Computing upper and lower bounds on linear functional outputs from linear coercive partial differential equations

Uncertainty about the reliability of numerical approximations frequently undermines the utility of field simulations in the engineering design process: simulations are often not trusted because they lack reliable feedback on accuracy, or are more costly than needed because they are performed with greater fidelity than necessary in an attempt to bolster trust. In addition to devitalized confidence, numerical uncertainty often causes ambiguity about the source of any discrepancies when using simulation results in concert with experimental measurements. Can the discretization error account for the discrepancies, or is the underlying continuum model inadequate? This thesis presents a cost effective method for computing guaranteed upper and lower bounds on the values of linear functional outputs of the exact weak solutions to linear coercive partial differential equations with piecewise polynomial forcing posed on polygonal domains. The method results from exploiting the Lagrangian saddle point property engendered by recasting the output problem as a constrained minimization problem. Localization is achieved by Lagrangian relaxation and the bounds are computed by appeal to a local dual problem. The proposed method computes approximate Lagrange multipliers using traditional finite element discretizations to calculate a primal and an adjoint solution along with well known hybridization techniques to calculate interelement continuity multipliers. At the heart of the method lies a local dual problem by which we transform an infinite-dimensional minimization problem into a finite-dimensional feasibility problem.

Department dc:contributor.department

Massachusetts Institute of Technology. Dept. of Aeronautics and Astronautics.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2003

Author dc:creator

• Sauer-Budge, Alexander M. (Alexander Michael), 1972-

Advisor dc:contributor.advisor

• Jamie Peraire.

• Aeronautics and Astronautics.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/30014

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/30014