Refine
Year of publication
Language
- English (97)
Keywords
- optimal control (11)
- differential-algebraic equation (4)
- finite elements (4)
- metastability (4)
- trajectory storage (4)
- Lyapunov exponent (3)
- Sacker-Sell spectrum (3)
- exponential dichotomy (3)
- geodesic finite elements (3)
- rare events (3)
Automatic, or algorithmic, differentiation addresses the need for the accurate
and efficient calculation of derivative values in scientific computing. To this
end procedural programs for the evaluation of problem-specific functions are
transformed into programs that also compute the required derivative values
at the same numerical arguments in floating point arithmetic. Disregarding
many important implementation issues, we examine in this article complexity
bounds and other more mathematical aspects of the program transformation
task sketched above.
Quasi-Newton methods based on least change secant updating
formulas that solve linear equations $Ax=b$ in $n=\dim(x)=\dim(b)$ steps
can be expected to solve corresponding smooth nonlinear
systems $n$-step quadratically, i.e. with an $r$-order
of $\rho = 2^{1/n} = 1 + 1/n +O(1/n^2)$. The best rate one can
possibly expect on general problems is given by the positive root
$\rho_n$ of $\rho^n(\rho -1)=1$, for which
$\rho_n-1 = \ln(n)/n + O(1/n^2)$. To show that this upper bound is
actually achieved one usually has to impose a priori some kind of
linear independence condition on the sequence of steps taken by the
quasi-Newton iteration in question. Without any such assumptions we
establish in this paper the convergence order $\rho_n$ for the
two-sided rank one formula proposed by Schlenkrich et al in \cite{SGW06}.
It requires the evaluation of adjoint vectors, is invariant with respect
to linear transformations on the variable domain and combines the
properties of bounded deterioration and heredity.
We present a new extension of the well-known
Perron-Frobenius theorem to regular matrix pairs $(E,A)$.
The new extension is based on projector chains and is motivated from
the solution of positive differential-algebraic systems or descriptor
systems. We present several examples where the new condition holds, whereas conditions
in previous literature are not satisfied.
We present globally convergent multigrid methods for the nonsymmetric
obstacle problems as arising from the discretization of Black–Scholes models of
American options with local volatilities and discrete data. No tuning or regularization
parameters occur. Our approach relies on symmetrization by transformation
and data recovery by superconvergence.
We present a domain decomposition approach for the computation of the
electromagnetic field within periodic structures. We use a
Schwarz method with transparent boundary conditions at the interfaces of
the domains. Transparent boundary conditions are approximated by the
perfectly matched layer method (PML). To cope with Wood anomalies
appearing in periodic structures an adaptive strategy to determine
optimal PML parameters is developed. \\ We focus on the application to
typical EUV lithography line masks. Light propagation within the
multi-layer stack of the EUV mask is treated analytically. This results
in a drastic reduction of the computational costs and allows for the
simulation of next generation lithography masks
on a standard personal computer.
We present a new solver for large-scale two-body contact problems in nonlinear elasticity. It is based on an SQP-trust-region approach.
This guarantees global convergence to a first-order critical point of
the energy functional. The linearized contact conditions are
discretized using mortar elements. A
special basis transformation known from linear contact problems
allows to use a monotone multigrid solver for the inner quadratic programs.
They can thus be solved with multigrid complexity. Our algorithm
does not contain any regularization or penalization parameters,
and can be used for all hyperelastic material models.
The purpose of the paper is to apply monotone multigrid methods
to static and dynamic biomechanical contact problems.
In space, a finite element method involving a mortar
discretization of the contact conditions is used.
In time, a new contact--stabilized Newmark scheme is presented.
Numerical experiments for a two body Hertzian contact problem
and a biomechanical knee problem are reported.
For the solution of nonlinear equation systems
quasi-Newton methods based on low-rank updates are of particular interest. We analyze a class
of TR1 update formulas to approximate the system Jacobian. The local q-superlinear convergence for nonlinear problems is proved for a particular subclass of updates. Moreover, we give an estimate of the r-order of convergence. Numerical results comparing the TR1 method to Newton's and other quasi-Newton methods atr presented.