fast marching level set method for monotonically advancing fronts, Proc. Natl. Acad. Sci. USA, 93 (1996), 1591-1595. doi: 10.1073/pnas.93.4.1591.  Google Scholar

[14]

J. A. Sethian, Level Set Methods and Fast Marching Methods, Cambridge University Press, 1999.  Google Scholar

[15]

J. A. Sethian and A. Vladimirsky, Ordered upwind methods for static Hamilton-Jacobi equations: Theory and algorithms, SIAM J. Numer. Anal., 41 (2003), 325-363. doi: 10.1137/S0036142901392742.  Google Scholar

[16]

Y. Tsai, L. Cheng, S. Osher and H. Zhao, Fast sweeping algorithms for a class of Hamilton-Jacobi equations, SIAM J. Numer. Anal., 41 (2003), 673-694. doi: 10.1137/S0036142901396533.  Google Scholar

[17]

J. N. Tsitsiklis, Efficient algorithms for globally optimal trajectories, IEEE Trans. Autom. Control, 40 (1995), 1528-1538. doi: 10.1109/9.412624.  Google Scholar

[18]

H. Zhao, A fast sweeping method for Eikonal equations, Math. Comp., 74 (2005), 603-627. doi: 10.1090/S0025-5718-04-01678-3.  Google Scholar

show all references

References:
[1]

M. Bardi and I. Capuzzo Dolcetta, Optimal Control and Viscosity Solutions of Hamilton-Jacobi-Bellman Equations, Birkhäuser, 1997. doi: 10.1007/978-0-8176-4755-1.  Google Scholar

[2]

M. Bardi and M. Falcone, An approximation scheme for the minimum time function, SIAM Journal of Control and Optimization, 28 (1990), 950-965. doi: 10.1137/0328053.  Google Scholar

[3]

M. Bardi and M. Falcone, Discrete approximation of the minimal time function for systems with regular optimal trajectories, in Analysis and Optimization of Systems (eds. A. Bensoussan, J.-L. Lions), Lecture Notes in Control and Information Sciences, 144, Springer-Verlag, 1990, 103-112. doi: 10.1007/BFb0120033.  Google Scholar

[4]

S. Cacace, E. Cristiani and M. Falcone, Two semi-lagrangian fast methods for Hamilton-Jacobi-Bellman equations, in System Modeling and Optimization (eds. C. Pötzsche, et al.), 443, Springer, 2014, 74-84. doi: 10.1007/978-3-662-45504-3_7.  Google Scholar

[5]

S. Cacace, E. Cristiani, M. Falcone and A. Picarelli, A patchy dynamic programming scheme for a class of Hamilton-Jacobi-Bellman equations, SIAM Journal on Scientific Computing, 34 (2012), 2625-2649. doi: 10.1137/110841576.  Google Scholar

[6]

S. Cacace and M. Falcone, A dynamic domain decomposition for a class of second order semi-linear equations,, in preparation, ().   Google Scholar

[7]

F. Camilli and M. Falcone, An approximation scheme for the optimal control of diffusion processes, Mathematical Modelling and Numerical Analysis, 29 (1995), 97-122.  Google Scholar

[8]

F. Camilli, M. Falcone, P. Lanucara and A. Seghini, A domain decomposition method for Bellman equations, in Domain Decomposition methods in Scientific and Engineering Computing (eds. D. E. Keyes and J. Xu), Contemporary Mathematics, 180, AMS, 1994, 477-483. doi: 10.1090/conm/180/02008.  Google Scholar

[9]

M. Falcone and R. Ferretti, Semi-Lagrangian Approximation Schemes for Linear and Hamilton-Jacobi Equations, SIAM, 2014.  Google Scholar

[10]

M. Falcone, P. Lanucara and A. Seghini, A splitting algorithm for Hamilton-Jacobi-Bellman equations, Applied Numerical Mathematics, 15 (1994), 207-218. doi: 10.1016/0168-9274(94)00017-4.  Google Scholar

[11]

A. Quarteroni and A. Valli, Numerical Approximation of Partial Differential Equations, Oxford University Press, 1999.  Google Scholar

[12]

A. Quarteroni and A. Valli, Domain Decomposition Methods for Partial Differential Equations, Springer, 2008. Google Scholar

[13]

J. A. Sethian, A fast marching level set method for monotonically advancing fronts, Proc. Natl. Acad. Sci. USA, 93 (1996), 1591-1595. doi: 10.1073/pnas.93.4.1591.  Google Scholar

[14]

J. A. Sethian, Level Set Methods and Fast Marching Methods, Cambridge University Press, 1999.  Google Scholar

[15]

J. A. Sethian and A. Vladimirsky, Ordered upwind methods for static Hamilton-Jacobi equations: Theory and algorithms, SIAM J. Numer. Anal., 41 (2003), 325-363. doi: 10.1137/S0036142901392742.  Google Scholar

[16]

Y. Tsai, L. Cheng, S. Osher and H. Zhao, Fast sweeping algorithms for a class of Hamilton-Jacobi equations, SIAM J. Numer. Anal., 41 (2003), 673-694. doi: 10.1137/S0036142901396533.  Google Scholar

[17]

J. N. Tsitsiklis, Efficient algorithms for globally optimal trajectories, IEEE Trans. Autom. Control, 40 (1995), 1528-1538. doi: 10.1109/9.412624.  Google Scholar

[18]

H. Zhao, A fast sweeping method for Eikonal equations, Math. Comp., 74 (2005), 603-627. doi: 10.1090/S0025-5718-04-01678-3.  Google Scholar

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