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We propose a hybrid discrete-continuous algorithm for flight planning in free flight airspaces. In a first step, our DisCOptER method discrete-continuous optimization for enhanced resolution) computes a globally optimal approximate flight path on a discretization of the problem using the A* method. This route initializes a Newton method that converges rapidly to the smooth optimum in a second step. The correctness, accuracy, and complexity of the method are goverened by the choice of the crossover point that determines the coarseness of the discretization. We analyze the optimal choice of the crossover point and demonstrate the asymtotic superority of DisCOptER over a purely discrete approach.
We propose a hybrid discrete-continuous algorithm for flight planning in free flight airspaces. In a first step, our DisCOptER method discrete-continuous optimization for enhanced resolution) computes a globally optimal approximate flight path on a discretization of the problem using the A* method. This route initializes a Newton method that converges rapidly to the smooth optimum in a second step. The correctness, accuracy, and complexity of the method are goverened by the choice of the crossover point that determines the coarseness of the discretization. We analyze the optimal choice of the crossover point and demonstrate the asymtotic superority of DisCOptER over a purely discrete approach.
We present an efficient algorithm that finds a globally optimal solution to the 2D Free Flight Trajectory Optimization Problem (aka Zermelo Navigation Problem) up to arbitrary precision in finite time. The algorithm combines a discrete and a continuous optimization phase. In the discrete phase, a set of candidate paths that densely covers the trajectory space is created on a directed auxiliary graph. Then Yen’s algorithm provides a promising set of discrete candidate paths which subsequently undergo a locally convergent refinement stage. Provided that the auxiliary graph is sufficiently dense, the method finds a path that lies within the convex domain around the global minimizer. From this starting point, the second stage will converge rapidly to the optimum. The density of the auxiliary graph depends solely on the wind field, and not on the accuracy of the
solution, such that the method inherits the superior asymptotic convergence properties of the optimal control stage.
We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and analysed as a gradient method on a quotient space, the given problem can be solved by computing sulutions for a sequence of constrained surrogate problems, projections onto the feasible subspaces, and Lagrange multiplier updates. As a major application we consider a class of optimization problems with PDEs, where PDP can be applied together with a projected cg method using a block triangular constraint preconditioner. Numerical experiments show reliable and competitive performance for an optimal control problem in elasticity.
Adaptive Gaussian Process Regression for Efficient Building of Surrogate Models in Inverse Problems
(2023)
In a task where many similar inverse problems must be solved, evaluating costly simulations is impractical. Therefore, replacing the model y with a surrogate model y(s) that can be evaluated quickly leads to a significant speedup. The approximation quality of the surrogate model depends strongly on the number, position, and accuracy of the sample points. With an additional finite computational budget, this leads to a problem of (computer) experimental design. In contrast to the selection of sample points, the trade-off between accuracy and effort has hardly been studied systematically. We therefore propose an adaptive algorithm to find an optimal design in terms of
position and accuracy. Pursuing a sequential design by incrementally appending the computational budget leads to a convex and constrained optimization problem. As a surrogate, we construct a Gaussian process regression model. We measure the global approximation error in terms of its impact on the accuracy of the identified parameter and aim for a uniform absolute tolerance, assuming that y(s) is computed by finite element calculations. A priori error estimates and a coarse estimate of computational effort relate the expected improvement of the surrogate model error to computational effort, resulting in the most efficient combination of sample point and evaluation tolerance. We also allow for improving the accuracy of already existing sample points by continuing previously truncated finite element solution procedures.
The highly localized dynamics of cardiac electrophysiology models call for adaptive simulation methods. Unfortunately, the overhead incurred by classical mesh adaptivity turns out to outweigh the performance improvements achieved by reducing the problem size. Here, we explore a different approach to adaptivity based on algebraic degree of freedom subset selection during spectral deferred correction sweeps, which realizes a kind of multirate higher order integration. Numerical experience indicates a significant performance increase compared to uniform simulations.
CINDy: Conditional gradient-based Identification of Non-linear Dynamics – Noise-robust recovery
(2021)
Governing equations are essential to the study of nonlinear dynamics, often enabling the prediction of previously unseen behaviors as well as the inclusion into control strategies. The discovery of governing equations from data thus has the potential to transform data-rich fields where well-established dynamical models remain unknown. This work contributes to the recent trend in data-driven sparse identification of nonlinear dynamics of finding the best sparse fit to observational data in a large library of potential nonlinear models. We propose an efficient first-order Conditional Gradient algorithm for solving the underlying optimization problem. In comparison to the most prominent alternative algorithms, the new algorithm shows significantly improved performance on several essential issues like sparsity-induction, structure-preservation, noise robustness, and sample efficiency. We demonstrate these advantages on several dynamics from the field of synchronization, particle dynamics, and enzyme chemistry.
Conduction velocity in cardiac tissue is a crucial electrophysiological parameter for arrhythmia vulnerability. Pathologically reduced conduction velocity facilitates arrhythmogenesis because such conduction velocities decrease the wavelength with which re-entry may occur. Computational studies on CV and how it changes regionally in models at spatial scales multiple times larger than actual cardiac cells exist. However, microscopic conduction within cells and between them have been studied less in simulations. In this work, we study the relation of microscopic conduction patterns and clinically observable macroscopic conduction using an extracellular-membrane-intracellular model which represents cardiac tissue with these subdomains at subcellular resolution. By considering cell arrangement and non-uniform gap junction distribution, it yields anisotropic excitation propagation. This novel kind of model can for example be used to understand how discontinuous conduction on the microscopic level affects fractionation of electrograms in healthy and fibrotic tissue. Along the membrane of a cell, we observed a continuously propagating activation wavefront. When transitioning from one cell to the neighbouring one, jumps in local activation times occurred, which led to lower global conduction velocities than locally within each cell.
A Balancing Domain Decomposition by Constraints (BDDC) preconditioner is constructed and analyzed for the solution of hybrid Discontinuous Galerkin discretizations of reaction-diffusion systems of ordinary and partial differential equations arising in cardiac cell-by-cell models. The latter are different from the classical Bidomain and Monodomain cardiac models based on homogenized descriptions of the cardiac tissue at the macroscopic level, and therefore they allow the representation of individual cardiac cells, cell aggregates, damaged tissues and nonuniform distributions of ion channels on the cell membrane. The resulting discrete cell-by-cell models have discontinuous global solutions across the cell boundaries, hence the proposed BDDC preconditioner is based on appropriate dual and primal spaces with additional constraints which transfer information between cells (subdomains) without influencing the overall discontinuity of the global solution. A scalable convergence rate bound is proved for the resulting BDDC cell-by-cell preconditioned operator, while numerical tests validate this bound and investigate its dependence on the discretization parameters.
Convergence Properties of Newton's Method for Globally Optimal Free Flight Trajectory Optimization
(2023)
The algorithmic efficiency of Newton-based methods for Free Flight Trajectory Optimization is heavily influenced by the size of the domain of convergence. We provide numerical evidence that the convergence radius is much larger in practice than what the theoretical worst case bounds suggest. The algorithm can be further improved by a convergence-enhancing domain decomposition.
Convergence Properties of Newton’s Method for Globally Optimal Free Flight Trajectory Optimization
(2023)
The algorithmic efficiency of Newton-based methods for Free Flight Trajectory Optimization is heavily influenced by the size of the domain of convergence. We provide numerical evidence that the convergence radius is much larger in practice than what the theoretical worst case bounds suggest. The algorithm can be further improved by a convergence-enhancing domain decomposition.
The locality of solution features in cardiac electrophysiology simulations calls for adaptive methods. Due to the overhead incurred by established mesh refinement and coarsening, however, such approaches failed in accelerating the computations. Here we investigate a different route to spatial adaptivity that is based on nested subset selection for algebraic degrees of freedom in spectral deferred correction methods. This combination of algebraic adaptivity and iterative solvers for higher order collocation time stepping realizes a multirate integration with minimal overhead. This leads to moderate but significant speedups in both monodomain and cell-by-cell models of cardiac excitation, as demonstrated at four numerical examples.
Aims. Detection and quantification of myocardial scars are helpful both for diagnosis of heart diseases and for building personalized simulation models. Scar tissue is generally characterized by a different conduction of electrical excitation. We aim at estimating conductivity-related parameters from endocardial mapping data, in particular the conductivity tensor. Solving this inverse problem requires computationally expensive monodomain simulations on fine discretizations. Therefore, we aim at accelerating the estimation using a multilevel method combining electrophysiology models of different complexity, namely the monodomain and the eikonal model.
Methods. Distributed parameter estimation is performed by minimizing the misfit between simulated and measured electrical activity on the endocardial surface, subject to the monodomain model and regularization, leading to a constrained optimization problem. We formulate this optimization problem, including the modeling of scar tissue and different regularizations, and design an efficient iterative solver. We consider monodomain grid hierarchies and monodomain-eikonal model hierarchies in a recursive multilevel trust-region method.
Results. From several numerical examples, both the efficiency of the method and the estimation quality, depending on the data, are investigated. The multilevel solver is significantly faster than a comparable single level solver. Endocardial mapping data of realistic density appears to be just sufficient to provide quantitatively reasonable estimates of location, size, and shape of scars close to the endocardial surface.
Conclusion. In several situations, scar reconstruction based on eikonal and monodomain models differ significantly, suggesting the use of the more accurate but more expensive monodomain model for this purpose. Still, eikonal models can be utilized to accelerate the computations considerably, enabling the use of complex electrophysiology models for estimating myocardial scars from endocardial mapping data.
Efficient numerical methods for simulating cardiac electrophysiology with cellular resolution
(2023)
The cardiac extracellular-membrane-intracellular (EMI) model enables the precise geometrical representation and resolution of aggregates of individual myocytes. As a result, it not only yields more accurate simulations of cardiac excitation compared to homogenized models but also presents the challenge of solving much larger problems. In this paper, we introduce recent advancements in three key areas: (i) the creation of artificial, yet realistic grids, (ii) efficient higher-order time stepping achieved by combining low-overhead spatial adaptivity on the algebraic level with progressive spectral deferred correction methods, and (iii) substructuring domain decomposition preconditioners tailored to address the complexities of heterogeneous problem structures. The efficiency gains of these proposed methods are demonstrated through numerical results on cardiac meshes of different sizes.
Cardiac electrograms are an important tool to study the spread of excitation waves inside the heart, which in turn underlie muscle contraction. Electrograms can be used to analyse the dynamics of these waves, e.g. in fibrotic tissue. In computational models, these analyses can be done with greater detail than during minimally invasive in vivo procedures. Whilst homogenised models have been used to study electrogram genesis, such analyses have not yet been done in cellularly resolved models. Such high resolution may be required to develop a thorough understanding of the mechanisms behind abnormal excitation patterns leading to arrhythmias. In this study, we derived electrograms from an excitation propagation simulation in the Extracellular, Membrane, Intracellular (EMI) model, which represents these three domains explicitly in the mesh. We studied the effects of the microstructural excitation dynamics on electrogram genesis and morphology. We found that electrograms are sensitive to the myocyte alignment and connectivity, which translates into micro-fractionations in the electrograms.
Flight planning, the computation of optimal routes in view of flight time and fuel consumption under given weather conditions, is traditionally done by finding globally shortest paths in a predefined airway network. Free flight trajectories, not restricted to a network, have the potential to reduce the costs significantly, and can be computed using locally convergent continuous optimal control methods.
Hybrid methods that start with a discrete global search and refine with a fast continuous local optimization combine the best properties of both approaches, but rely on a good switchover, which requires error estimates for discrete paths relative to continuous trajectories.
Based on vertex density and local complete connectivity, we derive localized and a priori bounds for the flight time of discrete paths relative to the optimal continuous trajectory, and illustrate their properties on a set of benchmark problems. It turns out that localization improves the error bound by four orders of magnitude, but still leaves ample opportunities for tighter bounds using a posteriori error estimators.
Geometric predicates are at the core of many algorithms, such as the construction of Delaunay triangulations, mesh processing and spatial relation tests.
These algorithms have applications in scientific computing, geographic information systems and computer-aided design.
With floating-point arithmetic, these geometric predicates can incur round-off errors that may lead to incorrect results and inconsistencies, causing computations to fail.
This issue has been addressed using a combination of exact arithmetic for robustness and floating-point filters to mitigate the computational cost of exact computations.
The implementation of exact computations and floating-point filters can be a difficult task, and code generation tools have been proposed to address this.
We present a new C++ meta-programming framework for the generation of fast, robust predicates for arbitrary geometric predicates based on polynomial expressions.
We combine and extend different approaches to filtering, branch reduction, and overflow avoidance that have previously been proposed.
We show examples of how this approach produces correct results for data sets that could lead to incorrect predicate results with naive implementations.
Our benchmark results demonstrate that our implementation surpasses state-of-the-art implementations.
This C++ code implements a cell-by-cell model of cardiac excitation using a piecewise-continuous finite element discretization and spectral deferred correction time stepping. The code is based on the Kaskade 7 finite element toolbox and forms a prototype for the µCarp code to be implemented in the Microcard project.
Solving partial differential equations on unstructured grids is a cornerstone of engineering and scientific computing. Nowadays, heterogeneous parallel platforms with CPUs, GPUs, and FPGAs enable energy-efficient and computationally demanding simulations. We developed the HighPerMeshes C++-embedded Domain-Specific Language (DSL) for bridging the abstraction gap between the mathematical and algorithmic formulation of mesh-based algorithms for PDE problems on the one hand and an increasing number of heterogeneous platforms with their different parallel programming and runtime models on the other hand. Thus, the HighPerMeshes DSL aims at higher productivity in the code development process for multiple target platforms. We introduce the concepts as well as the basic structure of the HighPer-Meshes DSL, and demonstrate its usage with three examples, a Poisson and monodomain problem, respectively, solved by the continuous finite element method, and the discontinuous Galerkin method for Maxwell’s equation. The mapping of the abstract algorithmic description onto parallel hardware, including distributed memory compute clusters is presented. Finally, the achievable performance and scalability are demonstrated for a typical example problem on a multi-core CPU cluster.
The growing discrepancy between CPU computing power and memory bandwidth drives more and more numerical algorithms into a bandwidth-
bound regime. One example is the overlapping Schwarz smoother, a highly effective building block for iterative multigrid solution of elliptic equations with higher order finite elements. Two options of reducing the required
memory bandwidth are sparsity exploiting storage layouts and representing matrix entries with reduced precision in floating point or fixed point
format. We investigate the impact of several options on storage demand and contraction rate, both analytically in the context of subspace correction methods and numerically at an example of solid mechanics. Both perspectives agree on the favourite scheme: fixed point representation of Cholesky factors in nested dissection storage.