Search results for "optimization"

showing 10 items of 2824 documents

Reconstructions that combine interpolation with least squares fitting

2015

We develop a reconstruction that combines interpolation and least squares fitting for point values in the context of multiresolution a la Harten. We study the smoothness properties of the reconstruction as well as its approximation order. We analyze how different adaptive techniques (ENO, SR and WENO) can be used within this reconstruction. We present some numerical examples where we compare the results obtained with the classical interpolation and the interpolation combined with least-squares approximation. We develop a reconstruction that combines interpolation and least squares fitting.We study the smoothness properties of the reconstruction and its approximation order.We present some nu…

Numerical AnalysisMathematical optimizationApplied MathematicsTrilinear interpolationBilinear interpolationStairstep interpolationLinear interpolationMultivariate interpolationComputational MathematicsNearest-neighbor interpolationApplied mathematicsSpline interpolationMathematicsInterpolationApplied Numerical Mathematics
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A fast dual boundary element method for 3D anisotropic crack problems

2009

In the present paper a fast solver for dual boundary element analysis of 3D anisotropic crack problems is formulated, implemented and tested. The fast solver is based on the use of hierarchical matrices for the representation of the collocation matrix. The admissible low rank blocks are computed by adaptive cross approximation (ACA). The performance of ACA against the accuracy of the adopted computational scheme for the evaluation of the anisotropic kernels is investigated, focusing on the balance between the kernel representation accuracy and the accuracy required for ACA. The system solution is computed by a preconditioned GMRES and the preconditioner is built exploiting the hierarchical …

Numerical AnalysisMathematical optimizationCollocationRank (linear algebra)PreconditionerApplied MathematicsGeneral EngineeringDegrees of freedom (statistics)SolverGeneralized minimal residual methodMatrix (mathematics)Applied mathematicsBoundary element methodMathematicsInternational Journal for Numerical Methods in Engineering
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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 AnalysisMathematical optimizationComputationRegular polygonFunction (mathematics)Computer Science ApplicationsTheoretical Computer ScienceComputational MathematicsRange (mathematics)Computational Theory and MathematicsConvergence (routing)MinificationSoftwareNumerical stabilityDescent (mathematics)MathematicsComputing
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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.

Numerical AnalysisMathematical optimizationDiscretizationApplied MathematicsNumerical analysisMathematicsofComputing_NUMERICALANALYSISPositive-definite matrixFinite element methodComputational MathematicsMultigrid methodModeling and SimulationComputingMethodologies_SYMBOLICANDALGEBRAICMANIPULATIONSchur complementApplied mathematicsPartial derivativeAnalysisMathematicsSparse matrixESAIM: Mathematical Modelling and Numerical Analysis
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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…

Numerical AnalysisMathematical optimizationDiscretizationApplied Mathematicscomputer.software_genreComputational MathematicsMultiscale decompositionOperator (computer programming)Bounded functionApplied mathematicsClimbComputer Aided DesignDecomposition method (constraint satisfaction)Linear reconstructioncomputerMathematics
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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.

Numerical AnalysisMathematical optimizationEstimation theoryApplied MathematicsGeneral EngineeringSystem identificationInverse problemDisplacement (vector)static testsconcentrated damageIdentification (information)Exact solutions in general relativityVariational principleApplied mathematicsimperfectionsCalculus of variationsSettore ICAR/08 - Scienza Delle CostruzioniHu-Washizu variational principlestructural parameter identificationMathematicsInternational Journal for Numerical Methods in Engineering
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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…

Numerical AnalysisMathematical optimizationFinite volume methodPhysics and Astronomy (miscellaneous)Applied MathematicsReliability (computer networking)Hyperbolic systemsComputer Science ApplicationsComputational MathematicsWaves and shallow waterModeling and SimulationScheme (mathematics)Applied mathematicsGalerkin methodMathematicsJournal of Computational Physics
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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.

Numerical AnalysisMathematical optimizationHermite splineApplied MathematicsMonotone cubic interpolationBirkhoff interpolationMultivariate interpolationCubic Hermite splineNearest-neighbor interpolationHermite interpolationModeling and SimulationApplied mathematicsMathematicsInterpolationCommunications in Nonlinear Science and Numerical Simulation
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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…

Numerical AnalysisMathematical optimizationPhysics and Astronomy (miscellaneous)Mathematical modelAdaptive mesh refinementApplied MathematicsNumerical analysisAdaptive Mesh RefinementCompressible flowComputer Science ApplicationsEuler equationsDry Warm Air BubbleComputational Mathematicssymbols.namesakeMeteorologyIMEXDiscontinuous Galerkin methodModeling and SimulationDiscontinuous GalerkinsymbolsApplied mathematicsGalerkin methodNavier–Stokes equationsMathematicsJournal of Computational Physics
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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…

Numerical AnalysisMathematical optimizationPolynomial chaosGeneral Computer ScienceDifferential equationApplied MathematicsComputingConstructiveMeasure (mathematics)Theoretical Computer ScienceCHAOS (operating system)Generalized polynomialRandom differential equationsModeling and SimulationConvergence (routing)Applied mathematicsProbability distributionMATEMATICA APLICADAAdaptive polynomial chaosMathematics
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