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- optimal control (19)
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23-19
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.
20-33
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.
19-48
Kaskade 7 is a finite element toolbox for the solution of stationary or transient systems of partial differential equations, aimed at supporting application-oriented research in numerical analysis and scientific computing. The library is written in C++ and is based on the Dune interface. The code is independent of spatial dimension and works with different grid managers. An important feature is the mix-and-match approach to discretizing systems of PDEs with different ansatz and test spaces for all variables.
We describe the mathematical concepts behind the library as well as its structure, illustrating its use at several examples on the way.
19-32
Solvers for partial differential equations (PDE) are one of the cornerstones of computational science. For large problems, they involve huge amounts of data that needs to be stored and transmitted on all levels of the memory hierarchy. Often, bandwidth is the limiting factor due to relatively small arithmetic intensity, and increasingly so due to the growing disparity between computing power and bandwidth. Consequently, data compression techniques have been investigated and tailored towards the specific requirements of PDE solvers during the last decades. This paper surveys data compression challenges and corresponding solution approaches for PDE problems, covering all levels of the memory hierarchy from mass storage up to main memory. Exemplarily, we illustrate concepts at particular methods, and give references to alternatives.
19-04
To solve optimization problems with parabolic PDE constraints, often methods working on the reduced objective functional are used. They are computationally expensive due to the necessity of solving both the state equation and a backward-in-time adjoint equation to evaluate the reduced gradient in each iteration of the optimization method. In this study, we investigate the use of the parallel-in-time method PFASST in the setting of PDE constrained optimization. In order to develop an efficient fully time-parallel algorithm we discuss different options for applying PFASST to adjoint gradient computation, including the possibility of doing PFASST iterations on both the state and adjoint equations simultaneously. We also explore the additional gains in efficiency from reusing information from previous optimization iterations when solving each equation. Numerical results for both a linear and a non-linear reaction-diffusion optimal control problem demonstrate the parallel speedup and efficiency of different approaches.
18-08
Estimation of time of death based on a single measurement of body
core temperature is a standard procedure in forensic medicine.
Mechanistic models using simulation of heat transport promise
higher accuracy than established phenomenological models in
particular in nonstandard situations, but involve many not exactly
known physical parameters. Identifying both time of death and
physical parameters from multiple temperature measurements is
one possibility to reduce the uncertainty significantly.
In this paper, we consider the inverse problem in a Bayesian setting
and perform both local and sampling-based uncertainty
quantification, where proper orthogonal decomposition is used as
model reduction for fast solution of the forward model. Based on
the local uncertainty quantification, optimal design of experiments
is performed in order to minimize the uncertainty in the time of
death estimate for a given number of measurements. For reasons
of practicability, temperature acquisition points are selected from
a set of candidates in different spatial and temporal locations.
Applied to a real corpse model, a significant accuracy improvement
is obtained already with a small number of measurements.
17-53
Spectral deferred correction (SDC) Methoden, vorgestellt von Dutt, Greengard und
Rokhlin in [1], sind iterative Verfahren zur numerischen Lösung von Anfangswertproblemen für gewöhnliche Differentialgleichungen. Wenn diese Methoden konvergieren, dann wird unter Verwendung von Zeitschrittverfahren niedriger Ordnung eine Kollokationslösung berechnet. Die Lösung von steifen Anfangswertproblemen ist eine relevante Problemstellung in der numerischen Mathematik. SDC-Methoden, speziell für steife Probleme, werden von Martin Weiser in [2] konstruiert. Die Theorie und die Experimente beziehen sich dabei auf Probleme, die aus räumlich semidiskretisierten Reaktions-Diffusions-Gleichungen entstehen.
In dieser Arbeit werden die Ansätze aus [2] auf Konvektions-Diffusions-Gleichungen
angewendet und das resultierende Konvergenzverhalten von SDC-Methoden untersucht.
Basierend auf einem einfachen Konvektions-Diffusions-Operator, dessen spektrale Eigenschaften umfassend studiert werden, wird ein Schema zur Verbesserung dieses Verhaltens entwickelt. Numerische Experimente zeigen, dass eine Verbesserung der in [1] eingeführten SDC-Methoden möglich ist. Die Untersuchungen ergeben weiterhin, dass das auch für komplexere Konvektions-Diffusions-Probleme gilt.
[1] Alok Dutt, Leslie Greengard, und Vladimir Rokhlin. “Spectral deferred correction
methods for ordinary differential equations.” In: BIT 40.2 (2000), pp. 241–266.
[2] Martin Weiser. “Faster SDC convergence on non-equidistant grids by DIRK
sweeps.” In: BIT 55.4 (2015), pp. 1219–1241.
17-51
In gradient-based methods for parabolic optimal control problems, it is necessary to solve both the state equation and a backward-in-time adjoint equation in each iteration of the optimization method. In order to facilitate fully parallel gradient-type and nonlinear conjugate gradient methods for the solution of such optimal control problems, we discuss the application of the parallel-in-time method PFASST to adjoint gradient computation. In addition to enabling time parallelism, PFASST provides high flexibility for handling nonlinear equations, as well as potential extra computational savings from reusing previous solutions in the optimization loop. The approach is demonstrated here for a model reaction-diffusion optimal control problem.
17-25
Parallel in time methods for solving initial value problems are a means to increase the parallelism of numerical simulations. Hybrid parareal schemes interleaving the parallel in time iteration with an iterative solution of the individual time steps are among the most efficient methods for general nonlinear problems. Despite the hiding of communication time behind computation, communication has in certain situations a significant impact on the total runtime. Here we present strict, yet no sharp, error bounds for hybrid parareal methods with inexact communication due to lossy data compression, and derive theoretical estimates of the impact of compression on parallel efficiency of the algorithms. These and some computational experiments suggest that compression is a viable method to make hybrid parareal schemes robust with respect to low bandwidth setups.
17-18
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.