Collocation

Abstract: Recently there has been a growing interest in designing efficient methods for the solution of ordinary/partial differential equations with random inputs. To this end, stochastic Galerkin methods appear to be superior to other nonsampling methods and, in many cases, to several sampling methods. However, when the governing equations take complicated forms, numerical implementations of stochastic Galerkin methods can become nontrivial and care is needed to design robust and efficient solvers for the resulting equations. On the other hand, the traditional sampling methods, e.g., Monte Carlo methods, are straightforward to implement, but they do not offer convergence as fast as stochastic Galerkin methods. In this paper, a high-order stochastic collocation approach is proposed. Similar to stochastic Galerkin methods, the collocation methods take advantage of an assumption of smoothness of the solution in random space to achieve fast convergence. However, the numerical implementation of stochastic collocation is trivial, as it requires only repetitive runs of an existing deterministic solver, similar to Monte Carlo methods. The computational cost of the collocation methods depends on the choice of the collocation points, and we present several feasible constructions. One particular choice, based on sparse grids, depends weakly on the dimensionality of the random space and is more suitable for highly accurate computations of practical applications with large dimensional random inputs. Numerical examples are presented to demonstrate the accuracy and efficiency of the stochastic collocation methods.

Abstract: Introductory ideas Lagrangian interpolates Hermitian interpolates polynomial splines and generalizations approximating functions of several variables fundamentals for variational methods the finite element method the method of collocation.

Abstract: An algorithm for the direct numerical solution of an optimal control problem is given. The method employs cubic polynomials to represent state variables, linearly interpolates control variables, and uses collocation to satisfy the differential equations. This representation transforms the optimal control problem to a mathematical programming problem which is solved by sequential quadratic programming. The method is easy to program for a very general trajectory optimization problem and is shown to be very efficient for several sample problems. Results are compared with solutions obtained with other methods.

Abstract: Interpreting and controlling bioelectromagnetic phenomena require realistic physiological models and accurate numerical solvers. A semi-realistic model often used in practise is the piecewise constant conductivity model, for which only the interfaces have to be meshed. This simplified model makes it possible to use Boundary Element Methods. Unfortunately, most Boundary Element solutions are confronted with accuracy issues when the conductivity ratio between neighboring tissues is high, as for instance the scalp/skull conductivity ratio in electro-encephalography. To overcome this difficulty, we proposed a new method called the symmetric BEM, which is implemented in the OpenMEEG software. The aim of this paper is to present OpenMEEG, both from the theoretical and the practical point of view, and to compare its performances with other competing software packages. We have run a benchmark study in the field of electro- and magneto-encephalography, in order to compare the accuracy of OpenMEEG with other freely distributed forward solvers. We considered spherical models, for which analytical solutions exist, and we designed randomized meshes to assess the variability of the accuracy. Two measures were used to characterize the accuracy. the Relative Difference Measure and the Magnitude ratio. The comparisons were run, either with a constant number of mesh nodes, or a constant number of unknowns across methods. Computing times were also compared. We observed more pronounced differences in accuracy in electroencephalography than in magnetoencephalography. The methods could be classified in three categories: the linear collocation methods, that run very fast but with low accuracy, the linear collocation methods with isolated skull approach for which the accuracy is improved, and OpenMEEG that clearly outperforms the others. As far as speed is concerned, OpenMEEG is on par with the other methods for a constant number of unknowns, and is hence faster for a prescribed accuracy level. This study clearly shows that OpenMEEG represents the state of the art for forward computations. Moreover, our software development strategies have made it handy to use and to integrate with other packages. The bioelectromagnetic research community should therefore be able to benefit from OpenMEEG with a limited development effort.