TY - GEN A1 - Sagnol, Guillaume A1 - Hege, Hans-Christian A1 - Weiser, Martin T1 - Using sparse kernels to design computer experiments with tunable precision N2 - Statistical methods to design computer experiments usually rely on a Gaussian process (GP) surrogate model, and typically aim at selecting design points (combinations of algorithmic and model parameters) that minimize the average prediction variance, or maximize the prediction accuracy for the hyperparameters of the GP surrogate. In many applications, experiments have a tunable precision, in the sense that one software parameter controls the tradeoff between accuracy and computing time (e.g., mesh size in FEM simulations or number of Monte-Carlo samples). We formulate the problem of allocating a budget of computing time over a finite set of candidate points for the goals mentioned above. This is a continuous optimization problem, which is moreover convex whenever the tradeoff function accuracy vs. computing time is concave. On the other hand, using non-concave weight functions can help to identify sparse designs. In addition, using sparse kernel approximations drastically reduce the cost per iteration of the multiplicative weights updates that can be used to solve this problem. T3 - ZIB-Report - 16-33 KW - Optimal design of computer experiments KW - Sparse kernels KW - Gaussian Process Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-59605 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin A1 - Erdmann, Bodo A1 - Schenkl, Sebastian A1 - Muggenthaler, Holger A1 - Hubig, Michael A1 - Mall, Gita A1 - Zachow, Stefan T1 - Uncertainty in Temperature-Based Determination of Time of Death N2 - Temperature-based estimation of time of death (ToD) can be per- formed either with the help of simple phenomenological models of corpse cooling or with detailed mechanistic (thermodynamic) heat transfer mod- els. The latter are much more complex, but allow a higher accuracy of ToD estimation as in principle all relevant cooling mechanisms can be taken into account. The potentially higher accuracy depends on the accuracy of tissue and environmental parameters as well as on the geometric resolution. We in- vestigate the impact of parameter variations and geometry representation on the estimated ToD based on a highly detailed 3D corpse model, that has been segmented and geometrically reconstructed from a computed to- mography (CT) data set, differentiating various organs and tissue types. From that we identify the most crucial parameters to measure or estimate, and obtain a local uncertainty quantifcation for the ToD. T3 - ZIB-Report - 17-18 KW - forensic medicine KW - determination of time of death KW - heat transfer equation KW - sensitivity i.r.t. thermal parameters KW - sensitivity i.r.t. geometric resolution Y1 - 2017 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-63818 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin A1 - Ghosh, Sunayana T1 - Theoretically optimal inexact SDC methods N2 - In several inital value problems with particularly expensive right hand side computation, there is a trade-off between accuracy and computational effort in evaluating the right hand sides. We consider inexact spectral deferred correction (SDC) methods for solving such non-stiff initial value problems. SDC methods are interpreted as fixed point iterations and, due to their corrective iterative nature, allow to exploit the accuracy-work-tradeoff for a reduction of the total computational effort. On one hand we derive an error model bounding the total error in terms of the right hand side evaluation errors. On the other hand, we define work models describing the computational effort in terms of the evaluation accuracy. Combining both, a theoretically optimal tolerance selection is worked out by minimizing the total work subject to achieving the requested tolerance. T3 - ZIB-Report - 16-52 KW - Spectral deferred correction, initial value problems, error propagation, adaptive control of tolerances Y1 - 2016 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-53140 SN - 1438-0064 ER - TY - GEN A1 - Prüfert, Uwe A1 - Tröltzsch, Fredi A1 - Weiser, Martin T1 - The convergence of an interior point method for an elliptic control problem with mixed control-state constraints N2 - The paper addresses primal interior point method for state constrained PDE optimal control problems. By a Lavrentiev regularization, the state constraint is transformed to a mixed control-state constraint with bounded Lagrange multiplier. Existence and convergence of the central path are established, and linear convergence of a short-step pathfollowing method is shown. The behaviour of the regularizations are demonstrated by numerical examples. T3 - ZIB-Report - 04-47 KW - interior point methods in function space KW - optimal control KW - mixed control-state constraints KW - Lavrentiev regularization Y1 - 2004 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8223 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 - Schiela, Anton A1 - Weiser, Martin T1 - Superlinear Convergence of the Control Reduced Interior Point Method for PDE Constrained Optimization N2 - A thorough convergence analysis of the Control Reduced Interior Point Method in function space is performed. This recently proposed method is a primal interior point pathfollowing scheme with the special feature, that the control variable is eliminated from the optimality system. Apart from global linear convergence we show, that this method converges locally almost quadratically, if the optimal solution satisfies a function space analogue to a non-degeneracy condition. In numerical experiments we observe, that a prototype implementation of our method behaves in compliance with our theoretical results. T3 - ZIB-Report - 05-15 KW - interior point methods in function space KW - optimal control KW - superlinear convergence Y1 - 2005 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-8490 ER - TY - GEN A1 - Weiser, Martin A1 - Götschel, Sebastian T1 - State Trajectory Compression for Optimal Control with Parabolic PDEs N2 - 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 quasi-Newton 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 coding maintaining an error bound is sufficient. T3 - ZIB-Report - 10-05 KW - optimal control KW - adjoint gradient computation KW - trajectory storage Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11676 SN - 1438-0064 ER - TY - GEN A1 - Weiser, Martin A1 - Scacchi, Simone T1 - Spectral Deferred Correction methods for adaptive electro-mechanical coupling in cardiac simulation N2 - We investigate spectral deferred correction (SDC) methods for time stepping and their interplay with spatio-temporal adaptivity, applied to the solution of the cardiac electro-mechanical coupling model. This model consists of the Monodomain equations, a reaction-diffusion system modeling the cardiac bioelectrical activity, coupled with a quasi-static mechanical model describing the contraction and relaxation of the cardiac muscle. The numerical approximation of the cardiac electro-mechanical coupling is a challenging multiphysics problem, because it exhibits very different spatial and temporal scales. Therefore, spatio-temporal adaptivity is a promising approach to reduce the computational complexity. SDC methods are simple iterative methods for solving collocation systems. We exploit their flexibility for combining them in various ways with spatio-temporal adaptivity. The accuracy and computational complexity of the resulting methods are studied on some numerical examples. T3 - ZIB-Report - 14-22 Y1 - 2014 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-50695 SN - 1438-0064 ER - TY - GEN A1 - Götschel, Sebastian A1 - Weiser, Martin A1 - Schiela, Anton T1 - Solving Optimal Control Problems with the Kaskade 7 Finite Element Toolbox N2 - 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. T3 - ZIB-Report - 10-25 KW - partial differential equations KW - optimal control KW - finite elements KW - generic programming KW - adaptive methods Y1 - 2010 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-11909 SN - 1438-0064 ER - TY - GEN A1 - Götschel, Sebastian A1 - von Tycowicz, Christoph A1 - Polthier, Konrad A1 - Weiser, Martin T1 - Reducing Memory Requirements in Scientific Computing and Optimal Control N2 - In high accuracy numerical simulations and optimal control of time-dependent processes, often both many time steps and fine spatial discretizations are needed. Adjoint gradient computation, or post-processing of simulation results, requires the storage of the solution trajectories over the whole time, if necessary together with the adaptively refined spatial grids. In this paper we discuss various techniques to reduce the memory requirements, focusing first on the storage of the solution data, which typically are double precision floating point values. We highlight advantages and disadvantages of the different approaches. Moreover, we present an algorithm for the efficient storage of adaptively refined, hierarchic grids, and the integration with the compressed storage of solution data. T3 - ZIB-Report - 13-64 KW - optimal control KW - trajectory storage KW - mesh compression KW - compression Y1 - 2013 U6 - http://nbn-resolving.de/urn/resolver.pl?urn:nbn:de:0297-zib-42695 SN - 1438-0064 ER -