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We propose a generalization of the Structured Doubling Algorithm (SDA) to compute invariant subspaces
of structured matrix pencils
that arise in the context of solving linear quadratic optimal control problems.
The new algorithm is
designed to attain better accuracy when the classical Riccati equation approach for the solution of the optimal control problem is not well suited because
the stable and unstable invariant subspaces are not well separated (due to eigenvalues near or on the imaginary
axis) or in the case when the Riccati solution does not exist at all. We analyze the convergence
of the method and compare the new method with the classical SDA algorithm as well as some recent structured QR-methods.
This paper presents concepts and implementation of the finite element toolbox Kaskade 7, a flexible C++ code for solving elliptic and parabolic PDE systems. Issues such as problem formulation, assembly and adaptivity are discussed at the example of optimal control problems. Trajectory compression for parabolic optimization problems is considered as a case study.
Deflated and augmented Krylov subspace methods: Basic Facts and a Breakdown-free deflated MINRES
(2011)
In this paper we consider deflation and augmentation techniques for accelerating
the convergence of Krylov subspace methods for the solution of nonsingular linear
algebraic systems. The two techniques are conceptually different from
preconditioning. Deflation "removes" certain parts from the operator, while
augmentation adds a subspace to the Krylov subspace. Both approaches have been
used in a variety of methods and settings. For Krylov subspace methods that
satisfy a (Petrov-) Galerkin condition we show that augmentation can in general
be achieved implicitly by projecting the residuals appropriately and correcting
the approximate solutions in a final step. In this context, we analyze known
methods to deflate CG, GMRes and MinRes. Our analysis reveals that the recently
proposed RMinRes method can break down. We show how such breakdowns can be
avoided by choosing a special initial guess, and we derive a breakdown-free
deflated MinRes method. In numerical experiments we study the properties of
different variants of MinRes analyzed in this paper.
One of the most challenging problems in dynamic concurrent multiscale
simulations is the reflectionless transfer of physical quantities between the
different scales. In particular, when coupling molecular dynamics and finite
element discretizations in solid body mechanics, often spurious wave reflections
are introduced by the applied coupling technique. The reflected waves are
typically of high frequency and are arguably of little importance in the domain
where the finite element discretization drives the simulation.
In this work, we provide an analysis of this phenomenon.
Based on the gained
insight, we derive a new coupling approach, which neatly separates high and low
frequency waves. Whereas low frequency waves are permitted to
bridge the scales, high frequency waves can be removed by applying damping techniques without affecting the coupled share of the solution. As a consequence, our new method almost completely eliminates unphysical wave reflections and deals in a consistent way with waves of arbitrary frequencies. The separation of
wavelengths is achieved by employing a discrete $L^2$-projection, which acts as a
low pass filter. Our coupling constraints enforce matching in the range of this projection. With respect to the numerical realization this approach
has the advantage of a small number of constraints, which is computationally
efficient. Numerical results in one and two dimensions confirm our theoretical
findings and illustrate the performance of our new weak coupling approach.
We investigate optimal elliptic
regularity (within the scale of Sobolev spaces) of anisotropic
div--grad operators in three dimensions at a multi-material vertex on
the Neumann boundary part of a polyhedral spatial domain. The
gradient of a solution to the corresponding elliptic PDE (in a
neighbourhood of the vertex) is integrable to an index greater than
three.
We consider Large Deformation Diffeomorphic Metric Mapping of general $m$-currents. After stating an optimization algorithm in the function space of admissable morph generating velocity fields, two innovative aspects in this framework are presented and numerically investigated: First, we spatially discretize the velocity field with conforming adaptive finite elements and discuss advantages of this new approach. Second, we directly compute the temporal evolution of discrete $m$-current attributes.
We consider the mechanical coupling of a geometrically exact Cosserat rod to a linear elastic continuum. The coupling conditions are formulated in the nonlinear rod configuration space. We describe a Dirichlet--Neumann algorithm for the coupled system, and use it to simulate the static stresses in a human knee joint, where the Cosserat rods are models for the ligaments.
In optimal control problems with nonlinear time-dependent 3D PDEs, full 4D discretizations are usually prohibitive due to the storage requirement. For this reason gradient and Newton type methods working on the reduced functional are often employed. The computation of the reduced gradient requires one solve of the state equation forward in time, and one backward solve of the adjoint equation. The state enters into the adjoint equation, again requiring the storage of a full 4D data set. We propose a lossy compression algorithm using an inexact but cheap predictor for the state data, with additional entropy coding of prediction errors. As the data is used inside a discretized, iterative algorithm, lossy compression
maintaining a certain error bound turns out to be sufficient.
We introduce geodesic finite elements as a conforming way to discretize partial differential equations for functions $v : \Omega \to M$, where $\Omega$ is an open subset of $\R^d$ and $M$ is a Riemannian manifold. These geodesic finite elements naturally generalize standard first-order
finite elements for Euclidean spaces. They also generalize the geodesic finite elements proposed for $d=1$ by the author. Our formulation is equivariant under isometries of $M$, and hence preserves objectivity of continuous problem formulations. We concentrate on partial differential equations that can be formulated as minimization problems. Discretization leads to algebraic minimization problems on product manifolds $M^n$. These can be solved efficiently
using a Riemannian trust-region method. We propose a monotone multigrid method to solve the constrained inner problems with linear multigrid speed. As an example we numerically compute harmonic maps from a domain in $\R^3$
to $S^2$.
Logical modeling of biological regulatory networks gives rise to a representation of the system's dynamics as a so-called state transition graph. Analysis of such a graph in its entirety allows for a comprehensive understanding of the functionalities and behavior of the modeled system. However, the size of the vertex set of the graph is exponential in the number of the network components making analysis costly, motivating development of reduction methods. In this paper, we present results allowing for a complete description of an asynchronous state transition graph of a Thomas network solely based on the analysis of the subgraph induced by certain extremal states. Utilizing this notion, we compare the behavior of a simple multi-valued network and a corresponding Boolean network and analyze the conservation of dynamical properties between them. Understanding the relation between such coarser and finer models is a necessary step towards meaningful network reduction as well as model refinement methods.