TY - GEN A1 - Deuflhard, Peter A1 - Nowak, Ulrich A1 - Weiser, Martin T1 - Affine Invariant Adaptive Newton Codes for Discretized PDEs N2 - The paper deals with three different Newton algorithms that have recently been worked out in the general frame of affine invariance. Of particular interest is their performance in the numerical solution of discretized boundary value problems (BVPs) for nonlinear partial differential equations (PDEs). Exact Newton methods, where the arising linear systems are solved by direct elimination, and inexact Newton methods, where an inner iteration is used instead, are synoptically presented, both in affine invariant convergence theory and in numerical experiments. The three types of algorithms are: (a) affine covariant (formerly just called affine invariant) Newton algorithms, oriented toward the iterative errors, (b) affine contravariant Newton algorithms, based on iterative residual norms, and (c) affine conjugate Newton algorithms for convex optimization problems and discrete nonlinear elliptic PDEs. T3 - ZIB-Report - 02-33 KW - Affine invariant Newton methods KW - global Newton methods KW - inexact Newton methods KW - adaptive trust region methods KW - nonlinear partial differential equa Y1 - 2002 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7005 ER - TY - GEN A1 - Weiser, Martin A1 - Deuflhard, Peter T1 - The Central Path towards the Numerical Solution of Optimal Control Problems N2 - A new approach to the numerical solution of optimal control problems including control and state constraints is presented. Like hybrid methods, the approach aims at combining the advantages of direct and indirect methods. Unlike hybrid methods, however, our method is directly based on interior-point concepts in function space --- realized via an adaptive multilevel scheme applied to the complementarity formulation and numerical continuation along the central path. Existence of the central path and its continuation towards the solution point is analyzed in some theoretical detail. An adaptive stepsize control with respect to the duality gap parameter is worked out in the framework of affine invariant inexact Newton methods. Finally, the performance of a first version of our new type of algorithm is documented by the successful treatment of the well-known intricate windshear problem. T3 - ZIB-Report - 01-12 KW - optimal control KW - interior point methods KW - affine invariance Y1 - 2001 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-6380 ER - TY - GEN A1 - Weiser, Martin A1 - Schiela, Anton A1 - Deuflhard, Peter T1 - Asymptotic Mesh Independence of Newton's Method Revisited N2 - The paper presents a new affine invariant theory on asymptotic mesh independence of Newton's method in nonlinear PDEs. Compared to earlier attempts, the new approach is both much simpler and more natural from the algorithmic point of view. The theory is exemplified at collocation methods for ODE boundary value problems and at finite element methods for elliptic PDE problems. T3 - ZIB-Report - 03-13 KW - mesh independence KW - nonlinear partial differential equations KW - Newton method KW - finite element method KW - collocation method Y1 - 2003 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7352 ER - TY - GEN A1 - Weiser, Martin A1 - Deuflhard, Peter A1 - Erdmann, Bodo T1 - Affine conjugate adaptive Newton methods for nonlinear elastomechanics N2 - The paper extends affine conjugate Newton methods from convex to nonconvex minimization, with particular emphasis on PDE problems originating from compressible hyperelasticity. Based on well-known schemes from finite dimensional nonlinear optimization, three different algorithmic variants are worked out in a function space setting, which permits an adaptive multilevel finite element implementation. These algorithms are tested on two well-known 3D test problems and a real-life example from surgical operation planning. T3 - ZIB-Report - 04-01 KW - affine conjugate Newton methods KW - nonconvex minimization KW - nonlinear elastomechnics KW - cranio-maxillofacial surgery KW - soft tissue simulation KW - multilev Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-7768 ER - TY - GEN A1 - Weiser, Martin A1 - Erdmann, Bodo A1 - Deuflhard, Peter T1 - On Efficiency and Accuracy in Cardioelectric Simulation N2 - Reasons for the failure of adaptive methods to deliver improved efficiency when integrating monodomain models for myocardiac excitation are discussed. Two closely related techniques for reducing the computational complexity of linearly implicit integrators, deliberate sparsing and splitting, are investigated with respect to their impact on computing time and accuracy. T3 - ZIB-Report - 08-41 KW - elektrische Herzanregung KW - Diskretisierungsfehler KW - splitting KW - mass lumping KW - cardioelectric excitation KW - discretization error KW - splitting KW - mass lumping Y1 - 2008 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-10934 SN - 1438-0064 ER - TY - GEN A1 - Deuflhard, Peter A1 - Weiser, Martin T1 - Local Inexact Newton Multilevel FEM for Nonlinear Elliptic Problems N2 - The finite element setting for nonlinear elliptic PDEs directly leads to the minimization of convex functionals. Uniform ellipticity of the underlying PDE shows up as strict convexity of the arising nonlinear functional. The paper analyzes computational variants of Newton's method for convex optimization in an affine conjugate setting, which reflects the appropriate affine transformation behavior for this class of problems. First, an affine conjugate Newton--Mysovskikh type theorem on the local quadratic convergence of the exact Newton method in Hilbert spaces is given. It can be easily extended to inexact Newton methods, where the inner iteration is only approximately solved. For fixed finite dimension, a special implementation of a Newton--PCG algorithm is worked out. In this case, the suggested monitor for the inner iteration guarantees quadratic convergence of the outer iteration. In infinite dimensional problems, the PCG method may be just formally replaced by any Galerkin method such as FEM for linear elliptic problems. Instead of the algebraic inner iteration errors we now have to control the FE discretization errors, which is a standard task performed within any adaptive multilevel method. A careful study of the information gain per computational effort leads to the result that the quadratic convergence mode of the Newton--Galerkin algorithm is the best mode for the fixed dimensional case, whereas for an adaptive variable dimensional code a special linear convergence mode of the algorithm is definitely preferable. The theoretical results are then illustrated by numerical experiments with a {\sf NEWTON--KASKADE} algorithm. T3 - ZIB-Report - SC-96-29 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2401 ER - TY - GEN A1 - Deuflhard, Peter A1 - Weiser, Martin A1 - Seebass, Martin T1 - A New Nonlinear Elliptic Multilevel FEM Applied to Regional Hyperthermia N2 - In the clinical cancer therapy of regional hyperthermia nonlinear perfusion effects inside and outside the tumor seem to play a not negligible role. A stationary model of such effects leads to a nonlinear Helmholtz term within an elliptic boundary value problem. The present paper reports about the application of a recently designed adaptive multilevel FEM to this problem. For several 3D virtual patients, nonlinear versus linear model is studied. Moreover, the numerical efficiency of the new algorithm is compared with a former application of an adaptive FEM to the corresponding instationary model PDE. T3 - ZIB-Report - SC-98-35 KW - hyperthermia KW - nonlinear elliptic KW - multilevel FEM Y1 - 1998 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-3785 ER - TY - GEN A1 - Deuflhard, Peter A1 - Weiser, Martin T1 - Global Inexact Multilevel FEM for Nonlinear Elliptic Problems N2 - The paper deals with the multilevel solution of {\em elliptic} partial differential equations (PDEs) in a {\em finite element} setting: {\em uniform ellipticity} of the PDE then goes with {\em strict monotonicity} of the derivative of a nonlinear convex functional. A {\em Newton multigrid method} is advocated, wherein {\em linear residuals} are evaluated within the multigrid method for the computation of the Newton corrections. The globalization is performed by some {\em damping} of the ordinary Newton corrections. The convergence results and the algorithm may be regarded as an extension of those for local Newton methods presented recently by the authors. An {\em affine conjugate} global convergence theory is given, which covers both the {\em exact} Newton method (neglecting the occurrence of approximation errors) and {\em inexact} Newton--Galerkin methods addressing the crucial issue of accuracy matching between discretization and iteration errors. The obtained theoretical results are directly applied for the construction of adaptive algorithms. Finally, illustrative numerical experiments with a~{\sf NEWTON--KASKADE} code are documented. T3 - ZIB-Report - SC-96-33 Y1 - 1996 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-2430 ER - TY - GEN A1 - Deuflhard, Peter A1 - Schiela, Anton A1 - Weiser, Martin T1 - Mathematical Cancer Therapy Planning in Deep Regional Hyperthermia N2 - This paper surveys the required mathematics for a typical challenging problem from computational medicine, the cancer therapy planning in deep regional hyperthermia. In the course of many years of close cooperation with clinics, the medical problem gave rise to quite a number of subtle mathematical problems, part of which had been unsolved when the common project started. Efficiency of numerical algorithms, i.e. computational speed and monitored reliability, play a decisive role for the medical treatment. Off-the-shelf software had turned out to be not sufficient to meet the requirements of medicine. Rather, new mathematical theory as well as new numerical algorithms had to be developed. In order to make our algorithms useful in the clinical environment, new visualization software, a virtual lab, including 3D geometry processing of individual virtual patients had to be designed and implemented. Moreover, before the problems could be attacked by numerical algorithms, careful mathematical modelling had to be done. Finally, parameter identification and constrained optimization for the PDEs had to be newly analyzed and realized over the individual patient's geometry. Our new techniques had an impact on the specificity of the individual patients' treatment and on the construction of an improved hyperthermia applicator. T3 - ZIB-Report - 11-39 KW - hyperthermia therapy planning KW - mathematical modelling KW - Maxwell equations KW - state constraints KW - parameter identification Y1 - 2011 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-14204 SN - 1438-0064 ER - TY - JOUR A1 - Weiser, Martin A1 - Deuflhard, Peter T1 - Inexact central path following algorithms for optimal control problems JF - SIAM J. Control Opt. Y1 - 2007 VL - 46 IS - 3 SP - 792 EP - 815 ER -