In this paper, a hybird approximation scheme for an optimal control problem governed by an elliptic equation with random field in its coefficients is considered. The random coefficients are smooth in the physical space and depend on a large number of random variables in the probability space. The necessary and sufficient optimality conditions for the optimal control problem are obtained. The scheme is established to approximate the optimality system through the discretization by using finite volume element method for the spatial space and a sparse grid stochastic collocation method based on the Smolyak approximation for the probability space, respectively. This scheme naturally leads to the discrete solutions of an uncoupled deterministic problem. The existence and uniqueness of the discrete solutions are proved. A priori error estimates are derived for the state, the co-state and the control variables. Numerical examples are presented to illustrate our theoretical results.
Transient behavior of three-dimensional semiconductor device with heat conduc- tion is described by a coupled mathematical system of four quasi-linear partial differential equations with initial-boundary value conditions. The electric potential is defined by an ellip- tic equation and it appears in the following three equations via the electric field intensity. The electron concentration and the hole concentration are determined by convection-dominated diffusion equations and the temperature is interpreted by a heat conduction equation. A mixed finite volume element approximation, keeping physical conservation law, is used to get numerical values of the electric potential and the accuracy is improved one order. Two con- centrations and the heat conduction are computed by a fractional step method combined with second-order upwind differences. This method can overcome numerical oscillation, dispersion and decreases computational complexity. Then a three-dimensional problem is solved by computing three successive one-dimensional problems where the method of speedup is used and the computational work is greatly shortened. An optimal second-order error estimate in L2 norm is derived by using prior estimate theory and other special techniques of partial differential equations. This type of mass-conservative parallel method is important and is most valuable in numerical analysis and application of semiconductor device.
For the section coupled system of multilayer dynamics of fluids in porous media, a parallel scheme modified by the characteristic finite difference fractional steps is proposed for a complete point set consisting of coarse and fine partitions. Some tech- niques, such as calculus of variations, energy method, twofold-quadratic interpolation of product type, multiplicative commutation law of difference operators, decomposition of high order difference operators, and prior estimates, are used in theoretical analysis. Optimal order estimates in 12 norm are derived to show accuracy of the second order approximation solutions. These methods have been used to simulate the problems of migration-accumulation of oil resources.
The physical model is described by a seepage coupled system for simulating numerically three-dimensional chemical oil recovery, whose mathematical description includes three equations to interpret main concepts. The pressure equation is a nonlinear parabolic equation, the concentration is defined by a convection-diffusion equation and the saturations of different components are stated by nonlinear convection-diffusion equations. The transport pressure appears in the concentration equation and saturation equations in the form of Darcy velocity, and controls their processes. The flow equation is solved by the conservative mixed volume element and the accuracy is improved one order for approximating Darcy velocity. The method of characteristic mixed volume element is applied to solve the concentration, where the diffusion is discretized by a mixed volume element method and the convection is treated by the method of characteristics. The characteristics can confirm strong computational stability at sharp fronts and it can avoid numerical dispersion and nonphysical oscillation. The scheme can adopt a large step while its numerical results have small time-truncation error and high order of accuracy. The mixed volume element method has the law of conservation on every element for the diffusion and it can obtain numerical solutions of the concentration and adjoint vectors. It is most important in numerical simulation to ensure the physical conservative nature. The saturation different components are obtained by the method of characteristic fractional step difference. The computational work is shortened greatly by decomposing a three-dimensional problem into three successive one-dimensional problems and it is completed easily by using the algorithm of speedup. Using the theory and technique of a priori estimates of differential equations, we derive an optimal second order estimates in 12 norm. Numerical examples are given to show the effectiveness and practicability and the method is testified as a powerful tool to solve t
A fractional step scheme with modified characteristic finite differences run- ning in a parallel arithmetic is presented to simulate a nonlinear percolation system of multilayer dynamics of fluids in a porous medium with moving boundary values. With the help of theoretical techniques including the change of regions, piecewise threefold quadratic interpolation, calculus of variations, multiplicative commutation rule of differ- ence operators, multiplicative commutation rule of difference operators, decomposition of high order difference operators, induction hypothesis, and prior estimates, an optimal order in 12 norm is displayed to complete the convergence analysis of the numerical algo- rithm. Some numerical results arising in the actual simulation of migration-accumulation of oil resources by this method are listed in the last section.
The mathematical system is formulated by four partial differential equations combined with initial- boundary value conditions to describe transient behavior of three-dimensional semiconductor device with heat conduction. The first equation of an elliptic type is defined with respect to the electric potential, the successive two equations of convection dominated diffusion type are given to define the electron concentration and the hole concentration, and the fourth equation of heat conductor is for the temperature. The electric potential appears in the equations of electron concentration, hole concentration and the temperature in the formation of the intensity. A mass conservative numerical approximation of the electric potential is presented by using the mixed finite volume element, and the accuracy of computation of the electric intensity is improved one order. The method of characteristic fractional step difference is applied to discretize the other three equations, where the hyperbolic terms are approximated by a difference quotient in the characteristics and the diffusion terms are discretized by the method of fractional step difference. The computation of three-dimensional problem works efficiently by dividing it into three one-dimensional subproblems and every subproblem is solved by the method of speedup in parallel. Using a pair of different grids （coarse partition and refined partition）, piecewise threefold quadratic interpolation, variation theory, multiplicative commutation rule of differential operators, mathematical induction and priori estimates theory and special technique of differential equations, we derive an optimal second order estimate in L2-norm. This numerical method is valuable in the simulation of semiconductor device theoretically and actually, and gives a powerful tool to solve the international problem presented by J. Douglas, Jr.
