Search results for "Mathematical optimization"
showing 10 items of 1300 documents
Numerically stable computation of step-sizes for descent methods. The nonconvex case
1977
The computation of step-sizes which guarantee convergence in unconstrained minimization by descent methods is considered. The use of a “control” or “range” function is highly attractive for this purpose because of its simplicity. Since the Armijo-Goldstein test may fail prematurely due to numerical instability near the minimizer, we consider a range function based on gradient values alone as has been done forg convex in [8]. Numerical algorithms are given for the computation of step-sizes whose behaviour under roundoff is shown to be benign in the sense of F. L. Bauer [5].
Numerical Study of Two Sparse AMG-methods
2003
A sparse algebraic multigrid method is studied as a cheap and accurate way to compute approximations of Schur complements of matrices arising from the discretization of some symmetric and positive definite partial differential operators. The construction of such a multigrid is discussed and numerical experiments are used to verify the properties of the method.
Multiresolution based on weighted averages of the hat function I: Linear reconstruction techniques
1998
In this paper we analyze a particular example of the general framework developed in [A. Harten, {\it SIAM J. Numer. Anal}., 33 (1996) pp. 1205--1256], the case in which the discretization operator is obtained by taking local averages with respect to the hat function. We consider a class of reconstruction procedures which are appropriate for this multiresolution setting and describe the associated prediction operators that allow us to climb up the ladder from coarse to finer levels of resolution. In Part I we use data-independent (linear) reconstruction techniques as our approximation tool. We show how to obtain multiresolution transforms in bounded domains and analyze their stability with r…
The Hu-Washizu variational principle for the identification of imperfections in beams
2008
This paper presents a procedure for the identification of imperfections of structural parameters based on displacement measurements by static tests. The proposed procedure is based on the well-known Hu–Washizu variational principle, suitably modified to account for the response measurements, which is able to provide closed-form solutions to some inverse problems for the identification of structural parameter imperfections in beams. Copyright © 2008 John Wiley & Sons, Ltd.
Well-balanced bicharacteristic-based scheme for multilayer shallow water flows including wet/dry fronts
2013
The aim of this paper is to present a new well-balanced finite volume scheme for two-dimensional multilayer shallow water flows including wet/dry fronts. The ideas, presented here for the two-layer model, can be generalized to a multilayer case in a straightforward way. The method developed here is constructed in the framework of the Finite Volume Evolution Galerkin (FVEG) schemes. The FVEG methods couple a finite volume formulation with evolution operators. The latter are constructed using the bicharacteristics of multidimensional hyperbolic systems. However, in the case of multilayer shallow water flows the required eigenstructure of the underlying equations is not readily available. Thus…
Discrete multiresolution based on hermite interpolation: computing derivatives
2004
Abstract Harten’s framework for multiresolution representation of data has been extended by Warming and Beam in [SIAM J. Sci. Comp. 22 (2000) 1269] to include Hermite interpolation. It needs the point-values of the derivative, which are usually unavailable, so they have to be approximated. In this work we show that the way in which the derivatives are approximated is crucial for the success of the method, and we present a new way to compute them that makes the scheme adequate for non-smooth data.
Comparison between adaptive and uniform discontinuous Galerkin simulations in dry 2D bubble experiments
2013
Accepted by the Journal of Computational Physics Adaptive mesh refinement generally aims to increase computational efficiency without compromising the accuracy of the numerical solution. However it is an open question in which regions the spatial resolution can actually be coarsened without affecting the accuracy of the result. This question is investigated for a specific example of dry atmospheric convection, namely the simulation of warm air bubbles. For this purpose a novel numerical model is developed that is tailored towards this specific application. The compressible Euler equations are solved with a Discontinuous Galerkin method. Time integration is done with an IMEXmethod and the dy…
Constructing adaptive generalized polynomial chaos method to measure the uncertainty in continuous models: A computational approach
2015
Due to errors in measurements and inherent variability in the quantities of interest, models based on random differential equations give more realistic results than their deterministic counterpart. The generalized polynomial chaos (gPC) is a powerful technique used to approximate the solution of these equations when the random inputs follow standard probability distributions. But in many cases these random inputs do not have a standard probability distribution. In this paper, we present a step-by-step constructive methodology to implement directly a useful version of adaptive gPC for arbitrary distributions, extending the applicability of the gPC. The paper mainly focuses on the computation…
A semi-Lagrangian AMR scheme for 2D transport problems in conservation form
2013
In this paper, we construct a semi-Lagrangian (SL) Adaptive-Mesh-Refinement (AMR) solver for 1D and 2D transport problems in conservation form. First, we describe the a-la-Harten AMR framework: the adaptation process selects a hierarchical set of grids with different resolutions depending on the features of the integrand function, using as criteria the point value prediction via interpolation from coarser meshes, and the appearance of large gradients. We integrate in time by reconstructing at the feet of the characteristics through the Point-Value Weighted Essentially Non-Oscillatory (PV-WENO) interpolator. We propose, then, an extension to the 2D setting by making the time integration dime…
A fast hierarchical dual boundary element method for three-dimensional elastodynamic crack problems
2010
In this work a fast solver for large-scale three-dimensional elastodynamic crack problems is presented, implemented, and tested. The dual boundary element method in the Laplace transform domain is used for the accurate dynamic analysis of cracked bodies. The fast solution procedure is based on the use of hierarchical matrices for the representation of the collocation matrix for each computed value of the Laplace parameter. An ACA (adaptive cross approximation) algorithm is used for the population of the low rank blocks and its performance at varying Laplace parameters is investigated. A preconditioned GMRES is used for the solution of the resulting algebraic system of equations. The precond…