Numerical Computation of Subsonic Conical Diffuser Flows with Nonuniform Turbulent Inlet Conditions

DTIC Science & Technology

1977-09-01

Gauss - Seidel Point Iteration Method . . . . . . . . . . . . . . . 7.0 FACTORS AFFECTING THE RATE OF CONVERGENCE OF THE POINT...can be solved in several ways. For simplicity, a standard Gauss - Seidel iteration method is used to obtain the solution . The method updates the...FACTORS AFFECTING THE RATE OF CONVERGENCE OF THE POINT ITERATION ,ŘETHOD The advantage of using the Gauss - Seidel point iteration method to

Newton's method: A link between continuous and discrete solutions of nonlinear problems

NASA Technical Reports Server (NTRS)

Thurston, G. A.

1980-01-01

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

Fast inverse scattering solutions using the distorted Born iterative method and the multilevel fast multipole algorithm

PubMed Central

Hesford, Andrew J.; Chew, Weng C.

2010-01-01

The distorted Born iterative method (DBIM) computes iterative solutions to nonlinear inverse scattering problems through successive linear approximations. By decomposing the scattered field into a superposition of scattering by an inhomogeneous background and by a material perturbation, large or high-contrast variations in medium properties can be imaged through iterations that are each subject to the distorted Born approximation. However, the need to repeatedly compute forward solutions still imposes a very heavy computational burden. To ameliorate this problem, the multilevel fast multipole algorithm (MLFMA) has been applied as a forward solver within the DBIM. The MLFMA computes forward solutions in linear time for volumetric scatterers. The typically regular distribution and shape of scattering elements in the inverse scattering problem allow the method to take advantage of data redundancy and reduce the computational demands of the normally expensive MLFMA setup. Additional benefits are gained by employing Kaczmarz-like iterations, where partial measurements are used to accelerate convergence. Numerical results demonstrate both the efficiency of the forward solver and the successful application of the inverse method to imaging problems with dimensions in the neighborhood of ten wavelengths. PMID:20707438

Application of Four-Point Newton-EGSOR iteration for the numerical solution of 2D Porous Medium Equations

NASA Astrophysics Data System (ADS)

Chew, J. V. L.; Sulaiman, J.

2017-09-01

Partial differential equations that are used in describing the nonlinear heat and mass transfer phenomena are difficult to be solved. For the case where the exact solution is difficult to be obtained, it is necessary to use a numerical procedure such as the finite difference method to solve a particular partial differential equation. In term of numerical procedure, a particular method can be considered as an efficient method if the method can give an approximate solution within the specified error with the least computational complexity. Throughout this paper, the two-dimensional Porous Medium Equation (2D PME) is discretized by using the implicit finite difference scheme to construct the corresponding approximation equation. Then this approximation equation yields a large-sized and sparse nonlinear system. By using the Newton method to linearize the nonlinear system, this paper deals with the application of the Four-Point Newton-EGSOR (4NEGSOR) iterative method for solving the 2D PMEs. In addition to that, the efficiency of the 4NEGSOR iterative method is studied by solving three examples of the problems. Based on the comparative analysis, the Newton-Gauss-Seidel (NGS) and the Newton-SOR (NSOR) iterative methods are also considered. The numerical findings show that the 4NEGSOR method is superior to the NGS and the NSOR methods in terms of the number of iterations to get the converged solutions, the time of computation and the maximum absolute errors produced by the methods.

Iteration with Spreadsheets.

ERIC Educational Resources Information Center

Smith, Michael

1990-01-01

Presents several examples of the iteration method using computer spreadsheets. Examples included are simple iterative sequences and the solution of equations using the Newton-Raphson formula, linear interpolation, and interval bisection. (YP)

Efficiency trade-offs of steady-state methods using FEM and FDM. [iterative solutions for nonlinear flow equations

NASA Technical Reports Server (NTRS)

Gartling, D. K.; Roache, P. J.

1978-01-01

The efficiency characteristics of finite element and finite difference approximations for the steady-state solution of the Navier-Stokes equations are examined. The finite element method discussed is a standard Galerkin formulation of the incompressible, steady-state Navier-Stokes equations. The finite difference formulation uses simple centered differences that are O(delta x-squared). Operation counts indicate that a rapidly converging Newton-Raphson-Kantorovitch iteration scheme is generally preferable over a Picard method. A split NOS Picard iterative algorithm for the finite difference method was most efficient.

Numerical modeling of the radiative transfer in a turbid medium using the synthetic iteration.

PubMed

Budak, Vladimir P; Kaloshin, Gennady A; Shagalov, Oleg V; Zheltov, Victor S

2015-07-27

In this paper we propose the fast, but the accurate algorithm for numerical modeling of light fields in the turbid media slab. For the numerical solution of the radiative transfer equation (RTE) it is required its discretization based on the elimination of the solution anisotropic part and the replacement of the scattering integral by a finite sum. The solution regular part is determined numerically. A good choice of the method of the solution anisotropic part elimination determines the high convergence of the algorithm in the mean square metric. The method of synthetic iterations can be used to improve the convergence in the uniform metric. A significant increase in the solution accuracy with the use of synthetic iterations allows applying the two-stream approximation for the regular part determination. This approach permits to generalize the proposed method in the case of an arbitrary 3D geometry of the medium.

Direct determination of one-dimensional interphase structures using normalized crystal truncation rod analysis

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kawaguchi, Tomoya; Liu, Yihua; Reiter, Anthony

Here, a one-dimensional non-iterative direct method was employed for normalized crystal truncation rod analysis. The non-iterative approach, utilizing the Kramers–Kronig relation, avoids the ambiguities due to an improper initial model or incomplete convergence in the conventional iterative methods. The validity and limitations of the present method are demonstrated through both numerical simulations and experiments with Pt(111) in a 0.1 M CsF aqueous solution. The present method is compared with conventional iterative phase-retrieval methods.

Direct determination of one-dimensional interphase structures using normalized crystal truncation rod analysis

DOE PAGES

Kawaguchi, Tomoya; Liu, Yihua; Reiter, Anthony; ...

2018-04-20

Here, a one-dimensional non-iterative direct method was employed for normalized crystal truncation rod analysis. The non-iterative approach, utilizing the Kramers–Kronig relation, avoids the ambiguities due to an improper initial model or incomplete convergence in the conventional iterative methods. The validity and limitations of the present method are demonstrated through both numerical simulations and experiments with Pt(111) in a 0.1 M CsF aqueous solution. The present method is compared with conventional iterative phase-retrieval methods.

Domain decomposition preconditioners for the spectral collocation method

NASA Technical Reports Server (NTRS)

Quarteroni, Alfio; Sacchilandriani, Giovanni

1988-01-01

Several block iteration preconditioners are proposed and analyzed for the solution of elliptic problems by spectral collocation methods in a region partitioned into several rectangles. It is shown that convergence is achieved with a rate which does not depend on the polynomial degree of the spectral solution. The iterative methods here presented can be effectively implemented on multiprocessor systems due to their high degree of parallelism.

On the solution of evolution equations based on multigrid and explicit iterative methods

NASA Astrophysics Data System (ADS)

Zhukov, V. T.; Novikova, N. D.; Feodoritova, O. B.

2015-08-01

Two schemes for solving initial-boundary value problems for three-dimensional parabolic equations are studied. One is implicit and is solved using the multigrid method, while the other is explicit iterative and is based on optimal properties of the Chebyshev polynomials. In the explicit iterative scheme, the number of iteration steps and the iteration parameters are chosen as based on the approximation and stability conditions, rather than on the optimization of iteration convergence to the solution of the implicit scheme. The features of the multigrid scheme include the implementation of the intergrid transfer operators for the case of discontinuous coefficients in the equation and the adaptation of the smoothing procedure to the spectrum of the difference operators. The results produced by these schemes as applied to model problems with anisotropic discontinuous coefficients are compared.

Approximate Solution of Time-Fractional Advection-Dispersion Equation via Fractional Variational Iteration Method

PubMed Central

İbiş, Birol

2014-01-01

This paper aims to obtain the approximate solution of time-fractional advection-dispersion equation (FADE) involving Jumarie's modification of Riemann-Liouville derivative by the fractional variational iteration method (FVIM). FVIM provides an analytical approximate solution in the form of a convergent series. Some examples are given and the results indicate that the FVIM is of high accuracy, more efficient, and more convenient for solving time FADEs. PMID:24578662

Global Asymptotic Behavior of Iterative Implicit Schemes

NASA Technical Reports Server (NTRS)

Yee, H. C.; Sweby, P. K.

1994-01-01

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing three models of 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed using the theory of dynamical systems. The iterative procedures include simple iteration and full and modified Newton iterations. The results are compared with standard Runge-Kutta explicit methods, a noniterative implicit procedure, and the Newton method of solving the steady part of the ODEs. Studies showed that aside from exhibiting spurious asymptotes, all of the four implicit LMMs can change the type and stability of the steady states of the differential equations (DEs). They also exhibit a drastic distortion but less shrinkage of the basin of attraction of the true solution than standard nonLMM explicit methods. The simple iteration procedure exhibits behavior which is similar to standard nonLMM explicit methods except that spurious steady-state numerical solutions cannot occur. The numerical basins of attraction of the noniterative implicit procedure mimic more closely the basins of attraction of the DEs and are more efficient than the three iterative implicit procedures for the four implicit LMMs. Contrary to popular belief, the initial data using the Newton method of solving the steady part of the DEs may not have to be close to the exact steady state for convergence. These results can be used as an explanation for possible causes and cures of slow convergence and nonconvergence of steady-state numerical solutions when using an implicit LMM time-dependent approach in computational fluid dynamics.

A Two-Dimensional Helmholtz Equation Solution for the Multiple Cavity Scattering Problem

DTIC Science & Technology

2013-02-01

obtained by using the block Gauss – Seidel iterative meth- od. To show the convergence of the iterative method, we define the error between two...models to the general multiple cavity setting. Numerical examples indicate that the convergence of the Gauss – Seidel iterative method depends on the...variational approach. A block Gauss – Seidel iterative method is introduced to solve the cou- pled system of the multiple cavity scattering problem, where

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

FAST TRACK PAPER: Non-iterative multiple-attenuation methods: linear inverse solutions to non-linear inverse problems - II. BMG approximation

NASA Astrophysics Data System (ADS)

Ikelle, Luc T.; Osen, Are; Amundsen, Lasse; Shen, Yunqing

2004-12-01

The classical linear solutions to the problem of multiple attenuation, like predictive deconvolution, τ-p filtering, or F-K filtering, are generally fast, stable, and robust compared to non-linear solutions, which are generally either iterative or in the form of a series with an infinite number of terms. These qualities have made the linear solutions more attractive to seismic data-processing practitioners. However, most linear solutions, including predictive deconvolution or F-K filtering, contain severe assumptions about the model of the subsurface and the class of free-surface multiples they can attenuate. These assumptions limit their usefulness. In a recent paper, we described an exception to this assertion for OBS data. We showed in that paper that a linear and non-iterative solution to the problem of attenuating free-surface multiples which is as accurate as iterative non-linear solutions can be constructed for OBS data. We here present a similar linear and non-iterative solution for attenuating free-surface multiples in towed-streamer data. For most practical purposes, this linear solution is as accurate as the non-linear ones.

An Efficient Algorithm for Perturbed Orbit Integration Combining Analytical Continuation and Modified Chebyshev Picard Iteration

NASA Astrophysics Data System (ADS)

Elgohary, T.; Kim, D.; Turner, J.; Junkins, J.

2014-09-01

Several methods exist for integrating the motion in high order gravity fields. Some recent methods use an approximate starting orbit, and an efficient method is needed for generating warm starts that account for specific low order gravity approximations. By introducing two scalar Lagrange-like invariants and employing Leibniz product rule, the perturbed motion is integrated by a novel recursive formulation. The Lagrange-like invariants allow exact arbitrary order time derivatives. Restricting attention to the perturbations due to the zonal harmonics J2 through J6, we illustrate an idea. The recursively generated vector-valued time derivatives for the trajectory are used to develop a continuation series-based solution for propagating position and velocity. Numerical comparisons indicate performance improvements of ~ 70X over existing explicit Runge-Kutta methods while maintaining mm accuracy for the orbit predictions. The Modified Chebyshev Picard Iteration (MCPI) is an iterative path approximation method to solve nonlinear ordinary differential equations. The MCPI utilizes Picard iteration with orthogonal Chebyshev polynomial basis functions to recursively update the states. The key advantages of the MCPI are as follows: 1) Large segments of a trajectory can be approximated by evaluating the forcing function at multiple nodes along the current approximation during each iteration. 2) It can readily handle general gravity perturbations as well as non-conservative forces. 3) Parallel applications are possible. The Picard sequence converges to the solution over large time intervals when the forces are continuous and differentiable. According to the accuracy of the starting solutions, however, the MCPI may require significant number of iterations and function evaluations compared to other integrators. In this work, we provide an efficient methodology to establish good starting solutions from the continuation series method; this warm start improves the performance of the MCPI significantly and will likely be useful for other applications where efficiently computed approximate orbit solutions are needed.

Steady state numerical solutions for determining the location of MEMS on projectile

NASA Astrophysics Data System (ADS)

Abiprayu, K.; Abdigusna, M. F. F.; Gunawan, P. H.

2018-03-01

This paper is devoted to compare the numerical solutions for the steady and unsteady state heat distribution model on projectile. Here, the best location for installing of the MEMS on the projectile based on the surface temperature is investigated. Numerical iteration methods, Jacobi and Gauss-Seidel have been elaborated to solve the steady state heat distribution model on projectile. The results using Jacobi and Gauss-Seidel are shown identical but the discrepancy iteration cost for each methods is gained. Using Jacobi’s method, the iteration cost is 350 iterations. Meanwhile, using Gauss-Seidel 188 iterations are obtained, faster than the Jacobi’s method. The comparison of the simulation by steady state model and the unsteady state model by a reference is shown satisfying. Moreover, the best candidate for installing MEMS on projectile is observed at pointT(10, 0) which has the lowest temperature for the other points. The temperature using Jacobi and Gauss-Seidel for scenario 1 and 2 atT(10, 0) are 307 and 309 Kelvin respectively.

Efficient Iterative Methods Applied to the Solution of Transonic Flows

NASA Astrophysics Data System (ADS)

Wissink, Andrew M.; Lyrintzis, Anastasios S.; Chronopoulos, Anthony T.

1996-02-01

We investigate the use of an inexact Newton's method to solve the potential equations in the transonic regime. As a test case, we solve the two-dimensional steady transonic small disturbance equation. Approximate factorization/ADI techniques have traditionally been employed for implicit solutions of this nonlinear equation. Instead, we apply Newton's method using an exact analytical determination of the Jacobian with preconditioned conjugate gradient-like iterative solvers for solution of the linear systems in each Newton iteration. Two iterative solvers are tested; a block s-step version of the classical Orthomin(k) algorithm called orthogonal s-step Orthomin (OSOmin) and the well-known GMRES method. The preconditioner is a vectorizable and parallelizable version of incomplete LU (ILU) factorization. Efficiency of the Newton-Iterative method on vector and parallel computer architectures is the main issue addressed. In vectorized tests on a single processor of the Cray C-90, the performance of Newton-OSOmin is superior to Newton-GMRES and a more traditional monotone AF/ADI method (MAF) for a variety of transonic Mach numbers and mesh sizes. Newton-GMRES is superior to MAF for some cases. The parallel performance of the Newton method is also found to be very good on multiple processors of the Cray C-90 and on the massively parallel thinking machine CM-5, where very fast execution rates (up to 9 Gflops) are found for large problems.

Fast sweeping method for the factored eikonal equation

NASA Astrophysics Data System (ADS)

Fomel, Sergey; Luo, Songting; Zhao, Hongkai

2009-09-01

We develop a fast sweeping method for the factored eikonal equation. By decomposing the solution of a general eikonal equation as the product of two factors: the first factor is the solution to a simple eikonal equation (such as distance) or a previously computed solution to an approximate eikonal equation. The second factor is a necessary modification/correction. Appropriate discretization and a fast sweeping strategy are designed for the equation of the correction part. The key idea is to enforce the causality of the original eikonal equation during the Gauss-Seidel iterations. Using extensive numerical examples we demonstrate that (1) the convergence behavior of the fast sweeping method for the factored eikonal equation is the same as for the original eikonal equation, i.e., the number of iterations for the Gauss-Seidel iterations is independent of the mesh size, (2) the numerical solution from the factored eikonal equation is more accurate than the numerical solution directly computed from the original eikonal equation, especially for point sources.

Iterative methods for mixed finite element equations

NASA Technical Reports Server (NTRS)

Nakazawa, S.; Nagtegaal, J. C.; Zienkiewicz, O. C.

1985-01-01

Iterative strategies for the solution of indefinite system of equations arising from the mixed finite element method are investigated in this paper with application to linear and nonlinear problems in solid and structural mechanics. The augmented Hu-Washizu form is derived, which is then utilized to construct a family of iterative algorithms using the displacement method as the preconditioner. Two types of iterative algorithms are implemented. Those are: constant metric iterations which does not involve the update of preconditioner; variable metric iterations, in which the inverse of the preconditioning matrix is updated. A series of numerical experiments is conducted to evaluate the numerical performance with application to linear and nonlinear model problems.

Block Gauss elimination followed by a classical iterative method for the solution of linear systems

NASA Astrophysics Data System (ADS)

Alanelli, Maria; Hadjidimos, Apostolos

2004-02-01

In the last two decades many papers have appeared in which the application of an iterative method for the solution of a linear system is preceded by a step of the Gauss elimination process in the hope that this will increase the rates of convergence of the iterative method. This combination of methods has been proven successful especially when the matrix A of the system is an M-matrix. The purpose of this paper is to extend the idea of one to more Gauss elimination steps, consider other classes of matrices A, e.g., p-cyclic consistently ordered, and generalize and improve the asymptotic convergence rates of some of the methods known so far.

A New Newton-Like Iterative Method for Roots of Analytic Functions

ERIC Educational Resources Information Center

Otolorin, Olayiwola

2005-01-01

A new Newton-like iterative formula for the solution of non-linear equations is proposed. To derive the formula, the convergence criteria of the one-parameter iteration formula, and also the quasilinearization in the derivation of Newton's formula are reviewed. The result is a new formula which eliminates the limitations of other methods. There is…

Nested Krylov methods and preserving the orthogonality

NASA Technical Reports Server (NTRS)

Desturler, Eric; Fokkema, Diederik R.

1993-01-01

Recently the GMRESR inner-outer iteraction scheme for the solution of linear systems of equations was proposed by Van der Vorst and Vuik. Similar methods have been proposed by Axelsson and Vassilevski and Saad (FGMRES). The outer iteration is GCR, which minimizes the residual over a given set of direction vectors. The inner iteration is GMRES, which at each step computes a new direction vector by approximately solving the residual equation. However, the optimality of the approximation over the space of outer search directions is ignored in the inner GMRES iteration. This leads to suboptimal corrections to the solution in the outer iteration, as components of the outer iteration directions may reenter in the inner iteration process. Therefore we propose to preserve the orthogonality relations of GCR in the inner GMRES iteration. This gives optimal corrections; however, it involves working with a singular, non-symmetric operator. We will discuss some important properties, and we will show by experiments that, in terms of matrix vector products, this modification (almost) always leads to better convergence. However, because we do more orthogonalizations, it does not always give an improved performance in CPU-time. Furthermore, we will discuss efficient implementations as well as the truncation possibilities of the outer GCR process. The experimental results indicate that for such methods it is advantageous to preserve the orthogonality in the inner iteration. Of course we can also use iteration schemes other than GMRES as the inner method; methods with short recurrences like GICGSTAB are of interest.

Upwind relaxation methods for the Navier-Stokes equations using inner iterations

NASA Technical Reports Server (NTRS)

Taylor, Arthur C., III; Ng, Wing-Fai; Walters, Robert W.

1992-01-01

A subsonic and a supersonic problem are respectively treated by an upwind line-relaxation algorithm for the Navier-Stokes equations using inner iterations to accelerate steady-state solution convergence and thereby minimize CPU time. While the ability of the inner iterative procedure to mimic the quadratic convergence of the direct solver method is attested to in both test problems, some of the nonquadratic inner iterative results are noted to have been more efficient than the quadratic. In the more successful, supersonic test case, inner iteration required only about 65 percent of the line-relaxation method-entailed CPU time.

Improved Convergence and Robustness of USM3D Solutions on Mixed-Element Grids

NASA Technical Reports Server (NTRS)

Pandya, Mohagna J.; Diskin, Boris; Thomas, James L.; Frink, Neal T.

2016-01-01

Several improvements to the mixed-element USM3D discretization and defect-correction schemes have been made. A new methodology for nonlinear iterations, called the Hierarchical Adaptive Nonlinear Iteration Method, has been developed and implemented. The Hierarchical Adaptive Nonlinear Iteration Method provides two additional hierarchies around a simple and approximate preconditioner of USM3D. The hierarchies are a matrix-free linear solver for the exact linearization of Reynolds-averaged Navier-Stokes equations and a nonlinear control of the solution update. Two variants of the Hierarchical Adaptive Nonlinear Iteration Method are assessed on four benchmark cases, namely, a zero-pressure-gradient flat plate, a bump-in-channel configuration, the NACA 0012 airfoil, and a NASA Common Research Model configuration. The new methodology provides a convergence acceleration factor of 1.4 to 13 over the preconditioner-alone method representing the baseline solver technology.

Improved Convergence and Robustness of USM3D Solutions on Mixed-Element Grids

NASA Technical Reports Server (NTRS)

Pandya, Mohagna J.; Diskin, Boris; Thomas, James L.; Frinks, Neal T.

2016-01-01

Several improvements to the mixed-elementUSM3Ddiscretization and defect-correction schemes have been made. A new methodology for nonlinear iterations, called the Hierarchical Adaptive Nonlinear Iteration Method, has been developed and implemented. The Hierarchical Adaptive Nonlinear Iteration Method provides two additional hierarchies around a simple and approximate preconditioner of USM3D. The hierarchies are a matrix-free linear solver for the exact linearization of Reynolds-averaged Navier-Stokes equations and a nonlinear control of the solution update. Two variants of the Hierarchical Adaptive Nonlinear Iteration Method are assessed on four benchmark cases, namely, a zero-pressure-gradient flat plate, a bump-in-channel configuration, the NACA 0012 airfoil, and a NASA Common Research Model configuration. The new methodology provides a convergence acceleration factor of 1.4 to 13 over the preconditioner-alone method representing the baseline solver technology.

A block iterative finite element algorithm for numerical solution of the steady-state, compressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Cooke, C. H.

1976-01-01

An iterative method for numerically solving the time independent Navier-Stokes equations for viscous compressible flows is presented. The method is based upon partial application of the Gauss-Seidel principle in block form to the systems of nonlinear algebraic equations which arise in construction of finite element (Galerkin) models approximating solutions of fluid dynamic problems. The C deg-cubic element on triangles is employed for function approximation. Computational results for a free shear flow at Re = 1,000 indicate significant achievement of economy in iterative convergence rate over finite element and finite difference models which employ the customary time dependent equations and asymptotic time marching procedure to steady solution. Numerical results are in excellent agreement with those obtained for the same test problem employing time marching finite element and finite difference solution techniques.

Program for the solution of multipoint boundary value problems of quasilinear differential equations

NASA Technical Reports Server (NTRS)

1973-01-01

Linear equations are solved by a method of superposition of solutions of a sequence of initial value problems. For nonlinear equations and/or boundary conditions, the solution is iterative and in each iteration a problem like the linear case is solved. A simple Taylor series expansion is used for the linearization of both nonlinear equations and nonlinear boundary conditions. The perturbation method of solution is used in preference to quasilinearization because of programming ease, and smaller storage requirements; and experiments indicate that the desired convergence properties exist although no proof or convergence is given.

Iterative methods used in overlap astrometric reduction techniques do not always converge

NASA Astrophysics Data System (ADS)

Rapaport, M.; Ducourant, C.; Colin, J.; Le Campion, J. F.

1993-04-01

In this paper we prove that the classical Gauss-Seidel type iterative methods used for the solution of the reduced normal equations occurring in overlapping reduction methods of astrometry do not always converge. We exhibit examples of divergence. We then analyze an alternative algorithm proposed by Wang (1985). We prove the consistency of this algorithm and verify that it can be convergent while the Gauss-Seidel method is divergent. We conjecture the convergence of Wang method for the solution of astrometric problems using overlap techniques.

A Build-Up Interior Method for Linear Programming: Affine Scaling Form

DTIC Science & Technology

1990-02-01

initiating a major iteration imply convergence in a finite number of iterations. Each iteration t of the Dikin algorithm starts with an interior dual...this variant with the affine scaling method of Dikin [5] (in dual form). We have also looked into the analogous variant for the related Karmarkar’s...4] G. B. Dantzig, Linear Programming and Extensions (Princeton University Press, Princeton, NJ, 1963). [5] I. I. Dikin , "Iterative solution of

Efficient iterative methods applied to the solution of transonic flows

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wissink, A.M.; Lyrintzis, A.S.; Chronopoulos, A.T.

1996-02-01

We investigate the use of an inexact Newton`s method to solve the potential equations in the transonic regime. As a test case, we solve the two-dimensional steady transonic small disturbance equation. Approximate factorization/ADI techniques have traditionally been employed for implicit solutions of this nonlinear equation. Instead, we apply Newton`s method using an exact analytical determination of the Jacobian with preconditioned conjugate gradient-like iterative solvers for solution of the linear systems in each Newton iteration. Two iterative solvers are tested; a block s-step version of the classical Orthomin(k) algorithm called orthogonal s-step Orthomin (OSOmin) and the well-known GIVIRES method. The preconditionermore » is a vectorizable and parallelizable version of incomplete LU (ILU) factorization. Efficiency of the Newton-Iterative method on vector and parallel computer architectures is the main issue addressed. In vectorized tests on a single processor of the Cray C-90, the performance of Newton-OSOmin is superior to Newton-GMRES and a more traditional monotone AF/ADI method (MAF) for a variety of transonic Mach numbers and mesh sizes. Newton- GIVIRES is superior to MAF for some cases. The parallel performance of the Newton method is also found to be very good on multiple processors of the Cray C-90 and on the massively parallel thinking machine CM-5, where very fast execution rates (up to 9 Gflops) are found for large problems. 38 refs., 14 figs., 7 tabs.« less

Equivalent charge source model based iterative maximum neighbor weight for sparse EEG source localization.

PubMed

Xu, Peng; Tian, Yin; Lei, Xu; Hu, Xiao; Yao, Dezhong

2008-12-01

How to localize the neural electric activities within brain effectively and precisely from the scalp electroencephalogram (EEG) recordings is a critical issue for current study in clinical neurology and cognitive neuroscience. In this paper, based on the charge source model and the iterative re-weighted strategy, proposed is a new maximum neighbor weight based iterative sparse source imaging method, termed as CMOSS (Charge source model based Maximum neighbOr weight Sparse Solution). Different from the weight used in focal underdetermined system solver (FOCUSS) where the weight for each point in the discrete solution space is independently updated in iterations, the new designed weight for each point in each iteration is determined by the source solution of the last iteration at both the point and its neighbors. Using such a new weight, the next iteration may have a bigger chance to rectify the local source location bias existed in the previous iteration solution. The simulation studies with comparison to FOCUSS and LORETA for various source configurations were conducted on a realistic 3-shell head model, and the results confirmed the validation of CMOSS for sparse EEG source localization. Finally, CMOSS was applied to localize sources elicited in a visual stimuli experiment, and the result was consistent with those source areas involved in visual processing reported in previous studies.

An iterative solver for the 3D Helmholtz equation

NASA Astrophysics Data System (ADS)

Belonosov, Mikhail; Dmitriev, Maxim; Kostin, Victor; Neklyudov, Dmitry; Tcheverda, Vladimir

2017-09-01

We develop a frequency-domain iterative solver for numerical simulation of acoustic waves in 3D heterogeneous media. It is based on the application of a unique preconditioner to the Helmholtz equation that ensures convergence for Krylov subspace iteration methods. Effective inversion of the preconditioner involves the Fast Fourier Transform (FFT) and numerical solution of a series of boundary value problems for ordinary differential equations. Matrix-by-vector multiplication for iterative inversion of the preconditioned matrix involves inversion of the preconditioner and pointwise multiplication of grid functions. Our solver has been verified by benchmarking against exact solutions and a time-domain solver.

An interative solution of an integral equation for radiative transfer by using variational technique

NASA Technical Reports Server (NTRS)

Yoshikawa, K. K.

1973-01-01

An effective iterative technique is introduced to solve a nonlinear integral equation frequently associated with radiative transfer problems. The problem is formulated in such a way that each step of an iterative sequence requires the solution of a linear integral equation. The advantage of a previously introduced variational technique which utilizes a stepwise constant trial function is exploited to cope with the nonlinear problem. The method is simple and straightforward. Rapid convergence is obtained by employing a linear interpolation of the iterative solutions. Using absorption coefficients of the Milne-Eddington type, which are applicable to some planetary atmospheric radiation problems. Solutions are found in terms of temperature and radiative flux. These solutions are presented numerically and show excellent agreement with other numerical solutions.

Iterative and multigrid methods in the finite element solution of incompressible and turbulent fluid flow

NASA Astrophysics Data System (ADS)

Lavery, N.; Taylor, C.

1999-07-01

Multigrid and iterative methods are used to reduce the solution time of the matrix equations which arise from the finite element (FE) discretisation of the time-independent equations of motion of the incompressible fluid in turbulent motion. Incompressible flow is solved by using the method of reduce interpolation for the pressure to satisfy the Brezzi-Babuska condition. The k-l model is used to complete the turbulence closure problem. The non-symmetric iterative matrix methods examined are the methods of least squares conjugate gradient (LSCG), biconjugate gradient (BCG), conjugate gradient squared (CGS), and the biconjugate gradient squared stabilised (BCGSTAB). The multigrid algorithm applied is based on the FAS algorithm of Brandt, and uses two and three levels of grids with a V-cycling schedule. These methods are all compared to the non-symmetric frontal solver. Copyright

Development of an efficient multigrid method for the NEM form of the multigroup neutron diffusion equation

NASA Astrophysics Data System (ADS)

Al-Chalabi, Rifat M. Khalil

1997-09-01

Development of an improvement to the computational efficiency of the existing nested iterative solution strategy of the Nodal Exapansion Method (NEM) nodal based neutron diffusion code NESTLE is presented. The improvement in the solution strategy is the result of developing a multilevel acceleration scheme that does not suffer from the numerical stalling associated with a number of iterative solution methods. The acceleration scheme is based on the multigrid method, which is specifically adapted for incorporation into the NEM nonlinear iterative strategy. This scheme optimizes the computational interplay between the spatial discretization and the NEM nonlinear iterative solution process through the use of the multigrid method. The combination of the NEM nodal method, calculation of the homogenized, neutron nodal balance coefficients (i.e. restriction operator), efficient underlying smoothing algorithm (power method of NESTLE), and the finer mesh reconstruction algorithm (i.e. prolongation operator), all operating on a sequence of coarser spatial nodes, constitutes the multilevel acceleration scheme employed in this research. Two implementations of the multigrid method into the NESTLE code were examined; the Imbedded NEM Strategy and the Imbedded CMFD Strategy. The main difference in implementation between the two methods is that in the Imbedded NEM Strategy, the NEM solution is required at every MG level. Numerical tests have shown that the Imbedded NEM Strategy suffers from divergence at coarse- grid levels, hence all the results for the different benchmarks presented here were obtained using the Imbedded CMFD Strategy. The novelties in the developed MG method are as follows: the formulation of the restriction and prolongation operators, and the selection of the relaxation method. The restriction operator utilizes a variation of the reactor physics, consistent homogenization technique. The prolongation operator is based upon a variant of the pin power reconstruction methodology. The relaxation method, which is the power method, utilizes a constant coefficient matrix within the NEM non-linear iterative strategy. The choice of the MG nesting within the nested iterative strategy enables the incorporation of other non-linear effects with no additional coding effort. In addition, if an eigenvalue problem is being solved, it remains an eigenvalue problem at all grid levels, simplifying coding implementation. The merit of the developed MG method was tested by incorporating it into the NESTLE iterative solver, and employing it to solve four different benchmark problems. In addition to the base cases, three different sensitivity studies are performed, examining the effects of number of MG levels, homogenized coupling coefficients correction (i.e. restriction operator), and fine-mesh reconstruction algorithm (i.e. prolongation operator). The multilevel acceleration scheme developed in this research provides the foundation for developing adaptive multilevel acceleration methods for steady-state and transient NEM nodal neutron diffusion equations. (Abstract shortened by UMI.)

Finite Volume Element (FVE) discretization and multilevel solution of the axisymmetric heat equation

NASA Astrophysics Data System (ADS)

Litaker, Eric T.

1994-12-01

The axisymmetric heat equation, resulting from a point-source of heat applied to a metal block, is solved numerically; both iterative and multilevel solutions are computed in order to compare the two processes. The continuum problem is discretized in two stages: finite differences are used to discretize the time derivatives, resulting is a fully implicit backward time-stepping scheme, and the Finite Volume Element (FVE) method is used to discretize the spatial derivatives. The application of the FVE method to a problem in cylindrical coordinates is new, and results in stencils which are analyzed extensively. Several iteration schemes are considered, including both Jacobi and Gauss-Seidel; a thorough analysis of these schemes is done, using both the spectral radii of the iteration matrices and local mode analysis. Using this discretization, a Gauss-Seidel relaxation scheme is used to solve the heat equation iteratively. A multilevel solution process is then constructed, including the development of intergrid transfer and coarse grid operators. Local mode analysis is performed on the components of the amplification matrix, resulting in the two-level convergence factors for various combinations of the operators. A multilevel solution process is implemented by using multigrid V-cycles; the iterative and multilevel results are compared and discussed in detail. The computational savings resulting from the multilevel process are then discussed.

Iterative methods for tomography problems: implementation to a cross-well tomography problem

NASA Astrophysics Data System (ADS)

Karadeniz, M. F.; Weber, G. W.

2018-01-01

The velocity distribution between two boreholes is reconstructed by cross-well tomography, which is commonly used in geology. In this paper, iterative methods, Kaczmarz’s algorithm, algebraic reconstruction technique (ART), and simultaneous iterative reconstruction technique (SIRT), are implemented to a specific cross-well tomography problem. Convergence to the solution of these methods and their CPU time for the cross-well tomography problem are compared. Furthermore, these three methods for this problem are compared for different tolerance values.

Error analysis applied to several inversion techniques used for the retrieval of middle atmospheric constituents from limb-scanning MM-wave spectroscopic measurements

NASA Technical Reports Server (NTRS)

Puliafito, E.; Bevilacqua, R.; Olivero, J.; Degenhardt, W.

1992-01-01

The formal retrieval error analysis of Rodgers (1990) allows the quantitative determination of such retrieval properties as measurement error sensitivity, resolution, and inversion bias. This technique was applied to five numerical inversion techniques and two nonlinear iterative techniques used for the retrieval of middle atmospheric constituent concentrations from limb-scanning millimeter-wave spectroscopic measurements. It is found that the iterative methods have better vertical resolution, but are slightly more sensitive to measurement error than constrained matrix methods. The iterative methods converge to the exact solution, whereas two of the matrix methods under consideration have an explicit constraint, the sensitivity of the solution to the a priori profile. Tradeoffs of these retrieval characteristics are presented.

A multi-level solution algorithm for steady-state Markov chains

NASA Technical Reports Server (NTRS)

Horton, Graham; Leutenegger, Scott T.

1993-01-01

A new iterative algorithm, the multi-level algorithm, for the numerical solution of steady state Markov chains is presented. The method utilizes a set of recursively coarsened representations of the original system to achieve accelerated convergence. It is motivated by multigrid methods, which are widely used for fast solution of partial differential equations. Initial results of numerical experiments are reported, showing significant reductions in computation time, often an order of magnitude or more, relative to the Gauss-Seidel and optimal SOR algorithms for a variety of test problems. The multi-level method is compared and contrasted with the iterative aggregation-disaggregation algorithm of Takahashi.

Fourth-order numerical solutions of diffusion equation by using SOR method with Crank-Nicolson approach

NASA Astrophysics Data System (ADS)

Muhiddin, F. A.; Sulaiman, J.

2017-09-01

The aim of this paper is to investigate the effectiveness of the Successive Over-Relaxation (SOR) iterative method by using the fourth-order Crank-Nicolson (CN) discretization scheme to derive a five-point Crank-Nicolson approximation equation in order to solve diffusion equation. From this approximation equation, clearly, it can be shown that corresponding system of five-point approximation equations can be generated and then solved iteratively. In order to access the performance results of the proposed iterative method with the fourth-order CN scheme, another point iterative method which is Gauss-Seidel (GS), also presented as a reference method. Finally the numerical results obtained from the use of the fourth-order CN discretization scheme, it can be pointed out that the SOR iterative method is superior in terms of number of iterations, execution time, and maximum absolute error.

Analysis of the iteratively regularized Gauss-Newton method under a heuristic rule

NASA Astrophysics Data System (ADS)

Jin, Qinian; Wang, Wei

2018-03-01

The iteratively regularized Gauss-Newton method is one of the most prominent regularization methods for solving nonlinear ill-posed inverse problems when the data is corrupted by noise. In order to produce a useful approximate solution, this iterative method should be terminated properly. The existing a priori and a posteriori stopping rules require accurate information on the noise level, which may not be available or reliable in practical applications. In this paper we propose a heuristic selection rule for this regularization method, which requires no information on the noise level. By imposing certain conditions on the noise, we derive a posteriori error estimates on the approximate solutions under various source conditions. Furthermore, we establish a convergence result without using any source condition. Numerical results are presented to illustrate the performance of our heuristic selection rule.

The optimal modified variational iteration method for the Lane-Emden equations with Neumann and Robin boundary conditions

NASA Astrophysics Data System (ADS)

Singh, Randhir; Das, Nilima; Kumar, Jitendra

2017-06-01

An effective analytical technique is proposed for the solution of the Lane-Emden equations. The proposed technique is based on the variational iteration method (VIM) and the convergence control parameter h . In order to avoid solving a sequence of nonlinear algebraic or complicated integrals for the derivation of unknown constant, the boundary conditions are used before designing the recursive scheme for solution. The series solutions are found which converges rapidly to the exact solution. Convergence analysis and error bounds are discussed. Accuracy, applicability of the method is examined by solving three singular problems: i) nonlinear Poisson-Boltzmann equation, ii) distribution of heat sources in the human head, iii) second-kind Lane-Emden equation.

Periodic Pulay method for robust and efficient convergence acceleration of self-consistent field iterations

DOE PAGES

Banerjee, Amartya S.; Suryanarayana, Phanish; Pask, John E.

2016-01-21

Pulay's Direct Inversion in the Iterative Subspace (DIIS) method is one of the most widely used mixing schemes for accelerating the self-consistent solution of electronic structure problems. In this work, we propose a simple generalization of DIIS in which Pulay extrapolation is performed at periodic intervals rather than on every self-consistent field iteration, and linear mixing is performed on all other iterations. Lastly, we demonstrate through numerical tests on a wide variety of materials systems in the framework of density functional theory that the proposed generalization of Pulay's method significantly improves its robustness and efficiency.

Asymptotic (h tending to infinity) absolute stability for BDFs applied to stiff differential equations. [Backward Differentiation Formulas

NASA Technical Reports Server (NTRS)

Krogh, F. T.; Stewart, K.

1984-01-01

Methods based on backward differentiation formulas (BDFs) for solving stiff differential equations require iterating to approximate the solution of the corrector equation on each step. One hope for reducing the cost of this is to make do with iteration matrices that are known to have errors and to do no more iterations than are necessary to maintain the stability of the method. This paper, following work by Klopfenstein, examines the effect of errors in the iteration matrix on the stability of the method. Application of the results to an algorithm is discussed briefly.

Nonnegative least-squares image deblurring: improved gradient projection approaches

NASA Astrophysics Data System (ADS)

Benvenuto, F.; Zanella, R.; Zanni, L.; Bertero, M.

2010-02-01

The least-squares approach to image deblurring leads to an ill-posed problem. The addition of the nonnegativity constraint, when appropriate, does not provide regularization, even if, as far as we know, a thorough investigation of the ill-posedness of the resulting constrained least-squares problem has still to be done. Iterative methods, converging to nonnegative least-squares solutions, have been proposed. Some of them have the 'semi-convergence' property, i.e. early stopping of the iteration provides 'regularized' solutions. In this paper we consider two of these methods: the projected Landweber (PL) method and the iterative image space reconstruction algorithm (ISRA). Even if they work well in many instances, they are not frequently used in practice because, in general, they require a large number of iterations before providing a sensible solution. Therefore, the main purpose of this paper is to refresh these methods by increasing their efficiency. Starting from the remark that PL and ISRA require only the computation of the gradient of the functional, we propose the application to these algorithms of special acceleration techniques that have been recently developed in the area of the gradient methods. In particular, we propose the application of efficient step-length selection rules and line-search strategies. Moreover, remarking that ISRA is a scaled gradient algorithm, we evaluate its behaviour in comparison with a recent scaled gradient projection (SGP) method for image deblurring. Numerical experiments demonstrate that the accelerated methods still exhibit the semi-convergence property, with a considerable gain both in the number of iterations and in the computational time; in particular, SGP appears definitely the most efficient one.

The L sub 1 finite element method for pure convection problems

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan

1991-01-01

The least squares (L sub 2) finite element method is introduced for 2-D steady state pure convection problems with smooth solutions. It is proven that the L sub 2 method has the same stability estimate as the original equation, i.e., the L sub 2 method has better control of the streamline derivative. Numerical convergence rates are given to show that the L sub 2 method is almost optimal. This L sub 2 method was then used as a framework to develop an iteratively reweighted L sub 2 finite element method to obtain a least absolute residual (L sub 1) solution for problems with discontinuous solutions. This L sub 1 finite element method produces a nonoscillatory, nondiffusive and highly accurate numerical solution that has a sharp discontinuity in one element on both coarse and fine meshes. A robust reweighting strategy was also devised to obtain the L sub 1 solution in a few iterations. A number of examples solved by using triangle and bilinear elements are presented.

Sometimes "Newton's Method" Always "Cycles"

ERIC Educational Resources Information Center

Latulippe, Joe; Switkes, Jennifer

2012-01-01

Are there functions for which Newton's method cycles for all non-trivial initial guesses? We construct and solve a differential equation whose solution is a real-valued function that two-cycles under Newton iteration. Higher-order cycles of Newton's method iterates are explored in the complex plane using complex powers of "x." We find a class of…

Fast solution of elliptic partial differential equations using linear combinations of plane waves.

PubMed

Pérez-Jordá, José M

2016-02-01

Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.

An implicit-iterative solution of the heat conduction equation with a radiation boundary condition

NASA Technical Reports Server (NTRS)

Williams, S. D.; Curry, D. M.

1977-01-01

For the problem of predicting one-dimensional heat transfer between conducting and radiating mediums by an implicit finite difference method, four different formulations were used to approximate the surface radiation boundary condition while retaining an implicit formulation for the interior temperature nodes. These formulations are an explicit boundary condition, a linearized boundary condition, an iterative boundary condition, and a semi-iterative boundary method. The results of these methods in predicting surface temperature on the space shuttle orbiter thermal protection system model under a variety of heating rates were compared. The iterative technique caused the surface temperature to be bounded at each step. While the linearized and explicit methods were generally more efficient, the iterative and semi-iterative techniques provided a realistic surface temperature response without requiring step size control techniques.

Leveraging Anderson Acceleration for improved convergence of iterative solutions to transport systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Willert, Jeffrey; Taitano, William T.; Knoll, Dana

In this note we demonstrate that using Anderson Acceleration (AA) in place of a standard Picard iteration can not only increase the convergence rate but also make the iteration more robust for two transport applications. We also compare the convergence acceleration provided by AA to that provided by moment-based acceleration methods. Additionally, we demonstrate that those two acceleration methods can be used together in a nested fashion. We begin by describing the AA algorithm. At this point, we will describe two application problems, one from neutronics and one from plasma physics, on which we will apply AA. We provide computationalmore » results which highlight the benefits of using AA, namely that we can compute solutions using fewer function evaluations, larger time-steps, and achieve a more robust iteration.« less

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jing Yanfei, E-mail: yanfeijing@uestc.edu.c; Huang Tingzhu, E-mail: tzhuang@uestc.edu.c; Duan Yong, E-mail: duanyong@yahoo.c

This study is mainly focused on iterative solutions with simple diagonal preconditioning to two complex-valued nonsymmetric systems of linear equations arising from a computational chemistry model problem proposed by Sherry Li of NERSC. Numerical experiments show the feasibility of iterative methods to some extent when applied to the problems and reveal the competitiveness of our recently proposed Lanczos biconjugate A-orthonormalization methods to other classic and popular iterative methods. By the way, experiment results also indicate that application specific preconditioners may be mandatory and required for accelerating convergence.

An iterative transformation procedure for numerical solution of flutter and similar characteristics-value problems

NASA Technical Reports Server (NTRS)

Gossard, Myron L

1952-01-01

An iterative transformation procedure suggested by H. Wielandt for numerical solution of flutter and similar characteristic-value problems is presented. Application of this procedure to ordinary natural-vibration problems and to flutter problems is shown by numerical examples. Comparisons of computed results with experimental values and with results obtained by other methods of analysis are made.

Domain decomposition methods for the parallel computation of reacting flows

NASA Technical Reports Server (NTRS)

Keyes, David E.

1988-01-01

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors.

Subsonic panel method for designing wing surfaces from pressure distribution

NASA Technical Reports Server (NTRS)

Bristow, D. R.; Hawk, J. D.

1983-01-01

An iterative method has been developed for designing wing section contours corresponding to a prescribed subcritical distribution of pressure. The calculations are initialized by using a surface panel method to analyze a baseline wing or wing-fuselage configuration. A first-order expansion to the baseline panel method equations is then used to calculate a matrix containing the partial derivative of potential at each control point with respect to each unknown geometry parameter. In every iteration cycle, the matrix is used both to calculate the geometry perturbation and to analyze the perturbed geometry. The distribution of potential on the perturbed geometry is established by simple linear extrapolation from the baseline solution. The extrapolated potential is converted to pressure by Bernoulli's equation. Not only is the accuracy of the approach good for very large perturbations, but the computing cost of each complete iteration cycle is substantially less than one analysis solution by a conventional panel method.

Preconditioned conjugate residual methods for the solution of spectral equations

NASA Technical Reports Server (NTRS)

Wong, Y. S.; Zang, T. A.; Hussaini, M. Y.

1986-01-01

Conjugate residual methods for the solution of spectral equations are described. An inexact finite-difference operator is introduced as a preconditioner in the iterative procedures. Application of these techniques is limited to problems for which the symmetric part of the coefficient matrix is positive definite. Although the spectral equation is a very ill-conditioned and full matrix problem, the computational effort of the present iterative methods for solving such a system is comparable to that for the sparse matrix equations obtained from the application of either finite-difference or finite-element methods to the same problems. Numerical experiments are shown for a self-adjoint elliptic partial differential equation with Dirichlet boundary conditions, and comparison with other solution procedures for spectral equations is presented.

Exact solitary wave solution for higher order nonlinear Schrodinger equation using He's variational iteration method

NASA Astrophysics Data System (ADS)

Rani, Monika; Bhatti, Harbax S.; Singh, Vikramjeet

2017-11-01

In optical communication, the behavior of the ultrashort pulses of optical solitons can be described through nonlinear Schrodinger equation. This partial differential equation is widely used to contemplate a number of physically important phenomena, including optical shock waves, laser and plasma physics, quantum mechanics, elastic media, etc. The exact analytical solution of (1+n)-dimensional higher order nonlinear Schrodinger equation by He's variational iteration method has been presented. Our proposed solutions are very helpful in studying the solitary wave phenomena and ensure rapid convergent series and avoid round off errors. Different examples with graphical representations have been given to justify the capability of the method.

SU-D-206-03: Segmentation Assisted Fast Iterative Reconstruction Method for Cone-Beam CT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, P; Mao, T; Gong, S

2016-06-15

Purpose: Total Variation (TV) based iterative reconstruction (IR) methods enable accurate CT image reconstruction from low-dose measurements with sparse projection acquisition, due to the sparsifiable feature of most CT images using gradient operator. However, conventional solutions require large amount of iterations to generate a decent reconstructed image. One major reason is that the expected piecewise constant property is not taken into consideration at the optimization starting point. In this work, we propose an iterative reconstruction method for cone-beam CT (CBCT) using image segmentation to guide the optimization path more efficiently on the regularization term at the beginning of the optimizationmore » trajectory. Methods: Our method applies general knowledge that one tissue component in the CT image contains relatively uniform distribution of CT number. This general knowledge is incorporated into the proposed reconstruction using image segmentation technique to generate the piecewise constant template on the first-pass low-quality CT image reconstructed using analytical algorithm. The template image is applied as an initial value into the optimization process. Results: The proposed method is evaluated on the Shepp-Logan phantom of low and high noise levels, and a head patient. The number of iterations is reduced by overall 40%. Moreover, our proposed method tends to generate a smoother reconstructed image with the same TV value. Conclusion: We propose a computationally efficient iterative reconstruction method for CBCT imaging. Our method achieves a better optimization trajectory and a faster convergence behavior. It does not rely on prior information and can be readily incorporated into existing iterative reconstruction framework. Our method is thus practical and attractive as a general solution to CBCT iterative reconstruction. This work is supported by the Zhejiang Provincial Natural Science Foundation of China (Grant No. LR16F010001), National High-tech R&D Program for Young Scientists by the Ministry of Science and Technology of China (Grant No. 2015AA020917).« less

Broad-search algorithms for the spacecraft trajectory design of Callisto-Ganymede-Io triple flyby sequences from 2024 to 2040, Part II: Lambert pathfinding and trajectory solutions

NASA Astrophysics Data System (ADS)

Lynam, Alfred E.

2014-01-01

Triple-satellite-aided capture employs gravity-assist flybys of three of the Galilean moons of Jupiter in order to decrease the amount of ΔV required to capture a spacecraft into Jupiter orbit. Similarly, triple flybys can be used within a Jupiter satellite tour to rapidly modify the orbital parameters of a Jovicentric orbit, or to increase the number of science flybys. In order to provide a nearly comprehensive search of the solution space of Callisto-Ganymede-Io triple flybys from 2024 to 2040, a third-order, Chebyshev's method variant of the p-iteration solution to Lambert's problem is paired with a second-order, Newton-Raphson method, time of flight iteration solution to the V∞-matching problem. The iterative solutions of these problems provide the orbital parameters of the Callisto-Ganymede transfer, the Ganymede flyby, and the Ganymede-Io transfer, but the characteristics of the Callisto and Io flybys are unconstrained, so they are permitted to vary in order to produce an even larger number of trajectory solutions. The vast amount of solution data is searched to find the best triple-satellite-aided capture window between 2024 and 2040.

The generalised Sylvester matrix equations over the generalised bisymmetric and skew-symmetric matrices

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Hajarian, Masoud

2012-08-01

A matrix P is called a symmetric orthogonal if P = P T = P -1. A matrix X is said to be a generalised bisymmetric with respect to P if X = X T = PXP. It is obvious that any symmetric matrix is also a generalised bisymmetric matrix with respect to I (identity matrix). By extending the idea of the Jacobi and the Gauss-Seidel iterations, this article proposes two new iterative methods, respectively, for computing the generalised bisymmetric (containing symmetric solution as a special case) and skew-symmetric solutions of the generalised Sylvester matrix equation ? (including Sylvester and Lyapunov matrix equations as special cases) which is encountered in many systems and control applications. When the generalised Sylvester matrix equation has a unique generalised bisymmetric (skew-symmetric) solution, the first (second) iterative method converges to the generalised bisymmetric (skew-symmetric) solution of this matrix equation for any initial generalised bisymmetric (skew-symmetric) matrix. Finally, some numerical results are given to illustrate the effect of the theoretical results.

The MHOST finite element program: 3-D inelastic analysis methods for hot section components. Volume 1: Theoretical manual

NASA Technical Reports Server (NTRS)

Nakazawa, Shohei

1991-01-01

Formulations and algorithms implemented in the MHOST finite element program are discussed. The code uses a novel concept of the mixed iterative solution technique for the efficient 3-D computations of turbine engine hot section components. The general framework of variational formulation and solution algorithms are discussed which were derived from the mixed three field Hu-Washizu principle. This formulation enables the use of nodal interpolation for coordinates, displacements, strains, and stresses. Algorithmic description of the mixed iterative method includes variations for the quasi static, transient dynamic and buckling analyses. The global-local analysis procedure referred to as the subelement refinement is developed in the framework of the mixed iterative solution, of which the detail is presented. The numerically integrated isoparametric elements implemented in the framework is discussed. Methods to filter certain parts of strain and project the element discontinuous quantities to the nodes are developed for a family of linear elements. Integration algorithms are described for linear and nonlinear equations included in MHOST program.

An efficient algorithm using matrix methods to solve wind tunnel force-balance equations

NASA Technical Reports Server (NTRS)

Smith, D. L.

1972-01-01

An iterative procedure applying matrix methods to accomplish an efficient algorithm for automatic computer reduction of wind-tunnel force-balance data has been developed. Balance equations are expressed in a matrix form that is convenient for storing balance sensitivities and interaction coefficient values for online or offline batch data reduction. The convergence of the iterative values to a unique solution of this system of equations is investigated, and it is shown that for balances which satisfy the criteria discussed, this type of solution does occur. Methods for making sensitivity adjustments and initial load effect considerations in wind-tunnel applications are also discussed, and the logic for determining the convergence accuracy limits for the iterative solution is given. This more efficient data reduction program is compared with the technique presently in use at the NASA Langley Research Center, and computational times on the order of one-third or less are demonstrated by use of this new program.

Computation of nonlinear ultrasound fields using a linearized contrast source method.

PubMed

Verweij, Martin D; Demi, Libertario; van Dongen, Koen W A

2013-08-01

Nonlinear ultrasound is important in medical diagnostics because imaging of the higher harmonics improves resolution and reduces scattering artifacts. Second harmonic imaging is currently standard, and higher harmonic imaging is under investigation. The efficient development of novel imaging modalities and equipment requires accurate simulations of nonlinear wave fields in large volumes of realistic (lossy, inhomogeneous) media. The Iterative Nonlinear Contrast Source (INCS) method has been developed to deal with spatiotemporal domains measuring hundreds of wavelengths and periods. This full wave method considers the nonlinear term of the Westervelt equation as a nonlinear contrast source, and solves the equivalent integral equation via the Neumann iterative solution. Recently, the method has been extended with a contrast source that accounts for spatially varying attenuation. The current paper addresses the problem that the Neumann iterative solution converges badly for strong contrast sources. The remedy is linearization of the nonlinear contrast source, combined with application of more advanced methods for solving the resulting integral equation. Numerical results show that linearization in combination with a Bi-Conjugate Gradient Stabilized method allows the INCS method to deal with fairly strong, inhomogeneous attenuation, while the error due to the linearization can be eliminated by restarting the iterative scheme.

The solution of linear systems of equations with a structural analysis code on the NAS CRAY-2

NASA Technical Reports Server (NTRS)

Poole, Eugene L.; Overman, Andrea L.

1988-01-01

Two methods for solving linear systems of equations on the NAS Cray-2 are described. One is a direct method; the other is an iterative method. Both methods exploit the architecture of the Cray-2, particularly the vectorization, and are aimed at structural analysis applications. To demonstrate and evaluate the methods, they were installed in a finite element structural analysis code denoted the Computational Structural Mechanics (CSM) Testbed. A description of the techniques used to integrate the two solvers into the Testbed is given. Storage schemes, memory requirements, operation counts, and reformatting procedures are discussed. Finally, results from the new methods are compared with results from the initial Testbed sparse Choleski equation solver for three structural analysis problems. The new direct solvers described achieve the highest computational rates of the methods compared. The new iterative methods are not able to achieve as high computation rates as the vectorized direct solvers but are best for well conditioned problems which require fewer iterations to converge to the solution.

A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems

NASA Astrophysics Data System (ADS)

Heinkenschloss, Matthias

2005-01-01

We study a class of time-domain decomposition-based methods for the numerical solution of large-scale linear quadratic optimal control problems. Our methods are based on a multiple shooting reformulation of the linear quadratic optimal control problem as a discrete-time optimal control (DTOC) problem. The optimality conditions for this DTOC problem lead to a linear block tridiagonal system. The diagonal blocks are invertible and are related to the original linear quadratic optimal control problem restricted to smaller time-subintervals. This motivates the application of block Gauss-Seidel (GS)-type methods for the solution of the block tridiagonal systems. Numerical experiments show that the spectral radii of the block GS iteration matrices are larger than one for typical applications, but that the eigenvalues of the iteration matrices decay to zero fast. Hence, while the GS method is not expected to convergence for typical applications, it can be effective as a preconditioner for Krylov-subspace methods. This is confirmed by our numerical tests.A byproduct of this research is the insight that certain instantaneous control techniques can be viewed as the application of one step of the forward block GS method applied to the DTOC optimality system.

Couple of the Variational Iteration Method and Fractional-Order Legendre Functions Method for Fractional Differential Equations

PubMed Central

Song, Junqiang; Leng, Hongze; Lu, Fengshun

2014-01-01

We present a new numerical method to get the approximate solutions of fractional differential equations. A new operational matrix of integration for fractional-order Legendre functions (FLFs) is first derived. Then a modified variational iteration formula which can avoid “noise terms” is constructed. Finally a numerical method based on variational iteration method (VIM) and FLFs is developed for fractional differential equations (FDEs). Block-pulse functions (BPFs) are used to calculate the FLFs coefficient matrices of the nonlinear terms. Five examples are discussed to demonstrate the validity and applicability of the technique. PMID:24511303

The solution of radiative transfer problems in molecular bands without the LTE assumption by accelerated lambda iteration methods

NASA Technical Reports Server (NTRS)

Kutepov, A. A.; Kunze, D.; Hummer, D. G.; Rybicki, G. B.

1991-01-01

An iterative method based on the use of approximate transfer operators, which was designed initially to solve multilevel NLTE line formation problems in stellar atmospheres, is adapted and applied to the solution of the NLTE molecular band radiative transfer in planetary atmospheres. The matrices to be constructed and inverted are much smaller than those used in the traditional Curtis matrix technique, which makes possible the treatment of more realistic problems using relatively small computers. This technique converges much more rapidly than straightforward iteration between the transfer equation and the equations of statistical equilibrium. A test application of this new technique to the solution of NLTE radiative transfer problems for optically thick and thin bands (the 4.3 micron CO2 band in the Venusian atmosphere and the 4.7 and 2.3 micron CO bands in the earth's atmosphere) is described.

An iterative method for the Helmholtz equation

NASA Technical Reports Server (NTRS)

Bayliss, A.; Goldstein, C. I.; Turkel, E.

1983-01-01

An iterative algorithm for the solution of the Helmholtz equation is developed. The algorithm is based on a preconditioned conjugate gradient iteration for the normal equations. The preconditioning is based on an SSOR sweep for the discrete Laplacian. Numerical results are presented for a wide variety of problems of physical interest and demonstrate the effectiveness of the algorithm.

Iterative spectral methods and spectral solutions to compressible flows

NASA Technical Reports Server (NTRS)

Hussaini, M. Y.; Zang, T. A.

1982-01-01

A spectral multigrid scheme is described which can solve pseudospectral discretizations of self-adjoint elliptic problems in O(N log N) operations. An iterative technique for efficiently implementing semi-implicit time-stepping for pseudospectral discretizations of Navier-Stokes equations is discussed. This approach can handle variable coefficient terms in an effective manner. Pseudospectral solutions of compressible flow problems are presented. These include one dimensional problems and two dimensional Euler solutions. Results are given both for shock-capturing approaches and for shock-fitting ones.

Multidimensional radiative transfer with multilevel atoms. II. The non-linear multigrid method.

NASA Astrophysics Data System (ADS)

Fabiani Bendicho, P.; Trujillo Bueno, J.; Auer, L.

1997-08-01

A new iterative method for solving non-LTE multilevel radiative transfer (RT) problems in 1D, 2D or 3D geometries is presented. The scheme obtains the self-consistent solution of the kinetic and RT equations at the cost of only a few (<10) formal solutions of the RT equation. It combines, for the first time, non-linear multigrid iteration (Brandt, 1977, Math. Comp. 31, 333; Hackbush, 1985, Multi-Grid Methods and Applications, springer-Verlag, Berlin), an efficient multilevel RT scheme based on Gauss-Seidel iterations (cf. Trujillo Bueno & Fabiani Bendicho, 1995ApJ...455..646T), and accurate short-characteristics formal solution techniques. By combining a valid stopping criterion with a nested-grid strategy a converged solution with the desired true error is automatically guaranteed. Contrary to the current operator splitting methods the very high convergence speed of the new RT method does not deteriorate when the grid spatial resolution is increased. With this non-linear multigrid method non-LTE problems discretized on N grid points are solved in O(N) operations. The nested multigrid RT method presented here is, thus, particularly attractive in complicated multilevel transfer problems where small grid-sizes are required. The properties of the method are analyzed both analytically and with illustrative multilevel calculations for Ca II in 1D and 2D schematic model atmospheres.

An Iterative Method for Problems with Multiscale Conductivity

PubMed Central

Kim, Hyea Hyun; Minhas, Atul S.; Woo, Eung Je

2012-01-01

A model with its conductivity varying highly across a very thin layer will be considered. It is related to a stable phantom model, which is invented to generate a certain apparent conductivity inside a region surrounded by a thin cylinder with holes. The thin cylinder is an insulator and both inside and outside the thin cylinderare filled with the same saline. The injected current can enter only through the holes adopted to the thin cylinder. The model has a high contrast of conductivity discontinuity across the thin cylinder and the thickness of the layer and the size of holes are very small compared to the domain of the model problem. Numerical methods for such a model require a very fine mesh near the thin layer to resolve the conductivity discontinuity. In this work, an efficient numerical method for such a model problem is proposed by employing a uniform mesh, which need not resolve the conductivity discontinuity. The discrete problem is then solved by an iterative method, where the solution is improved by solving a simple discrete problem with a uniform conductivity. At each iteration, the right-hand side is updated by integrating the previous iterate over the thin cylinder. This process results in a certain smoothing effect on microscopic structures and our discrete model can provide a more practical tool for simulating the apparent conductivity. The convergence of the iterative method is analyzed regarding the contrast in the conductivity and the relative thickness of the layer. In numerical experiments, solutions of our method are compared to reference solutions obtained from COMSOL, where very fine meshes are used to resolve the conductivity discontinuity in the model. Errors of the voltage in L2 norm follow O(h) asymptotically and the current density matches quitewell those from the reference solution for a sufficiently small mesh size h. The experimental results present a promising feature of our approach for simulating the apparent conductivity related to changes in microscopic cellular structures. PMID:23304238

Non-oscillatory and non-diffusive solution of convection problems by the iteratively reweighted least-squares finite element method

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan

1993-01-01

A comparative description is presented for the least-squares FEM (LSFEM) for 2D steady-state pure convection problems. In addition to exhibiting better control of the streamline derivative than the streamline upwinding Petrov-Galerkin method, numerical convergence rates are obtained which show the LSFEM to be virtually optimal. The LSFEM is used as a framework for an iteratively reweighted LSFEM yielding nonoscillatory and nondiffusive solutions for problems with contact discontinuities; this method is shown to convect contact discontinuities without error when using triangular and bilinear elements.

Assessment of Preconditioner for a USM3D Hierarchical Adaptive Nonlinear Method (HANIM) (Invited)

NASA Technical Reports Server (NTRS)

Pandya, Mohagna J.; Diskin, Boris; Thomas, James L.; Frink, Neal T.

2016-01-01

Enhancements to the previously reported mixed-element USM3D Hierarchical Adaptive Nonlinear Iteration Method (HANIM) framework have been made to further improve robustness, efficiency, and accuracy of computational fluid dynamic simulations. The key enhancements include a multi-color line-implicit preconditioner, a discretely consistent symmetry boundary condition, and a line-mapping method for the turbulence source term discretization. The USM3D iterative convergence for the turbulent flows is assessed on four configurations. The configurations include a two-dimensional (2D) bump-in-channel, the 2D NACA 0012 airfoil, a three-dimensional (3D) bump-in-channel, and a 3D hemisphere cylinder. The Reynolds Averaged Navier Stokes (RANS) solutions have been obtained using a Spalart-Allmaras turbulence model and families of uniformly refined nested grids. Two types of HANIM solutions using line- and point-implicit preconditioners have been computed. Additional solutions using the point-implicit preconditioner alone (PA) method that broadly represents the baseline solver technology have also been computed. The line-implicit HANIM shows superior iterative convergence in most cases with progressively increasing benefits on finer grids.

Solution of the within-group multidimensional discrete ordinates transport equations on massively parallel architectures

NASA Astrophysics Data System (ADS)

Zerr, Robert Joseph

2011-12-01

The integral transport matrix method (ITMM) has been used as the kernel of new parallel solution methods for the discrete ordinates approximation of the within-group neutron transport equation. The ITMM abandons the repetitive mesh sweeps of the traditional source iterations (SI) scheme in favor of constructing stored operators that account for the direct coupling factors among all the cells and between the cells and boundary surfaces. The main goals of this work were to develop the algorithms that construct these operators and employ them in the solution process, determine the most suitable way to parallelize the entire procedure, and evaluate the behavior and performance of the developed methods for increasing number of processes. This project compares the effectiveness of the ITMM with the SI scheme parallelized with the Koch-Baker-Alcouffe (KBA) method. The primary parallel solution method involves a decomposition of the domain into smaller spatial sub-domains, each with their own transport matrices, and coupled together via interface boundary angular fluxes. Each sub-domain has its own set of ITMM operators and represents an independent transport problem. Multiple iterative parallel solution methods have investigated, including parallel block Jacobi (PBJ), parallel red/black Gauss-Seidel (PGS), and parallel GMRES (PGMRES). The fastest observed parallel solution method, PGS, was used in a weak scaling comparison with the PARTISN code. Compared to the state-of-the-art SI-KBA with diffusion synthetic acceleration (DSA), this new method without acceleration/preconditioning is not competitive for any problem parameters considered. The best comparisons occur for problems that are difficult for SI DSA, namely highly scattering and optically thick. SI DSA execution time curves are generally steeper than the PGS ones. However, until further testing is performed it cannot be concluded that SI DSA does not outperform the ITMM with PGS even on several thousand or tens of thousands of processors. The PGS method does outperform SI DSA for the periodic heterogeneous layers (PHL) configuration problems. Although this demonstrates a relative strength/weakness between the two methods, the practicality of these problems is much less, further limiting instances where it would be beneficial to select ITMM over SI DSA. The results strongly indicate a need for a robust, stable, and efficient acceleration method (or preconditioner for PGMRES). The spatial multigrid (SMG) method is currently incomplete in that it does not work for all cases considered and does not effectively improve the convergence rate for all values of scattering ratio c or cell dimension h. Nevertheless, it does display the desired trend for highly scattering, optically thin problems. That is, it tends to lower the rate of growth of number of iterations with increasing number of processes, P, while not increasing the number of additional operations per iteration to the extent that the total execution time of the rapidly converging accelerated iterations exceeds that of the slower unaccelerated iterations. A predictive parallel performance model has been developed for the PBJ method. Timing tests were performed such that trend lines could be fitted to the data for the different components and used to estimate the execution times. Applied to the weak scaling results, the model notably underestimates construction time, but combined with a slight overestimation in iterative solution time, the model predicts total execution time very well for large P. It also does a decent job with the strong scaling results, closely predicting the construction time and time per iteration, especially as P increases. Although not shown to be competitive up to 1,024 processing elements with the current state of the art, the parallelized ITMM exhibits promising scaling trends. Ultimately, compared to the KBA method, the parallelized ITMM may be found to be a very attractive option for transport calculations spatially decomposed over several tens of thousands of processes. Acceleration/preconditioning of the parallelized ITMM once developed will improve the convergence rate and improve its competitiveness. (Abstract shortened by UMI.)

Analysis of Monte Carlo accelerated iterative methods for sparse linear systems: Analysis of Monte Carlo accelerated iterative methods for sparse linear systems

DOE PAGES

Benzi, Michele; Evans, Thomas M.; Hamilton, Steven P.; ...

2017-03-05

Here, we consider hybrid deterministic-stochastic iterative algorithms for the solution of large, sparse linear systems. Starting from a convergent splitting of the coefficient matrix, we analyze various types of Monte Carlo acceleration schemes applied to the original preconditioned Richardson (stationary) iteration. We expect that these methods will have considerable potential for resiliency to faults when implemented on massively parallel machines. We also establish sufficient conditions for the convergence of the hybrid schemes, and we investigate different types of preconditioners including sparse approximate inverses. Numerical experiments on linear systems arising from the discretization of partial differential equations are presented.

How to Compute Labile Metal-Ligand Equilibria

ERIC Educational Resources Information Center

de Levie, Robert

2007-01-01

The different methods used for computing labile metal-ligand complexes, which are suitable for an iterative computer solution, are illustrated. The ligand function has allowed students to relegate otherwise tedious iterations to a computer, while retaining complete control over what is calculated.

Solution of a tridiagonal system of equations on the finite element machine

NASA Technical Reports Server (NTRS)

Bostic, S. W.

1984-01-01

Two parallel algorithms for the solution of tridiagonal systems of equations were implemented on the Finite Element Machine. The Accelerated Parallel Gauss method, an iterative method, and the Buneman algorithm, a direct method, are discussed and execution statistics are presented.

A Least-Squares Commutator in the Iterative Subspace Method for Accelerating Self-Consistent Field Convergence.

PubMed

Li, Haichen; Yaron, David J

2016-11-08

A least-squares commutator in the iterative subspace (LCIIS) approach is explored for accelerating self-consistent field (SCF) calculations. LCIIS is similar to direct inversion of the iterative subspace (DIIS) methods in that the next iterate of the density matrix is obtained as a linear combination of past iterates. However, whereas DIIS methods find the linear combination by minimizing a sum of error vectors, LCIIS minimizes the Frobenius norm of the commutator between the density matrix and the Fock matrix. This minimization leads to a quartic problem that can be solved iteratively through a constrained Newton's method. The relationship between LCIIS and DIIS is discussed. Numerical experiments suggest that LCIIS leads to faster convergence than other SCF convergence accelerating methods in a statistically significant sense, and in a number of cases LCIIS leads to stable SCF solutions that are not found by other methods. The computational cost involved in solving the quartic minimization problem is small compared to the typical cost of SCF iterations and the approach is easily integrated into existing codes. LCIIS can therefore serve as a powerful addition to SCF convergence accelerating methods in computational quantum chemistry packages.

Iterative discrete ordinates solution of the equation for surface-reflected radiance

NASA Astrophysics Data System (ADS)

Radkevich, Alexander

2017-11-01

This paper presents a new method of numerical solution of the integral equation for the radiance reflected from an anisotropic surface. The equation relates the radiance at the surface level with BRDF and solutions of the standard radiative transfer problems for a slab with no reflection on its surfaces. It is also shown that the kernel of the equation satisfies the condition of the existence of a unique solution and the convergence of the successive approximations to that solution. The developed method features two basic steps: discretization on a 2D quadrature, and solving the resulting system of algebraic equations with successive over-relaxation method based on the Gauss-Seidel iterative process. Presented numerical examples show good coincidence between the surface-reflected radiance obtained with DISORT and the proposed method. Analysis of contributions of the direct and diffuse (but not yet reflected) parts of the downward radiance to the total solution is performed. Together, they represent a very good initial guess for the iterative process. This fact ensures fast convergence. The numerical evidence is given that the fastest convergence occurs with the relaxation parameter of 1 (no relaxation). An integral equation for BRDF is derived as inversion of the original equation. The potential of this new equation for BRDF retrievals is analyzed. The approach is found not viable as the BRDF equation appears to be an ill-posed problem, and it requires knowledge the surface-reflected radiance on the entire domain of both Sun and viewing zenith angles.

A preconditioner for the finite element computation of incompressible, nonlinear elastic deformations

NASA Astrophysics Data System (ADS)

Whiteley, J. P.

2017-10-01

Large, incompressible elastic deformations are governed by a system of nonlinear partial differential equations. The finite element discretisation of these partial differential equations yields a system of nonlinear algebraic equations that are usually solved using Newton's method. On each iteration of Newton's method, a linear system must be solved. We exploit the structure of the Jacobian matrix to propose a preconditioner, comprising two steps. The first step is the solution of a relatively small, symmetric, positive definite linear system using the preconditioned conjugate gradient method. This is followed by a small number of multigrid V-cycles for a larger linear system. Through the use of exemplar elastic deformations, the preconditioner is demonstrated to facilitate the iterative solution of the linear systems arising. The number of GMRES iterations required has only a very weak dependence on the number of degrees of freedom of the linear systems.

Computationally efficient finite-difference modal method for the solution of Maxwell's equations.

PubMed

Semenikhin, Igor; Zanuccoli, Mauro

2013-12-01

In this work, a new implementation of the finite-difference (FD) modal method (FDMM) based on an iterative approach to calculate the eigenvalues and corresponding eigenfunctions of the Helmholtz equation is presented. Two relevant enhancements that significantly increase the speed and accuracy of the method are introduced. First of all, the solution of the complete eigenvalue problem is avoided in favor of finding only the meaningful part of eigenmodes by using iterative methods. Second, a multigrid algorithm and Richardson extrapolation are implemented. Simultaneous use of these techniques leads to an enhancement in terms of accuracy, which allows a simple method such as the FDMM with a typical three-point difference scheme to be significantly competitive with an analytical modal method.

Adaptive Discrete Hypergraph Matching.

PubMed

Yan, Junchi; Li, Changsheng; Li, Yin; Cao, Guitao

2018-02-01

This paper addresses the problem of hypergraph matching using higher-order affinity information. We propose a solver that iteratively updates the solution in the discrete domain by linear assignment approximation. The proposed method is guaranteed to converge to a stationary discrete solution and avoids the annealing procedure and ad-hoc post binarization step that are required in several previous methods. Specifically, we start with a simple iterative discrete gradient assignment solver. This solver can be trapped in an -circle sequence under moderate conditions, where is the order of the graph matching problem. We then devise an adaptive relaxation mechanism to jump out this degenerating case and show that the resulting new path will converge to a fixed solution in the discrete domain. The proposed method is tested on both synthetic and real-world benchmarks. The experimental results corroborate the efficacy of our method.

An iterative method for systems of nonlinear hyperbolic equations

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.

1989-01-01

An iterative algorithm for the efficient solution of systems of nonlinear hyperbolic equations is presented. Parallelism is evident at several levels. In the formation of the iteration, the equations are decoupled, thereby providing large grain parallelism. Parallelism may also be exploited within the solves for each equation. Convergence of the interation is established via a bounding function argument. Experimental results in two-dimensions are presented.

A Navier-Stokes solution of the three-dimensional viscous compressible flow in a centrifugal compressor impeller

NASA Technical Reports Server (NTRS)

Harp, J. L., Jr.

1977-01-01

A two-dimensional time-dependent computer code was utilized to calculate the three-dimensional steady flow within the impeller blading. The numerical method is an explicit time marching scheme in two spatial dimensions. Initially, an inviscid solution is generated on the hub blade-to-blade surface by the method of Katsanis and McNally (1973). Starting with the known inviscid solution, the viscous effects are calculated through iteration. The approach makes it possible to take into account principal impeller fluid-mechanical effects. It is pointed out that the second iterate provides a complete solution to the three-dimensional, compressible, Navier-Stokes equations for flow in a centrifugal impeller. The problems investigated are related to the study of a radial impeller and a backswept impeller.

Parallelized implicit propagators for the finite-difference Schrödinger equation

NASA Astrophysics Data System (ADS)

Parker, Jonathan; Taylor, K. T.

1995-08-01

We describe the application of block Gauss-Seidel and block Jacobi iterative methods to the design of implicit propagators for finite-difference models of the time-dependent Schrödinger equation. The block-wise iterative methods discussed here are mixed direct-iterative methods for solving simultaneous equations, in the sense that direct methods (e.g. LU decomposition) are used to invert certain block sub-matrices, and iterative methods are used to complete the solution. We describe parallel variants of the basic algorithm that are well suited to the medium- to coarse-grained parallelism of work-station clusters, and MIMD supercomputers, and we show that under a wide range of conditions, fine-grained parallelism of the computation can be achieved. Numerical tests are conducted on a typical one-electron atom Hamiltonian. The methods converge robustly to machine precision (15 significant figures), in some cases in as few as 6 or 7 iterations. The rate of convergence is nearly independent of the finite-difference grid-point separations.

A Method to Solve Interior and Exterior Camera Calibration Parameters for Image Resection

NASA Technical Reports Server (NTRS)

Samtaney, Ravi

1999-01-01

An iterative method is presented to solve the internal and external camera calibration parameters, given model target points and their images from one or more camera locations. The direct linear transform formulation was used to obtain a guess for the iterative method, and herein lies one of the strengths of the present method. In all test cases, the method converged to the correct solution. In general, an overdetermined system of nonlinear equations is solved in the least-squares sense. The iterative method presented is based on Newton-Raphson for solving systems of nonlinear algebraic equations. The Jacobian is analytically derived and the pseudo-inverse of the Jacobian is obtained by singular value decomposition.

Accelerating NLTE radiative transfer by means of the Forth-and-Back Implicit Lambda Iteration: A two-level atom line formation in 2D Cartesian coordinates

NASA Astrophysics Data System (ADS)

Milić, Ivan; Atanacković, Olga

2014-10-01

State-of-the-art methods in multidimensional NLTE radiative transfer are based on the use of local approximate lambda operator within either Jacobi or Gauss-Seidel iterative schemes. Here we propose another approach to the solution of 2D NLTE RT problems, Forth-and-Back Implicit Lambda Iteration (FBILI), developed earlier for 1D geometry. In order to present the method and examine its convergence properties we use the well-known instance of the two-level atom line formation with complete frequency redistribution. In the formal solution of the RT equation we employ short characteristics with two-point algorithm. Using an implicit representation of the source function in the computation of the specific intensities, we compute and store the coefficients of the linear relations J=a+bS between the mean intensity J and the corresponding source function S. The use of iteration factors in the ‘local’ coefficients of these implicit relations in two ‘inward’ sweeps of 2D grid, along with the update of the source function in other two ‘outward’ sweeps leads to four times faster solution than the Jacobi’s one. Moreover, the update made in all four consecutive sweeps of the grid leads to an acceleration by a factor of 6-7 compared to the Jacobi iterative scheme.

Homotopy decomposition method for solving one-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Abuasad, Salah; Hashim, Ishak

2018-04-01

In this paper, we present the homotopy decomposition method with a modified definition of beta fractional derivative for the first time to find exact solution of one-dimensional time-fractional diffusion equation. In this method, the solution takes the form of a convergent series with easily computable terms. The exact solution obtained by the proposed method is compared with the exact solution obtained by using fractional variational homotopy perturbation iteration method via a modified Riemann-Liouville derivative.

Solution of an eigenvalue problem for the Laplace operator on a spherical surface. M.S. Thesis - Maryland Univ.

NASA Technical Reports Server (NTRS)

Walden, H.

1974-01-01

Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (also referred to as the membrane eigenvalue problem for the vibration equation) on the unit spherical surface are developed. Two specific types of spherical surface domains are considered: (1) the interior of a spherical triangle, i.e., the region bounded by arcs of three great circles, and (2) the exterior of a great circle arc extending for less than pi radians on the sphere (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is derived. The symmetric (generally five-point) finite difference equations that develop are written in matrix form and then solved by the iterative method of point successive overrelaxation. Upon convergence of this iterative method, the fundamental eigenvalue is approximated by iteration utilizing the power method as applied to the finite Rayleigh quotient.

The calculation of steady non-linear transonic flow over finite wings with linear theory aerodynamics

NASA Technical Reports Server (NTRS)

Cunningham, A. M., Jr.

1976-01-01

The feasibility of calculating steady mean flow solutions for nonlinear transonic flow over finite wings with a linear theory aerodynamic computer program is studied. The methodology is based on independent solutions for upper and lower surface pressures that are coupled through the external flow fields. Two approaches for coupling the solutions are investigated which include the diaphragm and the edge singularity method. The final method is a combination of both where a line source along the wing leading edge is used to account for blunt nose airfoil effects; and the upper and lower surface flow fields are coupled through a diaphragm in the plane of the wing. An iterative solution is used to arrive at the nonuniform flow solution for both nonlifting and lifting cases. Final results for a swept tapered wing in subcritical flow show that the method converges in three iterations and gives excellent agreement with experiment at alpha = 0 deg and 2 deg. Recommendations are made for development of a procedure for routine application.

On the implementation of an accurate and efficient solver for convection-diffusion equations

NASA Astrophysics Data System (ADS)

Wu, Chin-Tien

In this dissertation, we examine several different aspects of computing the numerical solution of the convection-diffusion equation. The solution of this equation often exhibits sharp gradients due to Dirichlet outflow boundaries or discontinuities in boundary conditions. Because of the singular-perturbed nature of the equation, numerical solutions often have severe oscillations when grid sizes are not small enough to resolve sharp gradients. To overcome such difficulties, the streamline diffusion discretization method can be used to obtain an accurate approximate solution in regions where the solution is smooth. To increase accuracy of the solution in the regions containing layers, adaptive mesh refinement and mesh movement based on a posteriori error estimations can be employed. An error-adapted mesh refinement strategy based on a posteriori error estimations is also proposed to resolve layers. For solving the sparse linear systems that arise from discretization, goemetric multigrid (MG) and algebraic multigrid (AMG) are compared. In addition, both methods are also used as preconditioners for Krylov subspace methods. We derive some convergence results for MG with line Gauss-Seidel smoothers and bilinear interpolation. Finally, while considering adaptive mesh refinement as an integral part of the solution process, it is natural to set a stopping tolerance for the iterative linear solvers on each mesh stage so that the difference between the approximate solution obtained from iterative methods and the finite element solution is bounded by an a posteriori error bound. Here, we present two stopping criteria. The first is based on a residual-type a posteriori error estimator developed by Verfurth. The second is based on an a posteriori error estimator, using local solutions, developed by Kay and Silvester. Our numerical results show the refined mesh obtained from the iterative solution which satisfies the second criteria is similar to the refined mesh obtained from the finite element solution.

Vectorized and multitasked solution of the few-group neutron diffusion equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zee, S.K.; Turinsky, P.J.; Shayer, Z.

1989-03-01

A numerical algorithm with parallelism was used to solve the two-group, multidimensional neutron diffusion equations on computers characterized by shared memory, vector pipeline, and multi-CPU architecture features. Specifically, solutions were obtained on the Cray X/MP-48, the IBM-3090 with vector facilities, and the FPS-164. The material-centered mesh finite difference method approximation and outer-inner iteration method were employed. Parallelism was introduced in the inner iterations using the cyclic line successive overrelaxation iterative method and solving in parallel across lines. The outer iterations were completed using the Chebyshev semi-iterative method that allows parallelism to be introduced in both space and energy groups. Formore » the three-dimensional model, power, soluble boron, and transient fission product feedbacks were included. Concentrating on the pressurized water reactor (PWR), the thermal-hydraulic calculation of moderator density assumed single-phase flow and a closed flow channel, allowing parallelism to be introduced in the solution across the radial plane. Using a pinwise detail, quarter-core model of a typical PWR in cycle 1, for the two-dimensional model without feedback the measured million floating point operations per second (MFLOPS)/vector speedups were 83/11.7. 18/2.2, and 2.4/5.6 on the Cray, IBM, and FPS without multitasking, respectively. Lower performance was observed with a coarser mesh, i.e., shorter vector length, due to vector pipeline start-up. For an 18 x 18 x 30 (x-y-z) three-dimensional model with feedback of the same core, MFLOPS/vector speedups of --61/6.7 and an execution time of 0.8 CPU seconds on the Cray without multitasking were measured. Finally, using two CPUs and the vector pipelines of the Cray, a multitasking efficiency of 81% was noted for the three-dimensional model.« less

Solving Differential Equations Using Modified Picard Iteration

ERIC Educational Resources Information Center

Robin, W. A.

2010-01-01

Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

Nonlinear Analysis of Cavitating Propellers in Nonuniform Flow

DTIC Science & Technology

1992-10-16

Helmholtz more than a century ago [4]. The method was later extended to treat curved bodies at zero cavitation number by Levi - Civita [4]. The theory was...122, 1895. [63] M.P. Tulin. Steady two -dimensional cavity flows about slender bodies . Technical Report 834, DTMB, May 1953. [64] M.P. Tulin...iterative solution for two -dimensional flows is remarkably fast and that the accuracy of the first iteration solution is sufficient for a wide range of

Some new results on the central overlap problem in astrometry

NASA Astrophysics Data System (ADS)

Rapaport, M.

1998-07-01

The central overlap problem in astrometry has been revisited in the recent last years by Eichhorn (1988) who explicitly inverted the matrix of a constrained least squares problem. In this paper, the general explicit solution of the unconstrained central overlap problem is given. We also give the explicit solution for an other set of constraints; this result is a confirmation of a conjecture expressed by Eichhorn (1988). We also consider the use of iterative methods to solve the central overlap problem. A surprising result is obtained when the classical Gauss Seidel method is used; the iterations converge immediately to the general solution of the equations; we explain this property writing the central overlap problem in a new set of variables.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Larsen, E.W.

A class of Projected Discrete-Ordinates (PDO) methods is described for obtaining iterative solutions of discrete-ordinates problems with convergence rates comparable to those observed using Diffusion Synthetic Acceleration (DSA). The spatially discretized PDO solutions are generally not equal to the DSA solutions, but unlike DSA, which requires great care in the use of spatial discretizations to preserve stability, the PDO solutions remain stable and rapidly convergent with essentially arbitrary spatial discretizations. Numerical results are presented which illustrate the rapid convergence and the accuracy of solutions obtained using PDO methods with commonplace differencing methods.

Novel aspects of plasma control in ITER

DOE Office of Scientific and Technical Information (OSTI.GOV)

Humphreys, D.; Jackson, G.; Walker, M.

2015-02-15

ITER plasma control design solutions and performance requirements are strongly driven by its nuclear mission, aggressive commissioning constraints, and limited number of operational discharges. In addition, high plasma energy content, heat fluxes, neutron fluxes, and very long pulse operation place novel demands on control performance in many areas ranging from plasma boundary and divertor regulation to plasma kinetics and stability control. Both commissioning and experimental operations schedules provide limited time for tuning of control algorithms relative to operating devices. Although many aspects of the control solutions required by ITER have been well-demonstrated in present devices and even designed satisfactorily formore » ITER application, many elements unique to ITER including various crucial integration issues are presently under development. We describe selected novel aspects of plasma control in ITER, identifying unique parts of the control problem and highlighting some key areas of research remaining. Novel control areas described include control physics understanding (e.g., current profile regulation, tearing mode (TM) suppression), control mathematics (e.g., algorithmic and simulation approaches to high confidence robust performance), and integration solutions (e.g., methods for management of highly subscribed control resources). We identify unique aspects of the ITER TM suppression scheme, which will pulse gyrotrons to drive current within a magnetic island, and turn the drive off following suppression in order to minimize use of auxiliary power and maximize fusion gain. The potential role of active current profile control and approaches to design in ITER are discussed. Issues and approaches to fault handling algorithms are described, along with novel aspects of actuator sharing in ITER.« less

Novel aspects of plasma control in ITER

DOE PAGES

Humphreys, David; Ambrosino, G.; de Vries, Peter; ...

2015-02-12

ITER plasma control design solutions and performance requirements are strongly driven by its nuclear mission, aggressive commissioning constraints, and limited number of operational discharges. In addition, high plasma energy content, heat fluxes, neutron fluxes, and very long pulse operation place novel demands on control performance in many areas ranging from plasma boundary and divertor regulation to plasma kinetics and stability control. Both commissioning and experimental operations schedules provide limited time for tuning of control algorithms relative to operating devices. Although many aspects of the control solutions required by ITER have been well-demonstrated in present devices and even designed satisfactorily formore » ITER application, many elements unique to ITER including various crucial integration issues are presently under development. We describe selected novel aspects of plasma control in ITER, identifying unique parts of the control problem and highlighting some key areas of research remaining. Novel control areas described include control physics understanding (e.g. current profile regulation, tearing mode suppression (TM)), control mathematics (e.g. algorithmic and simulation approaches to high confidence robust performance), and integration solutions (e.g. methods for management of highly-subscribed control resources). We identify unique aspects of the ITER TM suppression scheme, which will pulse gyrotrons to drive current within a magnetic island, and turn the drive off following suppression in order to minimize use of auxiliary power and maximize fusion gain. The potential role of active current profile control and approaches to design in ITER are discussed. Finally, issues and approaches to fault handling algorithms are described, along with novel aspects of actuator sharing in ITER.« less

Modules and methods for all photonic computing

DOEpatents

Schultz, David R.; Ma, Chao Hung

2001-01-01

A method for all photonic computing, comprising the steps of: encoding a first optical/electro-optical element with a two dimensional mathematical function representing input data; illuminating the first optical/electro-optical element with a collimated beam of light; illuminating a second optical/electro-optical element with light from the first optical/electro-optical element, the second optical/electro-optical element having a characteristic response corresponding to an iterative algorithm useful for solving a partial differential equation; iteratively recirculating the signal through the second optical/electro-optical element with light from the second optical/electro-optical element for a predetermined number of iterations; and, after the predetermined number of iterations, optically and/or electro-optically collecting output data representing an iterative optical solution from the second optical/electro-optical element.

Accurate numerical solution of the Helmholtz equation by iterative Lanczos reduction.

PubMed

Ratowsky, R P; Fleck, J A

1991-06-01

The Lanczos recursion algorithm is used to determine forward-propagating solutions for both the paraxial and Helmholtz wave equations for longitudinally invariant refractive indices. By eigenvalue analysis it is demonstrated that the method gives extremely accurate solutions to both equations.

One-Dimensional Fokker-Planck Equation with Quadratically Nonlinear Quasilocal Drift

NASA Astrophysics Data System (ADS)

Shapovalov, A. V.

2018-04-01

The Fokker-Planck equation in one-dimensional spacetime with quadratically nonlinear nonlocal drift in the quasilocal approximation is reduced with the help of scaling of the coordinates and time to a partial differential equation with a third derivative in the spatial variable. Determining equations for the symmetries of the reduced equation are derived and the Lie symmetries are found. A group invariant solution having the form of a traveling wave is found. Within the framework of Adomian's iterative method, the first iterations of an approximate solution of the Cauchy problem are obtained. Two illustrative examples of exact solutions are found.

TH-AB-BRA-09: Stability Analysis of a Novel Dose Calculation Algorithm for MRI Guided Radiotherapy

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zelyak, O; Fallone, B; Cross Cancer Institute, Edmonton, AB

2016-06-15

Purpose: To determine the iterative deterministic solution stability of the Linear Boltzmann Transport Equation (LBTE) in the presence of magnetic fields. Methods: The LBTE with magnetic fields under investigation is derived using a discrete ordinates approach. The stability analysis is performed using analytical and numerical methods. Analytically, the spectral Fourier analysis is used to obtain the convergence rate of the source iteration procedures based on finding the largest eigenvalue of the iterative operator. This eigenvalue is a function of relevant physical parameters, such as magnetic field strength and material properties, and provides essential information about the domain of applicability requiredmore » for clinically optimal parameter selection and maximum speed of convergence. The analytical results are reinforced by numerical simulations performed using the same discrete ordinates method in angle, and a discontinuous finite element spatial approach. Results: The spectral radius for the source iteration technique of the time independent transport equation with isotropic and anisotropic scattering centers inside infinite 3D medium is equal to the ratio of differential and total cross sections. The result is confirmed numerically by solving LBTE and is in full agreement with previously published results. The addition of magnetic field reveals that the convergence becomes dependent on the strength of magnetic field, the energy group discretization, and the order of anisotropic expansion. Conclusion: The source iteration technique for solving the LBTE with magnetic fields with the discrete ordinates method leads to divergent solutions in the limiting cases of small energy discretizations and high magnetic field strengths. Future investigations into non-stationary Krylov subspace techniques as an iterative solver will be performed as this has been shown to produce greater stability than source iteration. Furthermore, a stability analysis of a discontinuous finite element space-angle approach (which has been shown to provide the greatest stability) will also be investigated. Dr. B Gino Fallone is a co-founder and CEO of MagnetTx Oncology Solutions (under discussions to license Alberta bi-planar linac MR for commercialization)« less

Electromagnetic scattering of large structures in layered earths using integral equations

NASA Astrophysics Data System (ADS)

Xiong, Zonghou; Tripp, Alan C.

1995-07-01

An electromagnetic scattering algorithm for large conductivity structures in stratified media has been developed and is based on the method of system iteration and spatial symmetry reduction using volume electric integral equations. The method of system iteration divides a structure into many substructures and solves the resulting matrix equation using a block iterative method. The block submatrices usually need to be stored on disk in order to save computer core memory. However, this requires a large disk for large structures. If the body is discretized into equal-size cells it is possible to use the spatial symmetry relations of the Green's functions to regenerate the scattering impedance matrix in each iteration, thus avoiding expensive disk storage. Numerical tests show that the system iteration converges much faster than the conventional point-wise Gauss-Seidel iterative method. The numbers of cells do not significantly affect the rate of convergency. Thus the algorithm effectively reduces the solution of the scattering problem to an order of O(N2), instead of O(N3) as with direct solvers.

Further investigation on "A multiplicative regularization for force reconstruction"

NASA Astrophysics Data System (ADS)

Aucejo, M.; De Smet, O.

2018-05-01

We have recently proposed a multiplicative regularization to reconstruct mechanical forces acting on a structure from vibration measurements. This method does not require any selection procedure for choosing the regularization parameter, since the amount of regularization is automatically adjusted throughout an iterative resolution process. The proposed iterative algorithm has been developed with performance and efficiency in mind, but it is actually a simplified version of a full iterative procedure not described in the original paper. The present paper aims at introducing the full resolution algorithm and comparing it with its simplified version in terms of computational efficiency and solution accuracy. In particular, it is shown that both algorithms lead to very similar identified solutions.

Exact exchange potential evaluated from occupied Kohn-Sham and Hartree-Fock solutions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cinal, M.; Holas, A.

2011-06-15

The reported algorithm determines the exact exchange potential v{sub x} in an iterative way using energy shifts (ESs) and orbital shifts (OSs) obtained with finite-difference formulas from the solutions (occupied orbitals and their energies) of the Hartree-Fock-like equation and the Kohn-Sham-like equation, the former used for the initial approximation to v{sub x} and the latter for increments of ES and OS due to subsequent changes of v{sub x}. Thus, the need for solution of the differential equations for OSs, used by Kuemmel and Perdew [Phys. Rev. Lett. 90, 043004 (2003)], is bypassed. The iterated exchange potential, expressed in terms ofmore » ESs and OSs, is improved by modifying ESs at odd iteration steps and OSs at even steps. The modification formulas are related to the optimized-effective-potential equation (satisfied at convergence) written as the condition of vanishing density shift (DS). They are obtained, respectively, by enforcing its satisfaction through corrections to approximate OSs and by determining the optimal ESs that minimize the DS norm. The proposed method, successfully tested for several closed-(sub)shell atoms, from Be to Kr, within the density functional theory exchange-only approximation, proves highly efficient. The calculations using the pseudospectral method for representing orbitals give iterative sequences of approximate exchange potentials (starting with the Krieger-Li-Iafrate approximation) that rapidly approach the exact v{sub x} so that, for Ne, Ar, and Zn, the corresponding DS norm becomes less than 10{sup -6} after 13, 13, and 9 iteration steps for a given electron density. In self-consistent density calculations, orbital energies of 10{sup -4} hartree accuracy are obtained for these atoms after, respectively, 9, 12, and 12 density iteration steps, each involving just two steps of v{sub x} iteration, while the accuracy limit of 10{sup -6} to 10{sup -7} hartree is reached after 20 density iterations.« less

Exact exchange potential evaluated from occupied Kohn-Sham and Hartree-Fock solutions

NASA Astrophysics Data System (ADS)

Cinal, M.; Holas, A.

2011-06-01

The reported algorithm determines the exact exchange potential vx in an iterative way using energy shifts (ESs) and orbital shifts (OSs) obtained with finite-difference formulas from the solutions (occupied orbitals and their energies) of the Hartree-Fock-like equation and the Kohn-Sham-like equation, the former used for the initial approximation to vx and the latter for increments of ES and OS due to subsequent changes of vx. Thus, the need for solution of the differential equations for OSs, used by Kümmel and Perdew [Phys. Rev. Lett.PRLTAO0031-900710.1103/PhysRevLett.90.043004 90, 043004 (2003)], is bypassed. The iterated exchange potential, expressed in terms of ESs and OSs, is improved by modifying ESs at odd iteration steps and OSs at even steps. The modification formulas are related to the optimized-effective-potential equation (satisfied at convergence) written as the condition of vanishing density shift (DS). They are obtained, respectively, by enforcing its satisfaction through corrections to approximate OSs and by determining the optimal ESs that minimize the DS norm. The proposed method, successfully tested for several closed-(sub)shell atoms, from Be to Kr, within the density functional theory exchange-only approximation, proves highly efficient. The calculations using the pseudospectral method for representing orbitals give iterative sequences of approximate exchange potentials (starting with the Krieger-Li-Iafrate approximation) that rapidly approach the exact vx so that, for Ne, Ar, and Zn, the corresponding DS norm becomes less than 10-6 after 13, 13, and 9 iteration steps for a given electron density. In self-consistent density calculations, orbital energies of 10-4 hartree accuracy are obtained for these atoms after, respectively, 9, 12, and 12 density iteration steps, each involving just two steps of vx iteration, while the accuracy limit of 10-6 to 10-7 hartree is reached after 20 density iterations.

Accelerated perturbation-resilient block-iterative projection methods with application to image reconstruction

PubMed Central

Nikazad, T; Davidi, R; Herman, G. T.

2013-01-01

We study the convergence of a class of accelerated perturbation-resilient block-iterative projection methods for solving systems of linear equations. We prove convergence to a fixed point of an operator even in the presence of summable perturbations of the iterates, irrespective of the consistency of the linear system. For a consistent system, the limit point is a solution of the system. In the inconsistent case, the symmetric version of our method converges to a weighted least squares solution. Perturbation resilience is utilized to approximate the minimum of a convex functional subject to the equations. A main contribution, as compared to previously published approaches to achieving similar aims, is a more than an order of magnitude speed-up, as demonstrated by applying the methods to problems of image reconstruction from projections. In addition, the accelerated algorithms are illustrated to be better, in a strict sense provided by the method of statistical hypothesis testing, than their unaccelerated versions for the task of detecting small tumors in the brain from X-ray CT projection data. PMID:23440911

Accelerated perturbation-resilient block-iterative projection methods with application to image reconstruction.

PubMed

Nikazad, T; Davidi, R; Herman, G T

2012-03-01

We study the convergence of a class of accelerated perturbation-resilient block-iterative projection methods for solving systems of linear equations. We prove convergence to a fixed point of an operator even in the presence of summable perturbations of the iterates, irrespective of the consistency of the linear system. For a consistent system, the limit point is a solution of the system. In the inconsistent case, the symmetric version of our method converges to a weighted least squares solution. Perturbation resilience is utilized to approximate the minimum of a convex functional subject to the equations. A main contribution, as compared to previously published approaches to achieving similar aims, is a more than an order of magnitude speed-up, as demonstrated by applying the methods to problems of image reconstruction from projections. In addition, the accelerated algorithms are illustrated to be better, in a strict sense provided by the method of statistical hypothesis testing, than their unaccelerated versions for the task of detecting small tumors in the brain from X-ray CT projection data.

Iterative methods for 3D implicit finite-difference migration using the complex Padé approximation

NASA Astrophysics Data System (ADS)

Costa, Carlos A. N.; Campos, Itamara S.; Costa, Jessé C.; Neto, Francisco A.; Schleicher, Jörg; Novais, Amélia

2013-08-01

Conventional implementations of 3D finite-difference (FD) migration use splitting techniques to accelerate performance and save computational cost. However, such techniques are plagued with numerical anisotropy that jeopardises the correct positioning of dipping reflectors in the directions not used for the operator splitting. We implement 3D downward continuation FD migration without splitting using a complex Padé approximation. In this way, the numerical anisotropy is eliminated at the expense of a computationally more intensive solution of a large-band linear system. We compare the performance of the iterative stabilized biconjugate gradient (BICGSTAB) and that of the multifrontal massively parallel direct solver (MUMPS). It turns out that the use of the complex Padé approximation not only stabilizes the solution, but also acts as an effective preconditioner for the BICGSTAB algorithm, reducing the number of iterations as compared to the implementation using the real Padé expansion. As a consequence, the iterative BICGSTAB method is more efficient than the direct MUMPS method when solving a single term in the Padé expansion. The results of both algorithms, here evaluated by computing the migration impulse response in the SEG/EAGE salt model, are of comparable quality.

A Novel Iterative Scheme for the Very Fast and Accurate Solution of Non-LTE Radiative Transfer Problems

NASA Astrophysics Data System (ADS)

Trujillo Bueno, J.; Fabiani Bendicho, P.

1995-12-01

Iterative schemes based on Gauss-Seidel (G-S) and optimal successive over-relaxation (SOR) iteration are shown to provide a dramatic increase in the speed with which non-LTE radiation transfer (RT) problems can be solved. The convergence rates of these new RT methods are identical to those of upper triangular nonlocal approximate operator splitting techniques, but the computing time per iteration and the memory requirements are similar to those of a local operator splitting method. In addition to these properties, both methods are particularly suitable for multidimensional geometry, since they neither require the actual construction of nonlocal approximate operators nor the application of any matrix inversion procedure. Compared with the currently used Jacobi technique, which is based on the optimal local approximate operator (see Olson, Auer, & Buchler 1986), the G-S method presented here is faster by a factor 2. It gives excellent smoothing of the high-frequency error components, which makes it the iterative scheme of choice for multigrid radiative transfer. This G-S method can also be suitably combined with standard acceleration techniques to achieve even higher performance. Although the convergence rate of the optimal SOR scheme developed here for solving non-LTE RT problems is much higher than G-S, the computing time per iteration is also minimal, i.e., virtually identical to that of a local operator splitting method. While the conventional optimal local operator scheme provides the converged solution after a total CPU time (measured in arbitrary units) approximately equal to the number n of points per decade of optical depth, the time needed by this new method based on the optimal SOR iterations is only √n/2√2. This method is competitive with those that result from combining the above-mentioned Jacobi and G-S schemes with the best acceleration techniques. Contrary to what happens with the local operator splitting strategy currently in use, these novel methods remain effective even under extreme non-LTE conditions in very fine grids.

Numerical calculation of the internal flow field in a centrifugal compressor impeller

NASA Technical Reports Server (NTRS)

Walitt, L.; Harp, J. L., Jr.; Liu, C. Y.

1975-01-01

An iterative numerical method has been developed for the calculation of steady, three-dimensional, viscous, compressible flow fields in centrifugal compressor impellers. The computer code, which embodies the method, solves the steady three dimensional, compressible Navier-Stokes equations in rotating, curvilinear coordinates. The solution takes place on blade-to-blade surfaces of revolution which move from the hub to the shroud during each iteration.

Maxwell iteration for the lattice Boltzmann method with diffusive scaling

NASA Astrophysics Data System (ADS)

Zhao, Weifeng; Yong, Wen-An

2017-03-01

In this work, we present an alternative derivation of the Navier-Stokes equations from Bhatnagar-Gross-Krook models of the lattice Boltzmann method with diffusive scaling. This derivation is based on the Maxwell iteration and can expose certain important features of the lattice Boltzmann solutions. Moreover, it will be seen to be much more straightforward and logically clearer than the existing approaches including the Chapman-Enskog expansion.

Study on monostable and bistable reaction-diffusion equations by iteration of travelling wave maps

NASA Astrophysics Data System (ADS)

Yi, Taishan; Chen, Yuming

2017-12-01

In this paper, based on the iterative properties of travelling wave maps, we develop a new method to obtain spreading speeds and asymptotic propagation for monostable and bistable reaction-diffusion equations. Precisely, for Dirichlet problems of monostable reaction-diffusion equations on the half line, by making links between travelling wave maps and integral operators associated with the Dirichlet diffusion kernel (the latter is NOT invariant under translation), we obtain some iteration properties of the Dirichlet diffusion and some a priori estimates on nontrivial solutions of Dirichlet problems under travelling wave transformation. We then provide the asymptotic behavior of nontrivial solutions in the space-time region for Dirichlet problems. These enable us to develop a unified method to obtain results on heterogeneous steady states, travelling waves, spreading speeds, and asymptotic spreading behavior for Dirichlet problem of monostable reaction-diffusion equations on R+ as well as of monostable/bistable reaction-diffusion equations on R.

The modification of hybrid method of ant colony optimization, particle swarm optimization and 3-OPT algorithm in traveling salesman problem

NASA Astrophysics Data System (ADS)

Hertono, G. F.; Ubadah; Handari, B. D.

2018-03-01

The traveling salesman problem (TSP) is a famous problem in finding the shortest tour to visit every vertex exactly once, except the first vertex, given a set of vertices. This paper discusses three modification methods to solve TSP by combining Ant Colony Optimization (ACO), Particle Swarm Optimization (PSO) and 3-Opt Algorithm. The ACO is used to find the solution of TSP, in which the PSO is implemented to find the best value of parameters α and β that are used in ACO.In order to reduce the total of tour length from the feasible solution obtained by ACO, then the 3-Opt will be used. In the first modification, the 3-Opt is used to reduce the total tour length from the feasible solutions obtained at each iteration, meanwhile, as the second modification, 3-Opt is used to reduce the total tour length from the entire solution obtained at every iteration. In the third modification, 3-Opt is used to reduce the total tour length from different solutions obtained at each iteration. Results are tested using 6 benchmark problems taken from TSPLIB by calculating the relative error to the best known solution as well as the running time. Among those modifications, only the second and third modification give satisfactory results except the second one needs more execution time compare to the third modifications.

An approximate block Newton method for coupled iterations of nonlinear solvers: Theory and conjugate heat transfer applications

NASA Astrophysics Data System (ADS)

Yeckel, Andrew; Lun, Lisa; Derby, Jeffrey J.

2009-12-01

A new, approximate block Newton (ABN) method is derived and tested for the coupled solution of nonlinear models, each of which is treated as a modular, black box. Such an approach is motivated by a desire to maintain software flexibility without sacrificing solution efficiency or robustness. Though block Newton methods of similar type have been proposed and studied, we present a unique derivation and use it to sort out some of the more confusing points in the literature. In particular, we show that our ABN method behaves like a Newton iteration preconditioned by an inexact Newton solver derived from subproblem Jacobians. The method is demonstrated on several conjugate heat transfer problems modeled after melt crystal growth processes. These problems are represented by partitioned spatial regions, each modeled by independent heat transfer codes and linked by temperature and flux matching conditions at the boundaries common to the partitions. Whereas a typical block Gauss-Seidel iteration fails about half the time for the model problem, quadratic convergence is achieved by the ABN method under all conditions studied here. Additional performance advantages over existing methods are demonstrated and discussed.

Fourier-Accelerated Nodal Solvers (FANS) for homogenization problems

NASA Astrophysics Data System (ADS)

Leuschner, Matthias; Fritzen, Felix

2017-11-01

Fourier-based homogenization schemes are useful to analyze heterogeneous microstructures represented by 2D or 3D image data. These iterative schemes involve discrete periodic convolutions with global ansatz functions (mostly fundamental solutions). The convolutions are efficiently computed using the fast Fourier transform. FANS operates on nodal variables on regular grids and converges to finite element solutions. Compared to established Fourier-based methods, the number of convolutions is reduced by FANS. Additionally, fast iterations are possible by assembling the stiffness matrix. Due to the related memory requirement, the method is best suited for medium-sized problems. A comparative study involving established Fourier-based homogenization schemes is conducted for a thermal benchmark problem with a closed-form solution. Detailed technical and algorithmic descriptions are given for all methods considered in the comparison. Furthermore, many numerical examples focusing on convergence properties for both thermal and mechanical problems, including also plasticity, are presented.

On the comparison of perturbation-iteration algorithm and residual power series method to solve fractional Zakharov-Kuznetsov equation

NASA Astrophysics Data System (ADS)

Şenol, Mehmet; Alquran, Marwan; Kasmaei, Hamed Daei

2018-06-01

In this paper, we present analytic-approximate solution of time-fractional Zakharov-Kuznetsov equation. This model demonstrates the behavior of weakly nonlinear ion acoustic waves in a plasma bearing cold ions and hot isothermal electrons in the presence of a uniform magnetic field. Basic definitions of fractional derivatives are described in the Caputo sense. Perturbation-iteration algorithm (PIA) and residual power series method (RPSM) are applied to solve this equation with success. The convergence analysis is also presented for both methods. Numerical results are given and then they are compared with the exact solutions. Comparison of the results reveal that both methods are competitive, powerful, reliable, simple to use and ready to apply to wide range of fractional partial differential equations.

Highly efficient and exact method for parallelization of grid-based algorithms and its implementation in DelPhi

PubMed Central

Li, Chuan; Li, Lin; Zhang, Jie; Alexov, Emil

2012-01-01

The Gauss-Seidel method is a standard iterative numerical method widely used to solve a system of equations and, in general, is more efficient comparing to other iterative methods, such as the Jacobi method. However, standard implementation of the Gauss-Seidel method restricts its utilization in parallel computing due to its requirement of using updated neighboring values (i.e., in current iteration) as soon as they are available. Here we report an efficient and exact (not requiring assumptions) method to parallelize iterations and to reduce the computational time as a linear/nearly linear function of the number of CPUs. In contrast to other existing solutions, our method does not require any assumptions and is equally applicable for solving linear and nonlinear equations. This approach is implemented in the DelPhi program, which is a finite difference Poisson-Boltzmann equation solver to model electrostatics in molecular biology. This development makes the iterative procedure on obtaining the electrostatic potential distribution in the parallelized DelPhi several folds faster than that in the serial code. Further we demonstrate the advantages of the new parallelized DelPhi by computing the electrostatic potential and the corresponding energies of large supramolecular structures. PMID:22674480

Pseudo-time methods for constrained optimization problems governed by PDE

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1995-01-01

In this paper we present a novel method for solving optimization problems governed by partial differential equations. Existing methods are gradient information in marching toward the minimum, where the constrained PDE is solved once (sometimes only approximately) per each optimization step. Such methods can be viewed as a marching techniques on the intersection of the state and costate hypersurfaces while improving the residuals of the design equations per each iteration. In contrast, the method presented here march on the design hypersurface and at each iteration improve the residuals of the state and costate equations. The new method is usually much less expensive per iteration step since, in most problems of practical interest, the design equation involves much less unknowns that that of either the state or costate equations. Convergence is shown using energy estimates for the evolution equations governing the iterative process. Numerical tests show that the new method allows the solution of the optimization problem in a cost of solving the analysis problems just a few times, independent of the number of design parameters. The method can be applied using single grid iterations as well as with multigrid solvers.

Distorted Born iterative T-matrix method for inversion of CSEM data in anisotropic media

NASA Astrophysics Data System (ADS)

Jakobsen, Morten; Tveit, Svenn

2018-05-01

We present a direct iterative solutions to the nonlinear controlled-source electromagnetic (CSEM) inversion problem in the frequency domain, which is based on a volume integral equation formulation of the forward modelling problem in anisotropic conductive media. Our vectorial nonlinear inverse scattering approach effectively replaces an ill-posed nonlinear inverse problem with a series of linear ill-posed inverse problems, for which there already exist efficient (regularized) solution methods. The solution update the dyadic Green's function's from the source to the scattering-volume and from the scattering-volume to the receivers, after each iteration. The T-matrix approach of multiple scattering theory is used for efficient updating of all dyadic Green's functions after each linearized inversion step. This means that we have developed a T-matrix variant of the Distorted Born Iterative (DBI) method, which is often used in the acoustic and electromagnetic (medical) imaging communities as an alternative to contrast-source inversion. The main advantage of using the T-matrix approach in this context, is that it eliminates the need to perform a full forward simulation at each iteration of the DBI method, which is known to be consistent with the Gauss-Newton method. The T-matrix allows for a natural domain decomposition, since in the sense that a large model can be decomposed into an arbitrary number of domains that can be treated independently and in parallel. The T-matrix we use for efficient model updating is also independent of the source-receiver configuration, which could be an advantage when performing fast-repeat modelling and time-lapse inversion. The T-matrix is also compatible with the use of modern renormalization methods that can potentially help us to reduce the sensitivity of the CSEM inversion results on the starting model. To illustrate the performance and potential of our T-matrix variant of the DBI method for CSEM inversion, we performed a numerical experiments based on synthetic CSEM data associated with 2D VTI and 3D orthorombic model inversions. The results of our numerical experiment suggest that the DBIT method for inversion of CSEM data in anisotropic media is both accurate and efficient.

Multivariable frequency domain identification via 2-norm minimization

NASA Technical Reports Server (NTRS)

Bayard, David S.

1992-01-01

The author develops a computational approach to multivariable frequency domain identification, based on 2-norm minimization. In particular, a Gauss-Newton (GN) iteration is developed to minimize the 2-norm of the error between frequency domain data and a matrix fraction transfer function estimate. To improve the global performance of the optimization algorithm, the GN iteration is initialized using the solution to a particular sequentially reweighted least squares problem, denoted as the SK iteration. The least squares problems which arise from both the SK and GN iterations are shown to involve sparse matrices with identical block structure. A sparse matrix QR factorization method is developed to exploit the special block structure, and to efficiently compute the least squares solution. A numerical example involving the identification of a multiple-input multiple-output (MIMO) plant having 286 unknown parameters is given to illustrate the effectiveness of the algorithm.

Development of a pressure based multigrid solution method for complex fluid flows

NASA Technical Reports Server (NTRS)

Shyy, Wei

1991-01-01

In order to reduce the computational difficulty associated with a single grid (SG) solution procedure, the multigrid (MG) technique was identified as a useful means for improving the convergence rate of iterative methods. A full MG full approximation storage (FMG/FAS) algorithm is used to solve the incompressible recirculating flow problems in complex geometries. The algorithm is implemented in conjunction with a pressure correction staggered grid type of technique using the curvilinear coordinates. In order to show the performance of the method, two flow configurations, one a square cavity and the other a channel, are used as test problems. Comparisons are made between the iterations, equivalent work units, and CPU time. Besides showing that the MG method can yield substantial speed-up with wide variations in Reynolds number, grid distributions, and geometry, issues such as the convergence characteristics of different grid levels, the choice of convection schemes, and the effectiveness of the basic iteration smoothers are studied. An adaptive grid scheme is also combined with the MG procedure to explore the effects of grid resolution on the MG convergence rate as well as the numerical accuracy.

Moving mesh finite element simulation for phase-field modeling of brittle fracture and convergence of Newton's iteration

NASA Astrophysics Data System (ADS)

Zhang, Fei; Huang, Weizhang; Li, Xianping; Zhang, Shicheng

2018-03-01

A moving mesh finite element method is studied for the numerical solution of a phase-field model for brittle fracture. The moving mesh partial differential equation approach is employed to dynamically track crack propagation. Meanwhile, the decomposition of the strain tensor into tensile and compressive components is essential for the success of the phase-field modeling of brittle fracture but results in a non-smooth elastic energy and stronger nonlinearity in the governing equation. This makes the governing equation much more difficult to solve and, in particular, Newton's iteration often fails to converge. Three regularization methods are proposed to smooth out the decomposition of the strain tensor. Numerical examples of fracture propagation under quasi-static load demonstrate that all of the methods can effectively improve the convergence of Newton's iteration for relatively small values of the regularization parameter but without compromising the accuracy of the numerical solution. They also show that the moving mesh finite element method is able to adaptively concentrate the mesh elements around propagating cracks and handle multiple and complex crack systems.

C–IBI: Targeting cumulative coordination within an iterative protocol to derive coarse-grained models of (multi-component) complex fluids

DOE PAGES

de Oliveira, Tiago E.; Netz, Paulo A.; Kremer, Kurt; ...

2016-05-03

We present a coarse-graining strategy that we test for aqueous mixtures. The method uses pair-wise cumulative coordination as a target function within an iterative Boltzmann inversion (IBI) like protocol. We name this method coordination iterative Boltzmann inversion (C–IBI). While the underlying coarse-grained model is still structure based and, thus, preserves pair-wise solution structure, our method also reproduces solvation thermodynamics of binary and/or ternary mixtures. In addition, we observe much faster convergence within C–IBI compared to IBI. To validate the robustness, we apply C–IBI to study test cases of solvation thermodynamics of aqueous urea and a triglycine solvation in aqueous urea.

An iterative Riemann solver for systems of hyperbolic conservation law s, with application to hyperelastic solid mechanics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Miller, Gregory H.

2003-08-06

In this paper we present a general iterative method for the solution of the Riemann problem for hyperbolic systems of PDEs. The method is based on the multiple shooting method for free boundary value problems. We demonstrate the method by solving one-dimensional Riemann problems for hyperelastic solid mechanics. Even for conditions representative of routine laboratory conditions and military ballistics, dramatic differences are seen between the exact and approximate Riemann solution. The greatest discrepancy arises from misallocation of energy between compressional and thermal modes by the approximate solver, resulting in nonphysical entropy and temperature estimates. Several pathological conditions arise in commonmore » practice, and modifications to the method to handle these are discussed. These include points where genuine nonlinearity is lost, degeneracies, and eigenvector deficiencies that occur upon melting.« less

Guided particle swarm optimization method to solve general nonlinear optimization problems

NASA Astrophysics Data System (ADS)

Abdelhalim, Alyaa; Nakata, Kazuhide; El-Alem, Mahmoud; Eltawil, Amr

2018-04-01

The development of hybrid algorithms is becoming an important topic in the global optimization research area. This article proposes a new technique in hybridizing the particle swarm optimization (PSO) algorithm and the Nelder-Mead (NM) simplex search algorithm to solve general nonlinear unconstrained optimization problems. Unlike traditional hybrid methods, the proposed method hybridizes the NM algorithm inside the PSO to improve the velocities and positions of the particles iteratively. The new hybridization considers the PSO algorithm and NM algorithm as one heuristic, not in a sequential or hierarchical manner. The NM algorithm is applied to improve the initial random solution of the PSO algorithm and iteratively in every step to improve the overall performance of the method. The performance of the proposed method was tested over 20 optimization test functions with varying dimensions. Comprehensive comparisons with other methods in the literature indicate that the proposed solution method is promising and competitive.

Iterative Strain-Gage Balance Calibration Data Analysis for Extended Independent Variable Sets

NASA Technical Reports Server (NTRS)

Ulbrich, Norbert Manfred

2011-01-01

A new method was developed that makes it possible to use an extended set of independent calibration variables for an iterative analysis of wind tunnel strain gage balance calibration data. The new method permits the application of the iterative analysis method whenever the total number of balance loads and other independent calibration variables is greater than the total number of measured strain gage outputs. Iteration equations used by the iterative analysis method have the limitation that the number of independent and dependent variables must match. The new method circumvents this limitation. It simply adds a missing dependent variable to the original data set by using an additional independent variable also as an additional dependent variable. Then, the desired solution of the regression analysis problem can be obtained that fits each gage output as a function of both the original and additional independent calibration variables. The final regression coefficients can be converted to data reduction matrix coefficients because the missing dependent variables were added to the data set without changing the regression analysis result for each gage output. Therefore, the new method still supports the application of the two load iteration equation choices that the iterative method traditionally uses for the prediction of balance loads during a wind tunnel test. An example is discussed in the paper that illustrates the application of the new method to a realistic simulation of temperature dependent calibration data set of a six component balance.

A Method for Estimating View Transformations from Image Correspondences Based on the Harmony Search Algorithm.

PubMed

Cuevas, Erik; Díaz, Margarita

2015-01-01

In this paper, a new method for robustly estimating multiple view relations from point correspondences is presented. The approach combines the popular random sampling consensus (RANSAC) algorithm and the evolutionary method harmony search (HS). With this combination, the proposed method adopts a different sampling strategy than RANSAC to generate putative solutions. Under the new mechanism, at each iteration, new candidate solutions are built taking into account the quality of the models generated by previous candidate solutions, rather than purely random as it is the case of RANSAC. The rules for the generation of candidate solutions (samples) are motivated by the improvisation process that occurs when a musician searches for a better state of harmony. As a result, the proposed approach can substantially reduce the number of iterations still preserving the robust capabilities of RANSAC. The method is generic and its use is illustrated by the estimation of homographies, considering synthetic and real images. Additionally, in order to demonstrate the performance of the proposed approach within a real engineering application, it is employed to solve the problem of position estimation in a humanoid robot. Experimental results validate the efficiency of the proposed method in terms of accuracy, speed, and robustness.

ILUBCG2-11: Solution of 11-banded nonsymmetric linear equation systems by a preconditioned biconjugate gradient routine

NASA Astrophysics Data System (ADS)

Chen, Y.-M.; Koniges, A. E.; Anderson, D. V.

1989-10-01

The biconjugate gradient method (BCG) provides an attractive alternative to the usual conjugate gradient algorithms for the solution of sparse systems of linear equations with nonsymmetric and indefinite matrix operators. A preconditioned algorithm is given, whose form resembles the incomplete L-U conjugate gradient scheme (ILUCG2) previously presented. Although the BCG scheme requires the storage of two additional vectors, it converges in a significantly lesser number of iterations (often half), while the number of calculations per iteration remains essentially the same.

Techniques for Accelerating Iterative Methods for the Solution of Mathematical Problems

DTIC Science & Technology

1989-07-01

m, we can find a solu ion to the problem by using generalized inverses. Hence, ;= Ih.i = GAi = G - where G is of the form (18). A simple choice for V...have understood why I was not available for many of their activities and not home many of the nights. Their love is forever. I have saved the best for...Xk) Extrapolation applied to terms xP through Xk F Operator on x G Iteration function Ik Identity matrix of rank k Solution of the problem or the limit

Incorporating Prototyping and Iteration into Intervention Development: A Case Study of a Dining Hall-Based Intervention

ERIC Educational Resources Information Center

McClain, Arianna D.; Hekler, Eric B.; Gardner, Christopher D.

2013-01-01

Background: Previous research from the fields of computer science and engineering highlight the importance of an iterative design process (IDP) to create more creative and effective solutions. Objective: This study describes IDP as a new method for developing health behavior interventions and evaluates the effectiveness of a dining hall--based…

A new art code for tomographic interferometry

NASA Technical Reports Server (NTRS)

Tan, H.; Modarress, D.

1987-01-01

A new algebraic reconstruction technique (ART) code based on the iterative refinement method of least squares solution for tomographic reconstruction is presented. Accuracy and the convergence of the technique is evaluated through the application of numerically generated interferometric data. It was found that, in general, the accuracy of the results was superior to other reported techniques. The iterative method unconditionally converged to a solution for which the residual was minimum. The effects of increased data were studied. The inversion error was found to be a function of the input data error only. The convergence rate, on the other hand, was affected by all three parameters. Finally, the technique was applied to experimental data, and the results are reported.

Comparison of iterative inverse coarse-graining methods

NASA Astrophysics Data System (ADS)

Rosenberger, David; Hanke, Martin; van der Vegt, Nico F. A.

2016-10-01

Deriving potentials for coarse-grained Molecular Dynamics (MD) simulations is frequently done by solving an inverse problem. Methods like Iterative Boltzmann Inversion (IBI) or Inverse Monte Carlo (IMC) have been widely used to solve this problem. The solution obtained by application of these methods guarantees a match in the radial distribution function (RDF) between the underlying fine-grained system and the derived coarse-grained system. However, these methods often fail in reproducing thermodynamic properties. To overcome this deficiency, additional thermodynamic constraints such as pressure or Kirkwood-Buff integrals (KBI) may be added to these methods. In this communication we test the ability of these methods to converge to a known solution of the inverse problem. With this goal in mind we have studied a binary mixture of two simple Lennard-Jones (LJ) fluids, in which no actual coarse-graining is performed. We further discuss whether full convergence is actually needed to achieve thermodynamic representability.

A Kernel-free Boundary Integral Method for Elliptic Boundary Value Problems ⋆

PubMed Central

Ying, Wenjun; Henriquez, Craig S.

2013-01-01

This paper presents a class of kernel-free boundary integral (KFBI) methods for general elliptic boundary value problems (BVPs). The boundary integral equations reformulated from the BVPs are solved iteratively with the GMRES method. During the iteration, the boundary and volume integrals involving Green's functions are approximated by structured grid-based numerical solutions, which avoids the need to know the analytical expressions of Green's functions. The KFBI method assumes that the larger regular domain, which embeds the original complex domain, can be easily partitioned into a hierarchy of structured grids so that fast elliptic solvers such as the fast Fourier transform (FFT) based Poisson/Helmholtz solvers or those based on geometric multigrid iterations are applicable. The structured grid-based solutions are obtained with standard finite difference method (FDM) or finite element method (FEM), where the right hand side of the resulting linear system is appropriately modified at irregular grid nodes to recover the formal accuracy of the underlying numerical scheme. Numerical results demonstrating the efficiency and accuracy of the KFBI methods are presented. It is observed that the number of GM-RES iterations used by the method for solving isotropic and moderately anisotropic BVPs is independent of the sizes of the grids that are employed to approximate the boundary and volume integrals. With the standard second-order FEMs and FDMs, the KFBI method shows a second-order convergence rate in accuracy for all of the tested Dirichlet/Neumann BVPs when the anisotropy of the diffusion tensor is not too strong. PMID:23519600

Inversion of potential field data using the finite element method on parallel computers

NASA Astrophysics Data System (ADS)

Gross, L.; Altinay, C.; Shaw, S.

2015-11-01

In this paper we present a formulation of the joint inversion of potential field anomaly data as an optimization problem with partial differential equation (PDE) constraints. The problem is solved using the iterative Broyden-Fletcher-Goldfarb-Shanno (BFGS) method with the Hessian operator of the regularization and cross-gradient component of the cost function as preconditioner. We will show that each iterative step requires the solution of several PDEs namely for the potential fields, for the adjoint defects and for the application of the preconditioner. In extension to the traditional discrete formulation the BFGS method is applied to continuous descriptions of the unknown physical properties in combination with an appropriate integral form of the dot product. The PDEs can easily be solved using standard conforming finite element methods (FEMs) with potentially different resolutions. For two examples we demonstrate that the number of PDE solutions required to reach a given tolerance in the BFGS iteration is controlled by weighting regularization and cross-gradient but is independent of the resolution of PDE discretization and that as a consequence the method is weakly scalable with the number of cells on parallel computers. We also show a comparison with the UBC-GIF GRAV3D code.

Achieving algorithmic resilience for temporal integration through spectral deferred corrections

DOE PAGES

Grout, Ray; Kolla, Hemanth; Minion, Michael; ...

2017-05-08

Spectral deferred corrections (SDC) is an iterative approach for constructing higher-order-accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of Gaussian or spectral collocation nodes over a time interval and uses an iterative application of lower-order time discretizations applied to a correction equation to improve the solution at these nodes. Each deferred correction sweep increases the formal order of accuracy of the method up to the limit inherent in the accuracy defined by the collocation points. In this paper, we demonstrate that SDC is well suited to recovering frommore » soft (transient) hardware faults in the data. A strategy where extra correction iterations are used to recover from soft errors and provide algorithmic resilience is proposed. Specifically, in this approach the iteration is continued until the residual (a measure of the error in the approximation) is small relative to the residual of the first correction iteration and changes slowly between successive iterations. Here, we demonstrate the effectiveness of this strategy for both canonical test problems and a comprehensive situation involving a mature scientific application code that solves the reacting Navier-Stokes equations for combustion research.« less

Achieving algorithmic resilience for temporal integration through spectral deferred corrections

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grout, Ray; Kolla, Hemanth; Minion, Michael

2017-05-08

Spectral deferred corrections (SDC) is an iterative approach for constructing higher- order accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of Gaussian or spectral collocation nodes over a time interval and uses an iterative application of lower-order time discretizations applied to a correction equation to improve the solution at these nodes. Each deferred correction sweep increases the formal order of accuracy of the method up to the limit inherent in the accuracy defined by the collocation points. In this paper, we demonstrate that SDC is well suited tomore » recovering from soft (transient) hardware faults in the data. A strategy where extra correction iterations are used to recover from soft errors and provide algorithmic resilience is proposed. Specifically, in this approach the iteration is continued until the residual (a measure of the error in the approximation) is small relative to the residual on the first correction iteration and changes slowly between successive iterations. We demonstrate the effectiveness of this strategy for both canonical test problems and a comprehen- sive situation involving a mature scientific application code that solves the reacting Navier-Stokes equations for combustion research.« less

Achieving algorithmic resilience for temporal integration through spectral deferred corrections

DOE Office of Scientific and Technical Information (OSTI.GOV)

Grout, Ray; Kolla, Hemanth; Minion, Michael

2017-05-08

Spectral deferred corrections (SDC) is an iterative approach for constructing higher-order-accurate numerical approximations of ordinary differential equations. SDC starts with an initial approximation of the solution defined at a set of Gaussian or spectral collocation nodes over a time interval and uses an iterative application of lower-order time discretizations applied to a correction equation to improve the solution at these nodes. Each deferred correction sweep increases the formal order of accuracy of the method up to the limit inherent in the accuracy defined by the collocation points. In this paper, we demonstrate that SDC is well suited to recovering frommore » soft (transient) hardware faults in the data. A strategy where extra correction iterations are used to recover from soft errors and provide algorithmic resilience is proposed. Specifically, in this approach the iteration is continued until the residual (a measure of the error in the approximation) is small relative to the residual of the first correction iteration and changes slowly between successive iterations. We demonstrate the effectiveness of this strategy for both canonical test problems and a comprehensive situation involving a mature scientific application code that solves the reacting Navier-Stokes equations for combustion research.« less

Using sequential self-calibration method to identify conductivity distribution: Conditioning on tracer test data

USGS Publications Warehouse

Hu, B.X.; He, C.

2008-01-01

An iterative inverse method, the sequential self-calibration method, is developed for mapping spatial distribution of a hydraulic conductivity field by conditioning on nonreactive tracer breakthrough curves. A streamline-based, semi-analytical simulator is adopted to simulate solute transport in a heterogeneous aquifer. The simulation is used as the forward modeling step. In this study, the hydraulic conductivity is assumed to be a deterministic or random variable. Within the framework of the streamline-based simulator, the efficient semi-analytical method is used to calculate sensitivity coefficients of the solute concentration with respect to the hydraulic conductivity variation. The calculated sensitivities account for spatial correlations between the solute concentration and parameters. The performance of the inverse method is assessed by two synthetic tracer tests conducted in an aquifer with a distinct spatial pattern of heterogeneity. The study results indicate that the developed iterative inverse method is able to identify and reproduce the large-scale heterogeneity pattern of the aquifer given appropriate observation wells in these synthetic cases. ?? International Association for Mathematical Geology 2008.

Implicit methods for the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Yoon, S.; Kwak, D.

1990-01-01

Numerical solutions of the Navier-Stokes equations using explicit schemes can be obtained at the expense of efficiency. Conventional implicit methods which often achieve fast convergence rates suffer high cost per iteration. A new implicit scheme based on lower-upper factorization and symmetric Gauss-Seidel relaxation offers very low cost per iteration as well as fast convergence. High efficiency is achieved by accomplishing the complete vectorizability of the algorithm on oblique planes of sweep in three dimensions.

A new least-squares transport equation compatible with voids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hansen, J. B.; Morel, J. E.

2013-07-01

We define a new least-squares transport equation that is applicable in voids, can be solved using source iteration with diffusion-synthetic acceleration, and requires only the solution of an independent set of second-order self-adjoint equations for each direction during each source iteration. We derive the equation, discretize it using the S{sub n} method in conjunction with a linear-continuous finite-element method in space, and computationally demonstrate various of its properties. (authors)

A self-adapting system for the automated detection of inter-ictal epileptiform discharges.

PubMed

Lodder, Shaun S; van Putten, Michel J A M

2014-01-01

Scalp EEG remains the standard clinical procedure for the diagnosis of epilepsy. Manual detection of inter-ictal epileptiform discharges (IEDs) is slow and cumbersome, and few automated methods are used to assist in practice. This is mostly due to low sensitivities, high false positive rates, or a lack of trust in the automated method. In this study we aim to find a solution that will make computer assisted detection more efficient than conventional methods, while preserving the detection certainty of a manual search. Our solution consists of two phases. First, a detection phase finds all events similar to epileptiform activity by using a large database of template waveforms. Individual template detections are combined to form "IED nominations", each with a corresponding certainty value based on the reliability of their contributing templates. The second phase uses the ten nominations with highest certainty and presents them to the reviewer one by one for confirmation. Confirmations are used to update certainty values of the remaining nominations, and another iteration is performed where ten nominations with the highest certainty are presented. This continues until the reviewer is satisfied with what has been seen. Reviewer feedback is also used to update template accuracies globally and improve future detections. Using the described method and fifteen evaluation EEGs (241 IEDs), one third of all inter-ictal events were shown after one iteration, half after two iterations, and 74%, 90%, and 95% after 5, 10 and 15 iterations respectively. Reviewing fifteen iterations for the 20-30 min recordings 1 took approximately 5 min. The proposed method shows a practical approach for combining automated detection with visual searching for inter-ictal epileptiform activity. Further evaluation is needed to verify its clinical feasibility and measure the added value it presents.

Neural network approach to proximity effect corrections in electron-beam lithography

NASA Astrophysics Data System (ADS)

Frye, Robert C.; Cummings, Kevin D.; Rietman, Edward A.

1990-05-01

The proximity effect, caused by electron beam backscattering during resist exposure, is an important concern in writing submicron features. It can be compensated by appropriate local changes in the incident beam dose, but computation of the optimal correction usually requires a prohibitively long time. We present an example of such a computation on a small test pattern, which we performed by an iterative method. We then used this solution as a training set for an adaptive neural network. After training, the network computed the same correction as the iterative method, but in a much shorter time. Correcting the image with a software based neural network resulted in a decrease in the computation time by a factor of 30, and a hardware based network enhanced the computation speed by more than a factor of 1000. Both methods had an acceptably small error of 0.5% compared to the results of the iterative computation. Additionally, we verified that the neural network correctly generalized the solution of the problem to include patterns not contained in its training set.

New matrix bounds and iterative algorithms for the discrete coupled algebraic Riccati equation

NASA Astrophysics Data System (ADS)

Liu, Jianzhou; Wang, Li; Zhang, Juan

2017-11-01

The discrete coupled algebraic Riccati equation (DCARE) has wide applications in control theory and linear system. In general, for the DCARE, one discusses every term of the coupled term, respectively. In this paper, we consider the coupled term as a whole, which is different from the recent results. When applying eigenvalue inequalities to discuss the coupled term, our method has less error. In terms of the properties of special matrices and eigenvalue inequalities, we propose several upper and lower matrix bounds for the solution of DCARE. Further, we discuss the iterative algorithms for the solution of the DCARE. In the fixed point iterative algorithms, the scope of Lipschitz factor is wider than the recent results. Finally, we offer corresponding numerical examples to illustrate the effectiveness of the derived results.

A new iterative scheme for solving the discrete Smoluchowski equation

NASA Astrophysics Data System (ADS)

Smith, Alastair J.; Wells, Clive G.; Kraft, Markus

2018-01-01

This paper introduces a new iterative scheme for solving the discrete Smoluchowski equation and explores the numerical convergence properties of the method for a range of kernels admitting analytical solutions, in addition to some more physically realistic kernels typically used in kinetics applications. The solver is extended to spatially dependent problems with non-uniform velocities and its performance investigated in detail.

Numerical solution of a coupled pair of elliptic equations from solid state electronics

NASA Technical Reports Server (NTRS)

Phillips, T. N.

1983-01-01

Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.

Inverse imaging of the breast with a material classification technique.

PubMed

Manry, C W; Broschat, S L

1998-03-01

In recent publications [Chew et al., IEEE Trans. Blomed. Eng. BME-9, 218-225 (1990); Borup et al., Ultrason. Imaging 14, 69-85 (1992)] the inverse imaging problem has been solved by means of a two-step iterative method. In this paper, a third step is introduced for ultrasound imaging of the breast. In this step, which is based on statistical pattern recognition, classification of tissue types and a priori knowledge of the anatomy of the breast are integrated into the iterative method. Use of this material classification technique results in more rapid convergence to the inverse solution--approximately 40% fewer iterations are required--as well as greater accuracy. In addition, tumors are detected early in the reconstruction process. Results for reconstructions of a simple two-dimensional model of the human breast are presented. These reconstructions are extremely accurate when system noise and variations in tissue parameters are not too great. However, for the algorithm used, degradation of the reconstructions and divergence from the correct solution occur when system noise and variations in parameters exceed threshold values. Even in this case, however, tumors are still identified within a few iterations.

On iterative algorithms for quantitative photoacoustic tomography in the radiative transport regime

NASA Astrophysics Data System (ADS)

Wang, Chao; Zhou, Tie

2017-11-01

In this paper, we present a numerical reconstruction method for quantitative photoacoustic tomography (QPAT), based on the radiative transfer equation (RTE), which models light propagation more accurately than diffusion approximation (DA). We investigate the reconstruction of absorption coefficient and scattering coefficient of biological tissues. An improved fixed-point iterative method to retrieve the absorption coefficient, given the scattering coefficient, is proposed for its cheap computational cost; the convergence of this method is also proved. The Barzilai-Borwein (BB) method is applied to retrieve two coefficients simultaneously. Since the reconstruction of optical coefficients involves the solutions of original and adjoint RTEs in the framework of optimization, an efficient solver with high accuracy is developed from Gao and Zhao (2009 Transp. Theory Stat. Phys. 38 149-92). Simulation experiments illustrate that the improved fixed-point iterative method and the BB method are competitive methods for QPAT in the relevant cases.

Iterative algorithms for computing the feedback Nash equilibrium point for positive systems

NASA Astrophysics Data System (ADS)

Ivanov, I.; Imsland, Lars; Bogdanova, B.

2017-03-01

The paper studies N-player linear quadratic differential games on an infinite time horizon with deterministic feedback information structure. It introduces two iterative methods (the Newton method as well as its accelerated modification) in order to compute the stabilising solution of a set of generalised algebraic Riccati equations. The latter is related to the Nash equilibrium point of the considered game model. Moreover, we derive the sufficient conditions for convergence of the proposed methods. Finally, we discuss two numerical examples so as to illustrate the performance of both of the algorithms.

A nearly-linear computational-cost scheme for the forward dynamics of an N-body pendulum

NASA Technical Reports Server (NTRS)

Chou, Jack C. K.

1989-01-01

The dynamic equations of motion of an n-body pendulum with spherical joints are derived to be a mixed system of differential and algebraic equations (DAE's). The DAE's are kept in implicit form to save arithmetic and preserve the sparsity of the system and are solved by the robust implicit integration method. At each solution point, the predicted solution is corrected to its exact solution within given tolerance using Newton's iterative method. For each iteration, a linear system of the form J delta X = E has to be solved. The computational cost for solving this linear system directly by LU factorization is O(n exp 3), and it can be reduced significantly by exploring the structure of J. It is shown that by recognizing the recursive patterns and exploiting the sparsity of the system the multiplicative and additive computational costs for solving J delta X = E are O(n) and O(n exp 2), respectively. The formulation and solution method for an n-body pendulum is presented. The computational cost is shown to be nearly linearly proportional to the number of bodies.

Advancing Detached-Eddy Simulation

DTIC Science & Technology

2007-01-01

fluxes leads to an improvement in the stability of the solution . This matrix is solved iteratively using a symmetric Gauss - Seidel procedure. Newtons sub...model (TLM) is a zonal approach, proposed by Balaras and Benocci (5) and Balaras et al. (4). The method involved the solution of filtered Navier...LES mesh. The method was subsequently used by Cabot (6) and Diurno et al. (7) to obtain the solution of the flow over a backward facing step and by

Variational data assimilation for limited-area models: solution of the open boundary control problem and its application for the Gulf of Finland

NASA Astrophysics Data System (ADS)

Sheloput, Tatiana; Agoshkov, Valery

2017-04-01

The problem of modeling water areas with `liquid' (open) lateral boundaries is discussed. There are different known methods dealing with open boundaries in limited-area models, and one of the most efficient is data assimilation. Although this method is popular, there are not so many articles concerning its implementation for recovering boundary functions. However, the problem of specifying boundary conditions at the open boundary of a limited area is still actual and important. The mathematical model of the Baltic Sea circulation, developed in INM RAS, is considered. It is based on the system of thermo-hydrodynamic equations in the Boussinesq and hydrostatic approximations. The splitting method that is used for time approximation in the model allows to consider the data assimilation problem as a sequence of linear problems. One of such `simple' temperature (salinity) assimilation problem is investigated in the study. Using well known techniques of study and solution of inverse problems and optimal control problems [1], we propose an iterative solution algorithm and we obtain conditions for existence of the solution, for unique and dense solvability of the problem and for convergence of the iterative algorithm. The investigation shows that if observations satisfy certain conditions, the proposed algorithm converges to the solution of the boundary control problem. Particularly, it converges when observational data are given on the `liquid' boundary [2]. Theoretical results are confirmed by the results of numerical experiments. The numerical algorithm was implemented to water area of the Baltic Sea. Two numerical experiments were carried out in the Gulf of Finland: one with the application of the assimilation procedure and the other without. The analyses have shown that the surface temperature field in the first experiment is close to the observed one, while the result of the second experiment misfits. Number of iterations depends on the regularisation parameter, but generally the algorithm converges after 10 iterations. The results of the numerical experiments show that the usage of the proposed method makes sense. The work was supported by the Russian Science Foundation (project 14-11-00609, the formulation of the iterative process and numerical experiments) and by the Russian Foundation for Basic Research (project 16-01-00548, the formulation of the problem and its study). [1] Agoshkov V. I. Methods of Optimal Control and Adjoint Equations in Problems of Mathematical Physics. INM RAS, Moscow, 2003 (in Russian). [2] Agoshkov V.I., Sheloput T.O. The study and numerical solution of the problem of heat and salinity transfer assuming 'liquid' boundaries // Russ. J. Numer. Anal. Math. Modelling. 2016. Vol. 31, No. 2. P. 71-80.

Forward and inverse solutions for three-element Risley prism beam scanners.

PubMed

Li, Anhu; Liu, Xingsheng; Sun, Wansong

2017-04-03

Scan blind zone and control singularity are two adverse issues for the beam scanning performance in double-prism Risley systems. In this paper, a theoretical model which introduces a third prism is developed. The critical condition for a fully eliminated scan blind zone is determined through a geometric derivation, providing several useful formulae for three-Risley-prism system design. Moreover, inverse solutions for a three-prism system are established, based on the damped least-squares iterative refinement by a forward ray tracing method. It is shown that the efficiency of this iterative calculation of the inverse solutions can be greatly enhanced by a numerical differentiation method. In order to overcome the control singularity problem, the motion law of any one prism in a three-prism system needs to be conditioned, resulting in continuous and steady motion profiles for the other two prisms.

Solution of the symmetric eigenproblem AX=lambda BX by delayed division

NASA Technical Reports Server (NTRS)

Thurston, G. A.; Bains, N. J. C.

1986-01-01

Delayed division is an iterative method for solving the linear eigenvalue problem AX = lambda BX for a limited number of small eigenvalues and their corresponding eigenvectors. The distinctive feature of the method is the reduction of the problem to an approximate triangular form by systematically dropping quadratic terms in the eigenvalue lambda. The report describes the pivoting strategy in the reduction and the method for preserving symmetry in submatrices at each reduction step. Along with the approximate triangular reduction, the report extends some techniques used in the method of inverse subspace iteration. Examples are included for problems of varying complexity.

A multi-frequency iterative imaging method for discontinuous inverse medium problem

NASA Astrophysics Data System (ADS)

Zhang, Lei; Feng, Lixin

2018-06-01

The inverse medium problem with discontinuous refractive index is a kind of challenging inverse problem. We employ the primal dual theory and fast solution of integral equations, and propose a new iterative imaging method. The selection criteria of regularization parameter is given by the method of generalized cross-validation. Based on multi-frequency measurements of the scattered field, a recursive linearization algorithm has been presented with respect to the frequency from low to high. We also discuss the initial guess selection strategy by semi-analytical approaches. Numerical experiments are presented to show the effectiveness of the proposed method.

A unified convergence theory of a numerical method, and applications to the replenishment policies.

PubMed

Mi, Xiang-jiang; Wang, Xing-hua

2004-01-01

In determining the replenishment policy for an inventory system, some researchers advocated that the iterative method of Newton could be applied to the derivative of the total cost function in order to get the optimal solution. But this approach requires calculation of the second derivative of the function. Avoiding this complex computation we use another iterative method presented by the second author. One of the goals of this paper is to present a unified convergence theory of this method. Then we give a numerical example to show the application of our theory.

Anderson acceleration of the Jacobi iterative method: An efficient alternative to Krylov methods for large, sparse linear systems

DOE PAGES

Pratapa, Phanisri P.; Suryanarayana, Phanish; Pask, John E.

2015-12-01

We employ Anderson extrapolation to accelerate the classical Jacobi iterative method for large, sparse linear systems. Specifically, we utilize extrapolation at periodic intervals within the Jacobi iteration to develop the Alternating Anderson–Jacobi (AAJ) method. We verify the accuracy and efficacy of AAJ in a range of test cases, including nonsymmetric systems of equations. We demonstrate that AAJ possesses a favorable scaling with system size that is accompanied by a small prefactor, even in the absence of a preconditioner. In particular, we show that AAJ is able to accelerate the classical Jacobi iteration by over four orders of magnitude, with speed-upsmore » that increase as the system gets larger. Moreover, we find that AAJ significantly outperforms the Generalized Minimal Residual (GMRES) method in the range of problems considered here, with the relative performance again improving with size of the system. As a result, the proposed method represents a simple yet efficient technique that is particularly attractive for large-scale parallel solutions of linear systems of equations.« less

Anderson acceleration of the Jacobi iterative method: An efficient alternative to Krylov methods for large, sparse linear systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Pratapa, Phanisri P.; Suryanarayana, Phanish; Pask, John E.

We employ Anderson extrapolation to accelerate the classical Jacobi iterative method for large, sparse linear systems. Specifically, we utilize extrapolation at periodic intervals within the Jacobi iteration to develop the Alternating Anderson–Jacobi (AAJ) method. We verify the accuracy and efficacy of AAJ in a range of test cases, including nonsymmetric systems of equations. We demonstrate that AAJ possesses a favorable scaling with system size that is accompanied by a small prefactor, even in the absence of a preconditioner. In particular, we show that AAJ is able to accelerate the classical Jacobi iteration by over four orders of magnitude, with speed-upsmore » that increase as the system gets larger. Moreover, we find that AAJ significantly outperforms the Generalized Minimal Residual (GMRES) method in the range of problems considered here, with the relative performance again improving with size of the system. As a result, the proposed method represents a simple yet efficient technique that is particularly attractive for large-scale parallel solutions of linear systems of equations.« less

Gauss-Seidel Iterative Method as a Real-Time Pile-Up Solver of Scintillation Pulses

NASA Astrophysics Data System (ADS)

Novak, Roman; Vencelj, Matja¿

2009-12-01

The pile-up rejection in nuclear spectroscopy has been confronted recently by several pile-up correction schemes that compensate for distortions of the signal and subsequent energy spectra artifacts as the counting rate increases. We study here a real-time capability of the event-by-event correction method, which at the core translates to solving many sets of linear equations. Tight time limits and constrained front-end electronics resources make well-known direct solvers inappropriate. We propose a novel approach based on the Gauss-Seidel iterative method, which turns out to be a stable and cost-efficient solution to improve spectroscopic resolution in the front-end electronics. We show the method convergence properties for a class of matrices that emerge in calorimetric processing of scintillation detector signals and demonstrate the ability of the method to support the relevant resolutions. The sole iteration-based error component can be brought below the sliding window induced errors in a reasonable number of iteration steps, thus allowing real-time operation. An area-efficient hardware implementation is proposed that fully utilizes the method's inherent parallelism.

Numerical solution of Euler's equation by perturbed functionals

NASA Technical Reports Server (NTRS)

Dey, S. K.

1985-01-01

A perturbed functional iteration has been developed to solve nonlinear systems. It adds at each iteration level, unique perturbation parameters to nonlinear Gauss-Seidel iterates which enhances its convergence properties. As convergence is approached these parameters are damped out. Local linearization along the diagonal has been used to compute these parameters. The method requires no computation of Jacobian or factorization of matrices. Analysis of convergence depends on properties of certain contraction-type mappings, known as D-mappings. In this article, application of this method to solve an implicit finite difference approximation of Euler's equation is studied. Some representative results for the well known shock tube problem and compressible flows in a nozzle are given.

A survey of packages for large linear systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wu, Kesheng; Milne, Brent

2000-02-11

This paper evaluates portable software packages for the iterative solution of very large sparse linear systems on parallel architectures. While we cannot hope to tell individual users which package will best suit their needs, we do hope that our systematic evaluation provides essential unbiased information about the packages and the evaluation process may serve as an example on how to evaluate these packages. The information contained here include feature comparisons, usability evaluations and performance characterizations. This review is primarily focused on self-contained packages that can be easily integrated into an existing program and are capable of computing solutions to verymore » large sparse linear systems of equations. More specifically, it concentrates on portable parallel linear system solution packages that provide iterative solution schemes and related preconditioning schemes because iterative methods are more frequently used than competing schemes such as direct methods. The eight packages evaluated are: Aztec, BlockSolve,ISIS++, LINSOL, P-SPARSLIB, PARASOL, PETSc, and PINEAPL. Among the eight portable parallel iterative linear system solvers reviewed, we recommend PETSc and Aztec for most application programmers because they have well designed user interface, extensive documentation and very responsive user support. Both PETSc and Aztec are written in the C language and are callable from Fortran. For those users interested in using Fortran 90, PARASOL is a good alternative. ISIS++is a good alternative for those who prefer the C++ language. Both PARASOL and ISIS++ are relatively new and are continuously evolving. Thus their user interface may change. In general, those packages written in Fortran 77 are more cumbersome to use because the user may need to directly deal with a number of arrays of varying sizes. Languages like C++ and Fortran 90 offer more convenient data encapsulation mechanisms which make it easier to implement a clean and intuitive user interface. In addition to reviewing these portable parallel iterative solver packages, we also provide a more cursory assessment of a range of related packages, from specialized parallel preconditioners to direct methods for sparse linear systems.« less

Continuous analog of multiplicative algebraic reconstruction technique for computed tomography

NASA Astrophysics Data System (ADS)

Tateishi, Kiyoko; Yamaguchi, Yusaku; Abou Al-Ola, Omar M.; Kojima, Takeshi; Yoshinaga, Tetsuya

2016-03-01

We propose a hybrid dynamical system as a continuous analog to the block-iterative multiplicative algebraic reconstruction technique (BI-MART), which is a well-known iterative image reconstruction algorithm for computed tomography. The hybrid system is described by a switched nonlinear system with a piecewise smooth vector field or differential equation and, for consistent inverse problems, the convergence of non-negatively constrained solutions to a globally stable equilibrium is guaranteed by the Lyapunov theorem. Namely, we can prove theoretically that a weighted Kullback-Leibler divergence measure can be a common Lyapunov function for the switched system. We show that discretizing the differential equation by using the first-order approximation (Euler's method) based on the geometric multiplicative calculus leads to the same iterative formula of the BI-MART with the scaling parameter as a time-step of numerical discretization. The present paper is the first to reveal that a kind of iterative image reconstruction algorithm is constructed by the discretization of a continuous-time dynamical system for solving tomographic inverse problems. Iterative algorithms with not only the Euler method but also the Runge-Kutta methods of lower-orders applied for discretizing the continuous-time system can be used for image reconstruction. A numerical example showing the characteristics of the discretized iterative methods is presented.

Application of viscous-inviscid interaction methods to transonic turbulent flows

NASA Technical Reports Server (NTRS)

Lee, D.; Pletcher, R. H.

1986-01-01

Two different viscous-inviscid interaction schemes were developed for the analysis of steady, turbulent, transonic, separated flows over axisymmetric bodies. The viscous and inviscid solutions are coupled through the displacement concept using a transpiration velocity approach. In the semi-inverse interaction scheme, the viscous and inviscid equations are solved in an explicitly separate manner and the displacement thickness distribution is iteratively updated by a simple coupling algorithm. In the simultaneous interaction method, local solutions of viscous and inviscid equations are treated simultaneously, and the displacement thickness is treated as an unknown and is obtained as a part of the solution through a global iteration procedure. The inviscid flow region is described by a direct finite-difference solution of a velocity potential equation in conservative form. The potential equation is solved on a numerically generated mesh by an approximate factorization (AF2) scheme in the semi-inverse interaction method and by a successive line overrelaxation (SLOR) scheme in the simultaneous interaction method. The boundary-layer equations are used for the viscous flow region. The continuity and momentum equations are solved inversely in a coupled manner using a fully implicit finite-difference scheme.

A Method for Estimating View Transformations from Image Correspondences Based on the Harmony Search Algorithm

PubMed Central

Cuevas, Erik; Díaz, Margarita

2015-01-01

In this paper, a new method for robustly estimating multiple view relations from point correspondences is presented. The approach combines the popular random sampling consensus (RANSAC) algorithm and the evolutionary method harmony search (HS). With this combination, the proposed method adopts a different sampling strategy than RANSAC to generate putative solutions. Under the new mechanism, at each iteration, new candidate solutions are built taking into account the quality of the models generated by previous candidate solutions, rather than purely random as it is the case of RANSAC. The rules for the generation of candidate solutions (samples) are motivated by the improvisation process that occurs when a musician searches for a better state of harmony. As a result, the proposed approach can substantially reduce the number of iterations still preserving the robust capabilities of RANSAC. The method is generic and its use is illustrated by the estimation of homographies, considering synthetic and real images. Additionally, in order to demonstrate the performance of the proposed approach within a real engineering application, it is employed to solve the problem of position estimation in a humanoid robot. Experimental results validate the efficiency of the proposed method in terms of accuracy, speed, and robustness. PMID:26339228

Gauss Seidel-type methods for energy states of a multi-component Bose Einstein condensate

NASA Astrophysics Data System (ADS)

Chang, Shu-Ming; Lin, Wen-Wei; Shieh, Shih-Feng

2005-01-01

In this paper, we propose two iterative methods, a Jacobi-type iteration (JI) and a Gauss-Seidel-type iteration (GSI), for the computation of energy states of the time-independent vector Gross-Pitaevskii equation (VGPE) which describes a multi-component Bose-Einstein condensate (BEC). A discretization of the VGPE leads to a nonlinear algebraic eigenvalue problem (NAEP). We prove that the GSI method converges locally and linearly to a solution of the NAEP if and only if the associated minimized energy functional problem has a strictly local minimum. The GSI method can thus be used to compute ground states and positive bound states, as well as the corresponding energies of a multi-component BEC. Numerical experience shows that the GSI converges much faster than JI and converges globally within 10-20 steps.

Universal single level implicit algorithm for gasdynamics

NASA Technical Reports Server (NTRS)

Lombard, C. K.; Venkatapthy, E.

1984-01-01

A single level effectively explicit implicit algorithm for gasdynamics is presented. The method meets all the requirements for unconditionally stable global iteration over flows with mixed supersonic and supersonic zones including blunt body flow and boundary layer flows with strong interaction and streamwise separation. For hyperbolic (supersonic flow) regions the method is automatically equivalent to contemporary space marching methods. For elliptic (subsonic flow) regions, rapid convergence is facilitated by alternating direction solution sweeps which bring both sets of eigenvectors and the influence of both boundaries of a coordinate line equally into play. Point by point updating of the data with local iteration on the solution procedure at each spatial step as the sweeps progress not only renders the method single level in storage but, also, improves nonlinear accuracy to accelerate convergence by an order of magnitude over related two level linearized implicit methods. The method derives robust stability from the combination of an eigenvector split upwind difference method (CSCM) with diagonally dominant ADI(DDADI) approximate factorization and computed characteristic boundary approximations.

Use of direct and iterative solvers for estimation of SNP effects in genome-wide selection

PubMed Central

2010-01-01

The aim of this study was to compare iterative and direct solvers for estimation of marker effects in genomic selection. One iterative and two direct methods were used: Gauss-Seidel with Residual Update, Cholesky Decomposition and Gentleman-Givens rotations. For resembling different scenarios with respect to number of markers and of genotyped animals, a simulated data set divided into 25 subsets was used. Number of markers ranged from 1,200 to 5,925 and number of animals ranged from 1,200 to 5,865. Methods were also applied to real data comprising 3081 individuals genotyped for 45181 SNPs. Results from simulated data showed that the iterative solver was substantially faster than direct methods for larger numbers of markers. Use of a direct solver may allow for computing (co)variances of SNP effects. When applied to real data, performance of the iterative method varied substantially, depending on the level of ill-conditioning of the coefficient matrix. From results with real data, Gentleman-Givens rotations would be the method of choice in this particular application as it provided an exact solution within a fairly reasonable time frame (less than two hours). It would indeed be the preferred method whenever computer resources allow its use. PMID:21637627

Numerical methods of solving a system of multi-dimensional nonlinear equations of the diffusion type

NASA Technical Reports Server (NTRS)

Agapov, A. V.; Kolosov, B. I.

1979-01-01

The principles of conservation and stability of difference schemes achieved using the iteration control method were examined. For the schemes obtained of the predictor-corrector type, the conversion was proved for the control sequences of approximate solutions to the precise solutions in the Sobolev metrics. Algorithms were developed for reducing the differential problem to integral relationships, whose solution methods are known, were designed. The algorithms for the problem solution are classified depending on the non-linearity of the diffusion coefficients, and practical recommendations for their effective use are given.

Parallel Dynamics Simulation Using a Krylov-Schwarz Linear Solution Scheme

DOE PAGES

Abhyankar, Shrirang; Constantinescu, Emil M.; Smith, Barry F.; ...

2016-11-07

Fast dynamics simulation of large-scale power systems is a computational challenge because of the need to solve a large set of stiff, nonlinear differential-algebraic equations at every time step. The main bottleneck in dynamic simulations is the solution of a linear system during each nonlinear iteration of Newton’s method. In this paper, we present a parallel Krylov- Schwarz linear solution scheme that uses the Krylov subspacebased iterative linear solver GMRES with an overlapping restricted additive Schwarz preconditioner. As a result, performance tests of the proposed Krylov-Schwarz scheme for several large test cases ranging from 2,000 to 20,000 buses, including amore » real utility network, show good scalability on different computing architectures.« less

Parallel Dynamics Simulation Using a Krylov-Schwarz Linear Solution Scheme

DOE Office of Scientific and Technical Information (OSTI.GOV)

Abhyankar, Shrirang; Constantinescu, Emil M.; Smith, Barry F.

Fast dynamics simulation of large-scale power systems is a computational challenge because of the need to solve a large set of stiff, nonlinear differential-algebraic equations at every time step. The main bottleneck in dynamic simulations is the solution of a linear system during each nonlinear iteration of Newton’s method. In this paper, we present a parallel Krylov- Schwarz linear solution scheme that uses the Krylov subspacebased iterative linear solver GMRES with an overlapping restricted additive Schwarz preconditioner. As a result, performance tests of the proposed Krylov-Schwarz scheme for several large test cases ranging from 2,000 to 20,000 buses, including amore » real utility network, show good scalability on different computing architectures.« less

Vortex breakdown simulation

NASA Technical Reports Server (NTRS)

Hafez, M.; Ahmad, J.; Kuruvila, G.; Salas, M. D.

1987-01-01

In this paper, steady, axisymmetric inviscid, and viscous (laminar) swirling flows representing vortex breakdown phenomena are simulated using a stream function-vorticity-circulation formulation and two numerical methods. The first is based on an inverse iteration, where a norm of the solution is prescribed and the swirling parameter is calculated as a part of the output. The second is based on direct Newton iterations, where the linearized equations, for all the unknowns, are solved simultaneously by an efficient banded Gaussian elimination procedure. Several numerical solutions for inviscid and viscous flows are demonstrated, followed by a discussion of the results. Some improvements on previous work have been achieved: first order upwind differences are replaced by second order schemes, line relaxation procedure (with linear convergence rate) is replaced by Newton's iterations (which converge quadratically), and Reynolds numbers are extended from 200 up to 1000.

A method for reducing the largest relative errors in Monte Carlo iterated-fission-source calculations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hunter, J. L.; Sutton, T. M.

2013-07-01

In Monte Carlo iterated-fission-source calculations relative uncertainties on local tallies tend to be larger in lower-power regions and smaller in higher-power regions. Reducing the largest uncertainties to an acceptable level simply by running a larger number of neutron histories is often prohibitively expensive. The uniform fission site method has been developed to yield a more spatially-uniform distribution of relative uncertainties. This is accomplished by biasing the density of fission neutron source sites while not biasing the solution. The method is integrated into the source iteration process, and does not require any auxiliary forward or adjoint calculations. For a given amountmore » of computational effort, the use of the method results in a reduction of the largest uncertainties relative to the standard algorithm. Two variants of the method have been implemented and tested. Both have been shown to be effective. (authors)« less

Modeling design iteration in product design and development and its solution by a novel artificial bee colony algorithm.

PubMed

Chen, Tinggui; Xiao, Renbin

2014-01-01

Due to fierce market competition, how to improve product quality and reduce development cost determines the core competitiveness of enterprises. However, design iteration generally causes increases of product cost and delays of development time as well, so how to identify and model couplings among tasks in product design and development has become an important issue for enterprises to settle. In this paper, the shortcomings existing in WTM model are discussed and tearing approach as well as inner iteration method is used to complement the classic WTM model. In addition, the ABC algorithm is also introduced to find out the optimal decoupling schemes. In this paper, firstly, tearing approach and inner iteration method are analyzed for solving coupled sets. Secondly, a hybrid iteration model combining these two technologies is set up. Thirdly, a high-performance swarm intelligence algorithm, artificial bee colony, is adopted to realize problem-solving. Finally, an engineering design of a chemical processing system is given in order to verify its reasonability and effectiveness.

Fast determination of the spatially distributed photon fluence for light dose evaluation of PDT

NASA Astrophysics Data System (ADS)

Zhao, Kuanxin; Chen, Weiting; Li, Tongxin; Yan, Panpan; Qin, Zhuanping; Zhao, Huijuan

2018-02-01

Photodynamic therapy (PDT) has shown superiorities of noninvasiveness and high-efficiency in the treatment of early-stage skin cancer. Rapid and accurate determination of spatially distributed photon fluence in turbid tissue is essential for the dosimetry evaluation of PDT. It is generally known that photon fluence can be accurately obtained by Monte Carlo (MC) methods, while too much time would be consumed especially for complex light source mode or online real-time dosimetry evaluation of PDT. In this work, a method to rapidly calculate spatially distributed photon fluence in turbid medium is proposed implementing a classical perturbation and iteration theory on mesh Monte Carlo (MMC). In the proposed method, photon fluence can be obtained by superposing a perturbed and iterative solution caused by the defects in turbid medium to an unperturbed solution for the background medium and therefore repetitive MMC simulations can be avoided. To validate the method, a non-melanoma skin cancer model is carried out. The simulation results show the solution of photon fluence can be obtained quickly and correctly by perturbation algorithm.

Truncated Conjugate Gradient: An Optimal Strategy for the Analytical Evaluation of the Many-Body Polarization Energy and Forces in Molecular Simulations.

PubMed

Aviat, Félix; Levitt, Antoine; Stamm, Benjamin; Maday, Yvon; Ren, Pengyu; Ponder, Jay W; Lagardère, Louis; Piquemal, Jean-Philip

2017-01-10

We introduce a new class of methods, denoted as Truncated Conjugate Gradient(TCG), to solve the many-body polarization energy and its associated forces in molecular simulations (i.e. molecular dynamics (MD) and Monte Carlo). The method consists in a fixed number of Conjugate Gradient (CG) iterations. TCG approaches provide a scalable solution to the polarization problem at a user-chosen cost and a corresponding optimal accuracy. The optimality of the CG-method guarantees that the number of the required matrix-vector products are reduced to a minimum compared to other iterative methods. This family of methods is non-empirical, fully adaptive, and provides analytical gradients, avoiding therefore any energy drift in MD as compared to popular iterative solvers. Besides speed, one great advantage of this class of approximate methods is that their accuracy is systematically improvable. Indeed, as the CG-method is a Krylov subspace method, the associated error is monotonically reduced at each iteration. On top of that, two improvements can be proposed at virtually no cost: (i) the use of preconditioners can be employed, which leads to the Truncated Preconditioned Conjugate Gradient (TPCG); (ii) since the residual of the final step of the CG-method is available, one additional Picard fixed point iteration ("peek"), equivalent to one step of Jacobi Over Relaxation (JOR) with relaxation parameter ω, can be made at almost no cost. This method is denoted by TCG-n(ω). Black-box adaptive methods to find good choices of ω are provided and discussed. Results show that TPCG-3(ω) is converged to high accuracy (a few kcal/mol) for various types of systems including proteins and highly charged systems at the fixed cost of four matrix-vector products: three CG iterations plus the initial CG descent direction. Alternatively, T(P)CG-2(ω) provides robust results at a reduced cost (three matrix-vector products) and offers new perspectives for long polarizable MD as a production algorithm. The T(P)CG-1(ω) level provides less accurate solutions for inhomogeneous systems, but its applicability to well-conditioned problems such as water is remarkable, with only two matrix-vector product evaluations.

Truncated Conjugate Gradient: An Optimal Strategy for the Analytical Evaluation of the Many-Body Polarization Energy and Forces in Molecular Simulations

PubMed Central

2016-01-01

We introduce a new class of methods, denoted as Truncated Conjugate Gradient(TCG), to solve the many-body polarization energy and its associated forces in molecular simulations (i.e. molecular dynamics (MD) and Monte Carlo). The method consists in a fixed number of Conjugate Gradient (CG) iterations. TCG approaches provide a scalable solution to the polarization problem at a user-chosen cost and a corresponding optimal accuracy. The optimality of the CG-method guarantees that the number of the required matrix-vector products are reduced to a minimum compared to other iterative methods. This family of methods is non-empirical, fully adaptive, and provides analytical gradients, avoiding therefore any energy drift in MD as compared to popular iterative solvers. Besides speed, one great advantage of this class of approximate methods is that their accuracy is systematically improvable. Indeed, as the CG-method is a Krylov subspace method, the associated error is monotonically reduced at each iteration. On top of that, two improvements can be proposed at virtually no cost: (i) the use of preconditioners can be employed, which leads to the Truncated Preconditioned Conjugate Gradient (TPCG); (ii) since the residual of the final step of the CG-method is available, one additional Picard fixed point iteration (“peek”), equivalent to one step of Jacobi Over Relaxation (JOR) with relaxation parameter ω, can be made at almost no cost. This method is denoted by TCG-n(ω). Black-box adaptive methods to find good choices of ω are provided and discussed. Results show that TPCG-3(ω) is converged to high accuracy (a few kcal/mol) for various types of systems including proteins and highly charged systems at the fixed cost of four matrix-vector products: three CG iterations plus the initial CG descent direction. Alternatively, T(P)CG-2(ω) provides robust results at a reduced cost (three matrix-vector products) and offers new perspectives for long polarizable MD as a production algorithm. The T(P)CG-1(ω) level provides less accurate solutions for inhomogeneous systems, but its applicability to well-conditioned problems such as water is remarkable, with only two matrix-vector product evaluations. PMID:28068773

An iterative kernel based method for fourth order nonlinear equation with nonlinear boundary condition

NASA Astrophysics Data System (ADS)

Azarnavid, Babak; Parand, Kourosh; Abbasbandy, Saeid

2018-06-01

This article discusses an iterative reproducing kernel method with respect to its effectiveness and capability of solving a fourth-order boundary value problem with nonlinear boundary conditions modeling beams on elastic foundations. Since there is no method of obtaining reproducing kernel which satisfies nonlinear boundary conditions, the standard reproducing kernel methods cannot be used directly to solve boundary value problems with nonlinear boundary conditions as there is no knowledge about the existence and uniqueness of the solution. The aim of this paper is, therefore, to construct an iterative method by the use of a combination of reproducing kernel Hilbert space method and a shooting-like technique to solve the mentioned problems. Error estimation for reproducing kernel Hilbert space methods for nonlinear boundary value problems have yet to be discussed in the literature. In this paper, we present error estimation for the reproducing kernel method to solve nonlinear boundary value problems probably for the first time. Some numerical results are given out to demonstrate the applicability of the method.

A Universal Tare Load Prediction Algorithm for Strain-Gage Balance Calibration Data Analysis

NASA Technical Reports Server (NTRS)

Ulbrich, N.

2011-01-01

An algorithm is discussed that may be used to estimate tare loads of wind tunnel strain-gage balance calibration data. The algorithm was originally developed by R. Galway of IAR/NRC Canada and has been described in the literature for the iterative analysis technique. Basic ideas of Galway's algorithm, however, are universally applicable and work for both the iterative and the non-iterative analysis technique. A recent modification of Galway's algorithm is presented that improves the convergence behavior of the tare load prediction process if it is used in combination with the non-iterative analysis technique. The modified algorithm allows an analyst to use an alternate method for the calculation of intermediate non-linear tare load estimates whenever Galway's original approach does not lead to a convergence of the tare load iterations. It is also shown in detail how Galway's algorithm may be applied to the non-iterative analysis technique. Hand load data from the calibration of a six-component force balance is used to illustrate the application of the original and modified tare load prediction method. During the analysis of the data both the iterative and the non-iterative analysis technique were applied. Overall, predicted tare loads for combinations of the two tare load prediction methods and the two balance data analysis techniques showed excellent agreement as long as the tare load iterations converged. The modified algorithm, however, appears to have an advantage over the original algorithm when absolute voltage measurements of gage outputs are processed using the non-iterative analysis technique. In these situations only the modified algorithm converged because it uses an exact solution of the intermediate non-linear tare load estimate for the tare load iteration.

A Self-Adapting System for the Automated Detection of Inter-Ictal Epileptiform Discharges

PubMed Central

Lodder, Shaun S.; van Putten, Michel J. A. M.

2014-01-01

Purpose Scalp EEG remains the standard clinical procedure for the diagnosis of epilepsy. Manual detection of inter-ictal epileptiform discharges (IEDs) is slow and cumbersome, and few automated methods are used to assist in practice. This is mostly due to low sensitivities, high false positive rates, or a lack of trust in the automated method. In this study we aim to find a solution that will make computer assisted detection more efficient than conventional methods, while preserving the detection certainty of a manual search. Methods Our solution consists of two phases. First, a detection phase finds all events similar to epileptiform activity by using a large database of template waveforms. Individual template detections are combined to form “IED nominations”, each with a corresponding certainty value based on the reliability of their contributing templates. The second phase uses the ten nominations with highest certainty and presents them to the reviewer one by one for confirmation. Confirmations are used to update certainty values of the remaining nominations, and another iteration is performed where ten nominations with the highest certainty are presented. This continues until the reviewer is satisfied with what has been seen. Reviewer feedback is also used to update template accuracies globally and improve future detections. Key Findings Using the described method and fifteen evaluation EEGs (241 IEDs), one third of all inter-ictal events were shown after one iteration, half after two iterations, and 74%, 90%, and 95% after 5, 10 and 15 iterations respectively. Reviewing fifteen iterations for the 20–30 min recordings 1took approximately 5 min. Significance The proposed method shows a practical approach for combining automated detection with visual searching for inter-ictal epileptiform activity. Further evaluation is needed to verify its clinical feasibility and measure the added value it presents. PMID:24454813

Error analysis in inverse scatterometry. I. Modeling.

PubMed

Al-Assaad, Rayan M; Byrne, Dale M

2007-02-01

Scatterometry is an optical technique that has been studied and tested in recent years in semiconductor fabrication metrology for critical dimensions. Previous work presented an iterative linearized method to retrieve surface-relief profile parameters from reflectance measurements upon diffraction. With the iterative linear solution model in this work, rigorous models are developed to represent the random and deterministic or offset errors in scatterometric measurements. The propagation of different types of error from the measurement data to the profile parameter estimates is then presented. The improvement in solution accuracies is then demonstrated with theoretical and experimental data by adjusting for the offset errors. In a companion paper (in process) an improved optimization method is presented to account for unknown offset errors in the measurements based on the offset error model.

Whole Brain Networks for Treatment for Epilepsy

DTIC Science & Technology

2012-07-01

target. For the numerical approach, we applied both a simultaneous over- relaxation method (e.g. Gauss - Seidel ) and a biconjugate gradient...with b=1000sec/mm 2 and 7 b=0 acquisitions) was acquired on a Siemens TIM Trio (Siemens Medical Solutions, Erlangen) followed by iterative motion...partly from the difficulty with which the Monte Carlo approach is able to determine track densities at regions distal to the seed. Much iteration is

Solving large mixed linear models using preconditioned conjugate gradient iteration.

PubMed

Strandén, I; Lidauer, M

1999-12-01

Continuous evaluation of dairy cattle with a random regression test-day model requires a fast solving method and algorithm. A new computing technique feasible in Jacobi and conjugate gradient based iterative methods using iteration on data is presented. In the new computing technique, the calculations in multiplication of a vector by a matrix were recorded to three steps instead of the commonly used two steps. The three-step method was implemented in a general mixed linear model program that used preconditioned conjugate gradient iteration. Performance of this program in comparison to other general solving programs was assessed via estimation of breeding values using univariate, multivariate, and random regression test-day models. Central processing unit time per iteration with the new three-step technique was, at best, one-third that needed with the old technique. Performance was best with the test-day model, which was the largest and most complex model used. The new program did well in comparison to other general software. Programs keeping the mixed model equations in random access memory required at least 20 and 435% more time to solve the univariate and multivariate animal models, respectively. Computations of the second best iteration on data took approximately three and five times longer for the animal and test-day models, respectively, than did the new program. Good performance was due to fast computing time per iteration and quick convergence to the final solutions. Use of preconditioned conjugate gradient based methods in solving large breeding value problems is supported by our findings.

Improvements in surface singularity analysis and design methods. [applicable to airfoils

NASA Technical Reports Server (NTRS)

Bristow, D. R.

1979-01-01

The coupling of the combined source vortex distribution of Green's potential flow function with contemporary numerical techniques is shown to provide accurate, efficient, and stable solutions to subsonic inviscid analysis and design problems for multi-element airfoils. The analysis problem is solved by direct calculation of the surface singularity distribution required to satisfy the flow tangency boundary condition. The design or inverse problem is solved by an iteration process. In this process, the geometry and the associated pressure distribution are iterated until the pressure distribution most nearly corresponding to the prescribed design distribution is obtained. Typically, five iteration cycles are required for convergence. A description of the analysis and design method is presented, along with supporting examples.

A numerical scheme to solve unstable boundary value problems

NASA Technical Reports Server (NTRS)

Kalnay Derivas, E.

1975-01-01

A new iterative scheme for solving boundary value problems is presented. It consists of the introduction of an artificial time dependence into a modified version of the system of equations. Then explicit forward integrations in time are followed by explicit integrations backwards in time. The method converges under much more general conditions than schemes based in forward time integrations (false transient schemes). In particular it can attain a steady state solution of an elliptical system of equations even if the solution is unstable, in which case other iterative schemes fail to converge. The simplicity of its use makes it attractive for solving large systems of nonlinear equations.

High-performance equation solvers and their impact on finite element analysis

NASA Technical Reports Server (NTRS)

Poole, Eugene L.; Knight, Norman F., Jr.; Davis, D. Dale, Jr.

1990-01-01

The role of equation solvers in modern structural analysis software is described. Direct and iterative equation solvers which exploit vectorization on modern high-performance computer systems are described and compared. The direct solvers are two Cholesky factorization methods. The first method utilizes a novel variable-band data storage format to achieve very high computation rates and the second method uses a sparse data storage format designed to reduce the number of operations. The iterative solvers are preconditioned conjugate gradient methods. Two different preconditioners are included; the first uses a diagonal matrix storage scheme to achieve high computation rates and the second requires a sparse data storage scheme and converges to the solution in fewer iterations that the first. The impact of using all of the equation solvers in a common structural analysis software system is demonstrated by solving several representative structural analysis problems.

High-performance equation solvers and their impact on finite element analysis

NASA Technical Reports Server (NTRS)

Poole, Eugene L.; Knight, Norman F., Jr.; Davis, D. D., Jr.

1992-01-01

The role of equation solvers in modern structural analysis software is described. Direct and iterative equation solvers which exploit vectorization on modern high-performance computer systems are described and compared. The direct solvers are two Cholesky factorization methods. The first method utilizes a novel variable-band data storage format to achieve very high computation rates and the second method uses a sparse data storage format designed to reduce the number od operations. The iterative solvers are preconditioned conjugate gradient methods. Two different preconditioners are included; the first uses a diagonal matrix storage scheme to achieve high computation rates and the second requires a sparse data storage scheme and converges to the solution in fewer iterations that the first. The impact of using all of the equation solvers in a common structural analysis software system is demonstrated by solving several representative structural analysis problems.

A new anisotropic mesh adaptation method based upon hierarchical a posteriori error estimates

NASA Astrophysics Data System (ADS)

Huang, Weizhang; Kamenski, Lennard; Lang, Jens

2010-03-01

A new anisotropic mesh adaptation strategy for finite element solution of elliptic differential equations is presented. It generates anisotropic adaptive meshes as quasi-uniform ones in some metric space, with the metric tensor being computed based on hierarchical a posteriori error estimates. A global hierarchical error estimate is employed in this study to obtain reliable directional information of the solution. Instead of solving the global error problem exactly, which is costly in general, we solve it iteratively using the symmetric Gauß-Seidel method. Numerical results show that a few GS iterations are sufficient for obtaining a reasonably good approximation to the error for use in anisotropic mesh adaptation. The new method is compared with several strategies using local error estimators or recovered Hessians. Numerical results are presented for a selection of test examples and a mathematical model for heat conduction in a thermal battery with large orthotropic jumps in the material coefficients.

Conjugate gradient type methods for linear systems with complex symmetric coefficient matrices

NASA Technical Reports Server (NTRS)

Freund, Roland

1989-01-01

We consider conjugate gradient type methods for the solution of large sparse linear system Ax equals b with complex symmetric coefficient matrices A equals A(T). Such linear systems arise in important applications, such as the numerical solution of the complex Helmholtz equation. Furthermore, most complex non-Hermitian linear systems which occur in practice are actually complex symmetric. We investigate conjugate gradient type iterations which are based on a variant of the nonsymmetric Lanczos algorithm for complex symmetric matrices. We propose a new approach with iterates defined by a quasi-minimal residual property. The resulting algorithm presents several advantages over the standard biconjugate gradient method. We also include some remarks on the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.

Parallel iterative solution for h and p approximations of the shallow water equations

USGS Publications Warehouse

Barragy, E.J.; Walters, R.A.

1998-01-01

A p finite element scheme and parallel iterative solver are introduced for a modified form of the shallow water equations. The governing equations are the three-dimensional shallow water equations. After a harmonic decomposition in time and rearrangement, the resulting equations are a complex Helmholz problem for surface elevation, and a complex momentum equation for the horizontal velocity. Both equations are nonlinear and the resulting system is solved using the Picard iteration combined with a preconditioned biconjugate gradient (PBCG) method for the linearized subproblems. A subdomain-based parallel preconditioner is developed which uses incomplete LU factorization with thresholding (ILUT) methods within subdomains, overlapping ILUT factorizations for subdomain boundaries and under-relaxed iteration for the resulting block system. The method builds on techniques successfully applied to linear elements by introducing ordering and condensation techniques to handle uniform p refinement. The combined methods show good performance for a range of p (element order), h (element size), and N (number of processors). Performance and scalability results are presented for a field scale problem where up to 512 processors are used. ?? 1998 Elsevier Science Ltd. All rights reserved.

M-estimator for the 3D symmetric Helmert coordinate transformation

NASA Astrophysics Data System (ADS)

Chang, Guobin; Xu, Tianhe; Wang, Qianxin

2018-01-01

The M-estimator for the 3D symmetric Helmert coordinate transformation problem is developed. Small-angle rotation assumption is abandoned. The direction cosine matrix or the quaternion is used to represent the rotation. The 3 × 1 multiplicative error vector is defined to represent the rotation estimation error. An analytical solution can be employed to provide the initial approximate for iteration, if the outliers are not large. The iteration is carried out using the iterative reweighted least-squares scheme. In each iteration after the first one, the measurement equation is linearized using the available parameter estimates, the reweighting matrix is constructed using the residuals obtained in the previous iteration, and then the parameter estimates with their variance-covariance matrix are calculated. The influence functions of a single pseudo-measurement on the least-squares estimator and on the M-estimator are derived to theoretically show the robustness. In the solution process, the parameter is rescaled in order to improve the numerical stability. Monte Carlo experiments are conducted to check the developed method. Different cases to investigate whether the assumed stochastic model is correct are considered. The results with the simulated data slightly deviating from the true model are used to show the developed method's statistical efficacy at the assumed stochastic model, its robustness against the deviations from the assumed stochastic model, and the validity of the estimated variance-covariance matrix no matter whether the assumed stochastic model is correct or not.

Progress in Development of the ITER Plasma Control System Simulation Platform

NASA Astrophysics Data System (ADS)

Walker, Michael; Humphreys, David; Sammuli, Brian; Ambrosino, Giuseppe; de Tommasi, Gianmaria; Mattei, Massimiliano; Raupp, Gerhard; Treutterer, Wolfgang; Winter, Axel

2017-10-01

We report on progress made and expected uses of the Plasma Control System Simulation Platform (PCSSP), the primary test environment for development of the ITER Plasma Control System (PCS). PCSSP will be used for verification and validation of the ITER PCS Final Design for First Plasma, to be completed in 2020. We discuss the objectives of PCSSP, its overall structure, selected features, application to existing devices, and expected evolution over the lifetime of the ITER PCS. We describe an archiving solution for simulation results, methods for incorporating physics models of the plasma and physical plant (tokamak, actuator, and diagnostic systems) into PCSSP, and defining characteristics of models suitable for a plasma control development environment such as PCSSP. Applications of PCSSP simulation models including resistive plasma equilibrium evolution are demonstrated. PCSSP development supported by ITER Organization under ITER/CTS/6000000037. Resistive evolution code developed under General Atomics' Internal funding. The views and opinions expressed herein do not necessarily reflect those of the ITER Organization.

A new solution procedure for a nonlinear infinite beam equation of motion

NASA Astrophysics Data System (ADS)

Jang, T. S.

2016-10-01

Our goal of this paper is of a purely theoretical question, however which would be fundamental in computational partial differential equations: Can a linear solution-structure for the equation of motion for an infinite nonlinear beam be directly manipulated for constructing its nonlinear solution? Here, the equation of motion is modeled as mathematically a fourth-order nonlinear partial differential equation. To answer the question, a pseudo-parameter is firstly introduced to modify the equation of motion. And then, an integral formalism for the modified equation is found here, being taken as a linear solution-structure. It enables us to formulate a nonlinear integral equation of second kind, equivalent to the original equation of motion. The fixed point approach, applied to the integral equation, results in proposing a new iterative solution procedure for constructing the nonlinear solution of the original beam equation of motion, which consists luckily of just the simple regular numerical integration for its iterative process; i.e., it appears to be fairly simple as well as straightforward to apply. A mathematical analysis is carried out on both natures of convergence and uniqueness of the iterative procedure by proving a contractive character of a nonlinear operator. It follows conclusively,therefore, that it would be one of the useful nonlinear strategies for integrating the equation of motion for a nonlinear infinite beam, whereby the preceding question may be answered. In addition, it may be worth noticing that the pseudo-parameter introduced here has double roles; firstly, it connects the original beam equation of motion with the integral equation, second, it is related with the convergence of the iterative method proposed here.

Small Modifications of Curvilinear Coordinates and Successive Approximations Applied in Geopotential Determination

NASA Astrophysics Data System (ADS)

Holota, P.; Nesvadba, O.

2016-12-01

The mathematical apparatus currently applied for geopotential determination is undoubtedly quite developed. This concerns numerical methods as well as methods based on classical analysis, equally as classical and weak solution concepts. Nevertheless, the nature of the real surface of the Earth has its specific features and is still rather complex. The aim of this paper is to consider these limits and to seek a balance between the performance of an apparatus developed for the surface of the Earth smoothed (or simplified) up to a certain degree and an iteration procedure used to bridge the difference between the real and smoothed topography. The approach is applied for the solution of the linear gravimetric boundary value problem in geopotential determination. Similarly as in other branches of engineering and mathematical physics a transformation of coordinates is used that offers a possibility to solve an alternative between the boundary complexity and the complexity of the coefficients of the partial differential equation governing the solution. As examples the use of modified spherical and also modified ellipsoidal coordinates for the transformation of the solution domain is discussed. However, the complexity of the boundary is then reflected in the structure of Laplace's operator. This effect is taken into account by means of successive approximations. The structure of the respective iteration steps is derived and analyzed. On the level of individual iteration steps the attention is paid to the representation of the solution in terms of function bases or in terms of Green's functions. The convergence of the procedure and the efficiency of its use for geopotential determination is discussed.

Analysis of Anderson Acceleration on a Simplified Neutronics/Thermal Hydraulics System

DOE Office of Scientific and Technical Information (OSTI.GOV)

Toth, Alex; Kelley, C. T.; Slattery, Stuart R

ABSTRACT A standard method for solving coupled multiphysics problems in light water reactors is Picard iteration, which sequentially alternates between solving single physics applications. This solution approach is appealing due to simplicity of implementation and the ability to leverage existing software packages to accurately solve single physics applications. However, there are several drawbacks in the convergence behavior of this method; namely slow convergence and the necessity of heuristically chosen damping factors to achieve convergence in many cases. Anderson acceleration is a method that has been seen to be more robust and fast converging than Picard iteration for many problems, withoutmore » significantly higher cost per iteration or complexity of implementation, though its effectiveness in the context of multiphysics coupling is not well explored. In this work, we develop a one-dimensional model simulating the coupling between the neutron distribution and fuel and coolant properties in a single fuel pin. We show that this model generally captures the convergence issues noted in Picard iterations which couple high-fidelity physics codes. We then use this model to gauge potential improvements with regard to rate of convergence and robustness from utilizing Anderson acceleration as an alternative to Picard iteration.« less

Multi-point objective-oriented sequential sampling strategy for constrained robust design

NASA Astrophysics Data System (ADS)

Zhu, Ping; Zhang, Siliang; Chen, Wei

2015-03-01

Metamodelling techniques are widely used to approximate system responses of expensive simulation models. In association with the use of metamodels, objective-oriented sequential sampling methods have been demonstrated to be effective in balancing the need for searching an optimal solution versus reducing the metamodelling uncertainty. However, existing infilling criteria are developed for deterministic problems and restricted to one sampling point in one iteration. To exploit the use of multiple samples and identify the true robust solution in fewer iterations, a multi-point objective-oriented sequential sampling strategy is proposed for constrained robust design problems. In this article, earlier development of objective-oriented sequential sampling strategy for unconstrained robust design is first extended to constrained problems. Next, a double-loop multi-point sequential sampling strategy is developed. The proposed methods are validated using two mathematical examples followed by a highly nonlinear automotive crashworthiness design example. The results show that the proposed method can mitigate the effect of both metamodelling uncertainty and design uncertainty, and identify the robust design solution more efficiently than the single-point sequential sampling approach.

Cosmic Microwave Background Mapmaking with a Messenger Field

NASA Astrophysics Data System (ADS)

Huffenberger, Kevin M.; Næss, Sigurd K.

2018-01-01

We apply a messenger field method to solve the linear minimum-variance mapmaking equation in the context of Cosmic Microwave Background (CMB) observations. In simulations, the method produces sky maps that converge significantly faster than those from a conjugate gradient descent algorithm with a diagonal preconditioner, even though the computational cost per iteration is similar. The messenger method recovers large scales in the map better than conjugate gradient descent, and yields a lower overall χ2. In the single, pencil beam approximation, each iteration of the messenger mapmaking procedure produces an unbiased map, and the iterations become more optimal as they proceed. A variant of the method can handle differential data or perform deconvolution mapmaking. The messenger method requires no preconditioner, but a high-quality solution needs a cooling parameter to control the convergence. We study the convergence properties of this new method and discuss how the algorithm is feasible for the large data sets of current and future CMB experiments.

Interior-Point Methods for Linear Programming: A Challenge to the Simplex Method

DTIC Science & Technology

1988-07-01

subsequently found that the method was first proposed by Dikin in 1967 [6]. Search directions are generated by the same system (5). Any hint of quadratic...1982). Inexact Newton methods, SIAM Journal on Numerical Analysis 19, 400-408. [6] I. I. Dikin (1967). Iterative solution of problems of linear and

Interpreting the Coulomb-field approximation for generalized-Born electrostatics using boundary-integral equation theory.

PubMed

Bardhan, Jaydeep P

2008-10-14

The importance of molecular electrostatic interactions in aqueous solution has motivated extensive research into physical models and numerical methods for their estimation. The computational costs associated with simulations that include many explicit water molecules have driven the development of implicit-solvent models, with generalized-Born (GB) models among the most popular of these. In this paper, we analyze a boundary-integral equation interpretation for the Coulomb-field approximation (CFA), which plays a central role in most GB models. This interpretation offers new insights into the nature of the CFA, which traditionally has been assessed using only a single point charge in the solute. The boundary-integral interpretation of the CFA allows the use of multiple point charges, or even continuous charge distributions, leading naturally to methods that eliminate the interpolation inaccuracies associated with the Still equation. This approach, which we call boundary-integral-based electrostatic estimation by the CFA (BIBEE/CFA), is most accurate when the molecular charge distribution generates a smooth normal displacement field at the solute-solvent boundary, and CFA-based GB methods perform similarly. Conversely, both methods are least accurate for charge distributions that give rise to rapidly varying or highly localized normal displacement fields. Supporting this analysis are comparisons of the reaction-potential matrices calculated using GB methods and boundary-element-method (BEM) simulations. An approximation similar to BIBEE/CFA exhibits complementary behavior, with superior accuracy for charge distributions that generate rapidly varying normal fields and poorer accuracy for distributions that produce smooth fields. This approximation, BIBEE by preconditioning (BIBEE/P), essentially generates initial guesses for preconditioned Krylov-subspace iterative BEMs. Thus, iterative refinement of the BIBEE/P results recovers the BEM solution; excellent agreement is obtained in only a few iterations. The boundary-integral-equation framework may also provide a means to derive rigorous results explaining how the empirical correction terms in many modern GB models significantly improve accuracy despite their simple analytical forms.

Three-dimensional local grid refinement for block-centered finite-difference groundwater models using iteratively coupled shared nodes: A new method of interpolation and analysis of errors

USGS Publications Warehouse

Mehl, S.; Hill, M.C.

2004-01-01

This paper describes work that extends to three dimensions the two-dimensional local-grid refinement method for block-centered finite-difference groundwater models of Mehl and Hill [Development and evaluation of a local grid refinement method for block-centered finite-difference groundwater models using shared nodes. Adv Water Resour 2002;25(5):497-511]. In this approach, the (parent) finite-difference grid is discretized more finely within a (child) sub-region. The grid refinement method sequentially solves each grid and uses specified flux (parent) and specified head (child) boundary conditions to couple the grids. Iteration achieves convergence between heads and fluxes of both grids. Of most concern is how to interpolate heads onto the boundary of the child grid such that the physics of the parent-grid flow is retained in three dimensions. We develop a new two-step, "cage-shell" interpolation method based on the solution of the flow equation on the boundary of the child between nodes shared with the parent grid. Error analysis using a test case indicates that the shared-node local grid refinement method with cage-shell boundary head interpolation is accurate and robust, and the resulting code is used to investigate three-dimensional local grid refinement of stream-aquifer interactions. Results reveal that (1) the parent and child grids interact to shift the true head and flux solution to a different solution where the heads and fluxes of both grids are in equilibrium, (2) the locally refined model provided a solution for both heads and fluxes in the region of the refinement that was more accurate than a model without refinement only if iterations are performed so that both heads and fluxes are in equilibrium, and (3) the accuracy of the coupling is limited by the parent-grid size - A coarse parent grid limits correct representation of the hydraulics in the feedback from the child grid.

Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications

NASA Technical Reports Server (NTRS)

Taylor, Arthur C., III; Hou, Gene W.

1994-01-01

The straightforward automatic-differentiation and the hand-differentiated incremental iterative methods are interwoven to produce a hybrid scheme that captures some of the strengths of each strategy. With this compromise, discrete aerodynamic sensitivity derivatives are calculated with the efficient incremental iterative solution algorithm of the original flow code. Moreover, the principal advantage of automatic differentiation is retained (i.e., all complicated source code for the derivative calculations is constructed quickly with accuracy). The basic equations for second-order sensitivity derivatives are presented; four methods are compared. Each scheme requires that large systems are solved first for the first-order derivatives and, in all but one method, for the first-order adjoint variables. Of these latter three schemes, two require no solutions of large systems thereafter. For the other two for which additional systems are solved, the equations and solution procedures are analogous to those for the first order derivatives. From a practical viewpoint, implementation of the second-order methods is feasible only with software tools such as automatic differentiation, because of the extreme complexity and large number of terms. First- and second-order sensitivities are calculated accurately for two airfoil problems, including a turbulent flow example; both geometric-shape and flow-condition design variables are considered. Several methods are tested; results are compared on the basis of accuracy, computational time, and computer memory. For first-order derivatives, the hybrid incremental iterative scheme obtained with automatic differentiation is competitive with the best hand-differentiated method; for six independent variables, it is at least two to four times faster than central finite differences and requires only 60 percent more memory than the original code; the performance is expected to improve further in the future.

A Centered Projective Algorithm for Linear Programming

DTIC Science & Technology

1988-02-01

zx/l to (PA Karmarkar’s algorithm iterates this procedure. An alternative method, the so-called affine variant (first proposed by Dikin [6] in 1967...trajectories, II. Legendre transform coordinates . central trajectories," manuscripts, to appear in Transactions of the American [6] I.I. Dikin ...34Iterative solution of problems of linear and quadratic programming," Soviet Mathematics Dokladv 8 (1967), 674-675. [7] I.I. Dikin , "On the speed of an

An iterative method for tri-level quadratic fractional programming problems using fuzzy goal programming approach

NASA Astrophysics Data System (ADS)

Kassa, Semu Mitiku; Tsegay, Teklay Hailay

2017-08-01

Tri-level optimization problems are optimization problems with three nested hierarchical structures, where in most cases conflicting objectives are set at each level of hierarchy. Such problems are common in management, engineering designs and in decision making situations in general, and are known to be strongly NP-hard. Existing solution methods lack universality in solving these types of problems. In this paper, we investigate a tri-level programming problem with quadratic fractional objective functions at each of the three levels. A solution algorithm has been proposed by applying fuzzy goal programming approach and by reformulating the fractional constraints to equivalent but non-fractional non-linear constraints. Based on the transformed formulation, an iterative procedure is developed that can yield a satisfactory solution to the tri-level problem. The numerical results on various illustrative examples demonstrated that the proposed algorithm is very much promising and it can also be used to solve larger-sized as well as n-level problems of similar structure.

A Minimum Variance Algorithm for Overdetermined TOA Equations with an Altitude Constraint.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Romero, Louis A; Mason, John J.

We present a direct (non-iterative) method for solving for the location of a radio frequency (RF) emitter, or an RF navigation receiver, using four or more time of arrival (TOA) measurements and an assumed altitude above an ellipsoidal earth. Both the emitter tracking problem and the navigation application are governed by the same equations, but with slightly different interpreta- tions of several variables. We treat the assumed altitude as a soft constraint, with a specified noise level, just as the TOA measurements are handled, with their respective noise levels. With 4 or more TOA measurements and the assumed altitude, themore » problem is overdetermined and is solved in the weighted least squares sense for the 4 unknowns, the 3-dimensional position and time. We call the new technique the TAQMV (TOA Altitude Quartic Minimum Variance) algorithm, and it achieves the minimum possible error variance for given levels of TOA and altitude estimate noise. The method algebraically produces four solutions, the least-squares solution, and potentially three other low residual solutions, if they exist. In the lightly overdermined cases where multiple local minima in the residual error surface are more likely to occur, this algebraic approach can produce all of the minima even when an iterative approach fails to converge. Algorithm performance in terms of solution error variance and divergence rate for bas eline (iterative) and proposed approach are given in tables.« less

A new extrapolation cascadic multigrid method for three dimensional elliptic boundary value problems

NASA Astrophysics Data System (ADS)

Pan, Kejia; He, Dongdong; Hu, Hongling; Ren, Zhengyong

2017-09-01

In this paper, we develop a new extrapolation cascadic multigrid method, which makes it possible to solve three dimensional elliptic boundary value problems with over 100 million unknowns on a desktop computer in half a minute. First, by combining Richardson extrapolation and quadratic finite element (FE) interpolation for the numerical solutions on two-level of grids (current and previous grids), we provide a quite good initial guess for the iterative solution on the next finer grid, which is a third-order approximation to the FE solution. And the resulting large linear system from the FE discretization is then solved by the Jacobi-preconditioned conjugate gradient (JCG) method with the obtained initial guess. Additionally, instead of performing a fixed number of iterations as used in existing cascadic multigrid methods, a relative residual tolerance is introduced in the JCG solver, which enables us to obtain conveniently the numerical solution with the desired accuracy. Moreover, a simple method based on the midpoint extrapolation formula is proposed to achieve higher-order accuracy on the finest grid cheaply and directly. Test results from four examples including two smooth problems with both constant and variable coefficients, an H3-regular problem as well as an anisotropic problem are reported to show that the proposed method has much better efficiency compared to the classical V-cycle and W-cycle multigrid methods. Finally, we present the reason why our method is highly efficient for solving these elliptic problems.

A STRICTLY CONTRACTIVE PEACEMAN-RACHFORD SPLITTING METHOD FOR CONVEX PROGRAMMING.

PubMed

Bingsheng, He; Liu, Han; Wang, Zhaoran; Yuan, Xiaoming

2014-07-01

In this paper, we focus on the application of the Peaceman-Rachford splitting method (PRSM) to a convex minimization model with linear constraints and a separable objective function. Compared to the Douglas-Rachford splitting method (DRSM), another splitting method from which the alternating direction method of multipliers originates, PRSM requires more restrictive assumptions to ensure its convergence, while it is always faster whenever it is convergent. We first illustrate that the reason for this difference is that the iterative sequence generated by DRSM is strictly contractive, while that generated by PRSM is only contractive with respect to the solution set of the model. With only the convexity assumption on the objective function of the model under consideration, the convergence of PRSM is not guaranteed. But for this case, we show that the first t iterations of PRSM still enable us to find an approximate solution with an accuracy of O (1/ t ). A worst-case O (1/ t ) convergence rate of PRSM in the ergodic sense is thus established under mild assumptions. After that, we suggest attaching an underdetermined relaxation factor with PRSM to guarantee the strict contraction of its iterative sequence and thus propose a strictly contractive PRSM. A worst-case O (1/ t ) convergence rate of this strictly contractive PRSM in a nonergodic sense is established. We show the numerical efficiency of the strictly contractive PRSM by some applications in statistical learning and image processing.

Adjustment technique without explicit formation of normal equations /conjugate gradient method/

NASA Technical Reports Server (NTRS)

Saxena, N. K.

1974-01-01

For a simultaneous adjustment of a large geodetic triangulation system, a semiiterative technique is modified and used successfully. In this semiiterative technique, known as the conjugate gradient (CG) method, original observation equations are used, and thus the explicit formation of normal equations is avoided, 'huge' computer storage space being saved in the case of triangulation systems. This method is suitable even for very poorly conditioned systems where solution is obtained only after more iterations. A detailed study of the CG method for its application to large geodetic triangulation systems was done that also considered constraint equations with observation equations. It was programmed and tested on systems as small as two unknowns and three equations up to those as large as 804 unknowns and 1397 equations. When real data (573 unknowns, 965 equations) from a 1858-km-long triangulation system were used, a solution vector accurate to four decimal places was obtained in 2.96 min after 1171 iterations (i.e., 2.0 times the number of unknowns).

Constructing analytic solutions on the Tricomi equation

NASA Astrophysics Data System (ADS)

Ghiasi, Emran Khoshrouye; Saleh, Reza

2018-04-01

In this paper, homotopy analysis method (HAM) and variational iteration method (VIM) are utilized to derive the approximate solutions of the Tricomi equation. Afterwards, the HAM is optimized to accelerate the convergence of the series solution by minimizing its square residual error at any order of the approximation. It is found that effect of the optimal values of auxiliary parameter on the convergence of the series solution is not negligible. Furthermore, the present results are found to agree well with those obtained through a closed-form equation available in the literature. To conclude, it is seen that the two are effective to achieve the solution of the partial differential equations.

Application of linear multifrequency-grey acceleration to preconditioned Krylov iterations for thermal radiation transport

DOE PAGES

Till, Andrew T.; Warsa, James S.; Morel, Jim E.

2018-06-15

The thermal radiative transfer (TRT) equations comprise a radiation equation coupled to the material internal energy equation. Linearization of these equations produces effective, thermally-redistributed scattering through absorption-reemission. In this paper, we investigate the effectiveness and efficiency of Linear-Multi-Frequency-Grey (LMFG) acceleration that has been reformulated for use as a preconditioner to Krylov iterative solution methods. We introduce two general frameworks, the scalar flux formulation (SFF) and the absorption rate formulation (ARF), and investigate their iterative properties in the absence and presence of true scattering. SFF has a group-dependent state size but may be formulated without inner iterations in the presence ofmore » scattering, while ARF has a group-independent state size but requires inner iterations when scattering is present. We compare and evaluate the computational cost and efficiency of LMFG applied to these two formulations using a direct solver for the preconditioners. Finally, this work is novel because the use of LMFG for the radiation transport equation, in conjunction with Krylov methods, involves special considerations not required for radiation diffusion.« less

Modeling Design Iteration in Product Design and Development and Its Solution by a Novel Artificial Bee Colony Algorithm

PubMed Central

2014-01-01

Due to fierce market competition, how to improve product quality and reduce development cost determines the core competitiveness of enterprises. However, design iteration generally causes increases of product cost and delays of development time as well, so how to identify and model couplings among tasks in product design and development has become an important issue for enterprises to settle. In this paper, the shortcomings existing in WTM model are discussed and tearing approach as well as inner iteration method is used to complement the classic WTM model. In addition, the ABC algorithm is also introduced to find out the optimal decoupling schemes. In this paper, firstly, tearing approach and inner iteration method are analyzed for solving coupled sets. Secondly, a hybrid iteration model combining these two technologies is set up. Thirdly, a high-performance swarm intelligence algorithm, artificial bee colony, is adopted to realize problem-solving. Finally, an engineering design of a chemical processing system is given in order to verify its reasonability and effectiveness. PMID:25431584

Analytic approximation for random muffin-tin alloys

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mills, R.; Gray, L.J.; Kaplan, T.

1983-03-15

The methods introduced in a previous paper under the name of ''traveling-cluster approximation'' (TCA) are applied, in a multiple-scattering approach, to the case of a random muffin-tin substitutional alloy. This permits the iterative part of a self-consistent calculation to be carried out entirely in terms of on-the-energy-shell scattering amplitudes. Off-shell components of the mean resolvent, needed for the calculation of spectral functions, are obtained by standard methods involving single-site scattering wave functions. The single-site TCA is just the usual coherent-potential approximation, expressed in a form particularly suited for iteration. A fixed-point theorem is proved for the general t-matrix TCA, ensuringmore » convergence upon iteration to a unique self-consistent solution with the physically essential Herglotz properties.« less

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Efficient Solution of Three-Dimensional Problems of Acoustic and Electromagnetic Scattering by Open Surfaces

NASA Technical Reports Server (NTRS)

Turc, Catalin; Anand, Akash; Bruno, Oscar; Chaubell, Julian

2011-01-01

We present a computational methodology (a novel Nystrom approach based on use of a non-overlapping patch technique and Chebyshev discretizations) for efficient solution of problems of acoustic and electromagnetic scattering by open surfaces. Our integral equation formulations (1) Incorporate, as ansatz, the singular nature of open-surface integral-equation solutions, and (2) For the Electric Field Integral Equation (EFIE), use analytical regularizes that effectively reduce the number of iterations required by iterative linear-algebra solution based on Krylov-subspace iterative solvers.

Numerical simulations to the nonlinear model of interpersonal relationships with time fractional derivative

NASA Astrophysics Data System (ADS)

Gencoglu, Muharrem Tuncay; Baskonus, Haci Mehmet; Bulut, Hasan

2017-01-01

The main aim of this manuscript is to obtain numerical solutions for the nonlinear model of interpersonal relationships with time fractional derivative. The variational iteration method is theoretically implemented and numerically conducted only to yield the desired solutions. Numerical simulations of desired solutions are plotted by using Wolfram Mathematica 9. The authors would like to thank the reviewers for their comments that help improve the manuscript.

A mixed analog/digital chaotic neuro-computer system for quadratic assignment problems.

PubMed

Horio, Yoshihiko; Ikeguchi, Tohru; Aihara, Kazuyuki

2005-01-01

We construct a mixed analog/digital chaotic neuro-computer prototype system for quadratic assignment problems (QAPs). The QAP is one of the difficult NP-hard problems, and includes several real-world applications. Chaotic neural networks have been used to solve combinatorial optimization problems through chaotic search dynamics, which efficiently searches optimal or near optimal solutions. However, preliminary experiments have shown that, although it obtained good feasible solutions, the Hopfield-type chaotic neuro-computer hardware system could not obtain the optimal solution of the QAP. Therefore, in the present study, we improve the system performance by adopting a solution construction method, which constructs a feasible solution using the analog internal state values of the chaotic neurons at each iteration. In order to include the construction method into our hardware, we install a multi-channel analog-to-digital conversion system to observe the internal states of the chaotic neurons. We show experimentally that a great improvement in the system performance over the original Hopfield-type chaotic neuro-computer is obtained. That is, we obtain the optimal solution for the size-10 QAP in less than 1000 iterations. In addition, we propose a guideline for parameter tuning of the chaotic neuro-computer system according to the observation of the internal states of several chaotic neurons in the network.

Sensitivity calculations for iteratively solved problems

NASA Technical Reports Server (NTRS)

Haftka, R. T.

1985-01-01

The calculation of sensitivity derivatives of solutions of iteratively solved systems of algebraic equations is investigated. A modified finite difference procedure is presented which improves the accuracy of the calculated derivatives. The procedure is demonstrated for a simple algebraic example as well as an element-by-element preconditioned conjugate gradient iterative solution technique applied to truss examples.

Preconditioning the Helmholtz Equation for Rigid Ducts

NASA Technical Reports Server (NTRS)

Baumeister, Kenneth J.; Kreider, Kevin L.

1998-01-01

An innovative hyperbolic preconditioning technique is developed for the numerical solution of the Helmholtz equation which governs acoustic propagation in ducts. Two pseudo-time parameters are used to produce an explicit iterative finite difference scheme. This scheme eliminates the large matrix storage requirements normally associated with numerical solutions to the Helmholtz equation. The solution procedure is very fast when compared to other transient and steady methods. Optimization and an error analysis of the preconditioning factors are present. For validation, the method is applied to sound propagation in a 2D semi-infinite hard wall duct.

An outer approximation method for the road network design problem

PubMed Central

2018-01-01

Best investment in the road infrastructure or the network design is perceived as a fundamental and benchmark problem in transportation. Given a set of candidate road projects with associated costs, finding the best subset with respect to a limited budget is known as a bilevel Discrete Network Design Problem (DNDP) of NP-hard computationally complexity. We engage with the complexity with a hybrid exact-heuristic methodology based on a two-stage relaxation as follows: (i) the bilevel feature is relaxed to a single-level problem by taking the network performance function of the upper level into the user equilibrium traffic assignment problem (UE-TAP) in the lower level as a constraint. It results in a mixed-integer nonlinear programming (MINLP) problem which is then solved using the Outer Approximation (OA) algorithm (ii) we further relax the multi-commodity UE-TAP to a single-commodity MILP problem, that is, the multiple OD pairs are aggregated to a single OD pair. This methodology has two main advantages: (i) the method is proven to be highly efficient to solve the DNDP for a large-sized network of Winnipeg, Canada. The results suggest that within a limited number of iterations (as termination criterion), global optimum solutions are quickly reached in most of the cases; otherwise, good solutions (close to global optimum solutions) are found in early iterations. Comparative analysis of the networks of Gao and Sioux-Falls shows that for such a non-exact method the global optimum solutions are found in fewer iterations than those found in some analytically exact algorithms in the literature. (ii) Integration of the objective function among the constraints provides a commensurate capability to tackle the multi-objective (or multi-criteria) DNDP as well. PMID:29590111

Regularization and computational methods for precise solution of perturbed orbit transfer problems

NASA Astrophysics Data System (ADS)

Woollands, Robyn Michele

The author has developed a suite of algorithms for solving the perturbed Lambert's problem in celestial mechanics. These algorithms have been implemented as a parallel computation tool that has broad applicability. This tool is composed of four component algorithms and each provides unique benefits for solving a particular type of orbit transfer problem. The first one utilizes a Keplerian solver (a-iteration) for solving the unperturbed Lambert's problem. This algorithm not only provides a "warm start" for solving the perturbed problem but is also used to identify which of several perturbed solvers is best suited for the job. The second algorithm solves the perturbed Lambert's problem using a variant of the modified Chebyshev-Picard iteration initial value solver that solves two-point boundary value problems. This method converges over about one third of an orbit and does not require a Newton-type shooting method and thus no state transition matrix needs to be computed. The third algorithm makes use of regularization of the differential equations through the Kustaanheimo-Stiefel transformation and extends the domain of convergence over which the modified Chebyshev-Picard iteration two-point boundary value solver will converge, from about one third of an orbit to almost a full orbit. This algorithm also does not require a Newton-type shooting method. The fourth algorithm uses the method of particular solutions and the modified Chebyshev-Picard iteration initial value solver to solve the perturbed two-impulse Lambert problem over multiple revolutions. The method of particular solutions is a shooting method but differs from the Newton-type shooting methods in that it does not require integration of the state transition matrix. The mathematical developments that underlie these four algorithms are derived in the chapters of this dissertation. For each of the algorithms, some orbit transfer test cases are included to provide insight on accuracy and efficiency of these individual algorithms. Following this discussion, the combined parallel algorithm, known as the unified Lambert tool, is presented and an explanation is given as to how it automatically selects which of the three perturbed solvers to compute the perturbed solution for a particular orbit transfer. The unified Lambert tool may be used to determine a single orbit transfer or for generating of an extremal field map. A case study is presented for a mission that is required to rendezvous with two pieces of orbit debris (spent rocket boosters). The unified Lambert tool software developed in this dissertation is already being utilized by several industrial partners and we are confident that it will play a significant role in practical applications, including solution of Lambert problems that arise in the current applications focused on enhanced space situational awareness.

An outer approximation method for the road network design problem.

PubMed

Asadi Bagloee, Saeed; Sarvi, Majid

2018-01-01

Best investment in the road infrastructure or the network design is perceived as a fundamental and benchmark problem in transportation. Given a set of candidate road projects with associated costs, finding the best subset with respect to a limited budget is known as a bilevel Discrete Network Design Problem (DNDP) of NP-hard computationally complexity. We engage with the complexity with a hybrid exact-heuristic methodology based on a two-stage relaxation as follows: (i) the bilevel feature is relaxed to a single-level problem by taking the network performance function of the upper level into the user equilibrium traffic assignment problem (UE-TAP) in the lower level as a constraint. It results in a mixed-integer nonlinear programming (MINLP) problem which is then solved using the Outer Approximation (OA) algorithm (ii) we further relax the multi-commodity UE-TAP to a single-commodity MILP problem, that is, the multiple OD pairs are aggregated to a single OD pair. This methodology has two main advantages: (i) the method is proven to be highly efficient to solve the DNDP for a large-sized network of Winnipeg, Canada. The results suggest that within a limited number of iterations (as termination criterion), global optimum solutions are quickly reached in most of the cases; otherwise, good solutions (close to global optimum solutions) are found in early iterations. Comparative analysis of the networks of Gao and Sioux-Falls shows that for such a non-exact method the global optimum solutions are found in fewer iterations than those found in some analytically exact algorithms in the literature. (ii) Integration of the objective function among the constraints provides a commensurate capability to tackle the multi-objective (or multi-criteria) DNDP as well.

Iterative pass optimization of sequence data

NASA Technical Reports Server (NTRS)

Wheeler, Ward C.

2003-01-01

The problem of determining the minimum-cost hypothetical ancestral sequences for a given cladogram is known to be NP-complete. This "tree alignment" problem has motivated the considerable effort placed in multiple sequence alignment procedures. Wheeler in 1996 proposed a heuristic method, direct optimization, to calculate cladogram costs without the intervention of multiple sequence alignment. This method, though more efficient in time and more effective in cladogram length than many alignment-based procedures, greedily optimizes nodes based on descendent information only. In their proposal of an exact multiple alignment solution, Sankoff et al. in 1976 described a heuristic procedure--the iterative improvement method--to create alignments at internal nodes by solving a series of median problems. The combination of a three-sequence direct optimization with iterative improvement and a branch-length-based cladogram cost procedure, provides an algorithm that frequently results in superior (i.e., lower) cladogram costs. This iterative pass optimization is both computation and memory intensive, but economies can be made to reduce this burden. An example in arthropod systematics is discussed. c2003 The Willi Hennig Society. Published by Elsevier Science (USA). All rights reserved.

FBILI method for multi-level line transfer

NASA Astrophysics Data System (ADS)

Kuzmanovska, O.; Atanacković, O.; Faurobert, M.

2017-07-01

Efficient non-LTE multilevel radiative transfer calculations are needed for a proper interpretation of astrophysical spectra. In particular, realistic simulations of time-dependent processes or multi-dimensional phenomena require that the iterative method used to solve such non-linear and non-local problem is as fast as possible. There are several multilevel codes based on efficient iterative schemes that provide a very high convergence rate, especially when combined with mathematical acceleration techniques. The Forth-and-Back Implicit Lambda Iteration (FBILI) developed by Atanacković-Vukmanović et al. [1] is a Gauss-Seidel-type iterative scheme that is characterized by a very high convergence rate without the need of complementing it with additional acceleration techniques. In this paper we make the implementation of the FBILI method to the multilevel atom line transfer in 1D more explicit. We also consider some of its variants and investigate their convergence properties by solving the benchmark problem of CaII line formation in the solar atmosphere. Finally, we compare our solutions with results obtained with the well known code MULTI.

A Lagrange multiplier and Hopfield-type barrier function method for the traveling salesman problem.

PubMed

Dang, Chuangyin; Xu, Lei

2002-02-01

A Lagrange multiplier and Hopfield-type barrier function method is proposed for approximating a solution of the traveling salesman problem. The method is derived from applications of Lagrange multipliers and a Hopfield-type barrier function and attempts to produce a solution of high quality by generating a minimum point of a barrier problem for a sequence of descending values of the barrier parameter. For any given value of the barrier parameter, the method searches for a minimum point of the barrier problem in a feasible descent direction, which has a desired property that lower and upper bounds on variables are always satisfied automatically if the step length is a number between zero and one. At each iteration, the feasible descent direction is found by updating Lagrange multipliers with a globally convergent iterative procedure. For any given value of the barrier parameter, the method converges to a stationary point of the barrier problem without any condition on the objective function. Theoretical and numerical results show that the method seems more effective and efficient than the softassign algorithm.

Separation of Undersampled Composite Signals Using the Dantzig Selector with Overcomplete Dictionaries

DTIC Science & Technology

2014-06-02

2011). [22] Li, Q., Micchelli, C., Shen, L., and Xu, Y. A proximity algorithm acelerated by Gauss - Seidel iterations for L1/TV denoising models. Inverse...system of equations and their relationship to the solution of Model (2) and present an algorithm with an iterative approach for finding these solutions...Using the fixed-point characterization above, the (k + 1)th iteration of the prox- imity operator algorithm to find the solution of the Dantzig

Spacecraft Attitude Maneuver Planning Using Genetic Algorithms

NASA Technical Reports Server (NTRS)

Kornfeld, Richard P.

2004-01-01

A key enabling technology that leads to greater spacecraft autonomy is the capability to autonomously and optimally slew the spacecraft from and to different attitudes while operating under a number of celestial and dynamic constraints. The task of finding an attitude trajectory that meets all the constraints is a formidable one, in particular for orbiting or fly-by spacecraft where the constraints and initial and final conditions are of time-varying nature. This approach for attitude path planning makes full use of a priori constraint knowledge and is computationally tractable enough to be executed onboard a spacecraft. The approach is based on incorporating the constraints into a cost function and using a Genetic Algorithm to iteratively search for and optimize the solution. This results in a directed random search that explores a large part of the solution space while maintaining the knowledge of good solutions from iteration to iteration. A solution obtained this way may be used as is or as an initial solution to initialize additional deterministic optimization algorithms. A number of representative case examples for time-fixed and time-varying conditions yielded search times that are typically on the order of minutes, thus demonstrating the viability of this method. This approach is applicable to all deep space and planet Earth missions requiring greater spacecraft autonomy, and greatly facilitates navigation and science observation planning.

Iterative algorithm for joint zero diagonalization with application in blind source separation.

PubMed

Zhang, Wei-Tao; Lou, Shun-Tian

2011-07-01

A new iterative algorithm for the nonunitary joint zero diagonalization of a set of matrices is proposed for blind source separation applications. On one hand, since the zero diagonalizer of the proposed algorithm is constructed iteratively by successive multiplications of an invertible matrix, the singular solutions that occur in the existing nonunitary iterative algorithms are naturally avoided. On the other hand, compared to the algebraic method for joint zero diagonalization, the proposed algorithm requires fewer matrices to be zero diagonalized to yield even better performance. The extension of the algorithm to the complex and nonsquare mixing cases is also addressed. Numerical simulations on both synthetic data and blind source separation using time-frequency distributions illustrate the performance of the algorithm and provide a comparison to the leading joint zero diagonalization schemes.

Exact and approximate Fourier rebinning algorithms for the solution of the data truncation problem in 3-D PET.

PubMed

Bouallègue, Fayçal Ben; Crouzet, Jean-François; Comtat, Claude; Fourcade, Marjolaine; Mohammadi, Bijan; Mariano-Goulart, Denis

2007-07-01

This paper presents an extended 3-D exact rebinning formula in the Fourier space that leads to an iterative reprojection algorithm (iterative FOREPROJ), which enables the estimation of unmeasured oblique projection data on the basis of the whole set of measured data. In first approximation, this analytical formula also leads to an extended Fourier rebinning equation that is the basis for an approximate reprojection algorithm (extended FORE). These algorithms were evaluated on numerically simulated 3-D positron emission tomography (PET) data for the solution of the truncation problem, i.e., the estimation of the missing portions in the oblique projection data, before the application of algorithms that require complete projection data such as some rebinning methods (FOREX) or 3-D reconstruction algorithms (3DRP or direct Fourier methods). By taking advantage of all the 3-D data statistics, the iterative FOREPROJ reprojection provides a reliable alternative to the classical FOREPROJ method, which only exploits the low-statistics nonoblique data. It significantly improves the quality of the external reconstructed slices without loss of spatial resolution. As for the approximate extended FORE algorithm, it clearly exhibits limitations due to axial interpolations, but will require clinical studies with more realistic measured data in order to decide on its pertinence.

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

2014-01-01

We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

Aerodynamic optimization by simultaneously updating flow variables and design parameters

NASA Technical Reports Server (NTRS)

Rizk, M. H.

1990-01-01

The application of conventional optimization schemes to aerodynamic design problems leads to inner-outer iterative procedures that are very costly. An alternative approach is presented based on the idea of updating the flow variable iterative solutions and the design parameter iterative solutions simultaneously. Two schemes based on this idea are applied to problems of correcting wind tunnel wall interference and optimizing advanced propeller designs. The first of these schemes is applicable to a limited class of two-design-parameter problems with an equality constraint. It requires the computation of a single flow solution. The second scheme is suitable for application to general aerodynamic problems. It requires the computation of several flow solutions in parallel. In both schemes, the design parameters are updated as the iterative flow solutions evolve. Computations are performed to test the schemes' efficiency, accuracy, and sensitivity to variations in the computational parameters.

Parallel solution of the symmetric tridiagonal eigenproblem. Research report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1989-10-01

This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed-memory Multiple Instruction, Multiple Data multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speed up, and accuracy. Experiments on an IPSC hypercube multiprocessor reveal that Cuppen's method ismore » the most accurate approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effect of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptions of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less

Parallel solution of the symmetric tridiagonal eigenproblem

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jessup, E.R.

1989-01-01

This thesis discusses methods for computing all eigenvalues and eigenvectors of a symmetric tridiagonal matrix on a distributed memory MIMD multiprocessor. Only those techniques having the potential for both high numerical accuracy and significant large-grained parallelism are investigated. These include the QL method or Cuppen's divide and conquer method based on rank-one updating to compute both eigenvalues and eigenvectors, bisection to determine eigenvalues, and inverse iteration to compute eigenvectors. To begin, the methods are compared with respect to computation time, communication time, parallel speedup, and accuracy. Experiments on an iPSC hyper-cube multiprocessor reveal that Cuppen's method is the most accuratemore » approach, but bisection with inverse iteration is the fastest and most parallel. Because the accuracy of the latter combination is determined by the quality of the computed eigenvectors, the factors influencing the accuracy of inverse iteration are examined. This includes, in part, statistical analysis of the effects of a starting vector with random components. These results are used to develop an implementation of inverse iteration producing eigenvectors with lower residual error and better orthogonality than those generated by the EISPACK routine TINVIT. This thesis concludes with adaptations of methods for the symmetric tridiagonal eigenproblem to the related problem of computing the singular value decomposition (SVD) of a bidiagonal matrix.« less

Iterative Methods to Solve Linear RF Fields in Hot Plasma

NASA Astrophysics Data System (ADS)

Spencer, Joseph; Svidzinski, Vladimir; Evstatiev, Evstati; Galkin, Sergei; Kim, Jin-Soo

2014-10-01

Most magnetic plasma confinement devices use radio frequency (RF) waves for current drive and/or heating. Numerical modeling of RF fields is an important part of performance analysis of such devices and a predictive tool aiding design and development of future devices. Prior attempts at this modeling have mostly used direct solvers to solve the formulated linear equations. Full wave modeling of RF fields in hot plasma with 3D nonuniformities is mostly prohibited, with memory demands of a direct solver placing a significant limitation on spatial resolution. Iterative methods can significantly increase spatial resolution. We explore the feasibility of using iterative methods in 3D full wave modeling. The linear wave equation is formulated using two approaches: for cold plasmas the local cold plasma dielectric tensor is used (resolving resonances by particle collisions), while for hot plasmas the conductivity kernel (which includes a nonlocal dielectric response) is calculated by integrating along test particle orbits. The wave equation is discretized using a finite difference approach. The initial guess is important in iterative methods, and we examine different initial guesses including the solution to the cold plasma wave equation. Work is supported by the U.S. DOE SBIR program.

A highly parallel multigrid-like method for the solution of the Euler equations

NASA Technical Reports Server (NTRS)

Tuminaro, Ray S.

1989-01-01

We consider a highly parallel multigrid-like method for the solution of the two dimensional steady Euler equations. The new method, introduced as filtering multigrid, is similar to a standard multigrid scheme in that convergence on the finest grid is accelerated by iterations on coarser grids. In the filtering method, however, additional fine grid subproblems are processed concurrently with coarse grid computations to further accelerate convergence. These additional problems are obtained by splitting the residual into a smooth and an oscillatory component. The smooth component is then used to form a coarse grid problem (similar to standard multigrid) while the oscillatory component is used for a fine grid subproblem. The primary advantage in the filtering approach is that fewer iterations are required and that most of the additional work per iteration can be performed in parallel with the standard coarse grid computations. We generalize the filtering algorithm to a version suitable for nonlinear problems. We emphasize that this generalization is conceptually straight-forward and relatively easy to implement. In particular, no explicit linearization (e.g., formation of Jacobians) needs to be performed (similar to the FAS multigrid approach). We illustrate the nonlinear version by applying it to the Euler equations, and presenting numerical results. Finally, a performance evaluation is made based on execution time models and convergence information obtained from numerical experiments.

Extending substructure based iterative solvers to multiple load and repeated analyses

NASA Technical Reports Server (NTRS)

Farhat, Charbel

1993-01-01

Direct solvers currently dominate commercial finite element structural software, but do not scale well in the fine granularity regime targeted by emerging parallel processors. Substructure based iterative solvers--often called also domain decomposition algorithms--lend themselves better to parallel processing, but must overcome several obstacles before earning their place in general purpose structural analysis programs. One such obstacle is the solution of systems with many or repeated right hand sides. Such systems arise, for example, in multiple load static analyses and in implicit linear dynamics computations. Direct solvers are well-suited for these problems because after the system matrix has been factored, the multiple or repeated solutions can be obtained through relatively inexpensive forward and backward substitutions. On the other hand, iterative solvers in general are ill-suited for these problems because they often must restart from scratch for every different right hand side. In this paper, we present a methodology for extending the range of applications of domain decomposition methods to problems with multiple or repeated right hand sides. Basically, we formulate the overall problem as a series of minimization problems over K-orthogonal and supplementary subspaces, and tailor the preconditioned conjugate gradient algorithm to solve them efficiently. The resulting solution method is scalable, whereas direct factorization schemes and forward and backward substitution algorithms are not. We illustrate the proposed methodology with the solution of static and dynamic structural problems, and highlight its potential to outperform forward and backward substitutions on parallel computers. As an example, we show that for a linear structural dynamics problem with 11640 degrees of freedom, every time-step beyond time-step 15 is solved in a single iteration and consumes 1.0 second on a 32 processor iPSC-860 system; for the same problem and the same parallel processor, a pair of forward/backward substitutions at each step consumes 15.0 seconds.

D4Z - a new renumbering for iterative solution of ground-water flow and solute- transport equations

USGS Publications Warehouse

Kipp, K.L.; Russell, T.F.; Otto, J.S.

1992-01-01

D4 zig-zag (D4Z) is a new renumbering scheme for producing a reduced matrix to be solved by an incomplete LU preconditioned, restarted conjugate-gradient iterative solver. By renumbering alternate diagonals in a zig-zag fashion, a very low sensitivity of convergence rate to renumbering direction is obtained. For two demonstration problems involving groundwater flow and solute transport, iteration counts are related to condition numbers and spectra of the reduced matrices.

Newton's method for nonlinear stochastic wave equations driven by one-dimensional Brownian motion.

PubMed

Leszczynski, Henryk; Wrzosek, Monika

2017-02-01

We consider nonlinear stochastic wave equations driven by one-dimensional white noise with respect to time. The existence of solutions is proved by means of Picard iterations. Next we apply Newton's method. Moreover, a second-order convergence in a probabilistic sense is demonstrated.

Calculation of Moment Matrix Elements for Bilinear Quadrilaterals and Higher-Order Basis Functions

DTIC Science & Technology

2016-01-06

methods are known as boundary integral equation (BIE) methods and the present study falls into this category. The numerical solution of the BIE is...iterated integrals. The inner integral involves the product of the free-space Green’s function for the Helmholtz equation multiplied by an appropriate...Website: http://www.wipl-d.com/ 5. Y. Zhang and T. K. Sarkar, Parallel Solution of Integral Equation -Based EM Problems in the Frequency Domain. New

The wide-angle equation and its solution through the short-time iterative Lanczos method.

PubMed

Campos-Martínez, José; Coalson, Rob D

2003-03-20

Properties of the wide-angle equation (WAEQ), a nonparaxial scalar wave equation used to propagate light through media characterized by inhomogeneous refractive-index profiles, are studied. In particular, it is shown that the WAEQ is not equivalent to the more complicated but more fundamental Helmholtz equation (HEQ) when the index of refraction profile depends on the position along the propagation axis. This includes all nonstraight waveguides. To study the quality of the WAEQ approximation, we present a novel method for computing solutions to the WAEQ. This method, based on a short-time iterative Lanczos (SIL) algorithm, can be applied directly to the full three-dimensional case, i.e., systems consisting of the propagation axis coordinate and two transverse coordinates. Furthermore, the SIL method avoids series-expansion procedures (e.g., Padé approximants) and thus convergence problems associated with such procedures. Detailed comparisons of solutions to the HEQ, WAEQ, and the paraxial equation (PEQ) are presented for two cases in which numerically exact solutions to the HEQ can be obtained by independent analysis, namely, (i) propagation in a uniform dielectric medium and (ii) propagation along a straight waveguide that has been tilted at an angle to the propagation axis. The quality of WAEQ and PEQ, compared with exact HEQ results, is investigated. Cases are found for which the WAEQ actually performs worse than the PEQ.

The Mixed Finite Element Multigrid Method for Stokes Equations

PubMed Central

Muzhinji, K.; Shateyi, S.; Motsa, S. S.

2015-01-01

The stable finite element discretization of the Stokes problem produces a symmetric indefinite system of linear algebraic equations. A variety of iterative solvers have been proposed for such systems in an attempt to construct efficient, fast, and robust solution techniques. This paper investigates one of such iterative solvers, the geometric multigrid solver, to find the approximate solution of the indefinite systems. The main ingredient of the multigrid method is the choice of an appropriate smoothing strategy. This study considers the application of different smoothers and compares their effects in the overall performance of the multigrid solver. We study the multigrid method with the following smoothers: distributed Gauss Seidel, inexact Uzawa, preconditioned MINRES, and Braess-Sarazin type smoothers. A comparative study of the smoothers shows that the Braess-Sarazin smoothers enhance good performance of the multigrid method. We study the problem in a two-dimensional domain using stable Hood-Taylor Q 2-Q 1 pair of finite rectangular elements. We also give the main theoretical convergence results. We present the numerical results to demonstrate the efficiency and robustness of the multigrid method and confirm the theoretical results. PMID:25945361

Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations

NASA Astrophysics Data System (ADS)

Kao, Chiu Yen; Osher, Stanley; Qian, Jianliang

2004-05-01

We propose a simple, fast sweeping method based on the Lax-Friedrichs monotone numerical Hamiltonian to approximate viscosity solutions of arbitrary static Hamilton-Jacobi equations in any number of spatial dimensions. By using the Lax-Friedrichs numerical Hamiltonian, we can easily obtain the solution at a specific grid point in terms of its neighbors, so that a Gauss-Seidel type nonlinear iterative method can be utilized. Furthermore, by incorporating a group-wise causality principle into the Gauss-Seidel iteration by following a finite group of characteristics, we have an easy-to-implement, sweeping-type, and fast convergent numerical method. However, unlike other methods based on the Godunov numerical Hamiltonian, some computational boundary conditions are needed in the implementation. We give a simple recipe which enforces a version of discrete min-max principle. Some convergence analysis is done for the one-dimensional eikonal equation. Extensive 2-D and 3-D numerical examples illustrate the efficiency and accuracy of the new approach. To our knowledge, this is the first fast numerical method based on discretizing the Hamilton-Jacobi equation directly without assuming convexity and/or homogeneity of the Hamiltonian.

Gauss-Seidel and Successive Overrelaxation Methods for Radiative Transfer with Partial Frequency Redistribution

NASA Astrophysics Data System (ADS)

Sampoorna, M.; Trujillo Bueno, J.

2010-04-01

The linearly polarized solar limb spectrum that is produced by scattering processes contains a wealth of information on the physical conditions and magnetic fields of the solar outer atmosphere, but the modeling of many of its strongest spectral lines requires solving an involved non-local thermodynamic equilibrium radiative transfer problem accounting for partial redistribution (PRD) effects. Fast radiative transfer methods for the numerical solution of PRD problems are also needed for a proper treatment of hydrogen lines when aiming at realistic time-dependent magnetohydrodynamic simulations of the solar chromosphere. Here we show how the two-level atom PRD problem with and without polarization can be solved accurately and efficiently via the application of highly convergent iterative schemes based on the Gauss-Seidel and successive overrelaxation (SOR) radiative transfer methods that had been previously developed for the complete redistribution case. Of particular interest is the Symmetric SOR method, which allows us to reach the fully converged solution with an order of magnitude of improvement in the total computational time with respect to the Jacobi-based local accelerated lambda iteration method.

Counterrotating prop-fan simulations which feature a relative-motion multiblock grid decomposition enabling arbitrary time-steps

NASA Technical Reports Server (NTRS)

Janus, J. Mark; Whitfield, David L.

1990-01-01

Improvements are presented of a computer algorithm developed for the time-accurate flow analysis of rotating machines. The flow model is a finite volume method utilizing a high-resolution approximate Riemann solver for interface flux definitions. The numerical scheme is a block LU implicit iterative-refinement method which possesses apparent unconditional stability. Multiblock composite gridding is used to orderly partition the field into a specified arrangement of blocks exhibiting varying degrees of similarity. Block-block relative motion is achieved using local grid distortion to reduce grid skewness and accommodate arbitrary time step selection. A general high-order numerical scheme is applied to satisfy the geometric conservation law. An even-blade-count counterrotating unducted fan configuration is chosen for a computational study comparing solutions resulting from altering parameters such as time step size and iteration count. The solutions are compared with measured data.

Iterated unscented Kalman filter for phase unwrapping of interferometric fringes.

PubMed

Xie, Xianming

2016-08-22

A fresh phase unwrapping algorithm based on iterated unscented Kalman filter is proposed to estimate unambiguous unwrapped phase of interferometric fringes. This method is the result of combining an iterated unscented Kalman filter with a robust phase gradient estimator based on amended matrix pencil model, and an efficient quality-guided strategy based on heap sort. The iterated unscented Kalman filter that is one of the most robust methods under the Bayesian theorem frame in non-linear signal processing so far, is applied to perform simultaneously noise suppression and phase unwrapping of interferometric fringes for the first time, which can simplify the complexity and the difficulty of pre-filtering procedure followed by phase unwrapping procedure, and even can remove the pre-filtering procedure. The robust phase gradient estimator is used to efficiently and accurately obtain phase gradient information from interferometric fringes, which is needed for the iterated unscented Kalman filtering phase unwrapping model. The efficient quality-guided strategy is able to ensure that the proposed method fast unwraps wrapped pixels along the path from the high-quality area to the low-quality area of wrapped phase images, which can greatly improve the efficiency of phase unwrapping. Results obtained from synthetic data and real data show that the proposed method can obtain better solutions with an acceptable time consumption, with respect to some of the most used algorithms.

Numerical method for solving the nonlinear four-point boundary value problems

NASA Astrophysics Data System (ADS)

Lin, Yingzhen; Lin, Jinnan

2010-12-01

In this paper, a new reproducing kernel space is constructed skillfully in order to solve a class of nonlinear four-point boundary value problems. The exact solution of the linear problem can be expressed in the form of series and the approximate solution of the nonlinear problem is given by the iterative formula. Compared with known investigations, the advantages of our method are that the representation of exact solution is obtained in a new reproducing kernel Hilbert space and accuracy of numerical computation is higher. Meanwhile we present the convergent theorem, complexity analysis and error estimation. The performance of the new method is illustrated with several numerical examples.

Calculation of three-dimensional (3-D) internal flow by means of the velocity-vorticity formulation on a staggered grid

NASA Technical Reports Server (NTRS)

Stremel, Paul M.

1995-01-01

A method has been developed to accurately compute the viscous flow in three-dimensional (3-D) enclosures. This method is the 3-D extension of a two-dimensional (2-D) method developed for the calculation of flow over airfoils. The 2-D method has been tested extensively and has been shown to accurately reproduce experimental results. As in the 2-D method, the 3-D method provides for the non-iterative solution of the incompressible Navier-Stokes equations by means of a fully coupled implicit technique. The solution is calculated on a body fitted computational mesh incorporating a staggered grid methodology. In the staggered grid method, the three components of vorticity are defined at the centers of the computational cell sides, while the velocity components are defined as normal vectors at the centers of the computational cell faces. The staggered grid orientation provides for the accurate definition of the vorticity components at the vorticity locations, the divergence of vorticity at the mesh cell nodes and the conservation of mass at the mesh cell centers. The solution is obtained by utilizing a fractional step solution technique in the three coordinate directions. The boundary conditions for the vorticity and velocity are calculated implicitly as part of the solution. The method provides for the non-iterative solution of the flow field and satisfies the conservation of mass and divergence of vorticity to machine zero at each time step. To test the method, the calculation of simple driven cavity flows have been computed. The driven cavity flow is defined as the flow in an enclosure driven by a moving upper plate at the top of the enclosure. To demonstrate the ability of the method to predict the flow in arbitrary cavities, results will he shown for both cubic and curved cavities.

Composition of web services using Markov decision processes and dynamic programming.

PubMed

Uc-Cetina, Víctor; Moo-Mena, Francisco; Hernandez-Ucan, Rafael

2015-01-01

We propose a Markov decision process model for solving the Web service composition (WSC) problem. Iterative policy evaluation, value iteration, and policy iteration algorithms are used to experimentally validate our approach, with artificial and real data. The experimental results show the reliability of the model and the methods employed, with policy iteration being the best one in terms of the minimum number of iterations needed to estimate an optimal policy, with the highest Quality of Service attributes. Our experimental work shows how the solution of a WSC problem involving a set of 100,000 individual Web services and where a valid composition requiring the selection of 1,000 services from the available set can be computed in the worst case in less than 200 seconds, using an Intel Core i5 computer with 6 GB RAM. Moreover, a real WSC problem involving only 7 individual Web services requires less than 0.08 seconds, using the same computational power. Finally, a comparison with two popular reinforcement learning algorithms, sarsa and Q-learning, shows that these algorithms require one or two orders of magnitude and more time than policy iteration, iterative policy evaluation, and value iteration to handle WSC problems of the same complexity.

On the singular perturbations for fractional differential equation.

PubMed

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

a Weighted Closed-Form Solution for Rgb-D Data Registration

NASA Astrophysics Data System (ADS)

Vestena, K. M.; Dos Santos, D. R.; Oilveira, E. M., Jr.; Pavan, N. L.; Khoshelham, K.

2016-06-01

Existing 3D indoor mapping of RGB-D data are prominently point-based and feature-based methods. In most cases iterative closest point (ICP) and its variants are generally used for pairwise registration process. Considering that the ICP algorithm requires an relatively accurate initial transformation and high overlap a weighted closed-form solution for RGB-D data registration is proposed. In this solution, we weighted and normalized the 3D points based on the theoretical random errors and the dual-number quaternions are used to represent the 3D rigid body motion. Basically, dual-number quaternions provide a closed-form solution by minimizing a cost function. The most important advantage of the closed-form solution is that it provides the optimal transformation in one-step, it does not need to calculate good initial estimates and expressively decreases the demand for computer resources in contrast to the iterative method. Basically, first our method exploits RGB information. We employed a scale invariant feature transformation (SIFT) for extracting, detecting, and matching features. It is able to detect and describe local features that are invariant to scaling and rotation. To detect and filter outliers, we used random sample consensus (RANSAC) algorithm, jointly with an statistical dispersion called interquartile range (IQR). After, a new RGB-D loop-closure solution is implemented based on the volumetric information between pair of point clouds and the dispersion of the random errors. The loop-closure consists to recognize when the sensor revisits some region. Finally, a globally consistent map is created to minimize the registration errors via a graph-based optimization. The effectiveness of the proposed method is demonstrated with a Kinect dataset. The experimental results show that the proposed method can properly map the indoor environment with an absolute accuracy around 1.5% of the travel of a trajectory.

A conjugate gradient method for solving the non-LTE line radiation transfer problem

NASA Astrophysics Data System (ADS)

Paletou, F.; Anterrieu, E.

2009-12-01

This study concerns the fast and accurate solution of the line radiation transfer problem, under non-LTE conditions. We propose and evaluate an alternative iterative scheme to the classical ALI-Jacobi method, and to the more recently proposed Gauss-Seidel and successive over-relaxation (GS/SOR) schemes. Our study is indeed based on applying a preconditioned bi-conjugate gradient method (BiCG-P). Standard tests, in 1D plane parallel geometry and in the frame of the two-level atom model with monochromatic scattering are discussed. Rates of convergence between the previously mentioned iterative schemes are compared, as are their respective timing properties. The smoothing capability of the BiCG-P method is also demonstrated.

Implicit unified gas-kinetic scheme for steady state solutions in all flow regimes

NASA Astrophysics Data System (ADS)

Zhu, Yajun; Zhong, Chengwen; Xu, Kun

2016-06-01

This paper presents an implicit unified gas-kinetic scheme (UGKS) for non-equilibrium steady state flow computation. The UGKS is a direct modeling method for flow simulation in all regimes with the updates of both macroscopic flow variables and microscopic gas distribution function. By solving the macroscopic equations implicitly, a predicted equilibrium state can be obtained first through iterations. With the newly predicted equilibrium state, the evolution equation of the gas distribution function and the corresponding collision term can be discretized in a fully implicit way for fast convergence through iterations as well. The lower-upper symmetric Gauss-Seidel (LU-SGS) factorization method is implemented to solve both macroscopic and microscopic equations, which improves the efficiency of the scheme. Since the UGKS is a direct modeling method and its physical solution depends on the mesh resolution and the local time step, a physical time step needs to be fixed before using an implicit iterative technique with a pseudo-time marching step. Therefore, the physical time step in the current implicit scheme is determined by the same way as that in the explicit UGKS for capturing the physical solution in all flow regimes, but the convergence to a steady state speeds up through the adoption of a numerical time step with large CFL number. Many numerical test cases in different flow regimes from low speed to hypersonic ones, such as the Couette flow, cavity flow, and the flow passing over a cylinder, are computed to validate the current implicit method. The overall efficiency of the implicit UGKS can be improved by one or two orders of magnitude in comparison with the explicit one.

A STRICTLY CONTRACTIVE PEACEMAN–RACHFORD SPLITTING METHOD FOR CONVEX PROGRAMMING

PubMed Central

BINGSHENG, HE; LIU, HAN; WANG, ZHAORAN; YUAN, XIAOMING

2014-01-01

In this paper, we focus on the application of the Peaceman–Rachford splitting method (PRSM) to a convex minimization model with linear constraints and a separable objective function. Compared to the Douglas–Rachford splitting method (DRSM), another splitting method from which the alternating direction method of multipliers originates, PRSM requires more restrictive assumptions to ensure its convergence, while it is always faster whenever it is convergent. We first illustrate that the reason for this difference is that the iterative sequence generated by DRSM is strictly contractive, while that generated by PRSM is only contractive with respect to the solution set of the model. With only the convexity assumption on the objective function of the model under consideration, the convergence of PRSM is not guaranteed. But for this case, we show that the first t iterations of PRSM still enable us to find an approximate solution with an accuracy of O(1/t). A worst-case O(1/t) convergence rate of PRSM in the ergodic sense is thus established under mild assumptions. After that, we suggest attaching an underdetermined relaxation factor with PRSM to guarantee the strict contraction of its iterative sequence and thus propose a strictly contractive PRSM. A worst-case O(1/t) convergence rate of this strictly contractive PRSM in a nonergodic sense is established. We show the numerical efficiency of the strictly contractive PRSM by some applications in statistical learning and image processing. PMID:25620862

A hybrid binary particle swarm optimization for large capacitated multi item multi level lot sizing (CMIMLLS) problem

NASA Astrophysics Data System (ADS)

Mishra, S. K.; Sahithi, V. V. D.; Rao, C. S. P.

2016-09-01

The lot sizing problem deals with finding optimal order quantities which minimizes the ordering and holding cost of product mix. when multiple items at multiple levels with all capacity restrictions are considered, the lot sizing problem become NP hard. Many heuristics were developed in the past have inevitably failed due to size, computational complexity and time. However the authors were successful in the development of PSO based technique namely iterative improvement binary particles swarm technique to address very large capacitated multi-item multi level lot sizing (CMIMLLS) problem. First binary particle Swarm Optimization algorithm is used to find a solution in a reasonable time and iterative improvement local search mechanism is employed to improvise the solution obtained by BPSO algorithm. This hybrid mechanism of using local search on the global solution is found to improve the quality of solutions with respect to time thus IIBPSO method is found best and show excellent results.

Marching iterative methods for the parabolized and thin layer Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Israeli, M.

1985-01-01

Downstream marching iterative schemes for the solution of the Parabolized or Thin Layer (PNS or TL) Navier-Stokes equations are described. Modifications of the primitive equation global relaxation sweep procedure result in efficient second-order marching schemes. These schemes take full account of the reduced order of the approximate equations as they behave like the SLOR for a single elliptic equation. The improved smoothing properties permit the introduction of Multi-Grid acceleration. The proposed algorithm is essentially Reynolds number independent and therefore can be applied to the solution of the subsonic Euler equations. The convergence rates are similar to those obtained by the Multi-Grid solution of a single elliptic equation; the storage is also comparable as only the pressure has to be stored on all levels. Extensions to three-dimensional and compressible subsonic flows are discussed. Numerical results are presented.

Finite element computation of a viscous compressible free shear flow governed by the time dependent Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Cooke, C. H.; Blanchard, D. K.

1975-01-01

A finite element algorithm for solution of fluid flow problems characterized by the two-dimensional compressible Navier-Stokes equations was developed. The program is intended for viscous compressible high speed flow; hence, primitive variables are utilized. The physical solution was approximated by trial functions which at a fixed time are piecewise cubic on triangular elements. The Galerkin technique was employed to determine the finite-element model equations. A leapfrog time integration is used for marching asymptotically from initial to steady state, with iterated integrals evaluated by numerical quadratures. The nonsymmetric linear systems of equations governing time transition from step-to-step are solved using a rather economical block iterative triangular decomposition scheme. The concept was applied to the numerical computation of a free shear flow. Numerical results of the finite-element method are in excellent agreement with those obtained from a finite difference solution of the same problem.

Solving coupled groundwater flow systems using a Jacobian Free Newton Krylov method

NASA Astrophysics Data System (ADS)

Mehl, S.

2012-12-01

Jacobian Free Newton Kyrlov (JFNK) methods can have several advantages for simulating coupled groundwater flow processes versus conventional methods. Conventional methods are defined here as those based on an iterative coupling (rather than a direct coupling) and/or that use Picard iteration rather than Newton iteration. In an iterative coupling, the systems are solved separately, coupling information is updated and exchanged between the systems, and the systems are re-solved, etc., until convergence is achieved. Trusted simulators, such as Modflow, are based on these conventional methods of coupling and work well in many cases. An advantage of the JFNK method is that it only requires calculation of the residual vector of the system of equations and thus can make use of existing simulators regardless of how the equations are formulated. This opens the possibility of coupling different process models via augmentation of a residual vector by each separate process, which often requires substantially fewer changes to the existing source code than if the processes were directly coupled. However, appropriate perturbation sizes need to be determined for accurate approximations of the Frechet derivative, which is not always straightforward. Furthermore, preconditioning is necessary for reasonable convergence of the linear solution required at each Kyrlov iteration. Existing preconditioners can be used and applied separately to each process which maximizes use of existing code and robust preconditioners. In this work, iteratively coupled parent-child local grid refinement models of groundwater flow and groundwater flow models with nonlinear exchanges to streams are used to demonstrate the utility of the JFNK approach for Modflow models. Use of incomplete Cholesky preconditioners with various levels of fill are examined on a suite of nonlinear and linear models to analyze the effect of the preconditioner. Comparisons of convergence and computer simulation time are made using conventional iteratively coupled methods and those based on Picard iteration to those formulated with JFNK to gain insights on the types of nonlinearities and system features that make one approach advantageous. Results indicate that nonlinearities associated with stream/aquifer exchanges are more problematic than those resulting from unconfined flow.

On the electromagnetic scattering from infinite rectangular grids with finite conductivity

NASA Technical Reports Server (NTRS)

Christodoulou, C. G.; Kauffman, J. F.

1986-01-01

A variety of methods can be used in constructing solutions to the problem of mesh scattering. However, each of these methods has certain drawbacks. The present paper is concerned with a new technique which is valid for all spacings. The new method involved, called the fast Fourier transform-conjugate gradient method (FFT-CGM), represents an iterative technique which employs the conjugate gradient method to improve upon each iterate, utilizing the fast Fourier transform. The FFT-CGM method provides a new accurate model which can be extended and applied to the more difficult problems of woven mesh surfaces. The formulation of the FFT-conjugate gradient method for aperture fields and current densities for a planar periodic structure is considered along with singular operators, the formulation of the FFT-CG method for thin wires with finite conductivity, and reflection coefficients.

Discovery and Optimization of Low-Storage Runge-Kutta Methods

DTIC Science & Technology

2015-06-01

NAVAL POSTGRADUATE SCHOOL MONTEREY, CALIFORNIA THESIS DISCOVERY AND OPTIMIZATION OF LOW-STORAGE RUNGE-KUTTA METHODS by Matthew T. Fletcher June 2015... methods are an important family of iterative methods for approximating the solutions of ordinary differential equations (ODEs) and differential...algebraic equations (DAEs). It is common to use an RK method to discretize in time when solving time dependent partial differential equations (PDEs) with a

Orientation of doubly rotated quartz plates.

PubMed

Sherman, J R

1989-01-01

A derivation from classical spherical trigonometry of equations to compute the orientation of doubly-rotated quartz blanks from Bragg X-ray data is discussed. These are usually derived by compact and efficient vector methods, which are reviewed briefly. They are solved by generating a quadratic equation with numerical coefficients. Two methods exist for performing the computation from measurements against two planes: a direct solution by a quadratic equation and a process of convergent iteration. Both have a spurious solution. Measurement against three lattice planes yields a set of three linear equations the solution of which is an unambiguous result.

New algorithms to compute the nearness symmetric solution of the matrix equation.

PubMed

Peng, Zhen-Yun; Fang, Yang-Zhi; Xiao, Xian-Wei; Du, Dan-Dan

2016-01-01

In this paper we consider the nearness symmetric solution of the matrix equation AXB = C to a given matrix [Formula: see text] in the sense of the Frobenius norm. By discussing equivalent form of the considered problem, we derive some necessary and sufficient conditions for the matrix [Formula: see text] is a solution of the considered problem. Based on the idea of the alternating variable minimization with multiplier method, we propose two iterative methods to compute the solution of the considered problem, and analyze the global convergence results of the proposed algorithms. Numerical results illustrate the proposed methods are more effective than the existing two methods proposed in Peng et al. (Appl Math Comput 160:763-777, 2005) and Peng (Int J Comput Math 87: 1820-1830, 2010).

An incremental block-line-Gauss-Seidel method for the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Napolitano, M.; Walters, R. W.

1985-01-01

A block-line-Gauss-Seidel (LGS) method is developed for solving the incompressible and compressible Navier-Stokes equations in two dimensions. The method requires only one block-tridiagonal solution process per iteration and is consequently faster per step than the linearized block-ADI methods. Results are presented for both incompressible and compressible separated flows: in all cases the proposed block-LGS method is more efficient than the block-ADI methods. Furthermore, for high Reynolds number weakly separated incompressible flow in a channel, which proved to be an impossible task for a block-ADI method, solutions have been obtained very efficiently by the new scheme.

An efficient numerical algorithm for transverse impact problems

NASA Technical Reports Server (NTRS)

Sankar, B. V.; Sun, C. T.

1985-01-01

Transverse impact problems in which the elastic and plastic indentation effects are considered, involve a nonlinear integral equation for the contact force, which, in practice, is usually solved by an iterative scheme with small increments in time. In this paper, a numerical method is proposed wherein the iterations of the nonlinear problem are separated from the structural response computations. This makes the numerical procedures much simpler and also efficient. The proposed method is applied to some impact problems for which solutions are available, and they are found to be in good agreement. The effect of the magnitude of time increment on the results is also discussed.

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sousedík, Bedřich, E-mail: sousedik@umbc.edu; Elman, Howard C., E-mail: elman@cs.umd.edu

2016-07-01

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Iterative procedures for space shuttle main engine performance models

NASA Technical Reports Server (NTRS)

Santi, L. Michael

1989-01-01

Performance models of the Space Shuttle Main Engine (SSME) contain iterative strategies for determining approximate solutions to nonlinear equations reflecting fundamental mass, energy, and pressure balances within engine flow systems. Both univariate and multivariate Newton-Raphson algorithms are employed in the current version of the engine Test Information Program (TIP). Computational efficiency and reliability of these procedures is examined. A modified trust region form of the multivariate Newton-Raphson method is implemented and shown to be superior for off nominal engine performance predictions. A heuristic form of Broyden's Rank One method is also tested and favorable results based on this algorithm are presented.

Stochastic Galerkin methods for the steady-state Navier–Stokes equations

DOE PAGES

Sousedík, Bedřich; Elman, Howard C.

2016-04-12

We study the steady-state Navier–Stokes equations in the context of stochastic finite element discretizations. Specifically, we assume that the viscosity is a random field given in the form of a generalized polynomial chaos expansion. For the resulting stochastic problem, we formulate the model and linearization schemes using Picard and Newton iterations in the framework of the stochastic Galerkin method, and we explore properties of the resulting stochastic solutions. We also propose a preconditioner for solving the linear systems of equations arising at each step of the stochastic (Galerkin) nonlinear iteration and demonstrate its effectiveness for solving a set of benchmarkmore » problems.« less

Exact Exchange calculations for periodic systems: a real space approach

NASA Astrophysics Data System (ADS)

Natan, Amir; Marom, Noa; Makmal, Adi; Kronik, Leeor; Kuemmel, Stephan

2011-03-01

We present a real-space method for exact-exchange Kohn-Sham calculations of periodic systems. The method is based on self-consistent solutions of the optimized effective potential (OEP) equation on a three-dimensional non-orthogonal grid, using norm conserving pseudopotentials. These solutions can be either exact, using the S-iteration approach, or approximate, using the Krieger, Li, and Iafrate (KLI) approach. We demonstrate, using a variety of systems, the importance of singularity corrections and use of appropriate pseudopotentials.

Successive Over-Relaxation Technique for High-Performance Blind Image Deconvolution

DTIC Science & Technology

2015-06-08

deconvolution, space surveillance, Gauss - Seidel iteration 16. SECURITY CLASSIFICATION OF: 17. LIMITATION OF ABSTRACT SAR 18, NUMBER OF PAGES 5...sensible approximate solutions to the ill-posed nonlinear inverse problem. These solutions are addresses as fixed points of the iteration which consists in...alternating approximations (AA) for the object and for the PSF performed with a prescribed number of inner iterative descents from trivial (zero

An Introduction to the Conjugate Gradient Method that Even an Idiot Can Understand

DTIC Science & Technology

1994-03-07

to Omar Ghattas, who taught me much of what I know about numerical methods, and provided me with extensive comments on the first draft of this article...Dongarra, Victor Eijkhout, Roldan Pozo, Charles Romine, and Henk van der Vorst, Templates for the solution of linear systems: Building blocks for iterative

Finite volume multigrid method of the planar contraction flow of a viscoelastic fluid

NASA Astrophysics Data System (ADS)

Moatssime, H. Al; Esselaoui, D.; Hakim, A.; Raghay, S.

2001-08-01

This paper reports on a numerical algorithm for the steady flow of viscoelastic fluid. The conservative and constitutive equations are solved using the finite volume method (FVM) with a hybrid scheme for the velocities and first-order upwind approximation for the viscoelastic stress. A non-uniform staggered grid system is used. The iterative SIMPLE algorithm is employed to relax the coupled momentum and continuity equations. The non-linear algebraic equations over the flow domain are solved iteratively by the symmetrical coupled Gauss-Seidel (SCGS) method. In both, the full approximation storage (FAS) multigrid algorithm is used. An Oldroyd-B fluid model was selected for the calculation. Results are reported for planar 4:1 abrupt contraction at various Weissenberg numbers. The solutions are found to be stable and smooth. The solutions show that at high Weissenberg number the domain must be long enough. The convergence of the method has been verified with grid refinement. All the calculations have been performed on a PC equipped with a Pentium III processor at 550 MHz. Copyright

R2D2-A Fortran Program for Two-Dimensional Chemically Reacting, Hyperthermal, Internal Flows, Volume II.

DTIC Science & Technology

1980-01-01

is identified in the flow chart simply as "Compute VECT’s ( predictor solution)" and "Compute V’s ( corrector solution)." A significant portion of the...TrintoTo Tm ANDera ionT SToION 28 ITIME :1 PRINCIPAL SUBROUTINES WALLPOINT (ITER,DT) ITER - iteration index for MacCormack Algorithm (ITER=1 for predictor ...WEILERSTEIN, R RAY, 6 MILLER F33615-7- C -3016UNLASSIFIED GASL-TR-254-VBL-2 AFFDL-TR-79-3162-VOL-2 NII III hImllllllllll EIEIIIIIIEIIEE EEIIIIIIIIIIII H

Preconditioned conjugate-gradient methods for low-speed flow calculations

NASA Technical Reports Server (NTRS)

Ajmani, Kumud; Ng, Wing-Fai; Liou, Meng-Sing

1993-01-01

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations is integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the Lower-Upper Successive Symmetric Over-Relaxation iterative scheme is more efficient than a preconditioner based on Incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional Line Gauss-Seidel Relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

Preconditioned Conjugate Gradient methods for low speed flow calculations

NASA Technical Reports Server (NTRS)

Ajmani, Kumud; Ng, Wing-Fai; Liou, Meng-Sing

1993-01-01

An investigation is conducted into the viability of using a generalized Conjugate Gradient-like method as an iterative solver to obtain steady-state solutions of very low-speed fluid flow problems. Low-speed flow at Mach 0.1 over a backward-facing step is chosen as a representative test problem. The unsteady form of the two dimensional, compressible Navier-Stokes equations are integrated in time using discrete time-steps. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux split formulation. The new iterative solver is used to solve a linear system of equations at each step of the time-integration. Preconditioning techniques are used with the new solver to enhance the stability and the convergence rate of the solver and are found to be critical to the overall success of the solver. A study of various preconditioners reveals that a preconditioner based on the lower-upper (L-U)-successive symmetric over-relaxation iterative scheme is more efficient than a preconditioner based on incomplete L-U factorizations of the iteration matrix. The performance of the new preconditioned solver is compared with a conventional line Gauss-Seidel relaxation (LGSR) solver. Overall speed-up factors of 28 (in terms of global time-steps required to converge to a steady-state solution) and 20 (in terms of total CPU time on one processor of a CRAY-YMP) are found in favor of the new preconditioned solver, when compared with the LGSR solver.

LETTER TO THE EDITOR: Iteratively-coupled propagating exterior complex scaling method for electron hydrogen collisions

NASA Astrophysics Data System (ADS)

Bartlett, Philip L.; Stelbovics, Andris T.; Bray, Igor

2004-02-01

A newly-derived iterative coupling procedure for the propagating exterior complex scaling (PECS) method is used to efficiently calculate the electron-impact wavefunctions for atomic hydrogen. An overview of this method is given along with methods for extracting scattering cross sections. Differential scattering cross sections at 30 eV are presented for the electron-impact excitation to the n = 1, 2, 3 and 4 final states, for both PECS and convergent close coupling (CCC), which are in excellent agreement with each other and with experiment. PECS results are presented at 27.2 eV and 30 eV for symmetric and asymmetric energy-sharing triple differential cross sections, which are in excellent agreement with CCC and exterior complex scaling calculations, and with experimental data. At these intermediate energies, the efficiency of the PECS method with iterative coupling has allowed highly accurate partial-wave solutions of the full Schrödinger equation, for L les 50 and a large number of coupled angular momentum states, to be obtained with minimal computing resources.

A boundary element alternating method for two-dimensional mixed-mode fracture problems

NASA Technical Reports Server (NTRS)

Raju, I. S.; Krishnamurthy, T.

1992-01-01

A boundary element alternating method, denoted herein as BEAM, is presented for two dimensional fracture problems. This is an iterative method which alternates between two solutions. An analytical solution for arbitrary polynomial normal and tangential pressure distributions applied to the crack faces of an embedded crack in an infinite plate is used as the fundamental solution in the alternating method. A boundary element method for an uncracked finite plate is the second solution. For problems of edge cracks a technique of utilizing finite elements with BEAM is presented to overcome the inherent singularity in boundary element stress calculation near the boundaries. Several computational aspects that make the algorithm efficient are presented. Finally, the BEAM is applied to a variety of two dimensional crack problems with different configurations and loadings to assess the validity of the method. The method gives accurate stress intensity factors with minimal computing effort.

Recent advances in two-phase flow numerics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mahaffy, J.H.; Macian, R.

1997-07-01

The authors review three topics in the broad field of numerical methods that may be of interest to individuals modeling two-phase flow in nuclear power plants. The first topic is iterative solution of linear equations created during the solution of finite volume equations. The second is numerical tracking of macroscopic liquid interfaces. The final area surveyed is the use of higher spatial difference techniques.

Group iterative methods for the solution of two-dimensional time-fractional diffusion equation

NASA Astrophysics Data System (ADS)

Balasim, Alla Tareq; Ali, Norhashidah Hj. Mohd.

2016-06-01

Variety of problems in science and engineering may be described by fractional partial differential equations (FPDE) in relation to space and/or time fractional derivatives. The difference between time fractional diffusion equations and standard diffusion equations lies primarily in the time derivative. Over the last few years, iterative schemes derived from the rotated finite difference approximation have been proven to work well in solving standard diffusion equations. However, its application on time fractional diffusion counterpart is still yet to be investigated. In this paper, we will present a preliminary study on the formulation and analysis of new explicit group iterative methods in solving a two-dimensional time fractional diffusion equation. These methods were derived from the standard and rotated Crank-Nicolson difference approximation formula. Several numerical experiments were conducted to show the efficiency of the developed schemes in terms of CPU time and iteration number. At the request of all authors of the paper an updated version of this article was published on 7 July 2016. The original version supplied to AIP Publishing contained an error in Table 1 and References 15 and 16 were incomplete. These errors have been corrected in the updated and republished article.

Linear-scaling implementation of molecular response theory in self-consistent field electronic-structure theory.

PubMed

Coriani, Sonia; Høst, Stinne; Jansík, Branislav; Thøgersen, Lea; Olsen, Jeppe; Jørgensen, Poul; Reine, Simen; Pawłowski, Filip; Helgaker, Trygve; Sałek, Paweł

2007-04-21

A linear-scaling implementation of Hartree-Fock and Kohn-Sham self-consistent field theories for the calculation of frequency-dependent molecular response properties and excitation energies is presented, based on a nonredundant exponential parametrization of the one-electron density matrix in the atomic-orbital basis, avoiding the use of canonical orbitals. The response equations are solved iteratively, by an atomic-orbital subspace method equivalent to that of molecular-orbital theory. Important features of the subspace method are the use of paired trial vectors (to preserve the algebraic structure of the response equations), a nondiagonal preconditioner (for rapid convergence), and the generation of good initial guesses (for robust solution). As a result, the performance of the iterative method is the same as in canonical molecular-orbital theory, with five to ten iterations needed for convergence. As in traditional direct Hartree-Fock and Kohn-Sham theories, the calculations are dominated by the construction of the effective Fock/Kohn-Sham matrix, once in each iteration. Linear complexity is achieved by using sparse-matrix algebra, as illustrated in calculations of excitation energies and frequency-dependent polarizabilities of polyalanine peptides containing up to 1400 atoms.

Efficient solutions to the Euler equations for supersonic flow with embedded subsonic regions

NASA Technical Reports Server (NTRS)

Walters, Robert W.; Dwoyer, Douglas L.

1987-01-01

A line Gauss-Seidel (LGS) relaxation algorithm in conjunction with a one-parameter family of upwind discretizations of the Euler equations in two dimensions is described. Convergence of the basic algorithm to the steady state is quadratic for fully supersonic flows and is linear for other flows. This is in contrast to the block alternating direction implicit methods (either central or upwind differenced) and the upwind biased relaxation schemes, all of which converge linearly, independent of the flow regime. Moreover, the algorithm presented herein is easily coupled with methods to detect regions of subsonic flow embedded in supersonic flow. This allows marching by lines in the supersonic regions, converging each line quadratically, and iterating in the subsonic regions, and yields a very efficient iteration strategy. Numerical results are presented for two-dimensional supersonic and transonic flows containing oblique and normal shock waves which confirm the efficiency of the iteration strategy.

Rotorcraft Brownout: Advanced Understanding, Control and Mitigation

DTIC Science & Technology

2008-12-31

the Gauss Seidel iterative method . The overall steps of SIMPLER algorithm can be summarized as: 1. Guess velocity field, 2. Calculate the momentum...techniques and numerical methods , and the team will begin to develop a methodology that is capable of integrating these solutions and highlighting...rotorcraft design optimization techniques will then be undertaken using the validated computational methods . 15. SUBJECT TERMS Rotorcraft

Adaptive Dynamic Programming for Discrete-Time Zero-Sum Games.

PubMed

Wei, Qinglai; Liu, Derong; Lin, Qiao; Song, Ruizhuo

2018-04-01

In this paper, a novel adaptive dynamic programming (ADP) algorithm, called "iterative zero-sum ADP algorithm," is developed to solve infinite-horizon discrete-time two-player zero-sum games of nonlinear systems. The present iterative zero-sum ADP algorithm permits arbitrary positive semidefinite functions to initialize the upper and lower iterations. A novel convergence analysis is developed to guarantee the upper and lower iterative value functions to converge to the upper and lower optimums, respectively. When the saddle-point equilibrium exists, it is emphasized that both the upper and lower iterative value functions are proved to converge to the optimal solution of the zero-sum game, where the existence criteria of the saddle-point equilibrium are not required. If the saddle-point equilibrium does not exist, the upper and lower optimal performance index functions are obtained, respectively, where the upper and lower performance index functions are proved to be not equivalent. Finally, simulation results and comparisons are shown to illustrate the performance of the present method.

Numerical Solutions for Nonlinear High Damping Rubber Bearing Isolators: Newmark's Method with Netwon-Raphson Iteration Revisited

NASA Astrophysics Data System (ADS)

Markou, A. A.; Manolis, G. D.

2018-03-01

Numerical methods for the solution of dynamical problems in engineering go back to 1950. The most famous and widely-used time stepping algorithm was developed by Newmark in 1959. In the present study, for the first time, the Newmark algorithm is developed for the case of the trilinear hysteretic model, a model that was used to describe the shear behaviour of high damping rubber bearings. This model is calibrated against free-vibration field tests implemented on a hybrid base isolated building, namely the Solarino project in Italy, as well as against laboratory experiments. A single-degree-of-freedom system is used to describe the behaviour of a low-rise building isolated with a hybrid system comprising high damping rubber bearings and low friction sliding bearings. The behaviour of the high damping rubber bearings is simulated by the trilinear hysteretic model, while the description of the behaviour of the low friction sliding bearings is modeled by a linear Coulomb friction model. In order to prove the effectiveness of the numerical method we compare the analytically solved trilinear hysteretic model calibrated from free-vibration field tests (Solarino project) against the same model solved with the Newmark method with Netwon-Raphson iteration. Almost perfect agreement is observed between the semi-analytical solution and the fully numerical solution with Newmark's time integration algorithm. This will allow for extension of the trilinear mechanical models to bidirectional horizontal motion, to time-varying vertical loads, to multi-degree-of-freedom-systems, as well to generalized models connected in parallel, where only numerical solutions are possible.

Multipoint Optimal Minimum Entropy Deconvolution and Convolution Fix: Application to vibration fault detection

NASA Astrophysics Data System (ADS)

McDonald, Geoff L.; Zhao, Qing

2017-01-01

Minimum Entropy Deconvolution (MED) has been applied successfully to rotating machine fault detection from vibration data, however this method has limitations. A convolution adjustment to the MED definition and solution is proposed in this paper to address the discontinuity at the start of the signal - in some cases causing spurious impulses to be erroneously deconvolved. A problem with the MED solution is that it is an iterative selection process, and will not necessarily design an optimal filter for the posed problem. Additionally, the problem goal in MED prefers to deconvolve a single-impulse, while in rotating machine faults we expect one impulse-like vibration source per rotational period of the faulty element. Maximum Correlated Kurtosis Deconvolution was proposed to address some of these problems, and although it solves the target goal of multiple periodic impulses, it is still an iterative non-optimal solution to the posed problem and only solves for a limited set of impulses in a row. Ideally, the problem goal should target an impulse train as the output goal, and should directly solve for the optimal filter in a non-iterative manner. To meet these goals, we propose a non-iterative deconvolution approach called Multipoint Optimal Minimum Entropy Deconvolution Adjusted (MOMEDA). MOMEDA proposes a deconvolution problem with an infinite impulse train as the goal and the optimal filter solution can be solved for directly. From experimental data on a gearbox with and without a gear tooth chip, we show that MOMEDA and its deconvolution spectrums according to the period between the impulses can be used to detect faults and study the health of rotating machine elements effectively.

Solution of Dirac equation for Eckart potential and trigonometric Manning Rosen potential using asymptotic iteration method

NASA Astrophysics Data System (ADS)

Resita Arum, Sari; A, Suparmi; C, Cari

2016-01-01

The Dirac equation for Eckart potential and trigonometric Manning Rosen potential with exact spin symmetry is obtained using an asymptotic iteration method. The combination of the two potentials is substituted into the Dirac equation, then the variables are separated into radial and angular parts. The Dirac equation is solved by using an asymptotic iteration method that can reduce the second order differential equation into a differential equation with substitution variables of hypergeometry type. The relativistic energy is calculated using Matlab 2011. This study is limited to the case of spin symmetry. With the asymptotic iteration method, the energy spectra of the relativistic equations and equations of orbital quantum number l can be obtained, where both are interrelated between quantum numbers. The energy spectrum is also numerically solved using the Matlab software, where the increase in the radial quantum number nr causes the energy to decrease. The radial part and the angular part of the wave function are defined as hypergeometry functions and visualized with Matlab 2011. The results show that the disturbance of a combination of the Eckart potential and trigonometric Manning Rosen potential can change the radial part and the angular part of the wave function. Project supported by the Higher Education Project (Grant No. 698/UN27.11/PN/2015).

The method of perturbation-harmonic balance for analysing nonlinear free vibration of MDOF systems and structures

NASA Astrophysics Data System (ADS)

Tang, Qiangang; Sun, Shixian

1992-03-01

In this paper, the perturbation technique is introduced into the method of harmonic balance. A new method used for analyzing nonlinear free vibration of multidegree-of-freedom systems and structures is obtained. The form of solution is expanded into a series of small parameters and harmonics, so no term will be lost in the solution and the algebraic equations are linear. With the linear transformations, the matrices of the equations become diagonal. As soon as the modes related to linear vibration are found, the solution can be obtained. This method is superior to the method of linearized iteration. The examples show that the method has high accuracy for small-amplitude problems and the results for rather large amplitudes are satisfactory.

FDM study of ion exchange diffusion equation in glass

NASA Astrophysics Data System (ADS)

Zhou, Zigang; Yang, Yongjia; Wang, Qiang; Sun, Guangchun

2009-05-01

Ion-exchange technique in glass was developed to fabricate gradient refractive index optical devices. In this paper, the Finite Difference Method(FDM), which is used for the solution of ion-diffusion equation, is reported. This method transforms continual diffusion equation to separate difference equation. It unitizes the matrix of MATLAB program to solve the iteration process. The collation results under square boundary condition show that it gets a more accurate numerical solution. Compared to experiment data, the relative error is less than 0.2%. Furthermore, it has simply operation and kinds of output solutions. This method can provide better results for border-proliferation of the hexagonal and the channel devices too.

An efficient and general numerical method to compute steady uniform vortices

NASA Astrophysics Data System (ADS)

Luzzatto-Fegiz, Paolo; Williamson, Charles H. K.

2011-07-01

Steady uniform vortices are widely used to represent high Reynolds number flows, yet their efficient computation still presents some challenges. Existing Newton iteration methods become inefficient as the vortices develop fine-scale features; in addition, these methods cannot, in general, find solutions with specified Casimir invariants. On the other hand, available relaxation approaches are computationally inexpensive, but can fail to converge to a solution. In this paper, we overcome these limitations by introducing a new discretization, based on an inverse-velocity map, which radically increases the efficiency of Newton iteration methods. In addition, we introduce a procedure to prescribe Casimirs and remove the degeneracies in the steady vorticity equation, thus ensuring convergence for general vortex configurations. We illustrate our methodology by considering several unbounded flows involving one or two vortices. Our method enables the computation, for the first time, of steady vortices that do not exhibit any geometric symmetry. In addition, we discover that, as the limiting vortex state for each flow is approached, each family of solutions traces a clockwise spiral in a bifurcation plot consisting of a velocity-impulse diagram. By the recently introduced "IVI diagram" stability approach [Phys. Rev. Lett. 104 (2010) 044504], each turn of this spiral is associated with a loss of stability for the steady flows. Such spiral structure is suggested to be a universal feature of steady, uniform-vorticity flows.

The existence of periodic solutions for nonlinear beam equations on Td by a para-differential method

NASA Astrophysics Data System (ADS)

Chen, Bochao; Li, Yong; Gao, Yixian

2018-05-01

This paper focuses on the construction of periodic solutions of nonlinear beam equations on the $d$-dimensional tori. For a large set of frequencies, we demonstrate that an equivalent form of the nonlinear equations can be obtained by a para-differential conjugation. Given the non-resonant conditions on each finite dimensional subspaces, it is shown that the periodic solutions can be constructed for the block diagonal equation by a classical iteration scheme.

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary.

PubMed

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations.

Computer programs for the solution of systems of linear algebraic equations

NASA Technical Reports Server (NTRS)

Sequi, W. T.

1973-01-01

FORTRAN subprograms for the solution of systems of linear algebraic equations are described, listed, and evaluated in this report. Procedures considered are direct solution, iteration, and matrix inversion. Both incore methods and those which utilize auxiliary data storage devices are considered. Some of the subroutines evaluated require the entire coefficient matrix to be in core, whereas others account for banding or sparceness of the system. General recommendations relative to equation solving are made, and on the basis of tests, specific subprograms are recommended.

Analytic Approximate Solutions to the Boundary Layer Flow Equation over a Stretching Wall with Partial Slip at the Boundary

PubMed Central

Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan

2016-01-01

Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations. PMID:27031232

The Osher scheme for non-equilibrium reacting flows

NASA Technical Reports Server (NTRS)

Suresh, Ambady; Liou, Meng-Sing

1992-01-01

An extension of the Osher upwind scheme to nonequilibrium reacting flows is presented. Owing to the presence of source terms, the Riemann problem is no longer self-similar and therefore its approximate solution becomes tedious. With simplicity in mind, a linearized approach which avoids an iterative solution is used to define the intermediate states and sonic points. The source terms are treated explicitly. Numerical computations are presented to demonstrate the feasibility, efficiency and accuracy of the proposed method. The test problems include a ZND (Zeldovich-Neumann-Doring) detonation problem for which spurious numerical solutions which propagate at mesh speed have been observed on coarse grids. With the present method, a change of limiter causes the solution to change from the physically correct CJ detonation solution to the spurious weak detonation solution.

An accelerated lambda iteration method for multilevel radiative transfer. I - Non-overlapping lines with background continuum

NASA Technical Reports Server (NTRS)

Rybicki, G. B.; Hummer, D. G.

1991-01-01

A method is presented for solving multilevel transfer problems when nonoverlapping lines and background continuum are present and active continuum transfer is absent. An approximate lambda operator is employed to derive linear, 'preconditioned', statistical-equilibrium equations. A method is described for finding the diagonal elements of the 'true' numerical lambda operator, and therefore for obtaining the coefficients of the equations. Iterations of the preconditioned equations, in conjunction with the transfer equation's formal solution, are used to solve linear equations. Some multilevel problems are considered, including an eleven-level neutral helium atom. Diagonal and tridiagonal approximate lambda operators are utilized in the problems to examine the convergence properties of the method, and it is found to be effective for the line transfer problems.

Spectral iterative method and convergence analysis for solving nonlinear fractional differential equation

NASA Astrophysics Data System (ADS)

Yarmohammadi, M.; Javadi, S.; Babolian, E.

2018-04-01

In this study a new spectral iterative method (SIM) based on fractional interpolation is presented for solving nonlinear fractional differential equations (FDEs) involving Caputo derivative. This method is equipped with a pre-algorithm to find the singularity index of solution of the problem. This pre-algorithm gives us a real parameter as the index of the fractional interpolation basis, for which the SIM achieves the highest order of convergence. In comparison with some recent results about the error estimates for fractional approximations, a more accurate convergence rate has been attained. We have also proposed the order of convergence for fractional interpolation error under the L2-norm. Finally, general error analysis of SIM has been considered. The numerical results clearly demonstrate the capability of the proposed method.

A Tutorial Review on Fractal Spacetime and Fractional Calculus

NASA Astrophysics Data System (ADS)

He, Ji-Huan

2014-11-01

This tutorial review of fractal-Cantorian spacetime and fractional calculus begins with Leibniz's notation for derivative without limits which can be generalized to discontinuous media like fractal derivative and q-derivative of quantum calculus. Fractal spacetime is used to elucidate some basic properties of fractal which is the foundation of fractional calculus, and El Naschie's mass-energy equation for the dark energy. The variational iteration method is used to introduce the definition of fractional derivatives. Fractal derivative is explained geometrically and q-derivative is motivated by quantum mechanics. Some effective analytical approaches to fractional differential equations, e.g., the variational iteration method, the homotopy perturbation method, the exp-function method, the fractional complex transform, and Yang-Laplace transform, are outlined and the main solution processes are given.

On a class of Newton-like methods for solving nonlinear equations

NASA Astrophysics Data System (ADS)

Argyros, Ioannis K.

2009-06-01

We provide a semilocal convergence analysis for a certain class of Newton-like methods considered also in [I.K. Argyros, A unifying local-semilocal convergence analysis and applications for two-point Newton-like methods in Banach space, J. Math. Anal. Appl. 298 (2004) 374-397; I.K. Argyros, Computational theory of iterative methods, in: C.K. Chui, L. Wuytack (Eds.), Series: Studies in Computational Mathematics, vol. 15, Elsevier Publ. Co, New York, USA, 2007; J.E. Dennis, Toward a unified convergence theory for Newton-like methods, in: L.B. Rall (Ed.), Nonlinear Functional Analysis and Applications, Academic Press, New York, 1971], in order to approximate a locally unique solution of an equation in a Banach space. Using a combination of Lipschitz and center-Lipschitz conditions, instead of only Lipschitz conditions [F.A. Potra, Sharp error bounds for a class of Newton-like methods, Libertas Math. 5 (1985) 71-84], we provide an analysis with the following advantages over the work in [F.A. Potra, Sharp error bounds for a class of Newton-like methods, Libertas Math. 5 (1985) 71-84] which improved the works in [W.E. Bosarge, P.L. Falb, A multipoint method of third order, J. Optimiz. Theory Appl. 4 (1969) 156-166; W.E. Bosarge, P.L. Falb, Infinite dimensional multipoint methods and the solution of two point boundary value problems, Numer. Math. 14 (1970) 264-286; J.E. Dennis, On the Kantorovich hypothesis for Newton's method, SIAM J. Numer. Anal. 6 (3) (1969) 493-507; J.E. Dennis, Toward a unified convergence theory for Newton-like methods, in: L.B. Rall (Ed.), Nonlinear Functional Analysis and Applications, Academic Press, New York, 1971; H.J. Kornstaedt, Ein allgemeiner Konvergenzstaz fü r verschä rfte Newton-Verfahrem, in: ISNM, vol. 28, Birkhaü ser Verlag, Basel and Stuttgart, 1975, pp. 53-69; P. Laasonen, Ein überquadratisch konvergenter iterativer algorithmus, Ann. Acad. Sci. Fenn. Ser I 450 (1969) 1-10; F.A. Potra, On a modified secant method, L'analyse numérique et la theorie de l'approximation 8 (2) (1979) 203-214; F.A. Potra, An application of the induction method of V. Pták to the study of Regula Falsi, Aplikace Matematiky 26 (1981) 111-120; F.A. Potra, On the convergence of a class of Newton-like methods, in: Iterative Solution of Nonlinear Systems of Equations, in: Lecture Notes in Mathematics, vol. 953, Springer-Verlag, New York, 1982; F.A. Potra, V. Pták, Nondiscrete induction and double step secant method, Math. Scand. 46 (1980) 236-250; F.A. Potra, V. Pták, On a class of modified Newton processes, Numer. Funct. Anal. Optim. 2 (1) (1980) 107-120; F.A. Potra, Sharp error bounds for a class of Newton-like methods, Libertas Math. 5 (1985) 71-84; J.W. Schmidt, Untere Fehlerschranken für Regula-Falsi Verfahren, Period. Math. Hungar. 9 (3) (1978) 241-247; J.W. Schmidt, H. Schwetlick, Ableitungsfreie Verfhren mit höherer Konvergenzgeschwindifkeit, Computing 3 (1968) 215-226; J.F. Traub, Iterative Methods for the Solution of Equations, Prentice Hall, Englewood Cliffs, New Jersey, 1964; M.A. Wolfe, Extended iterative methods for the solution of operator equations, Numer. Math. 31 (1978) 153-174]: larger convergence domain and weaker sufficient convergence conditions. Numerical examples further validating the results are also provided.

Master-Leader-Slave Cuckoo Search with Parameter Control for ANN Optimization and Its Real-World Application to Water Quality Prediction

PubMed Central

Jaddi, Najmeh Sadat; Abdullah, Salwani; Abdul Malek, Marlinda

2017-01-01

Artificial neural networks (ANNs) have been employed to solve a broad variety of tasks. The selection of an ANN model with appropriate weights is important in achieving accurate results. This paper presents an optimization strategy for ANN model selection based on the cuckoo search (CS) algorithm, which is rooted in the obligate brood parasitic actions of some cuckoo species. In order to enhance the convergence ability of basic CS, some modifications are proposed. The fraction Pa of the n nests replaced by new nests is a fixed parameter in basic CS. As the selection of Pa is a challenging issue and has a direct effect on exploration and therefore on convergence ability, in this work the Pa is set to a maximum value at initialization to achieve more exploration in early iterations and it is decreased during the search to achieve more exploitation in later iterations until it reaches the minimum value in the final iteration. In addition, a novel master-leader-slave multi-population strategy is used where the slaves employ the best fitness function among all slaves, which is selected by the leader under a certain condition. This fitness function is used for subsequent Lévy flights. In each iteration a copy of the best solution of each slave is migrated to the master and then the best solution is found by the master. The method is tested on benchmark classification and time series prediction problems and the statistical analysis proves the ability of the method. This method is also applied to a real-world water quality prediction problem with promising results. PMID:28125609

Master-Leader-Slave Cuckoo Search with Parameter Control for ANN Optimization and Its Real-World Application to Water Quality Prediction.

PubMed

Jaddi, Najmeh Sadat; Abdullah, Salwani; Abdul Malek, Marlinda

2017-01-01

Artificial neural networks (ANNs) have been employed to solve a broad variety of tasks. The selection of an ANN model with appropriate weights is important in achieving accurate results. This paper presents an optimization strategy for ANN model selection based on the cuckoo search (CS) algorithm, which is rooted in the obligate brood parasitic actions of some cuckoo species. In order to enhance the convergence ability of basic CS, some modifications are proposed. The fraction Pa of the n nests replaced by new nests is a fixed parameter in basic CS. As the selection of Pa is a challenging issue and has a direct effect on exploration and therefore on convergence ability, in this work the Pa is set to a maximum value at initialization to achieve more exploration in early iterations and it is decreased during the search to achieve more exploitation in later iterations until it reaches the minimum value in the final iteration. In addition, a novel master-leader-slave multi-population strategy is used where the slaves employ the best fitness function among all slaves, which is selected by the leader under a certain condition. This fitness function is used for subsequent Lévy flights. In each iteration a copy of the best solution of each slave is migrated to the master and then the best solution is found by the master. The method is tested on benchmark classification and time series prediction problems and the statistical analysis proves the ability of the method. This method is also applied to a real-world water quality prediction problem with promising results.

On the Singular Perturbations for Fractional Differential Equation

PubMed Central

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method. PMID:24683357

Composition of Web Services Using Markov Decision Processes and Dynamic Programming

PubMed Central

Uc-Cetina, Víctor; Moo-Mena, Francisco; Hernandez-Ucan, Rafael

2015-01-01

We propose a Markov decision process model for solving the Web service composition (WSC) problem. Iterative policy evaluation, value iteration, and policy iteration algorithms are used to experimentally validate our approach, with artificial and real data. The experimental results show the reliability of the model and the methods employed, with policy iteration being the best one in terms of the minimum number of iterations needed to estimate an optimal policy, with the highest Quality of Service attributes. Our experimental work shows how the solution of a WSC problem involving a set of 100,000 individual Web services and where a valid composition requiring the selection of 1,000 services from the available set can be computed in the worst case in less than 200 seconds, using an Intel Core i5 computer with 6 GB RAM. Moreover, a real WSC problem involving only 7 individual Web services requires less than 0.08 seconds, using the same computational power. Finally, a comparison with two popular reinforcement learning algorithms, sarsa and Q-learning, shows that these algorithms require one or two orders of magnitude and more time than policy iteration, iterative policy evaluation, and value iteration to handle WSC problems of the same complexity. PMID:25874247

Iterative methods for plasma sheath calculations: Application to spherical probe

NASA Technical Reports Server (NTRS)

Parker, L. W.; Sullivan, E. C.

1973-01-01

The computer cost of a Poisson-Vlasov iteration procedure for the numerical solution of a steady-state collisionless plasma-sheath problem depends on: (1) the nature of the chosen iterative algorithm, (2) the position of the outer boundary of the grid, and (3) the nature of the boundary condition applied to simulate a condition at infinity (as in three-dimensional probe or satellite-wake problems). Two iterative algorithms, in conjunction with three types of boundary conditions, are analyzed theoretically and applied to the computation of current-voltage characteristics of a spherical electrostatic probe. The first algorithm was commonly used by physicists, and its computer costs depend primarily on the boundary conditions and are only slightly affected by the mesh interval. The second algorithm is not commonly used, and its costs depend primarily on the mesh interval and slightly on the boundary conditions.

An efficient iteration strategy for the solution of the Euler equations

NASA Technical Reports Server (NTRS)

Walters, R. W.; Dwoyer, D. L.

1985-01-01

A line Gauss-Seidel (LGS) relaxation algorithm in conjunction with a one-parameter family of upwind discretizations of the Euler equations in two-dimensions is described. The basic algorithm has the property that convergence to the steady-state is quadratic for fully supersonic flows and linear otherwise. This is in contrast to the block ADI methods (either central or upwind differenced) and the upwind biased relaxation schemes, all of which converge linearly, independent of the flow regime. Moreover, the algorithm presented here is easily enhanced to detect regions of subsonic flow embedded in supersonic flow. This allows marching by lines in the supersonic regions, converging each line quadratically, and iterating in the subsonic regions, thus yielding a very efficient iteration strategy. Numerical results are presented for two-dimensional supersonic and transonic flows containing both oblique and normal shock waves which confirm the efficiency of the iteration strategy.

SNL-SAND-IV v. 0.9 (beta)

DOE Office of Scientific and Technical Information (OSTI.GOV)

Griffin, Patrick J.

2016-10-05

The code is used to provide an unfolded/adjusted energy-dependent fission reactor neutron spectrum based upon an input trial spectrum and a set of measured activities. This is part of a neutron environment characterization that supports doing testing in a given reactor environment. An iterative perturbation method is used to obtain a "best fit" neutron flux spectrum for a given input set of infinitely dilute foil activities. The calculational procedure consists of the selection of a trial flux spectrum to serve as the initial approximation to the solution, and subsequent iteration to a form acceptable as an appropriate solution. The solutionmore » is specified either as time-integrated flux (fluence) for a pulsed environment or as a flux for a steady-state neutron environment.« less

Block iterative restoration of astronomical images with the massively parallel processor

NASA Technical Reports Server (NTRS)

Heap, Sara R.; Lindler, Don J.

1987-01-01

A method is described for algebraic image restoration capable of treating astronomical images. For a typical 500 x 500 image, direct algebraic restoration would require the solution of a 250,000 x 250,000 linear system. The block iterative approach is used to reduce the problem to solving 4900 121 x 121 linear systems. The algorithm was implemented on the Goddard Massively Parallel Processor, which can solve a 121 x 121 system in approximately 0.06 seconds. Examples are shown of the results for various astronomical images.

Application of the Homotopy Perturbation Method to the Nonlinear Pendulum

ERIC Educational Resources Information Center

Belendez, A.; Hernandez, A.; Belendez, T.; Marquez, A.

2007-01-01

The homotopy perturbation method is used to solve the nonlinear differential equation that governs the nonlinear oscillations of a simple pendulum, and an approximate expression for its period is obtained. Only one iteration leads to high accuracy of the solutions and the relative error for the approximate period is less than 2% for amplitudes as…

Highly Accurate Analytical Approximate Solution to a Nonlinear Pseudo-Oscillator

NASA Astrophysics Data System (ADS)

Wu, Baisheng; Liu, Weijia; Lim, C. W.

2017-07-01

A second-order Newton method is presented to construct analytical approximate solutions to a nonlinear pseudo-oscillator in which the restoring force is inversely proportional to the dependent variable. The nonlinear equation is first expressed in a specific form, and it is then solved in two steps, a predictor and a corrector step. In each step, the harmonic balance method is used in an appropriate manner to obtain a set of linear algebraic equations. With only one simple second-order Newton iteration step, a short, explicit, and highly accurate analytical approximate solution can be derived. The approximate solutions are valid for all amplitudes of the pseudo-oscillator. Furthermore, the method incorporates second-order Taylor expansion in a natural way, and it is of significant faster convergence rate.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Liu, L; Han, Y; Jin, M

Purpose: To develop an iterative reconstruction method for X-ray CT, in which the reconstruction can quickly converge to the desired solution with much reduced projection views. Methods: The reconstruction is formulated as a convex feasibility problem, i.e. the solution is an intersection of three convex sets: 1) data fidelity (DF) set – the L2 norm of the difference of observed projections and those from the reconstructed image is no greater than an error bound; 2) non-negativity of image voxels (NN) set; and 3) piecewise constant (PC) set - the total variation (TV) of the reconstructed image is no greater thanmore » an upper bound. The solution can be found by applying projection onto convex sets (POCS) sequentially for these three convex sets. Specifically, the algebraic reconstruction technique and setting negative voxels as zero are used for projection onto the DF and NN sets, respectively, while the projection onto the PC set is achieved by solving a standard Rudin, Osher, and Fatemi (ROF) model. The proposed method is named as full sequential POCS (FS-POCS), which is tested using the Shepp-Logan phantom and the Catphan600 phantom and compared with two similar algorithms, TV-POCS and CP-TV. Results: Using the Shepp-Logan phantom, the root mean square error (RMSE) of reconstructed images changing along with the number of iterations is used as the convergence measurement. In general, FS- POCS converges faster than TV-POCS and CP-TV, especially with fewer projection views. FS-POCS can also achieve accurate reconstruction of cone-beam CT of the Catphan600 phantom using only 54 views, comparable to that of FDK using 364 views. Conclusion: We developed an efficient iterative reconstruction for sparse-view CT using full sequential POCS. The simulation and physical phantom data demonstrated the computational efficiency and effectiveness of FS-POCS.« less

The U.S. Geological Survey Modular Ground-Water Model - PCGN: A Preconditioned Conjugate Gradient Solver with Improved Nonlinear Control

USGS Publications Warehouse

Naff, Richard L.; Banta, Edward R.

2008-01-01

The preconditioned conjugate gradient with improved nonlinear control (PCGN) package provides addi-tional means by which the solution of nonlinear ground-water flow problems can be controlled as compared to existing solver packages for MODFLOW. Picard iteration is used to solve nonlinear ground-water flow equations by iteratively solving a linear approximation of the nonlinear equations. The linear solution is provided by means of the preconditioned conjugate gradient algorithm where preconditioning is provided by the modi-fied incomplete Cholesky algorithm. The incomplete Cholesky scheme incorporates two levels of fill, 0 and 1, in which the pivots can be modified so that the row sums of the preconditioning matrix and the original matrix are approximately equal. A relaxation factor is used to implement the modified pivots, which determines the degree of modification allowed. The effects of fill level and degree of pivot modification are briefly explored by means of a synthetic, heterogeneous finite-difference matrix; results are reported in the final section of this report. The preconditioned conjugate gradient method is coupled with Picard iteration so as to efficiently solve the nonlinear equations associated with many ground-water flow problems. The description of this coupling of the linear solver with Picard iteration is a primary concern of this document.

Methodology for Sensitivity Analysis, Approximate Analysis, and Design Optimization in CFD for Multidisciplinary Applications

NASA Technical Reports Server (NTRS)

Taylor, Arthur C., III; Hou, Gene W.

1996-01-01

An incremental iterative formulation together with the well-known spatially split approximate-factorization algorithm, is presented for solving the large, sparse systems of linear equations that are associated with aerodynamic sensitivity analysis. This formulation is also known as the 'delta' or 'correction' form. For the smaller two dimensional problems, a direct method can be applied to solve these linear equations in either the standard or the incremental form, in which case the two are equivalent. However, iterative methods are needed for larger two-dimensional and three dimensional applications because direct methods require more computer memory than is currently available. Iterative methods for solving these equations in the standard form are generally unsatisfactory due to an ill-conditioned coefficient matrix; this problem is overcome when these equations are cast in the incremental form. The methodology is successfully implemented and tested using an upwind cell-centered finite-volume formulation applied in two dimensions to the thin-layer Navier-Stokes equations for external flow over an airfoil. In three dimensions this methodology is demonstrated with a marching-solution algorithm for the Euler equations to calculate supersonic flow over the High-Speed Civil Transport configuration (HSCT 24E). The sensitivity derivatives obtained with the incremental iterative method from a marching Euler code are used in a design-improvement study of the HSCT configuration that involves thickness. camber, and planform design variables.

Application of the optimal homotopy asymptotic method to nonlinear Bingham fluid dampers

NASA Astrophysics Data System (ADS)

Marinca, Vasile; Ene, Remus-Daniel; Bereteu, Liviu

2017-10-01

Dynamic response time is an important feature for determining the performance of magnetorheological (MR) dampers in practical civil engineering applications. The objective of this paper is to show how to use the Optimal Homotopy Asymptotic Method (OHAM) to give approximate analytical solutions of the nonlinear differential equation of a modified Bingham model with non-viscous exponential damping. Our procedure does not depend upon small parameters and provides us with a convenient way to optimally control the convergence of the approximate solutions. OHAM is very efficient in practice for ensuring very rapid convergence of the solution after only one iteration and with a small number of steps.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lin, Paul T.; Shadid, John N.; Tsuji, Paul H.

Here, this study explores the performance and scaling of a GMRES Krylov method employed as a smoother for an algebraic multigrid (AMG) preconditioned Newton- Krylov solution approach applied to a fully-implicit variational multiscale (VMS) nite element (FE) resistive magnetohydrodynamics (MHD) formulation. In this context a Newton iteration is used for the nonlinear system and a Krylov (GMRES) method is employed for the linear subsystems. The efficiency of this approach is critically dependent on the scalability and performance of the AMG preconditioner for the linear solutions and the performance of the smoothers play a critical role. Krylov smoothers are considered inmore » an attempt to reduce the time and memory requirements of existing robust smoothers based on additive Schwarz domain decomposition (DD) with incomplete LU factorization solves on each subdomain. Three time dependent resistive MHD test cases are considered to evaluate the method. The results demonstrate that the GMRES smoother can be faster due to a decrease in the preconditioner setup time and a reduction in outer GMRESR solver iterations, and requires less memory (typically 35% less memory for global GMRES smoother) than the DD ILU smoother.« less

Function Invariant and Parameter Scale-Free Transformation Methods

ERIC Educational Resources Information Center

Bentler, P. M.; Wingard, Joseph A.

1977-01-01

A scale-invariant simple structure function of previously studied function components for principal component analysis and factor analysis is defined. First and second partial derivatives are obtained, and Newton-Raphson iterations are utilized. The resulting solutions are locally optimal and subjectively pleasing. (Author/JKS)

Solution Methods for 3D Tomographic Inversion Using A Highly Non-Linear Ray Tracer

NASA Astrophysics Data System (ADS)

Hipp, J. R.; Ballard, S.; Young, C. J.; Chang, M.

2008-12-01

To develop 3D velocity models to improve nuclear explosion monitoring capability, we have developed a 3D tomographic modeling system that traces rays using an implementation of the Um and Thurber ray pseudo- bending approach, with full enforcement of Snell's Law in 3D at the major discontinuities. Due to the highly non-linear nature of the ray tracer, however, we are forced to substantially damp the inversion in order to converge on a reasonable model. Unfortunately the amount of damping is not known a priori and can significantly extend the number of calls of the computationally expensive ray-tracer and the least squares matrix solver. If the damping term is too small the solution step-size produces either an un-realistic model velocity change or places the solution in or near a local minimum from which extrication is nearly impossible. If the damping term is too large, convergence can be very slow or premature convergence can occur. Standard approaches involve running inversions with a suite of damping parameters to find the best model. A better solution methodology is to take advantage of existing non-linear solution techniques such as Levenberg-Marquardt (LM) or quasi-newton iterative solvers. In particular, the LM algorithm was specifically designed to find the minimum of a multi-variate function that is expressed as the sum of squares of non-linear real-valued functions. It has become a standard technique for solving non-linear least squared problems, and is widely adopted in a broad spectrum of disciplines, including the geosciences. At each iteration, the LM approach dynamically varies the level of damping to optimize convergence. When the current estimate of the solution is far from the ultimate solution LM behaves as a steepest decent method, but transitions to Gauss- Newton behavior, with near quadratic convergence, as the estimate approaches the final solution. We show typical linear solution techniques and how they can lead to local minima if the damping is set too low. We also describe the LM technique and show how it automatically determines the appropriate damping factor as it iteratively converges on the best solution. Sandia is a multiprogram laboratory operated by Sandia Corporation, a Lockheed Martin Company, for the United States Department of Energy's National Nuclear Security Administration under Contract DE-AC04- 94AL85000.

Computation of optimal output-feedback compensators for linear time-invariant systems

NASA Technical Reports Server (NTRS)

Platzman, L. K.

1972-01-01

The control of linear time-invariant systems with respect to a quadratic performance criterion was considered, subject to the constraint that the control vector be a constant linear transformation of the output vector. The optimal feedback matrix, f*, was selected to optimize the expected performance, given the covariance of the initial state. It is first shown that the expected performance criterion can be expressed as the ratio of two multinomials in the element of f. This expression provides the basis for a feasible method of determining f* in the case of single-input single-output systems. A number of iterative algorithms are then proposed for the calculation of f* for multiple input-output systems. For two of these, monotone convergence is proved, but they involve the solution of nonlinear matrix equations at each iteration. Another is proposed involving the solution of Lyapunov equations at each iteration, and the gradual increase of the magnitude of a penalty function. Experience with this algorithm will be needed to determine whether or not it does, indeed, possess desirable convergence properties, and whether it can be used to determine the globally optimal f*.

An iterative truncation method for unbounded electromagnetic problems using varying order finite elements

NASA Astrophysics Data System (ADS)

Paul, Prakash

2009-12-01

The finite element method (FEM) is used to solve three-dimensional electromagnetic scattering and radiation problems. Finite element (FE) solutions of this kind contain two main types of error: discretization error and boundary error. Discretization error depends on the number of free parameters used to model the problem, and on how effectively these parameters are distributed throughout the problem space. To reduce the discretization error, the polynomial order of the finite elements is increased, either uniformly over the problem domain or selectively in those areas with the poorest solution quality. Boundary error arises from the condition applied to the boundary that is used to truncate the computational domain. To reduce the boundary error, an iterative absorbing boundary condition (IABC) is implemented. The IABC starts with an inexpensive boundary condition and gradually improves the quality of the boundary condition as the iteration continues. An automatic error control (AEC) is implemented to balance the two types of error. With the AEC, the boundary condition is improved when the discretization error has fallen to a low enough level to make this worth doing. The AEC has these characteristics: (i) it uses a very inexpensive truncation method initially; (ii) it allows the truncation boundary to be very close to the scatterer/radiator; (iii) it puts more computational effort on the parts of the problem domain where it is most needed; and (iv) it can provide as accurate a solution as needed depending on the computational price one is willing to pay. To further reduce the computational cost, disjoint scatterers and radiators that are relatively far from each other are bounded separately and solved using a multi-region method (MRM), which leads to savings in computational cost. A simple analytical way to decide whether the MRM or the single region method will be computationally cheaper is also described. To validate the accuracy and savings in computation time, different shaped metallic and dielectric obstacles (spheres, ogives, cube, flat plate, multi-layer slab etc.) are used for the scattering problems. For the radiation problems, waveguide excited antennas (horn antenna, waveguide with flange, microstrip patch antenna) are used. Using the AEC the peak reduction in computation time during the iteration is typically a factor of 2, compared to the IABC using the same element orders throughout. In some cases, it can be as high as a factor of 4.

Direct application of Padé approximant for solving nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Garcia-Gervacio, Jose Luis; Huerta-Chua, Jesus; Morales-Mendoza, Luis Javier; Gonzalez-Lee, Mario

2014-01-01

This work presents a direct procedure to apply Padé method to find approximate solutions for nonlinear differential equations. Moreover, we present some cases study showing the strength of the method to generate highly accurate rational approximate solutions compared to other semi-analytical methods. The type of tested nonlinear equations are: a highly nonlinear boundary value problem, a differential-algebraic oscillator problem, and an asymptotic problem. The high accurate handy approximations obtained by the direct application of Padé method shows the high potential if the proposed scheme to approximate a wide variety of problems. What is more, the direct application of the Padé approximant aids to avoid the previous application of an approximative method like Taylor series method, homotopy perturbation method, Adomian Decomposition method, homotopy analysis method, variational iteration method, among others, as tools to obtain a power series solutions to post-treat with the Padé approximant. 34L30.

Numerical solutions of nonlinear STIFF initial value problems by perturbed functional iterations

NASA Technical Reports Server (NTRS)

Dey, S. K.

1982-01-01

Numerical solution of nonlinear stiff initial value problems by a perturbed functional iterative scheme is discussed. The algorithm does not fully linearize the system and requires only the diagonal terms of the Jacobian. Some examples related to chemical kinetics are presented.

Robust parallel iterative solvers for linear and least-squares problems, Final Technical Report

DOE Office of Scientific and Technical Information (OSTI.GOV)

Saad, Yousef

2014-01-16

The primary goal of this project is to study and develop robust iterative methods for solving linear systems of equations and least squares systems. The focus of the Minnesota team is on algorithms development, robustness issues, and on tests and validation of the methods on realistic problems. 1. The project begun with an investigation on how to practically update a preconditioner obtained from an ILU-type factorization, when the coefficient matrix changes. 2. We investigated strategies to improve robustness in parallel preconditioners in a specific case of a PDE with discontinuous coefficients. 3. We explored ways to adapt standard preconditioners formore » solving linear systems arising from the Helmholtz equation. These are often difficult linear systems to solve by iterative methods. 4. We have also worked on purely theoretical issues related to the analysis of Krylov subspace methods for linear systems. 5. We developed an effective strategy for performing ILU factorizations for the case when the matrix is highly indefinite. The strategy uses shifting in some optimal way. The method was extended to the solution of Helmholtz equations by using complex shifts, yielding very good results in many cases. 6. We addressed the difficult problem of preconditioning sparse systems of equations on GPUs. 7. A by-product of the above work is a software package consisting of an iterative solver library for GPUs based on CUDA. This was made publicly available. It was the first such library that offers complete iterative solvers for GPUs. 8. We considered another form of ILU which blends coarsening techniques from Multigrid with algebraic multilevel methods. 9. We have released a new version on our parallel solver - called pARMS [new version is version 3]. As part of this we have tested the code in complex settings - including the solution of Maxwell and Helmholtz equations and for a problem of crystal growth.10. As an application of polynomial preconditioning we considered the problem of evaluating f(A)v which arises in statistical sampling. 11. As an application to the methods we developed, we tackled the problem of computing the diagonal of the inverse of a matrix. This arises in statistical applications as well as in many applications in physics. We explored probing methods as well as domain-decomposition type methods. 12. A collaboration with researchers from Toulouse, France, considered the important problem of computing the Schur complement in a domain-decomposition approach. 13. We explored new ways of preconditioning linear systems, based on low-rank approximations.« less

An iterative method for hydrodynamic interactions in Brownian dynamics simulations of polymer dynamics

NASA Astrophysics Data System (ADS)

Miao, Linling; Young, Charles D.; Sing, Charles E.

2017-07-01

Brownian Dynamics (BD) simulations are a standard tool for understanding the dynamics of polymers in and out of equilibrium. Quantitative comparison can be made to rheological measurements of dilute polymer solutions, as well as direct visual observations of fluorescently labeled DNA. The primary computational challenge with BD is the expensive calculation of hydrodynamic interactions (HI), which are necessary to capture physically realistic dynamics. The full HI calculation, performed via a Cholesky decomposition every time step, scales with the length of the polymer as O(N3). This limits the calculation to a few hundred simulated particles. A number of approximations in the literature can lower this scaling to O(N2 - N2.25), and explicit solvent methods scale as O(N); however both incur a significant constant per-time step computational cost. Despite this progress, there remains a need for new or alternative methods of calculating hydrodynamic interactions; large polymer chains or semidilute polymer solutions remain computationally expensive. In this paper, we introduce an alternative method for calculating approximate hydrodynamic interactions. Our method relies on an iterative scheme to establish self-consistency between a hydrodynamic matrix that is averaged over simulation and the hydrodynamic matrix used to run the simulation. Comparison to standard BD simulation and polymer theory results demonstrates that this method quantitatively captures both equilibrium and steady-state dynamics after only a few iterations. The use of an averaged hydrodynamic matrix allows the computationally expensive Brownian noise calculation to be performed infrequently, so that it is no longer the bottleneck of the simulation calculations. We also investigate limitations of this conformational averaging approach in ring polymers.

Electronic excitation spectra of molecules in solution calculated using the symmetry-adapted cluster-configuration interaction method in the polarizable continuum model with perturbative approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fukuda, Ryoichi, E-mail: fukuda@ims.ac.jp; Ehara, Masahiro; Elements Strategy Initiative for Catalysts and Batteries

A perturbative approximation of the state specific polarizable continuum model (PCM) symmetry-adapted cluster-configuration interaction (SAC-CI) method is proposed for efficient calculations of the electronic excitations and absorption spectra of molecules in solutions. This first-order PCM SAC-CI method considers the solvent effects on the energies of excited states up to the first-order with using the zeroth-order wavefunctions. This method can avoid the costly iterative procedure of the self-consistent reaction field calculations. The first-order PCM SAC-CI calculations well reproduce the results obtained by the iterative method for various types of excitations of molecules in polar and nonpolar solvents. The first-order contribution ismore » significant for the excitation energies. The results obtained by the zeroth-order PCM SAC-CI, which considers the fixed ground-state reaction field for the excited-state calculations, are deviated from the results by the iterative method about 0.1 eV, and the zeroth-order PCM SAC-CI cannot predict even the direction of solvent shifts in n-hexane for many cases. The first-order PCM SAC-CI is applied to studying the solvatochromisms of (2,2{sup ′}-bipyridine)tetracarbonyltungsten [W(CO){sub 4}(bpy), bpy = 2,2{sup ′}-bipyridine] and bis(pentacarbonyltungsten)pyrazine [(OC){sub 5}W(pyz)W(CO){sub 5}, pyz = pyrazine]. The SAC-CI calculations reveal the detailed character of the excited states and the mechanisms of solvent shifts. The energies of metal to ligand charge transfer states are significantly sensitive to solvents. The first-order PCM SAC-CI well reproduces the observed absorption spectra of the tungsten carbonyl complexes in several solvents.« less

Optimisation in radiotherapy. III: Stochastic optimisation algorithms and conclusions.

PubMed

Ebert, M

1997-12-01

This is the final article in a three part examination of optimisation in radiotherapy. Previous articles have established the bases and form of the radiotherapy optimisation problem, and examined certain types of optimisation algorithm, namely, those which perform some form of ordered search of the solution space (mathematical programming), and those which attempt to find the closest feasible solution to the inverse planning problem (deterministic inversion). The current paper examines algorithms which search the space of possible irradiation strategies by stochastic methods. The resulting iterative search methods move about the solution space by sampling random variates, which gradually become more constricted as the algorithm converges upon the optimal solution. This paper also discusses the implementation of optimisation in radiotherapy practice.

Locally expansive solutions for a class of iterative equations.

PubMed

Song, Wei; Chen, Sheng

2013-01-01

Iterative equations which can be expressed by the following form f (n) (x) = H(x, f(x), f (2)(x),…, f (n-1)(x)), where n ≥ 2, are investigated. Conditions for the existence of locally expansive C (1) solutions for such equations are given.

A method for the dynamic and thermal stress analysis of space shuttle surface insulation

NASA Technical Reports Server (NTRS)

Ojalvo, I. U.; Levy, A.; Austin, F.

1975-01-01

The thermal protection system of the space shuttle consists of thousands of separate insulation tiles bonded to the orbiter's surface through a soft strain-isolation layer. The individual tiles are relatively thick and possess nonuniform properties. Therefore, each is idealized by finite-element assemblages containing up to 2500 degrees of freedom. Since the tiles affixed to a given structural panel will, in general, interact with one another, application of the standard direct-stiffness method would require equation systems involving excessive numbers of unknowns. This paper presents a method which overcomes this problem through an efficient iterative procedure which requires treatment of only a single tile at any given time. Results of associated static, dynamic, and thermal stress analyses and sufficient conditions for convergence of the iterative solution method are given.

Simulation of fluid-structure interaction in micropumps by coupling of two commercial finite element programs

NASA Astrophysics Data System (ADS)

Klein, Andreas; Gerlach, Gerald

1998-09-01

This paper deals with the simulation of the fluid-structure interaction phenomena in micropumps. The proposed solution approach is based on external coupling of two different solvers, which are considered here as `black boxes'. Therefore, no specific intervention is necessary into the program code, and solvers can be exchanged arbitrarily. For the realization of the external iteration loop, two algorithms are considered: the relaxation-based Gauss-Seidel method and the computationally more extensive Newton method. It is demonstrated in terms of a simplified test case, that for rather weak coupling, the Gauss-Seidel method is sufficient. However, by simply changing the considered fluid from air to water, the two physical domains become strongly coupled, and the Gauss-Seidel method fails to converge in this case. The Newton iteration scheme must be used instead.

Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 1: One-step method

NASA Technical Reports Server (NTRS)

Chang, S. C.

1986-01-01

An algorithm for solving a large class of two- and three-dimensional nonseparable elliptic partial differential equations (PDE's) is developed and tested. It uses a modified D'Yakanov-Gunn iterative procedure in which the relaxation factor is grid-point dependent. It is easy to implement and applicable to a variety of boundary conditions. It is also computationally efficient, as indicated by the results of numerical comparisons with other established methods. Furthermore, the current algorithm has the advantage of possessing two important properties which the traditional iterative methods lack; that is: (1) the convergence rate is relatively insensitive to grid-cell size and aspect ratio, and (2) the convergence rate can be easily estimated by using the coefficient of the PDE being solved.

An efficient flexible-order model for 3D nonlinear water waves

NASA Astrophysics Data System (ADS)

Engsig-Karup, A. P.; Bingham, H. B.; Lindberg, O.

2009-04-01

The flexible-order, finite difference based fully nonlinear potential flow model described in [H.B. Bingham, H. Zhang, On the accuracy of finite difference solutions for nonlinear water waves, J. Eng. Math. 58 (2007) 211-228] is extended to three dimensions (3D). In order to obtain an optimal scaling of the solution effort multigrid is employed to precondition a GMRES iterative solution of the discretized Laplace problem. A robust multigrid method based on Gauss-Seidel smoothing is found to require special treatment of the boundary conditions along solid boundaries, and in particular on the sea bottom. A new discretization scheme using one layer of grid points outside the fluid domain is presented and shown to provide convergent solutions over the full physical and discrete parameter space of interest. Linear analysis of the fundamental properties of the scheme with respect to accuracy, robustness and energy conservation are presented together with demonstrations of grid independent iteration count and optimal scaling of the solution effort. Calculations are made for 3D nonlinear wave problems for steep nonlinear waves and a shoaling problem which show good agreement with experimental measurements and other calculations from the literature.

Computing eigenfunctions and eigenvalues of boundary-value problems with the orthogonal spectral renormalization method

NASA Astrophysics Data System (ADS)

Cartarius, Holger; Musslimani, Ziad H.; Schwarz, Lukas; Wunner, Günter

2018-03-01

The spectral renormalization method was introduced in 2005 as an effective way to compute ground states of nonlinear Schrödinger and Gross-Pitaevskii type equations. In this paper, we introduce an orthogonal spectral renormalization (OSR) method to compute ground and excited states (and their respective eigenvalues) of linear and nonlinear eigenvalue problems. The implementation of the algorithm follows four simple steps: (i) reformulate the underlying eigenvalue problem as a fixed-point equation, (ii) introduce a renormalization factor that controls the convergence properties of the iteration, (iii) perform a Gram-Schmidt orthogonalization process in order to prevent the iteration from converging to an unwanted mode, and (iv) compute the solution sought using a fixed-point iteration. The advantages of the OSR scheme over other known methods (such as Newton's and self-consistency) are (i) it allows the flexibility to choose large varieties of initial guesses without diverging, (ii) it is easy to implement especially at higher dimensions, and (iii) it can easily handle problems with complex and random potentials. The OSR method is implemented on benchmark Hermitian linear and nonlinear eigenvalue problems as well as linear and nonlinear non-Hermitian PT -symmetric models.

A new method for computation of eigenvector derivatives with distinct and repeated eigenvalues in structural dynamic analysis

NASA Astrophysics Data System (ADS)

Li, Zhengguang; Lai, Siu-Kai; Wu, Baisheng

2018-07-01

Determining eigenvector derivatives is a challenging task due to the singularity of the coefficient matrices of the governing equations, especially for those structural dynamic systems with repeated eigenvalues. An effective strategy is proposed to construct a non-singular coefficient matrix, which can be directly used to obtain the eigenvector derivatives with distinct and repeated eigenvalues. This approach also has an advantage that only requires eigenvalues and eigenvectors of interest, without solving the particular solutions of eigenvector derivatives. The Symmetric Quasi-Minimal Residual (SQMR) method is then adopted to solve the governing equations, only the existing factored (shifted) stiffness matrix from an iterative eigensolution such as the subspace iteration method or the Lanczos algorithm is utilized. The present method can deal with both cases of simple and repeated eigenvalues in a unified manner. Three numerical examples are given to illustrate the accuracy and validity of the proposed algorithm. Highly accurate approximations to the eigenvector derivatives are obtained within a few iteration steps, making a significant reduction of the computational effort. This method can be incorporated into a coupled eigensolver/derivative software module. In particular, it is applicable for finite element models with large sparse matrices.

Development of parallel algorithms for electrical power management in space applications

NASA Technical Reports Server (NTRS)

Berry, Frederick C.

1989-01-01

The application of parallel techniques for electrical power system analysis is discussed. The Newton-Raphson method of load flow analysis was used along with the decomposition-coordination technique to perform load flow analysis. The decomposition-coordination technique enables tasks to be performed in parallel by partitioning the electrical power system into independent local problems. Each independent local problem represents a portion of the total electrical power system on which a loan flow analysis can be performed. The load flow analysis is performed on these partitioned elements by using the Newton-Raphson load flow method. These independent local problems will produce results for voltage and power which can then be passed to the coordinator portion of the solution procedure. The coordinator problem uses the results of the local problems to determine if any correction is needed on the local problems. The coordinator problem is also solved by an iterative method much like the local problem. The iterative method for the coordination problem will also be the Newton-Raphson method. Therefore, each iteration at the coordination level will result in new values for the local problems. The local problems will have to be solved again along with the coordinator problem until some convergence conditions are met.

ITERATIVE SOLUTION OF A COUPLED MIXED AND STANDARD GALERKIN DISCRETIZATION METHOD FOR ELLIPTIC PROBLEMS. (R825207)

EPA Science Inventory

The perspectives, information and conclusions conveyed in research project abstracts, progress reports, final reports, journal abstracts and journal publications convey the viewpoints of the principal investigator and may not represent the views and policies of ORD and EPA. Concl...

Techniques and Software for Monolithic Preconditioning of Moderately-sized Geodynamic Stokes Flow Problems

NASA Astrophysics Data System (ADS)

Sanan, Patrick; May, Dave A.; Schenk, Olaf; Bollhöffer, Matthias

2017-04-01

Geodynamics simulations typically involve the repeated solution of saddle-point systems arising from the Stokes equations. These computations often dominate the time to solution. Direct solvers are known for their robustness and ``black box'' properties, yet exhibit superlinear memory requirements and time to solution. More complex multilevel-preconditioned iterative solvers have been very successful for large problems, yet their use can require more effort from the practitioner in terms of setting up a solver and choosing its parameters. We champion an intermediate approach, based on leveraging the power of modern incomplete factorization techniques for indefinite symmetric matrices. These provide an interesting alternative in situations in between the regimes where direct solvers are an obvious choice and those where complex, scalable, iterative solvers are an obvious choice. That is, much like their relatives for definite systems, ILU/ICC-preconditioned Krylov methods and ILU/ICC-smoothed multigrid methods, the approaches demonstrated here provide a useful addition to the solver toolkit. We present results with a simple, PETSc-based, open-source Q2-Q1 (Taylor-Hood) finite element discretization, in 2 and 3 dimensions, with the Stokes and Lamé (linear elasticity) saddle point systems. Attention is paid to cases in which full-operator incomplete factorization gives an improvement in time to solution over direct solution methods (which may not even be feasible due to memory limitations), without the complication of more complex (or at least, less-automatic) preconditioners or smoothers. As an important factor in the relevance of these tools is their availability in portable software, we also describe open-source PETSc interfaces to the factorization routines.

Existence and exponential stability of traveling waves for delayed reaction-diffusion systems

NASA Astrophysics Data System (ADS)

Hsu, Cheng-Hsiung; Yang, Tzi-Sheng; Yu, Zhixian

2018-03-01

The purpose of this work is to investigate the existence and exponential stability of traveling wave solutions for general delayed multi-component reaction-diffusion systems. Following the monotone iteration scheme via an explicit construction of a pair of upper and lower solutions, we first obtain the existence of monostable traveling wave solutions connecting two different equilibria. Then, applying the techniques of weighted energy method and comparison principle, we show that all solutions of the Cauchy problem for the considered systems converge exponentially to traveling wave solutions provided that the initial perturbations around the traveling wave fronts belong to a suitable weighted Sobolev space.

Time-Dependent Parabolic Finite Difference Formulation for Harmonic Sound Propagation in a Two-Dimensional Duct with Flow

NASA Technical Reports Server (NTRS)

Kreider, Kevin L.; Baumeister, Kenneth J.

1996-01-01

An explicit finite difference real time iteration scheme is developed to study harmonic sound propagation in aircraft engine nacelles. To reduce storage requirements for future large 3D problems, the time dependent potential form of the acoustic wave equation is used. To insure that the finite difference scheme is both explicit and stable for a harmonic monochromatic sound field, a parabolic (in time) approximation is introduced to reduce the order of the governing equation. The analysis begins with a harmonic sound source radiating into a quiescent duct. This fully explicit iteration method then calculates stepwise in time to obtain the 'steady state' harmonic solutions of the acoustic field. For stability, applications of conventional impedance boundary conditions requires coupling to explicit hyperbolic difference equations at the boundary. The introduction of the time parameter eliminates the large matrix storage requirements normally associated with frequency domain solutions, and time marching attains the steady-state quickly enough to make the method favorable when compared to frequency domain methods. For validation, this transient-frequency domain method is applied to sound propagation in a 2D hard wall duct with plug flow.

Total-variation based velocity inversion with Bregmanized operator splitting algorithm

NASA Astrophysics Data System (ADS)

Zand, Toktam; Gholami, Ali

2018-04-01

Many problems in applied geophysics can be formulated as a linear inverse problem. The associated problems, however, are large-scale and ill-conditioned. Therefore, regularization techniques are needed to be employed for solving them and generating a stable and acceptable solution. We consider numerical methods for solving such problems in this paper. In order to tackle the ill-conditioning of the problem we use blockiness as a prior information of the subsurface parameters and formulate the problem as a constrained total variation (TV) regularization. The Bregmanized operator splitting (BOS) algorithm as a combination of the Bregman iteration and the proximal forward backward operator splitting method is developed to solve the arranged problem. Two main advantages of this new algorithm are that no matrix inversion is required and that a discrepancy stopping criterion is used to stop the iterations, which allow efficient solution of large-scale problems. The high performance of the proposed TV regularization method is demonstrated using two different experiments: 1) velocity inversion from (synthetic) seismic data which is based on Born approximation, 2) computing interval velocities from RMS velocities via Dix formula. Numerical examples are presented to verify the feasibility of the proposed method for high-resolution velocity inversion.

Approximate optimal guidance for the advanced launch system

NASA Technical Reports Server (NTRS)

Feeley, T. S.; Speyer, J. L.

1993-01-01

A real-time guidance scheme for the problem of maximizing the payload into orbit subject to the equations of motion for a rocket over a spherical, non-rotating earth is presented. An approximate optimal launch guidance law is developed based upon an asymptotic expansion of the Hamilton - Jacobi - Bellman or dynamic programming equation. The expansion is performed in terms of a small parameter, which is used to separate the dynamics of the problem into primary and perturbation dynamics. For the zeroth-order problem the small parameter is set to zero and a closed-form solution to the zeroth-order expansion term of Hamilton - Jacobi - Bellman equation is obtained. Higher-order terms of the expansion include the effects of the neglected perturbation dynamics. These higher-order terms are determined from the solution of first-order linear partial differential equations requiring only the evaluation of quadratures. This technique is preferred as a real-time, on-line guidance scheme to alternative numerical iterative optimization schemes because of the unreliable convergence properties of these iterative guidance schemes and because the quadratures needed for the approximate optimal guidance law can be performed rapidly and by parallel processing. Even if the approximate solution is not nearly optimal, when using this technique the zeroth-order solution always provides a path which satisfies the terminal constraints. Results for two-degree-of-freedom simulations are presented for the simplified problem of flight in the equatorial plane and compared to the guidance scheme generated by the shooting method which is an iterative second-order technique.

Substrate mass transfer: analytical approach for immobilized enzyme reactions

NASA Astrophysics Data System (ADS)

Senthamarai, R.; Saibavani, T. N.

2018-04-01

In this paper, the boundary value problem in immobilized enzyme reactions is formulated and approximate expression for substrate concentration without external mass transfer resistance is presented. He’s variational iteration method is used to give approximate and analytical solutions of non-linear differential equation containing a non linear term related to enzymatic reaction. The relevant analytical solution for the dimensionless substrate concentration profile is discussed in terms of dimensionless reaction parameters α and β.

An adaptive grid algorithm for one-dimensional nonlinear equations

NASA Technical Reports Server (NTRS)

Gutierrez, William E.; Hills, Richard G.

1990-01-01

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.

A family of conjugate gradient methods for large-scale nonlinear equations.

PubMed

Feng, Dexiang; Sun, Min; Wang, Xueyong

2017-01-01

In this paper, we present a family of conjugate gradient projection methods for solving large-scale nonlinear equations. At each iteration, it needs low storage and the subproblem can be easily solved. Compared with the existing solution methods for solving the problem, its global convergence is established without the restriction of the Lipschitz continuity on the underlying mapping. Preliminary numerical results are reported to show the efficiency of the proposed method.

A new numerical approach for uniquely solvable exterior Riemann-Hilbert problem on region with corners

NASA Astrophysics Data System (ADS)

Zamzamir, Zamzana; Murid, Ali H. M.; Ismail, Munira

2014-06-01

Numerical solution for uniquely solvable exterior Riemann-Hilbert problem on region with corners at offcorner points has been explored by discretizing the related integral equation using Picard iteration method without any modifications to the left-hand side (LHS) and right-hand side (RHS) of the integral equation. Numerical errors for all iterations are converge to the required solution. However, for certain problems, it gives lower accuracy. Hence, this paper presents a new numerical approach for the problem by treating the generalized Neumann kernel at LHS and the function at RHS of the integral equation. Due to the existence of the corner points, Gaussian quadrature is employed which avoids the corner points during numerical integration. Numerical example on a test region is presented to demonstrate the effectiveness of this formulation.

Nonlinear and parallel algorithms for finite element discretizations of the incompressible Navier-Stokes equations

NASA Astrophysics Data System (ADS)

Arteaga, Santiago Egido

1998-12-01

The steady-state Navier-Stokes equations are of considerable interest because they are used to model numerous common physical phenomena. The applications encountered in practice often involve small viscosities and complicated domain geometries, and they result in challenging problems in spite of the vast attention that has been dedicated to them. In this thesis we examine methods for computing the numerical solution of the primitive variable formulation of the incompressible equations on distributed memory parallel computers. We use the Galerkin method to discretize the differential equations, although most results are stated so that they apply also to stabilized methods. We also reformulate some classical results in a single framework and discuss some issues frequently dismissed in the literature, such as the implementation of pressure space basis and non- homogeneous boundary values. We consider three nonlinear methods: Newton's method, Oseen's (or Picard) iteration, and sequences of Stokes problems. All these iterative nonlinear methods require solving a linear system at every step. Newton's method has quadratic convergence while that of the others is only linear; however, we obtain theoretical bounds showing that Oseen's iteration is more robust, and we confirm it experimentally. In addition, although Oseen's iteration usually requires more iterations than Newton's method, the linear systems it generates tend to be simpler and its overall costs (in CPU time) are lower. The Stokes problems result in linear systems which are easier to solve, but its convergence is much slower, so that it is competitive only for large viscosities. Inexact versions of these methods are studied, and we explain why the best timings are obtained using relatively modest error tolerances in solving the corresponding linear systems. We also present a new damping optimization strategy based on the quadratic nature of the Navier-Stokes equations, which improves the robustness of all the linearization strategies considered and whose computational cost is negligible. The algebraic properties of these systems depend on both the discretization and nonlinear method used. We study in detail the positive definiteness and skewsymmetry of the advection submatrices (essentially, convection-diffusion problems). We propose a discretization based on a new trilinear form for Newton's method. We solve the linear systems using three Krylov subspace methods, GMRES, QMR and TFQMR, and compare the advantages of each. Our emphasis is on parallel algorithms, and so we consider preconditioners suitable for parallel computers such as line variants of the Jacobi and Gauss- Seidel methods, alternating direction implicit methods, and Chebyshev and least squares polynomial preconditioners. These work well for moderate viscosities (moderate Reynolds number). For small viscosities we show that effective parallel solution of the advection subproblem is a critical factor to improve performance. Implementation details on a CM-5 are presented.

Domain decomposition methods for systems of conservation laws: Spectral collocation approximations

NASA Technical Reports Server (NTRS)

Quarteroni, Alfio

1989-01-01

Hyperbolic systems of conversation laws are considered which are discretized in space by spectral collocation methods and advanced in time by finite difference schemes. At any time-level a domain deposition method based on an iteration by subdomain procedure was introduced yielding at each step a sequence of independent subproblems (one for each subdomain) that can be solved simultaneously. The method is set for a general nonlinear problem in several space variables. The convergence analysis, however, is carried out only for a linear one-dimensional system with continuous solutions. A precise form of the error reduction factor at each iteration is derived. Although the method is applied here to the case of spectral collocation approximation only, the idea is fairly general and can be used in a different context as well. For instance, its application to space discretization by finite differences is straight forward.

Mathematics of the total alkalinity-pH equation - pathway to robust and universal solution algorithms: the SolveSAPHE package v1.0.1

NASA Astrophysics Data System (ADS)

Munhoven, G.

2013-08-01

The total alkalinity-pH equation, which relates total alkalinity and pH for a given set of total concentrations of the acid-base systems that contribute to total alkalinity in a given water sample, is reviewed and its mathematical properties established. We prove that the equation function is strictly monotone and always has exactly one positive root. Different commonly used approximations are discussed and compared. An original method to derive appropriate initial values for the iterative solution of the cubic polynomial equation based upon carbonate-borate-alkalinity is presented. We then review different methods that have been used to solve the total alkalinity-pH equation, with a main focus on biogeochemical models. The shortcomings and limitations of these methods are made out and discussed. We then present two variants of a new, robust and universally convergent algorithm to solve the total alkalinity-pH equation. This algorithm does not require any a priori knowledge of the solution. SolveSAPHE (Solver Suite for Alkalinity-PH Equations) provides reference implementations of several variants of the new algorithm in Fortran 90, together with new implementations of other, previously published solvers. The new iterative procedure is shown to converge from any starting value to the physical solution. The extra computational cost for the convergence security is only 10-15% compared to the fastest algorithm in our test series.

Domain decomposition method for the Baltic Sea based on theory of adjoint equation and inverse problem.

NASA Astrophysics Data System (ADS)

Lezina, Natalya; Agoshkov, Valery

2017-04-01

Domain decomposition method (DDM) allows one to present a domain with complex geometry as a set of essentially simpler subdomains. This method is particularly applied for the hydrodynamics of oceans and seas. In each subdomain the system of thermo-hydrodynamic equations in the Boussinesq and hydrostatic approximations is solved. The problem of obtaining solution in the whole domain is that it is necessary to combine solutions in subdomains. For this purposes iterative algorithm is created and numerical experiments are conducted to investigate an effectiveness of developed algorithm using DDM. For symmetric operators in DDM, Poincare-Steklov's operators [1] are used, but for the problems of the hydrodynamics, it is not suitable. In this case for the problem, adjoint equation method [2] and inverse problem theory are used. In addition, it is possible to create algorithms for the parallel calculations using DDM on multiprocessor computer system. DDM for the model of the Baltic Sea dynamics is numerically studied. The results of numerical experiments using DDM are compared with the solution of the system of hydrodynamic equations in the whole domain. The work was supported by the Russian Science Foundation (project 14-11-00609, the formulation of the iterative process and numerical experiments). [1] V.I. Agoshkov, Domain Decompositions Methods in the Mathematical Physics Problem // Numerical processes and systems, No 8, Moscow, 1991 (in Russian). [2] V.I. Agoshkov, Optimal Control Approaches and Adjoint Equations in the Mathematical Physics Problem, Institute of Numerical Mathematics, RAS, Moscow, 2003 (in Russian).

Solving ill-posed inverse problems using iterative deep neural networks

NASA Astrophysics Data System (ADS)

Adler, Jonas; Öktem, Ozan

2017-12-01

We propose a partially learned approach for the solution of ill-posed inverse problems with not necessarily linear forward operators. The method builds on ideas from classical regularisation theory and recent advances in deep learning to perform learning while making use of prior information about the inverse problem encoded in the forward operator, noise model and a regularising functional. The method results in a gradient-like iterative scheme, where the ‘gradient’ component is learned using a convolutional network that includes the gradients of the data discrepancy and regulariser as input in each iteration. We present results of such a partially learned gradient scheme on a non-linear tomographic inversion problem with simulated data from both the Sheep-Logan phantom as well as a head CT. The outcome is compared against filtered backprojection and total variation reconstruction and the proposed method provides a 5.4 dB PSNR improvement over the total variation reconstruction while being significantly faster, giving reconstructions of 512 × 512 pixel images in about 0.4 s using a single graphics processing unit (GPU).

Accelerating scientific computations with mixed precision algorithms

NASA Astrophysics Data System (ADS)

Baboulin, Marc; Buttari, Alfredo; Dongarra, Jack; Kurzak, Jakub; Langou, Julie; Langou, Julien; Luszczek, Piotr; Tomov, Stanimire

2009-12-01

On modern architectures, the performance of 32-bit operations is often at least twice as fast as the performance of 64-bit operations. By using a combination of 32-bit and 64-bit floating point arithmetic, the performance of many dense and sparse linear algebra algorithms can be significantly enhanced while maintaining the 64-bit accuracy of the resulting solution. The approach presented here can apply not only to conventional processors but also to other technologies such as Field Programmable Gate Arrays (FPGA), Graphical Processing Units (GPU), and the STI Cell BE processor. Results on modern processor architectures and the STI Cell BE are presented. Program summaryProgram title: ITER-REF Catalogue identifier: AECO_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AECO_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 7211 No. of bytes in distributed program, including test data, etc.: 41 862 Distribution format: tar.gz Programming language: FORTRAN 77 Computer: desktop, server Operating system: Unix/Linux RAM: 512 Mbytes Classification: 4.8 External routines: BLAS (optional) Nature of problem: On modern architectures, the performance of 32-bit operations is often at least twice as fast as the performance of 64-bit operations. By using a combination of 32-bit and 64-bit floating point arithmetic, the performance of many dense and sparse linear algebra algorithms can be significantly enhanced while maintaining the 64-bit accuracy of the resulting solution. Solution method: Mixed precision algorithms stem from the observation that, in many cases, a single precision solution of a problem can be refined to the point where double precision accuracy is achieved. A common approach to the solution of linear systems, either dense or sparse, is to perform the LU factorization of the coefficient matrix using Gaussian elimination. First, the coefficient matrix A is factored into the product of a lower triangular matrix L and an upper triangular matrix U. Partial row pivoting is in general used to improve numerical stability resulting in a factorization PA=LU, where P is a permutation matrix. The solution for the system is achieved by first solving Ly=Pb (forward substitution) and then solving Ux=y (backward substitution). Due to round-off errors, the computed solution, x, carries a numerical error magnified by the condition number of the coefficient matrix A. In order to improve the computed solution, an iterative process can be applied, which produces a correction to the computed solution at each iteration, which then yields the method that is commonly known as the iterative refinement algorithm. Provided that the system is not too ill-conditioned, the algorithm produces a solution correct to the working precision. Running time: seconds/minutes

New Parallel Algorithms for Structural Analysis and Design of Aerospace Structures

NASA Technical Reports Server (NTRS)

Nguyen, Duc T.

1998-01-01

Subspace and Lanczos iterations have been developed, well documented, and widely accepted as efficient methods for obtaining p-lowest eigen-pair solutions of large-scale, practical engineering problems. The focus of this paper is to incorporate recent developments in vectorized sparse technologies in conjunction with Subspace and Lanczos iterative algorithms for computational enhancements. Numerical performance, in terms of accuracy and efficiency of the proposed sparse strategies for Subspace and Lanczos algorithm, is demonstrated by solving for the lowest frequencies and mode shapes of structural problems on the IBM-R6000/590 and SunSparc 20 workstations.

New Multigrid Method Including Elimination Algolithm Based on High-Order Vector Finite Elements in Three Dimensional Magnetostatic Field Analysis

NASA Astrophysics Data System (ADS)

Hano, Mitsuo; Hotta, Masashi

A new multigrid method based on high-order vector finite elements is proposed in this paper. Low level discretizations in this method are obtained by using low-order vector finite elements for the same mesh. Gauss-Seidel method is used as a smoother, and a linear equation of lowest level is solved by ICCG method. But it is often found that multigrid solutions do not converge into ICCG solutions. An elimination algolithm of constant term using a null space of the coefficient matrix is also described. In three dimensional magnetostatic field analysis, convergence time and number of iteration of this multigrid method are discussed with the convectional ICCG method.

Conjugate Gradient Algorithms For Manipulator Simulation

NASA Technical Reports Server (NTRS)

Fijany, Amir; Scheid, Robert E.

1991-01-01

Report discusses applicability of conjugate-gradient algorithms to computation of forward dynamics of robotic manipulators. Rapid computation of forward dynamics essential to teleoperation and other advanced robotic applications. Part of continuing effort to find algorithms meeting requirements for increased computational efficiency and speed. Method used for iterative solution of systems of linear equations.

Variable-Metric Algorithm For Constrained Optimization

NASA Technical Reports Server (NTRS)

Frick, James D.

1989-01-01

Variable Metric Algorithm for Constrained Optimization (VMACO) is nonlinear computer program developed to calculate least value of function of n variables subject to general constraints, both equality and inequality. First set of constraints equality and remaining constraints inequalities. Program utilizes iterative method in seeking optimal solution. Written in ANSI Standard FORTRAN 77.

Solving Rational Expectations Models Using Excel

ERIC Educational Resources Information Center

Strulik, Holger

2004-01-01

Simple problems of discrete-time optimal control can be solved using a standard spreadsheet software. The employed-solution method of backward iteration is intuitively understandable, does not require any programming skills, and is easy to implement so that it is suitable for classroom exercises with rational-expectations models. The author…

Hidden Connections between Regression Models of Strain-Gage Balance Calibration Data

NASA Technical Reports Server (NTRS)

Ulbrich, Norbert

2013-01-01

Hidden connections between regression models of wind tunnel strain-gage balance calibration data are investigated. These connections become visible whenever balance calibration data is supplied in its design format and both the Iterative and Non-Iterative Method are used to process the data. First, it is shown how the regression coefficients of the fitted balance loads of a force balance can be approximated by using the corresponding regression coefficients of the fitted strain-gage outputs. Then, data from the manual calibration of the Ames MK40 six-component force balance is chosen to illustrate how estimates of the regression coefficients of the fitted balance loads can be obtained from the regression coefficients of the fitted strain-gage outputs. The study illustrates that load predictions obtained by applying the Iterative or the Non-Iterative Method originate from two related regression solutions of the balance calibration data as long as balance loads are given in the design format of the balance, gage outputs behave highly linear, strict statistical quality metrics are used to assess regression models of the data, and regression model term combinations of the fitted loads and gage outputs can be obtained by a simple variable exchange.

Measurement Uncertainty of Dew-Point Temperature in a Two-Pressure Humidity Generator

NASA Astrophysics Data System (ADS)

Martins, L. Lages; Ribeiro, A. Silva; Alves e Sousa, J.; Forbes, Alistair B.

2012-09-01

This article describes the measurement uncertainty evaluation of the dew-point temperature when using a two-pressure humidity generator as a reference standard. The estimation of the dew-point temperature involves the solution of a non-linear equation for which iterative solution techniques, such as the Newton-Raphson method, are required. Previous studies have already been carried out using the GUM method and the Monte Carlo method but have not discussed the impact of the approximate numerical method used to provide the temperature estimation. One of the aims of this article is to take this approximation into account. Following the guidelines presented in the GUM Supplement 1, two alternative approaches can be developed: the forward measurement uncertainty propagation by the Monte Carlo method when using the Newton-Raphson numerical procedure; and the inverse measurement uncertainty propagation by Bayesian inference, based on prior available information regarding the usual dispersion of values obtained by the calibration process. The measurement uncertainties obtained using these two methods can be compared with previous results. Other relevant issues concerning this research are the broad application to measurements that require hygrometric conditions obtained from two-pressure humidity generators and, also, the ability to provide a solution that can be applied to similar iterative models. The research also studied the factors influencing both the use of the Monte Carlo method (such as the seed value and the convergence parameter) and the inverse uncertainty propagation using Bayesian inference (such as the pre-assigned tolerance, prior estimate, and standard deviation) in terms of their accuracy and adequacy.

Introducing a new family of short-range potentials and their numerical solutions using the asymptotic iteration method

NASA Astrophysics Data System (ADS)

Assi, I. A.; Sous, A. J.

2018-05-01

The goal of this work is to derive a new class of short-range potentials that could have a wide range of physical applications, specially in molecular physics. The tridiagonal representation approach has been developed beyond its limitations to produce new potentials by requiring the representation of the Schrödinger wave operator to be multidiagonal and symmetric. This produces a family of Hulthén potentials that has a specific structure, as mentioned in the introduction. As an example, we have solved the nonrelativistic wave equation for the new four-parameter short-range screening potential numerically using the asymptotic iteration method, where we tabulated the eigenvalues for both s -wave and arbitrary l -wave cases in tables.

A Two Colorable Fourth Order Compact Difference Scheme and Parallel Iterative Solution of the 3D Convection Diffusion Equation

NASA Technical Reports Server (NTRS)

Zhang, Jun; Ge, Lixin; Kouatchou, Jules

2000-01-01

A new fourth order compact difference scheme for the three dimensional convection diffusion equation with variable coefficients is presented. The novelty of this new difference scheme is that it Only requires 15 grid points and that it can be decoupled with two colors. The entire computational grid can be updated in two parallel subsweeps with the Gauss-Seidel type iterative method. This is compared with the known 19 point fourth order compact differenCe scheme which requires four colors to decouple the computational grid. Numerical results, with multigrid methods implemented on a shared memory parallel computer, are presented to compare the 15 point and the 19 point fourth order compact schemes.

Reduction of Free Edge Peeling Stress of Laminated Composites Using Active Piezoelectric Layers

PubMed Central

Huang, Bin; Kim, Heung Soo

2014-01-01

An analytical approach is proposed in the reduction of free edge peeling stresses of laminated composites using active piezoelectric layers. The approach is the extended Kantorovich method which is an iterative method. Multiterms of trial function are employed and governing equations are derived by taking the principle of complementary virtual work. The solutions are obtained by solving a generalized eigenvalue problem. By this approach, the stresses automatically satisfy not only the traction-free boundary conditions, but also the free edge boundary conditions. Through the iteration processes, the free edge stresses converge very quickly. It is found that the peeling stresses generated by mechanical loadings are significantly reduced by applying a proper electric field to the piezoelectric actuators. PMID:25025088

Improving the numerical integration solution of satellite orbits in the presence of solar radiation pressure using modified back differences

NASA Technical Reports Server (NTRS)

Lundberg, J. B.; Feulner, M. R.; Abusali, P. A. M.; Ho, C. S.

1991-01-01

The method of modified back differences, a technique that significantly reduces the numerical integration errors associated with crossing shadow boundaries using a fixed-mesh multistep integrator without a significant increase in computer run time, is presented. While Hubbard's integral approach can produce significant improvements to the trajectory solution, the interpolation method provides the best overall results. It is demonstrated that iterating on the point mass term correction is also important for achieving the best overall results. It is also shown that the method of modified back differences can be implemented with only a small increase in execution time.

Numerical methods for solving moment equations in kinetic theory of neuronal network dynamics

NASA Astrophysics Data System (ADS)

Rangan, Aaditya V.; Cai, David; Tao, Louis

2007-02-01

Recently developed kinetic theory and related closures for neuronal network dynamics have been demonstrated to be a powerful theoretical framework for investigating coarse-grained dynamical properties of neuronal networks. The moment equations arising from the kinetic theory are a system of (1 + 1)-dimensional nonlinear partial differential equations (PDE) on a bounded domain with nonlinear boundary conditions. The PDEs themselves are self-consistently specified by parameters which are functions of the boundary values of the solution. The moment equations can be stiff in space and time. Numerical methods are presented here for efficiently and accurately solving these moment equations. The essential ingredients in our numerical methods include: (i) the system is discretized in time with an implicit Euler method within a spectral deferred correction framework, therefore, the PDEs of the kinetic theory are reduced to a sequence, in time, of boundary value problems (BVPs) with nonlinear boundary conditions; (ii) a set of auxiliary parameters is introduced to recast the original BVP with nonlinear boundary conditions as BVPs with linear boundary conditions - with additional algebraic constraints on the auxiliary parameters; (iii) a careful combination of two Newton's iterates for the nonlinear BVP with linear boundary condition, interlaced with a Newton's iterate for solving the associated algebraic constraints is constructed to achieve quadratic convergence for obtaining the solutions with self-consistent parameters. It is shown that a simple fixed-point iteration can only achieve a linear convergence for the self-consistent parameters. The practicability and efficiency of our numerical methods for solving the moment equations of the kinetic theory are illustrated with numerical examples. It is further demonstrated that the moment equations derived from the kinetic theory of neuronal network dynamics can very well capture the coarse-grained dynamical properties of integrate-and-fire neuronal networks.

A modular finite-element model (MODFE) for areal and axisymmetric ground-water-flow problems, Part 2: Derivation of finite-element equations and comparisons with analytical solutions

USGS Publications Warehouse

Cooley, Richard L.

1992-01-01

MODFE, a modular finite-element model for simulating steady- or unsteady-state, area1 or axisymmetric flow of ground water in a heterogeneous anisotropic aquifer is documented in a three-part series of reports. In this report, part 2, the finite-element equations are derived by minimizing a functional of the difference between the true and approximate hydraulic head, which produces equations that are equivalent to those obtained by either classical variational or Galerkin techniques. Spatial finite elements are triangular with linear basis functions, and temporal finite elements are one dimensional with linear basis functions. Physical processes that can be represented by the model include (1) confined flow, unconfined flow (using the Dupuit approximation), or a combination of both; (2) leakage through either rigid or elastic confining units; (3) specified recharge or discharge at points, along lines, or areally; (4) flow across specified-flow, specified-head, or head-dependent boundaries; (5) decrease of aquifer thickness to zero under extreme water-table decline and increase of aquifer thickness from zero as the water table rises; and (6) head-dependent fluxes from springs, drainage wells, leakage across riverbeds or confining units combined with aquifer dewatering, and evapotranspiration. The matrix equations produced by the finite-element method are solved by the direct symmetric-Doolittle method or the iterative modified incomplete-Cholesky conjugate-gradient method. The direct method can be efficient for small- to medium-sized problems (less than about 500 nodes), and the iterative method is generally more efficient for larger-sized problems. Comparison of finite-element solutions with analytical solutions for five example problems demonstrates that the finite-element model can yield accurate solutions to ground-water flow problems.

Numerical reconstruction of unknown Robin inclusions inside a heat conductor by a non-iterative method

NASA Astrophysics Data System (ADS)

Nakamura, Gen; Wang, Haibing

2017-05-01

Consider the problem of reconstructing unknown Robin inclusions inside a heat conductor from boundary measurements. This problem arises from active thermography and is formulated as an inverse boundary value problem for the heat equation. In our previous works, we proposed a sampling-type method for reconstructing the boundary of the Robin inclusion and gave its rigorous mathematical justification. This method is non-iterative and based on the characterization of the solution to the so-called Neumann- to-Dirichlet map gap equation. In this paper, we give a further investigation of the reconstruction method from both the theoretical and numerical points of view. First, we clarify the solvability of the Neumann-to-Dirichlet map gap equation and establish a relation of its solution to the Green function associated with an initial-boundary value problem for the heat equation inside the Robin inclusion. This naturally provides a way of computing this Green function from the Neumann-to-Dirichlet map and explains what is the input for the linear sampling method. Assuming that the Neumann-to-Dirichlet map gap equation has a unique solution, we also show the convergence of our method for noisy measurements. Second, we give the numerical implementation of the reconstruction method for two-dimensional spatial domains. The measurements for our inverse problem are simulated by solving the forward problem via the boundary integral equation method. Numerical results are presented to illustrate the efficiency and stability of the proposed method. By using a finite sequence of transient input over a time interval, we propose a new sampling method over the time interval by single measurement which is most likely to be practical.

Numerical solution of nonlinear partial differential equations of mixed type. [finite difference approximation

NASA Technical Reports Server (NTRS)

Jameson, A.

1976-01-01

A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.

A Calculation Method for Convective Heat and Mass Transfer in Multiply-Slotted Film-Cooling Applications.

DTIC Science & Technology

1980-01-01

Transport of Heat ..... .......... 8 3. THE SOLUTION PROCEDURE ..... .. ................. 8 3.1 The Finite-Difference Grid Network ... .......... 8 3.2...The Finite-Difference Grid Network. Figure 4: The Iterative Solution Procedure used at each Streamwise Station. Figure 5: Velocity Profiles in the...the finite-difference grid in the y-direction. I is the mixing length. L is the distance in the x-direction from the injection slot entrance to the

Optimal Artificial Boundary Condition Configurations for Sensitivity-Based Model Updating and Damage Detection

DTIC Science & Technology

2010-09-01

matrix is used in many methods, like Jacobi or Gauss Seidel , for solving linear systems. Also, no partial pivoting is necessary for a strictly column...problems that arise during the procedure, which in general, converges to the solving of a linear system. The most common issue with the solution is the... iterative procedure to find an appropriate subset of parameters that produce an optimal solution commonly known as forward selection. Then, the

Gaussian closure technique applied to the hysteretic Bouc model with non-zero mean white noise excitation

NASA Astrophysics Data System (ADS)

Waubke, Holger; Kasess, Christian H.

2016-11-01

Devices that emit structure-borne sound are commonly decoupled by elastic components to shield the environment from acoustical noise and vibrations. The elastic elements often have a hysteretic behavior that is typically neglected. In order to take hysteretic behavior into account, Bouc developed a differential equation for such materials, especially joints made of rubber or equipped with dampers. In this work, the Bouc model is solved by means of the Gaussian closure technique based on the Kolmogorov equation. Kolmogorov developed a method to derive probability density functions for arbitrary explicit first-order vector differential equations under white noise excitation using a partial differential equation of a multivariate conditional probability distribution. Up to now no analytical solution of the Kolmogorov equation in conjunction with the Bouc model exists. Therefore a wide range of approximate solutions, especially the statistical linearization, were developed. Using the Gaussian closure technique that is an approximation to the Kolmogorov equation assuming a multivariate Gaussian distribution an analytic solution is derived in this paper for the Bouc model. For the stationary case the two methods yield equivalent results, however, in contrast to statistical linearization the presented solution allows to calculate the transient behavior explicitly. Further, stationary case leads to an implicit set of equations that can be solved iteratively with a small number of iterations and without instabilities for specific parameter sets.

Fully coupled simulation of multiple hydraulic fractures to propagate simultaneously from a perforated horizontal wellbore

NASA Astrophysics Data System (ADS)

Zeng, Qinglei; Liu, Zhanli; Wang, Tao; Gao, Yue; Zhuang, Zhuo

2018-02-01

In hydraulic fracturing process in shale rock, multiple fractures perpendicular to a horizontal wellbore are usually driven to propagate simultaneously by the pumping operation. In this paper, a numerical method is developed for the propagation of multiple hydraulic fractures (HFs) by fully coupling the deformation and fracturing of solid formation, fluid flow in fractures, fluid partitioning through a horizontal wellbore and perforation entry loss effect. The extended finite element method (XFEM) is adopted to model arbitrary growth of the fractures. Newton's iteration is proposed to solve these fully coupled nonlinear equations, which is more efficient comparing to the widely adopted fixed-point iteration in the literatures and avoids the need to impose fluid pressure boundary condition when solving flow equations. A secant iterative method based on the stress intensity factor (SIF) is proposed to capture different propagation velocities of multiple fractures. The numerical results are compared with theoretical solutions in literatures to verify the accuracy of the method. The simultaneous propagation of multiple HFs is simulated by the newly proposed algorithm. The coupled influences of propagation regime, stress interaction, wellbore pressure loss and perforation entry loss on simultaneous propagation of multiple HFs are investigated.

Iterative Adaptive Dynamic Programming for Solving Unknown Nonlinear Zero-Sum Game Based on Online Data.

PubMed

Zhu, Yuanheng; Zhao, Dongbin; Li, Xiangjun

2017-03-01

H ∞ control is a powerful method to solve the disturbance attenuation problems that occur in some control systems. The design of such controllers relies on solving the zero-sum game (ZSG). But in practical applications, the exact dynamics is mostly unknown. Identification of dynamics also produces errors that are detrimental to the control performance. To overcome this problem, an iterative adaptive dynamic programming algorithm is proposed in this paper to solve the continuous-time, unknown nonlinear ZSG with only online data. A model-free approach to the Hamilton-Jacobi-Isaacs equation is developed based on the policy iteration method. Control and disturbance policies and value are approximated by neural networks (NNs) under the critic-actor-disturber structure. The NN weights are solved by the least-squares method. According to the theoretical analysis, our algorithm is equivalent to a Gauss-Newton method solving an optimization problem, and it converges uniformly to the optimal solution. The online data can also be used repeatedly, which is highly efficient. Simulation results demonstrate its feasibility to solve the unknown nonlinear ZSG. When compared with other algorithms, it saves a significant amount of online measurement time.

An incremental strategy for calculating consistent discrete CFD sensitivity derivatives

NASA Technical Reports Server (NTRS)

Korivi, Vamshi Mohan; Taylor, Arthur C., III; Newman, Perry A.; Hou, Gene W.; Jones, Henry E.

1992-01-01

In this preliminary study involving advanced computational fluid dynamic (CFD) codes, an incremental formulation, also known as the 'delta' or 'correction' form, is presented for solving the very large sparse systems of linear equations which are associated with aerodynamic sensitivity analysis. For typical problems in 2D, a direct solution method can be applied to these linear equations which are associated with aerodynamic sensitivity analysis. For typical problems in 2D, a direct solution method can be applied to these linear equations in either the standard or the incremental form, in which case the two are equivalent. Iterative methods appear to be needed for future 3D applications; however, because direct solver methods require much more computer memory than is currently available. Iterative methods for solving these equations in the standard form result in certain difficulties, such as ill-conditioning of the coefficient matrix, which can be overcome when these equations are cast in the incremental form; these and other benefits are discussed. The methodology is successfully implemented and tested in 2D using an upwind, cell-centered, finite volume formulation applied to the thin-layer Navier-Stokes equations. Results are presented for two laminar sample problems: (1) transonic flow through a double-throat nozzle; and (2) flow over an isolated airfoil.

Theoretical performance of foil journal bearings

NASA Technical Reports Server (NTRS)

Carpino, M.; Peng, J.-P.

1991-01-01

A modified forward iteration approach for the coupled solution of foil bearings is presented. The method is used to predict the steady state theoretical performance of a journal type gas bearing constructed from an inextensible shell supported by an elastic foundation. Bending effects are treated as negligible. Finite element methods are used to predict both the foil deflections and the pressure distribution in the gas film.

New variational principles for locating periodic orbits of differential equations.

PubMed

Boghosian, Bruce M; Fazendeiro, Luis M; Lätt, Jonas; Tang, Hui; Coveney, Peter V

2011-06-13

We present new methods for the determination of periodic orbits of general dynamical systems. Iterative algorithms for finding solutions by these methods, for both the exact continuum case, and for approximate discrete representations suitable for numerical implementation, are discussed. Finally, we describe our approach to the computation of unstable periodic orbits of the driven Navier-Stokes equations, simulated using the lattice Boltzmann equation.

A framelet-based iterative maximum-likelihood reconstruction algorithm for spectral CT

NASA Astrophysics Data System (ADS)

Wang, Yingmei; Wang, Ge; Mao, Shuwei; Cong, Wenxiang; Ji, Zhilong; Cai, Jian-Feng; Ye, Yangbo

2016-11-01

Standard computed tomography (CT) cannot reproduce spectral information of an object. Hardware solutions include dual-energy CT which scans the object twice in different x-ray energy levels, and energy-discriminative detectors which can separate lower and higher energy levels from a single x-ray scan. In this paper, we propose a software solution and give an iterative algorithm that reconstructs an image with spectral information from just one scan with a standard energy-integrating detector. The spectral information obtained can be used to produce color CT images, spectral curves of the attenuation coefficient μ (r,E) at points inside the object, and photoelectric images, which are all valuable imaging tools in cancerous diagnosis. Our software solution requires no change on hardware of a CT machine. With the Shepp-Logan phantom, we have found that although the photoelectric and Compton components were not perfectly reconstructed, their composite effect was very accurately reconstructed as compared to the ground truth and the dual-energy CT counterpart. This means that our proposed method has an intrinsic benefit in beam hardening correction and metal artifact reduction. The algorithm is based on a nonlinear polychromatic acquisition model for x-ray CT. The key technique is a sparse representation of iterations in a framelet system. Convergence of the algorithm is studied. This is believed to be the first application of framelet imaging tools to a nonlinear inverse problem.

The Shortlist Method for fast computation of the Earth Mover's Distance and finding optimal solutions to transportation problems.

PubMed

Gottschlich, Carsten; Schuhmacher, Dominic

2014-01-01

Finding solutions to the classical transportation problem is of great importance, since this optimization problem arises in many engineering and computer science applications. Especially the Earth Mover's Distance is used in a plethora of applications ranging from content-based image retrieval, shape matching, fingerprint recognition, object tracking and phishing web page detection to computing color differences in linguistics and biology. Our starting point is the well-known revised simplex algorithm, which iteratively improves a feasible solution to optimality. The Shortlist Method that we propose substantially reduces the number of candidates inspected for improving the solution, while at the same time balancing the number of pivots required. Tests on simulated benchmarks demonstrate a considerable reduction in computation time for the new method as compared to the usual revised simplex algorithm implemented with state-of-the-art initialization and pivot strategies. As a consequence, the Shortlist Method facilitates the computation of large scale transportation problems in viable time. In addition we describe a novel method for finding an initial feasible solution which we coin Modified Russell's Method.

The Shortlist Method for Fast Computation of the Earth Mover's Distance and Finding Optimal Solutions to Transportation Problems

PubMed Central

Gottschlich, Carsten; Schuhmacher, Dominic

2014-01-01

Finding solutions to the classical transportation problem is of great importance, since this optimization problem arises in many engineering and computer science applications. Especially the Earth Mover's Distance is used in a plethora of applications ranging from content-based image retrieval, shape matching, fingerprint recognition, object tracking and phishing web page detection to computing color differences in linguistics and biology. Our starting point is the well-known revised simplex algorithm, which iteratively improves a feasible solution to optimality. The Shortlist Method that we propose substantially reduces the number of candidates inspected for improving the solution, while at the same time balancing the number of pivots required. Tests on simulated benchmarks demonstrate a considerable reduction in computation time for the new method as compared to the usual revised simplex algorithm implemented with state-of-the-art initialization and pivot strategies. As a consequence, the Shortlist Method facilitates the computation of large scale transportation problems in viable time. In addition we describe a novel method for finding an initial feasible solution which we coin Modified Russell's Method. PMID:25310106

Numerical Solution of the Flow of a Perfect Gas Over A Circular Cylinder at Infinite Mach Number

NASA Technical Reports Server (NTRS)

Hamaker, Frank M.

1959-01-01

A solution for the two-dimensional flow of an inviscid perfect gas over a circular cylinder at infinite Mach number is obtained by numerical methods of analysis. Nonisentropic conditions of curved shock waves and vorticity are included in the solution. The analysis is divided into two distinct regions, the subsonic region which is analyzed by the relaxation method of Southwell and the supersonic region which was treated by the method of characteristics. Both these methods of analysis are inapplicable on the sonic line which is therefore considered separately. The shapes of the sonic line and the shock wave are obtained by iteration techniques. The striking result of the solution is the strong curvature of the sonic line and of the other lines of constant Mach number. Because of this the influence of the supersonic flow on the sonic line is negligible. On comparison with Newtonian flow methods, it is found that the approximate methods show a larger variation of surface pressure than is given by the present solution.

Region of interest processing for iterative reconstruction in x-ray computed tomography

NASA Astrophysics Data System (ADS)

Kopp, Felix K.; Nasirudin, Radin A.; Mei, Kai; Fehringer, Andreas; Pfeiffer, Franz; Rummeny, Ernst J.; Noël, Peter B.

2015-03-01

The recent advancements in the graphics card technology raised the performance of parallel computing and contributed to the introduction of iterative reconstruction methods for x-ray computed tomography in clinical CT scanners. Iterative maximum likelihood (ML) based reconstruction methods are known to reduce image noise and to improve the diagnostic quality of low-dose CT. However, iterative reconstruction of a region of interest (ROI), especially ML based, is challenging. But for some clinical procedures, like cardiac CT, only a ROI is needed for diagnostics. A high-resolution reconstruction of the full field of view (FOV) consumes unnecessary computation effort that results in a slower reconstruction than clinically acceptable. In this work, we present an extension and evaluation of an existing ROI processing algorithm. Especially improvements for the equalization between regions inside and outside of a ROI are proposed. The evaluation was done on data collected from a clinical CT scanner. The performance of the different algorithms is qualitatively and quantitatively assessed. Our solution to the ROI problem provides an increase in signal-to-noise ratio and leads to visually less noise in the final reconstruction. The reconstruction speed of our technique was observed to be comparable with other previous proposed techniques. The development of ROI processing algorithms in combination with iterative reconstruction will provide higher diagnostic quality in the near future.

Ensemble Kalman Filter versus Ensemble Smoother for Data Assimilation in Groundwater Modeling

NASA Astrophysics Data System (ADS)

Li, L.; Cao, Z.; Zhou, H.

2017-12-01

Groundwater modeling calls for an effective and robust integrating method to fill the gap between the model and data. The Ensemble Kalman Filter (EnKF), a real-time data assimilation method, has been increasingly applied in multiple disciplines such as petroleum engineering and hydrogeology. In this approach, the groundwater models are sequentially updated using measured data such as hydraulic head and concentration data. As an alternative to the EnKF, the Ensemble Smoother (ES) was proposed with updating models using all the data together, and therefore needs a much less computational cost. To further improve the performance of the ES, an iterative ES was proposed for continuously updating the models by assimilating measurements together. In this work, we compare the performance of the EnKF, the ES and the iterative ES using a synthetic example in groundwater modeling. The hydraulic head data modeled on the basis of the reference conductivity field are utilized to inversely estimate conductivities at un-sampled locations. Results are evaluated in terms of the characterization of conductivity and groundwater flow and solute transport predictions. It is concluded that: (1) the iterative ES could achieve a comparable result with the EnKF, but needs a less computational cost; (2) the iterative ES has the better performance than the ES through continuously updating. These findings suggest that the iterative ES should be paid much more attention for data assimilation in groundwater modeling.

Efficient numerical method of freeform lens design for arbitrary irradiance shaping

NASA Astrophysics Data System (ADS)

Wojtanowski, Jacek

2018-05-01

A computational method to design a lens with a flat entrance surface and a freeform exit surface that can transform a collimated, generally non-uniform input beam into a beam with a desired irradiance distribution of arbitrary shape is presented. The methodology is based on non-linear elliptic partial differential equations, known as Monge-Ampère PDEs. This paper describes an original numerical algorithm to solve this problem by applying the Gauss-Seidel method with simplified boundary conditions. A joint MATLAB-ZEMAX environment is used to implement and verify the method. To prove the efficiency of the proposed approach, an exemplary study where the designed lens is faced with the challenging illumination task is shown. An analysis of solution stability, iteration-to-iteration ray mapping evolution (attached in video format), depth of focus and non-zero étendue efficiency is performed.

Limited-memory trust-region methods for sparse relaxation

NASA Astrophysics Data System (ADS)

Adhikari, Lasith; DeGuchy, Omar; Erway, Jennifer B.; Lockhart, Shelby; Marcia, Roummel F.

2017-08-01

In this paper, we solve the l2-l1 sparse recovery problem by transforming the objective function of this problem into an unconstrained differentiable function and applying a limited-memory trust-region method. Unlike gradient projection-type methods, which uses only the current gradient, our approach uses gradients from previous iterations to obtain a more accurate Hessian approximation. Numerical experiments show that our proposed approach eliminates spurious solutions more effectively while improving computational time.

US NDC Modernization Iteration E2 Prototyping Report: User Interface Framework

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lewis, Jennifer E.; Palmer, Melanie A.; Vickers, James Wallace

2014-12-01

During the second iteration of the US NDC Modernization Elaboration phase (E2), the SNL US NDC Modernization project team completed follow-on Rich Client Platform (RCP) exploratory prototyping related to the User Interface Framework (UIF). The team also developed a survey of browser-based User Interface solutions and completed exploratory prototyping for selected solutions. This report presents the results of the browser-based UI survey, summarizes the E2 browser-based UI and RCP prototyping work, and outlines a path forward for the third iteration of the Elaboration phase (E3).

Application of Newton's method to the postbuckling of rings under pressure loadings

NASA Technical Reports Server (NTRS)

Thurston, Gaylen A.

1989-01-01

The postbuckling response of circular rings (or long cylinders) is examined. The rings are subjected to four types of external pressure loadings; each type of pressure is defined by its magnitude and direction at points on the buckled ring. Newton's method is applied to the nonlinear differential equations of the exact inextensional theory for the ring problem. A zeroth approximation for the solution of the nonlinear equations, based on the mode shape corresponding to the first buckling pressure, is derived in closed form for each of the four types of pressure. The zeroth approximation is used to start the iteration cycle in Newton's method to compute numerical solutions of the nonlinear equations. The zeroth approximations for the postbuckling pressure-deflection curves are compared with the converged solutions from Newton's method and with similar results reported in the literature.

Optimization methods and silicon solar cell numerical models

NASA Technical Reports Server (NTRS)

Girardini, K.

1986-01-01

The goal of this project is the development of an optimization algorithm for use with a solar cell model. It is possible to simultaneously vary design variables such as impurity concentrations, front junction depth, back junctions depth, and cell thickness to maximize the predicted cell efficiency. An optimization algorithm has been developed and interfaced with the Solar Cell Analysis Program in 1 Dimension (SCAPID). SCAPID uses finite difference methods to solve the differential equations which, along with several relations from the physics of semiconductors, describe mathematically the operation of a solar cell. A major obstacle is that the numerical methods used in SCAPID require a significant amount of computer time, and during an optimization the model is called iteratively until the design variables converge to the value associated with the maximum efficiency. This problem has been alleviated by designing an optimization code specifically for use with numerically intensive simulations, to reduce the number of times the efficiency has to be calculated to achieve convergence to the optimal solution. Adapting SCAPID so that it could be called iteratively by the optimization code provided another means of reducing the cpu time required to complete an optimization. Instead of calculating the entire I-V curve, as is usually done in SCAPID, only the efficiency is calculated (maximum power voltage and current) and the solution from previous calculations is used to initiate the next solution.

Reconstruction of coded aperture images

NASA Technical Reports Server (NTRS)

Bielefeld, Michael J.; Yin, Lo I.

1987-01-01

Balanced correlation method and the Maximum Entropy Method (MEM) were implemented to reconstruct a laboratory X-ray source as imaged by a Uniformly Redundant Array (URA) system. Although the MEM method has advantages over the balanced correlation method, it is computationally time consuming because of the iterative nature of its solution. Massively Parallel Processing, with its parallel array structure is ideally suited for such computations. These preliminary results indicate that it is possible to use the MEM method in future coded-aperture experiments with the help of the MPP.

Conservative tightly-coupled simulations of stochastic multiscale systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Taverniers, Søren; Pigarov, Alexander Y.; Tartakovsky, Daniel M., E-mail: dmt@ucsd.edu

2016-05-15

Multiphysics problems often involve components whose macroscopic dynamics is driven by microscopic random fluctuations. The fidelity of simulations of such systems depends on their ability to propagate these random fluctuations throughout a computational domain, including subdomains represented by deterministic solvers. When the constituent processes take place in nonoverlapping subdomains, system behavior can be modeled via a domain-decomposition approach that couples separate components at the interfaces between these subdomains. Its coupling algorithm has to maintain a stable and efficient numerical time integration even at high noise strength. We propose a conservative domain-decomposition algorithm in which tight coupling is achieved by employingmore » either Picard's or Newton's iterative method. Coupled diffusion equations, one of which has a Gaussian white-noise source term, provide a computational testbed for analysis of these two coupling strategies. Fully-converged (“implicit”) coupling with Newton's method typically outperforms its Picard counterpart, especially at high noise levels. This is because the number of Newton iterations scales linearly with the amplitude of the Gaussian noise, while the number of Picard iterations can scale superlinearly. At large time intervals between two subsequent inter-solver communications, the solution error for single-iteration (“explicit”) Picard's coupling can be several orders of magnitude higher than that for implicit coupling. Increasing the explicit coupling's communication frequency reduces this difference, but the resulting increase in computational cost can make it less efficient than implicit coupling at similar levels of solution error, depending on the communication frequency of the latter and the noise strength. This trend carries over into higher dimensions, although at high noise strength explicit coupling may be the only computationally viable option.« less

Unsteady flow model for circulation-control airfoils

NASA Technical Reports Server (NTRS)

Rao, B. M.

1979-01-01

An analysis and a numerical lifting surface method are developed for predicting the unsteady airloads on two-dimensional circulation control airfoils in incompressible flow. The analysis and the computer program are validated by correlating the computed unsteady airloads with test data and also with other theoretical solutions. Additionally, a mathematical model for predicting the bending-torsion flutter of a two-dimensional airfoil (a reference section of a wing or rotor blade) and a computer program using an iterative scheme are developed. The flutter program has a provision for using the CC airfoil airloads program or the Theodorsen hard flap solution to compute the unsteady lift and moment used in the flutter equations. The adopted mathematical model and the iterative scheme are used to perform a flutter analysis of a typical CC rotor blade reference section. The program seems to work well within the basic assumption of the incompressible flow.

Computation of a spectrum from a single-beam fourier-transform infrared interferogram.

PubMed

Ben-David, Avishai; Ifarraguerri, Agustin

2002-02-20

A new high-accuracy method has been developed to transform asymmetric single-sided interferograms into spectra. We used a fraction (short, double-sided) of the recorded interferogram and applied an iterative correction to the complete recorded interferogram for the linear part of the phase induced by the various optical elements. Iterative phase correction enhanced the symmetry in the recorded interferogram. We constructed a symmetric double-sided interferogram and followed the Mertz procedure [Infrared Phys. 7,17 (1967)] but with symmetric apodization windows and with a nonlinear phase correction deduced from this double-sided interferogram. In comparing the solution spectrum with the source spectrum we applied the Rayleigh resolution criterion with a Gaussian instrument line shape. The accuracy of the solution is excellent, ranging from better than 0.1% for a blackbody spectrum to a few percent for a complicated atmospheric radiance spectrum.

On nonlinear finite element analysis in single-, multi- and parallel-processors

NASA Technical Reports Server (NTRS)

Utku, S.; Melosh, R.; Islam, M.; Salama, M.

1982-01-01

Numerical solution of nonlinear equilibrium problems of structures by means of Newton-Raphson type iterations is reviewed. Each step of the iteration is shown to correspond to the solution of a linear problem, therefore the feasibility of the finite element method for nonlinear analysis is established. Organization and flow of data for various types of digital computers, such as single-processor/single-level memory, single-processor/two-level-memory, vector-processor/two-level-memory, and parallel-processors, with and without sub-structuring (i.e. partitioning) are given. The effect of the relative costs of computation, memory and data transfer on substructuring is shown. The idea of assigning comparable size substructures to parallel processors is exploited. Under Cholesky type factorization schemes, the efficiency of parallel processing is shown to decrease due to the occasional shared data, just as that due to the shared facilities.

On a multigrid method for the coupled Stokes and porous media flow problem

NASA Astrophysics Data System (ADS)

Luo, P.; Rodrigo, C.; Gaspar, F. J.; Oosterlee, C. W.

2017-07-01

The multigrid solution of coupled porous media and Stokes flow problems is considered. The Darcy equation as the saturated porous medium model is coupled to the Stokes equations by means of appropriate interface conditions. We focus on an efficient multigrid solution technique for the coupled problem, which is discretized by finite volumes on staggered grids, giving rise to a saddle point linear system. Special treatment is required regarding the discretization at the interface. An Uzawa smoother is employed in multigrid, which is a decoupled procedure based on symmetric Gauss-Seidel smoothing for velocity components and a simple Richardson iteration for the pressure field. Since a relaxation parameter is part of a Richardson iteration, Local Fourier Analysis (LFA) is applied to determine the optimal parameters. Highly satisfactory multigrid convergence is reported, and, moreover, the algorithm performs well for small values of the hydraulic conductivity and fluid viscosity, that are relevant for applications.

Using a derivative-free optimization method for multiple solutions of inverse transport problems

DOE PAGES

Armstrong, Jerawan C.; Favorite, Jeffrey A.

2016-01-14

Identifying unknown components of an object that emits radiation is an important problem for national and global security. Radiation signatures measured from an object of interest can be used to infer object parameter values that are not known. This problem is called an inverse transport problem. An inverse transport problem may have multiple solutions and the most widely used approach for its solution is an iterative optimization method. This paper proposes a stochastic derivative-free global optimization algorithm to find multiple solutions of inverse transport problems. The algorithm is an extension of a multilevel single linkage (MLSL) method where a meshmore » adaptive direct search (MADS) algorithm is incorporated into the local phase. Furthermore, numerical test cases using uncollided fluxes of discrete gamma-ray lines are presented to show the performance of this new algorithm.« less

An Assessment of Iterative Reconstruction Methods for Sparse Ultrasound Imaging

PubMed Central

Valente, Solivan A.; Zibetti, Marcelo V. W.; Pipa, Daniel R.; Maia, Joaquim M.; Schneider, Fabio K.

2017-01-01

Ultrasonic image reconstruction using inverse problems has recently appeared as an alternative to enhance ultrasound imaging over beamforming methods. This approach depends on the accuracy of the acquisition model used to represent transducers, reflectivity, and medium physics. Iterative methods, well known in general sparse signal reconstruction, are also suited for imaging. In this paper, a discrete acquisition model is assessed by solving a linear system of equations by an ℓ1-regularized least-squares minimization, where the solution sparsity may be adjusted as desired. The paper surveys 11 variants of four well-known algorithms for sparse reconstruction, and assesses their optimization parameters with the goal of finding the best approach for iterative ultrasound imaging. The strategy for the model evaluation consists of using two distinct datasets. We first generate data from a synthetic phantom that mimics real targets inside a professional ultrasound phantom device. This dataset is contaminated with Gaussian noise with an estimated SNR, and all methods are assessed by their resulting images and performances. The model and methods are then assessed with real data collected by a research ultrasound platform when scanning the same phantom device, and results are compared with beamforming. A distinct real dataset is finally used to further validate the proposed modeling. Although high computational effort is required by iterative methods, results show that the discrete model may lead to images closer to ground-truth than traditional beamforming. However, computing capabilities of current platforms need to evolve before frame rates currently delivered by ultrasound equipments are achievable. PMID:28282862

A finite element solver for 3-D compressible viscous flows

NASA Technical Reports Server (NTRS)

Reddy, K. C.; Reddy, J. N.; Nayani, S.

1990-01-01

Computation of the flow field inside a space shuttle main engine (SSME) requires the application of state of the art computational fluid dynamic (CFD) technology. Several computer codes are under development to solve 3-D flow through the hot gas manifold. Some algorithms were designed to solve the unsteady compressible Navier-Stokes equations, either by implicit or explicit factorization methods, using several hundred or thousands of time steps to reach a steady state solution. A new iterative algorithm is being developed for the solution of the implicit finite element equations without assembling global matrices. It is an efficient iteration scheme based on a modified nonlinear Gauss-Seidel iteration with symmetric sweeps. The algorithm is analyzed for a model equation and is shown to be unconditionally stable. Results from a series of test problems are presented. The finite element code was tested for couette flow, which is flow under a pressure gradient between two parallel plates in relative motion. Another problem that was solved is viscous laminar flow over a flat plate. The general 3-D finite element code was used to compute the flow in an axisymmetric turnaround duct at low Mach numbers.

Non-linear eigensolver-based alternative to traditional SCF methods

NASA Astrophysics Data System (ADS)

Gavin, Brendan; Polizzi, Eric

2013-03-01

The self-consistent iterative procedure in Density Functional Theory calculations is revisited using a new, highly efficient and robust algorithm for solving the non-linear eigenvector problem (i.e. H(X)X = EX;) of the Kohn-Sham equations. This new scheme is derived from a generalization of the FEAST eigenvalue algorithm, and provides a fundamental and practical numerical solution for addressing the non-linearity of the Hamiltonian with the occupied eigenvectors. In contrast to SCF techniques, the traditional outer iterations are replaced by subspace iterations that are intrinsic to the FEAST algorithm, while the non-linearity is handled at the level of a projected reduced system which is orders of magnitude smaller than the original one. Using a series of numerical examples, it will be shown that our approach can outperform the traditional SCF mixing techniques such as Pulay-DIIS by providing a high converge rate and by converging to the correct solution regardless of the choice of the initial guess. We also discuss a practical implementation of the technique that can be achieved effectively using the FEAST solver package. This research is supported by NSF under Grant #ECCS-0846457 and Intel Corporation.

Numerical method for the solution of large systems of differential equations of the boundary layer type

NASA Technical Reports Server (NTRS)

Green, M. J.; Nachtsheim, P. R.

1972-01-01

A numerical method for the solution of large systems of nonlinear differential equations of the boundary-layer type is described. The method is a modification of the technique for satisfying asymptotic boundary conditions. The present method employs inverse interpolation instead of the Newton method to adjust the initial conditions of the related initial-value problem. This eliminates the so-called perturbation equations. The elimination of the perturbation equations not only reduces the user's preliminary work in the application of the method, but also reduces the number of time-consuming initial-value problems to be numerically solved at each iteration. For further ease of application, the solution of the overdetermined system for the unknown initial conditions is obtained automatically by applying Golub's linear least-squares algorithm. The relative ease of application of the proposed numerical method increases directly as the order of the differential-equation system increases. Hence, the method is especially attractive for the solution of large-order systems. After the method is described, it is applied to a fifth-order problem from boundary-layer theory.

A comparative study of minimum norm inverse methods for MEG imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Leahy, R.M.; Mosher, J.C.; Phillips, J.W.

1996-07-01

The majority of MEG imaging techniques currently in use fall into the general class of (weighted) minimum norm methods. The minimization of a norm is used as the basis for choosing one from a generally infinite set of solutions that provide an equally good fit to the data. This ambiguity in the solution arises from the inherent non- uniqueness of the continuous inverse problem and is compounded by the imbalance between the relatively small number of measurements and the large number of source voxels. Here we present a unified view of the minimum norm methods and describe how we canmore » use Tikhonov regularization to avoid instabilities in the solutions due to noise. We then compare the performance of regularized versions of three well known linear minimum norm methods with the non-linear iteratively reweighted minimum norm method and a Bayesian approach.« less

SIAM Conference on Parallel Processing for Scientific Computing, 4th, Chicago, IL, Dec. 11-13, 1989, Proceedings

NASA Technical Reports Server (NTRS)

Dongarra, Jack (Editor); Messina, Paul (Editor); Sorensen, Danny C. (Editor); Voigt, Robert G. (Editor)

1990-01-01

Attention is given to such topics as an evaluation of block algorithm variants in LAPACK and presents a large-grain parallel sparse system solver, a multiprocessor method for the solution of the generalized Eigenvalue problem on an interval, and a parallel QR algorithm for iterative subspace methods on the CM2. A discussion of numerical methods includes the topics of asynchronous numerical solutions of PDEs on parallel computers, parallel homotopy curve tracking on a hypercube, and solving Navier-Stokes equations on the Cedar Multi-Cluster system. A section on differential equations includes a discussion of a six-color procedure for the parallel solution of elliptic systems using the finite quadtree structure, data parallel algorithms for the finite element method, and domain decomposition methods in aerodynamics. Topics dealing with massively parallel computing include hypercube vs. 2-dimensional meshes and massively parallel computation of conservation laws. Performance and tools are also discussed.

The Superior Lambert Algorithm

NASA Astrophysics Data System (ADS)

der, G.

2011-09-01

Lambert algorithms are used extensively for initial orbit determination, mission planning, space debris correlation, and missile targeting, just to name a few applications. Due to the significance of the Lambert problem in Astrodynamics, Gauss, Battin, Godal, Lancaster, Gooding, Sun and many others (References 1 to 15) have provided numerous formulations leading to various analytic solutions and iterative methods. Most Lambert algorithms and their computer programs can only work within one revolution, break down or converge slowly when the transfer angle is near zero or 180 degrees, and their multi-revolution limitations are either ignored or barely addressed. Despite claims of robustness, many Lambert algorithms fail without notice, and the users seldom have a clue why. The DerAstrodynamics lambert2 algorithm, which is based on the analytic solution formulated by Sun, works for any number of revolutions and converges rapidly at any transfer angle. It provides significant capability enhancements over every other Lambert algorithm in use today. These include improved speed, accuracy, robustness, and multirevolution capabilities as well as implementation simplicity. Additionally, the lambert2 algorithm provides a powerful tool for solving the angles-only problem without artificial singularities (pointed out by Gooding in Reference 16), which involves 3 lines of sight captured by optical sensors, or systems such as the Air Force Space Surveillance System (AFSSS). The analytic solution is derived from the extended Godal’s time equation by Sun, while the iterative method of solution is that of Laguerre, modified for robustness. The Keplerian solution of a Lambert algorithm can be extended to include the non-Keplerian terms of the Vinti algorithm via a simple targeting technique (References 17 to 19). Accurate analytic non-Keplerian trajectories can be predicted for satellites and ballistic missiles, while performing at least 100 times faster in speed than most numerical integration methods.

A new approach to three-dimensional neutron transport solution based on the method of characteristics and linear axial approximation

NASA Astrophysics Data System (ADS)

Zheng, Youqi; Choi, Sooyoung; Lee, Deokjung

2017-12-01

A new approach based on the method of characteristics (MOC) is proposed to solve the neutron transport equation. A new three-dimensional (3D) spatial discretization is applied to avoid the instability issue of the transverse leakage iteration of the traditional 2D/1D approach. In this new approach, the axial and radial variables are discretized in two different ways: the linear expansion is performed in the axial direction, then, the 3D solution of the angular flux is transformed to be the planar solution of 2D angular expansion moments, which are solved by the planar MOC sweeping. Based on the boundary and interface continuity conditions, the 2D expansion moment solution is equivalently transformed to be the solution of the axially averaged angular flux. Using the piecewise averaged angular flux at the top and bottom surfaces of 3D meshes, the planes are coupled to give the 3D angular flux distribution. The 3D CMFD linear system is established from the surface net current of every 3D pin-mesh to accelerate the convergence of power iteration. The STREAM code is extended to be capable of handling 3D problems based on the new approach. Several benchmarks are tested to verify its feasibility and accuracy, including the 3D homogeneous benchmarks and heterogeneous benchmarks. The computational sensitivity is discussed. The results show good accuracy in all tests. With the CMFD acceleration, the convergence is stable. In addition, a pin-cell problem with void gap is calculated. This shows the advantage compared to the traditional 2D/1D MOC methods.

Solution algorithms for nonlinear transient heat conduction analysis employing element-by-element iterative strategies

NASA Technical Reports Server (NTRS)

Winget, J. M.; Hughes, T. J. R.

1985-01-01

The particular problems investigated in the present study arise from nonlinear transient heat conduction. One of two types of nonlinearities considered is related to a material temperature dependence which is frequently needed to accurately model behavior over the range of temperature of engineering interest. The second nonlinearity is introduced by radiation boundary conditions. The finite element equations arising from the solution of nonlinear transient heat conduction problems are formulated. The finite element matrix equations are temporally discretized, and a nonlinear iterative solution algorithm is proposed. Algorithms for solving the linear problem are discussed, taking into account the form of the matrix equations, Gaussian elimination, cost, and iterative techniques. Attention is also given to approximate factorization, implementational aspects, and numerical results.

Single-agent parallel window search

NASA Technical Reports Server (NTRS)

Powley, Curt; Korf, Richard E.

1991-01-01

Parallel window search is applied to single-agent problems by having different processes simultaneously perform iterations of Iterative-Deepening-A(asterisk) (IDA-asterisk) on the same problem but with different cost thresholds. This approach is limited by the time to perform the goal iteration. To overcome this disadvantage, the authors consider node ordering. They discuss how global node ordering by minimum h among nodes with equal f = g + h values can reduce the time complexity of serial IDA-asterisk by reducing the time to perform the iterations prior to the goal iteration. Finally, the two ideas of parallel window search and node ordering are combined to eliminate the weaknesses of each approach while retaining the strengths. The resulting approach, called simply parallel window search, can be used to find a near-optimal solution quickly, improve the solution until it is optimal, and then finally guarantee optimality, depending on the amount of time available.

Primal Barrier Methods for Linear Programming

DTIC Science & Technology

1989-06-01

A Theoretical Bound Concerning the difficulties introduced by an ill-conditioned H- 1, Dikin [Dik67] and Stewart [Stew87] show for a full-rank A...Dik67] I. I. Dikin (1967). Iterative solution of problems of linear and quadratic pro- gramming, Doklady Akademii Nauk SSSR, Tom 174, No. 4. [Fia79] A. V

Rapid Prototyping of Mobile Learning Games

ERIC Educational Resources Information Center

Federley, Maija; Sorsa, Timo; Paavilainen, Janne; Boissonnier, Kimo; Seisto, Anu

2014-01-01

This position paper presents the first results of an on-going project, in which we explore rapid prototyping method to efficiently produce digital learning solutions that are commercially viable. In this first phase, rapid game prototyping and an iterative approach was tested as a quick and efficient way to create learning games and to evaluate…

A Generalization of the Karush-Kuhn-Tucker Theorem for Approximate Solutions of Mathematical Programming Problems Based on Quadratic Approximation

NASA Astrophysics Data System (ADS)

Voloshinov, V. V.

2018-03-01

In computations related to mathematical programming problems, one often has to consider approximate, rather than exact, solutions satisfying the constraints of the problem and the optimality criterion with a certain error. For determining stopping rules for iterative procedures, in the stability analysis of solutions with respect to errors in the initial data, etc., a justified characteristic of such solutions that is independent of the numerical method used to obtain them is needed. A necessary δ-optimality condition in the smooth mathematical programming problem that generalizes the Karush-Kuhn-Tucker theorem for the case of approximate solutions is obtained. The Lagrange multipliers corresponding to the approximate solution are determined by solving an approximating quadratic programming problem.

Stability analysis of a deterministic dose calculation for MRI-guided radiotherapy.

PubMed

Zelyak, O; Fallone, B G; St-Aubin, J

2017-12-14

Modern effort in radiotherapy to address the challenges of tumor localization and motion has led to the development of MRI guided radiotherapy technologies. Accurate dose calculations must properly account for the effects of the MRI magnetic fields. Previous work has investigated the accuracy of a deterministic linear Boltzmann transport equation (LBTE) solver that includes magnetic field, but not the stability of the iterative solution method. In this work, we perform a stability analysis of this deterministic algorithm including an investigation of the convergence rate dependencies on the magnetic field, material density, energy, and anisotropy expansion. The iterative convergence rate of the continuous and discretized LBTE including magnetic fields is determined by analyzing the spectral radius using Fourier analysis for the stationary source iteration (SI) scheme. The spectral radius is calculated when the magnetic field is included (1) as a part of the iteration source, and (2) inside the streaming-collision operator. The non-stationary Krylov subspace solver GMRES is also investigated as a potential method to accelerate the iterative convergence, and an angular parallel computing methodology is investigated as a method to enhance the efficiency of the calculation. SI is found to be unstable when the magnetic field is part of the iteration source, but unconditionally stable when the magnetic field is included in the streaming-collision operator. The discretized LBTE with magnetic fields using a space-angle upwind stabilized discontinuous finite element method (DFEM) was also found to be unconditionally stable, but the spectral radius rapidly reaches unity for very low-density media and increasing magnetic field strengths indicating arbitrarily slow convergence rates. However, GMRES is shown to significantly accelerate the DFEM convergence rate showing only a weak dependence on the magnetic field. In addition, the use of an angular parallel computing strategy is shown to potentially increase the efficiency of the dose calculation.

Stability analysis of a deterministic dose calculation for MRI-guided radiotherapy

NASA Astrophysics Data System (ADS)

Zelyak, O.; Fallone, B. G.; St-Aubin, J.

2018-01-01

Modern effort in radiotherapy to address the challenges of tumor localization and motion has led to the development of MRI guided radiotherapy technologies. Accurate dose calculations must properly account for the effects of the MRI magnetic fields. Previous work has investigated the accuracy of a deterministic linear Boltzmann transport equation (LBTE) solver that includes magnetic field, but not the stability of the iterative solution method. In this work, we perform a stability analysis of this deterministic algorithm including an investigation of the convergence rate dependencies on the magnetic field, material density, energy, and anisotropy expansion. The iterative convergence rate of the continuous and discretized LBTE including magnetic fields is determined by analyzing the spectral radius using Fourier analysis for the stationary source iteration (SI) scheme. The spectral radius is calculated when the magnetic field is included (1) as a part of the iteration source, and (2) inside the streaming-collision operator. The non-stationary Krylov subspace solver GMRES is also investigated as a potential method to accelerate the iterative convergence, and an angular parallel computing methodology is investigated as a method to enhance the efficiency of the calculation. SI is found to be unstable when the magnetic field is part of the iteration source, but unconditionally stable when the magnetic field is included in the streaming-collision operator. The discretized LBTE with magnetic fields using a space-angle upwind stabilized discontinuous finite element method (DFEM) was also found to be unconditionally stable, but the spectral radius rapidly reaches unity for very low-density media and increasing magnetic field strengths indicating arbitrarily slow convergence rates. However, GMRES is shown to significantly accelerate the DFEM convergence rate showing only a weak dependence on the magnetic field. In addition, the use of an angular parallel computing strategy is shown to potentially increase the efficiency of the dose calculation.

Corrigendum to "Stability analysis of a deterministic dose calculation for MRI-guided radiotherapy".

PubMed

Zelyak, Oleksandr; Fallone, B Gino; St-Aubin, Joel

2018-03-12

Modern effort in radiotherapy to address the challenges of tumor localization and motion has led to the development of MRI guided radiotherapy technologies. Accurate dose calculations must properly account for the effects of the MRI magnetic fields. Previous work has investigated the accuracy of a deterministic linear Boltzmann transport equation (LBTE) solver that includes magnetic field, but not the stability of the iterative solution method. In this work, we perform a stability analysis of this deterministic algorithm including an investigation of the convergence rate dependencies on the magnetic field, material density, energy, and anisotropy expansion. The iterative convergence rate of the continuous and discretized LBTE including magnetic fields is determined by analyzing the spectral radius using Fourier analysis for the stationary source iteration (SI) scheme. The spectral radius is calculated when the magnetic field is included (1) as a part of the iteration source, and (2) inside the streaming-collision operator. The non-stationary Krylov subspace solver GMRES is also investigated as a potential method to accelerate the iterative convergence, and an angular parallel computing methodology is investigated as a method to enhance the efficiency of the calculation. SI is found to be unstable when the magnetic field is part of the iteration source, but unconditionally stable when the magnetic field is included in the streaming-collision operator. The discretized LBTE with magnetic fields using a space-angle upwind stabilized discontinuous finite element method (DFEM) was also found to be unconditionally stable, but the spectral radius rapidly reaches unity for very low density media and increasing magnetic field strengths indicating arbitrarily slow convergence rates. However, GMRES is shown to significantly accelerate the DFEM convergence rate showing only a weak dependence on the magnetic field. In addition, the use of an angular parallel computing strategy is shown to potentially increase the efficiency of the dose calculation. © 2018 Institute of Physics and Engineering in Medicine.

Modified Chebyshev Picard Iteration for Efficient Numerical Integration of Ordinary Differential Equations

NASA Astrophysics Data System (ADS)

Macomber, B.; Woollands, R. M.; Probe, A.; Younes, A.; Bai, X.; Junkins, J.

2013-09-01

Modified Chebyshev Picard Iteration (MCPI) is an iterative numerical method for approximating solutions of linear or non-linear Ordinary Differential Equations (ODEs) to obtain time histories of system state trajectories. Unlike other step-by-step differential equation solvers, the Runge-Kutta family of numerical integrators for example, MCPI approximates long arcs of the state trajectory with an iterative path approximation approach, and is ideally suited to parallel computation. Orthogonal Chebyshev Polynomials are used as basis functions during each path iteration; the integrations of the Picard iteration are then done analytically. Due to the orthogonality of the Chebyshev basis functions, the least square approximations are computed without matrix inversion; the coefficients are computed robustly from discrete inner products. As a consequence of discrete sampling and weighting adopted for the inner product definition, Runge phenomena errors are minimized near the ends of the approximation intervals. The MCPI algorithm utilizes a vector-matrix framework for computational efficiency. Additionally, all Chebyshev coefficients and integrand function evaluations are independent, meaning they can be simultaneously computed in parallel for further decreased computational cost. Over an order of magnitude speedup from traditional methods is achieved in serial processing, and an additional order of magnitude is achievable in parallel architectures. This paper presents a new MCPI library, a modular toolset designed to allow MCPI to be easily applied to a wide variety of ODE systems. Library users will not have to concern themselves with the underlying mathematics behind the MCPI method. Inputs are the boundary conditions of the dynamical system, the integrand function governing system behavior, and the desired time interval of integration, and the output is a time history of the system states over the interval of interest. Examples from the field of astrodynamics are presented to compare the output from the MCPI library to current state-of-practice numerical integration methods. It is shown that MCPI is capable of out-performing the state-of-practice in terms of computational cost and accuracy.

Estimation of near-surface shear-wave velocity by inversion of Rayleigh waves

USGS Publications Warehouse

Xia, J.; Miller, R.D.; Park, C.B.

1999-01-01

The shear-wave (S-wave) velocity of near-surface materials (soil, rocks, pavement) and its effect on seismic-wave propagation are of fundamental interest in many groundwater, engineering, and environmental studies. Rayleigh-wave phase velocity of a layered-earth model is a function of frequency and four groups of earth properties: P-wave velocity, S-wave velocity, density, and thickness of layers. Analysis of the Jacobian matrix provides a measure of dispersion-curve sensitivity to earth properties. S-wave velocities are the dominant influence on a dispersion curve in a high-frequency range (>5 Hz) followed by layer thickness. An iterative solution technique to the weighted equation proved very effective in the high-frequency range when using the Levenberg-Marquardt and singular-value decomposition techniques. Convergence of the weighted solution is guaranteed through selection of the damping factor using the Levenberg-Marquardt method. Synthetic examples demonstrated calculation efficiency and stability of inverse procedures. We verify our method using borehole S-wave velocity measurements.Iterative solutions to the weighted equation by the Levenberg-Marquardt and singular-value decomposition techniques are derived to estimate near-surface shear-wave velocity. Synthetic and real examples demonstrate the calculation efficiency and stability of the inverse procedure. The inverse results of the real example are verified by borehole S-wave velocity measurements.

A FAST ITERATIVE METHOD FOR SOLVING THE EIKONAL EQUATION ON TRIANGULATED SURFACES*

PubMed Central

Fu, Zhisong; Jeong, Won-Ki; Pan, Yongsheng; Kirby, Robert M.; Whitaker, Ross T.

2012-01-01

This paper presents an efficient, fine-grained parallel algorithm for solving the Eikonal equation on triangular meshes. The Eikonal equation, and the broader class of Hamilton–Jacobi equations to which it belongs, have a wide range of applications from geometric optics and seismology to biological modeling and analysis of geometry and images. The ability to solve such equations accurately and efficiently provides new capabilities for exploring and visualizing parameter spaces and for solving inverse problems that rely on such equations in the forward model. Efficient solvers on state-of-the-art, parallel architectures require new algorithms that are not, in many cases, optimal, but are better suited to synchronous updates of the solution. In previous work [W. K. Jeong and R. T. Whitaker, SIAM J. Sci. Comput., 30 (2008), pp. 2512–2534], the authors proposed the fast iterative method (FIM) to efficiently solve the Eikonal equation on regular grids. In this paper we extend the fast iterative method to solve Eikonal equations efficiently on triangulated domains on the CPU and on parallel architectures, including graphics processors. We propose a new local update scheme that provides solutions of first-order accuracy for both architectures. We also propose a novel triangle-based update scheme and its corresponding data structure for efficient irregular data mapping to parallel single-instruction multiple-data (SIMD) processors. We provide detailed descriptions of the implementations on a single CPU, a multicore CPU with shared memory, and SIMD architectures with comparative results against state-of-the-art Eikonal solvers. PMID:22641200

Dipole and quadrupole synthesis of electric potential fields. M.S. Thesis

NASA Technical Reports Server (NTRS)

Tilley, D. G.

1979-01-01

A general technique for expanding an unknown potential field in terms of a linear summation of weighted dipole or quadrupole fields is described. Computational methods were developed for the iterative addition of dipole fields. Various solution potentials were compared inside the boundary with a more precise calculation of the potential to derive optimal schemes for locating the singularities of the dipole fields. Then, the problem of determining solutions to Laplace's equation on an unbounded domain as constrained by pertinent electron trajectory data was considered.

Computer model of one-dimensional equilibrium controlled sorption processes

USGS Publications Warehouse

Grove, D.B.; Stollenwerk, K.G.

1984-01-01

A numerical solution to the one-dimensional solute-transport equation with equilibrium-controlled sorption and a first-order irreversible-rate reaction is presented. The computer code is written in FORTRAN language, with a variety of options for input and output for user ease. Sorption reactions include Langmuir, Freundlich, and ion-exchange, with or without equal valance. General equations describing transport and reaction processes are solved by finite-difference methods, with nonlinearities accounted for by iteration. Complete documentation of the code, with examples, is included. (USGS)

Some practical observations on the predictor jump method for solving the Laplace equation

NASA Astrophysics Data System (ADS)

Duque-Carrillo, J. F.; Vega-Fernández, J. M.; Peña-Bernal, J. J.; Rossell-Bueno, M. A.

1986-01-01

The best conditions for the application of the predictor jump (PJ) method in the solution of the Laplace equation are discussed and some practical considerations for applying this new iterative technique are presented. The PJ method was remarked on in a previous article entitled ``A new way for solving Laplace's problem (the predictor jump method)'' [J. M. Vega-Fernández, J. F. Duque-Carrillo, and J. J. Peña-Bernal, J. Math. Phys. 26, 416 (1985)].

Stability of the iterative solutions of integral equations as one phase freezing criterion.

PubMed

Fantoni, R; Pastore, G

2003-10-01

A recently proposed connection between the threshold for the stability of the iterative solution of integral equations for the pair correlation functions of a classical fluid and the structural instability of the corresponding real fluid is carefully analyzed. Direct calculation of the Lyapunov exponent of the standard iterative solution of hypernetted chain and Percus-Yevick integral equations for the one-dimensional (1D) hard rods fluid shows the same behavior observed in 3D systems. Since no phase transition is allowed in such 1D system, our analysis shows that the proposed one phase criterion, at least in this case, fails. We argue that the observed proximity between the numerical and the structural instability in 3D originates from the enhanced structure present in the fluid but, in view of the arbitrary dependence on the iteration scheme, it seems uneasy to relate the numerical stability analysis to a robust one-phase criterion for predicting a thermodynamic phase transition.

Beamforming Based Full-Duplex for Millimeter-Wave Communication

PubMed Central

Liu, Xiao; Xiao, Zhenyu; Bai, Lin; Choi, Jinho; Xia, Pengfei; Xia, Xiang-Gen

2016-01-01

In this paper, we study beamforming based full-duplex (FD) systems in millimeter-wave (mmWave) communications. A joint transmission and reception (Tx/Rx) beamforming problem is formulated to maximize the achievable rate by mitigating self-interference (SI). Since the optimal solution is difficult to find due to the non-convexity of the objective function, suboptimal schemes are proposed in this paper. A low-complexity algorithm, which iteratively maximizes signal power while suppressing SI, is proposed and its convergence is proven. Moreover, two closed-form solutions, which do not require iterations, are also derived under minimum-mean-square-error (MMSE), zero-forcing (ZF), and maximum-ratio transmission (MRT) criteria. Performance evaluations show that the proposed iterative scheme converges fast (within only two iterations on average) and approaches an upper-bound performance, while the two closed-form solutions also achieve appealing performances, although there are noticeable differences from the upper bound depending on channel conditions. Interestingly, these three schemes show different robustness against the geometry of Tx/Rx antenna arrays and channel estimation errors. PMID:27455256

A Dictionary Learning Approach with Overlap for the Low Dose Computed Tomography Reconstruction and Its Vectorial Application to Differential Phase Tomography

PubMed Central

Mirone, Alessandro; Brun, Emmanuel; Coan, Paola

2014-01-01

X-ray based Phase-Contrast Imaging (PCI) techniques have been demonstrated to enhance the visualization of soft tissues in comparison to conventional imaging methods. Nevertheless the delivered dose as reported in the literature of biomedical PCI applications often equals or exceeds the limits prescribed in clinical diagnostics. The optimization of new computed tomography strategies which include the development and implementation of advanced image reconstruction procedures is thus a key aspect. In this scenario, we implemented a dictionary learning method with a new form of convex functional. This functional contains in addition to the usual sparsity inducing and fidelity terms, a new term which forces similarity between overlapping patches in the superimposed regions. The functional depends on two free regularization parameters: a coefficient multiplying the sparsity-inducing norm of the patch basis functions coefficients, and a coefficient multiplying the norm of the differences between patches in the overlapping regions. The solution is found by applying the iterative proximal gradient descent method with FISTA acceleration. The gradient is computed by calculating projection of the solution and its error backprojection at each iterative step. We study the quality of the solution, as a function of the regularization parameters and noise, on synthetic data for which the solution is a-priori known. We apply the method on experimental data in the case of Differential Phase Tomography. For this case we use an original approach which consists in using vectorial patches, each patch having two components: one per each gradient component. The resulting algorithm, implemented in the European Synchrotron Radiation Facility tomography reconstruction code PyHST, has proven to be efficient and well-adapted to strongly reduce the required dose and the number of projections in medical tomography. PMID:25531987

A dictionary learning approach with overlap for the low dose computed tomography reconstruction and its vectorial application to differential phase tomography.

PubMed

Mirone, Alessandro; Brun, Emmanuel; Coan, Paola

2014-01-01

X-ray based Phase-Contrast Imaging (PCI) techniques have been demonstrated to enhance the visualization of soft tissues in comparison to conventional imaging methods. Nevertheless the delivered dose as reported in the literature of biomedical PCI applications often equals or exceeds the limits prescribed in clinical diagnostics. The optimization of new computed tomography strategies which include the development and implementation of advanced image reconstruction procedures is thus a key aspect. In this scenario, we implemented a dictionary learning method with a new form of convex functional. This functional contains in addition to the usual sparsity inducing and fidelity terms, a new term which forces similarity between overlapping patches in the superimposed regions. The functional depends on two free regularization parameters: a coefficient multiplying the sparsity-inducing L1 norm of the patch basis functions coefficients, and a coefficient multiplying the L2 norm of the differences between patches in the overlapping regions. The solution is found by applying the iterative proximal gradient descent method with FISTA acceleration. The gradient is computed by calculating projection of the solution and its error backprojection at each iterative step. We study the quality of the solution, as a function of the regularization parameters and noise, on synthetic data for which the solution is a-priori known. We apply the method on experimental data in the case of Differential Phase Tomography. For this case we use an original approach which consists in using vectorial patches, each patch having two components: one per each gradient component. The resulting algorithm, implemented in the European Synchrotron Radiation Facility tomography reconstruction code PyHST, has proven to be efficient and well-adapted to strongly reduce the required dose and the number of projections in medical tomography.

Projection methods for line radiative transfer in spherical media.

NASA Astrophysics Data System (ADS)

Anusha, L. S.; Nagendra, K. N.

An efficient numerical method called the Preconditioned Bi-Conjugate Gradient (Pre-BiCG) method is presented for the solution of radiative transfer equation in spherical geometry. A variant of this method called Stabilized Preconditioned Bi-Conjugate Gradient (Pre-BiCG-STAB) is also presented. These methods are based on projections on the subspaces of the n dimensional Euclidean space mathbb {R}n called Krylov subspaces. The methods are shown to be faster in terms of convergence rate compared to the contemporary iterative methods such as Jacobi, Gauss-Seidel and Successive Over Relaxation (SOR).

Unsteady Flow Simulation: A Numerical Challenge

DTIC Science & Technology

2003-03-01

drive to convergence the numerical unsteady term. The time marching procedure is based on the approximate implicit Newton method for systems of non...computed through analytical derivatives of S. The linear system stemming from equation (3) is solved at each integration step by the same iterative method...significant reduction of memory usage, thanks to the reduced dimensions of the linear system matrix during the implicit marching of the solution. The

Concept development for the ITER equatorial port visible∕infrared wide angle viewing system.

PubMed

Reichle, R; Beaumont, B; Boilson, D; Bouhamou, R; Direz, M-F; Encheva, A; Henderson, M; Huxford, R; Kazarian, F; Lamalle, Ph; Lisgo, S; Mitteau, R; Patel, K M; Pitcher, C S; Pitts, R A; Prakash, A; Raffray, R; Schunke, B; Snipes, J; Diaz, A Suarez; Udintsev, V S; Walker, C; Walsh, M

2012-10-01

The ITER equatorial port visible∕infrared wide angle viewing system concept is developed from the measurement requirements. The proposed solution situates 4 viewing systems in the equatorial ports 3, 9, 12, and 17 with 4 views each (looking at the upper target, the inner divertor, and tangentially left and right). This gives sufficient coverage. The spatial resolution of the divertor system is 2 times higher than the other views. For compensation of vacuum-vessel movements, an optical hinge concept is proposed. Compactness and low neutron streaming is achieved by orienting port plug doglegs horizontally. Calibration methods, risks, and R&D topics are outlined.

Simple iterative construction of the optimized effective potential for orbital functionals, including exact exchange.

PubMed

Kümmel, Stephan; Perdew, John P

2003-01-31

For exchange-correlation functionals that depend explicitly on the Kohn-Sham orbitals, the potential V(xcsigma)(r) must be obtained as the solution of the optimized effective potential (OEP) integral equation. This is very demanding and has limited the use of orbital functionals. We demonstrate that instead the OEP can be obtained iteratively by solving the partial differential equations for the orbital shifts that exactify the Krieger-Li-Iafrate approximation. Unoccupied orbitals do not need to be calculated. Accuracy and efficiency of the method are shown for atoms and clusters using the exact-exchange energy. Counterintuitive asymptotic limits of the exact OEP are presented.

Discrete Fourier Transform in a Complex Vector Space

NASA Technical Reports Server (NTRS)

Dean, Bruce H. (Inventor)

2015-01-01

An image-based phase retrieval technique has been developed that can be used on board a space based iterative transformation system. Image-based wavefront sensing is computationally demanding due to the floating-point nature of the process. The discrete Fourier transform (DFT) calculation is presented in "diagonal" form. By diagonal we mean that a transformation of basis is introduced by an application of the similarity transform of linear algebra. The current method exploits the diagonal structure of the DFT in a special way, particularly when parts of the calculation do not have to be repeated at each iteration to converge to an acceptable solution in order to focus an image.

A modified Dodge algorithm for the parabolized Navier-Stokes equation and compressible duct flows

NASA Technical Reports Server (NTRS)

Cooke, C. H.

1981-01-01

A revised version of Dodge's split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition. Qualitive agreement with analytical predictions and experimental results was obtained for some flows with well-known solutions.

Preconditioned MoM Solutions for Complex Planar Arrays

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fasenfest, B J; Jackson, D; Champagne, N

2004-01-23

The numerical analysis of large arrays is a complex problem. There are several techniques currently under development in this area. One such technique is the FAIM (Faster Adaptive Integral Method). This method uses a modification of the standard AIM approach which takes into account the reusability properties of matrices that arise from identical array elements. If the array consists of planar conducting bodies, the array elements are meshed using standard subdomain basis functions, such as the RWG basis. These bases are then projected onto a regular grid of interpolating polynomials. This grid can then be used in a 2D ormore » 3D FFT to accelerate the matrix-vector product used in an iterative solver. The method has been proven to greatly reduce solve time by speeding the matrix-vector product computation. The FAIM approach also reduces fill time and memory requirements, since only the near element interactions need to be calculated exactly. The present work extends FAIM by modifying it to allow for layered material Green's Functions and dielectrics. In addition, a preconditioner is implemented to greatly reduce the number of iterations required for a solution. The general scheme of the FAIM method is reported in; this contribution is limited to presenting new results.« less

A broadband fast multipole accelerated boundary element method for the three dimensional Helmholtz equation.

PubMed

Gumerov, Nail A; Duraiswami, Ramani

2009-01-01

The development of a fast multipole method (FMM) accelerated iterative solution of the boundary element method (BEM) for the Helmholtz equations in three dimensions is described. The FMM for the Helmholtz equation is significantly different for problems with low and high kD (where k is the wavenumber and D the domain size), and for large problems the method must be switched between levels of the hierarchy. The BEM requires several approximate computations (numerical quadrature, approximations of the boundary shapes using elements), and these errors must be balanced against approximations introduced by the FMM and the convergence criterion for iterative solution. These different errors must all be chosen in a way that, on the one hand, excess work is not done and, on the other, that the error achieved by the overall computation is acceptable. Details of translation operators for low and high kD, choice of representations, and BEM quadrature schemes, all consistent with these approximations, are described. A novel preconditioner using a low accuracy FMM accelerated solver as a right preconditioner is also described. Results of the developed solvers for large boundary value problems with 0.0001 less, similarkD less, similar500 are presented and shown to perform close to theoretical expectations.

An atomistic simulation scheme for modeling crystal formation from solution.

PubMed

Kawska, Agnieszka; Brickmann, Jürgen; Kniep, Rüdiger; Hochrein, Oliver; Zahn, Dirk

2006-01-14

We present an atomistic simulation scheme for investigating crystal growth from solution. Molecular-dynamics simulation studies of such processes typically suffer from considerable limitations concerning both system size and simulation times. In our method this time-length scale problem is circumvented by an iterative scheme which combines a Monte Carlo-type approach for the identification of ion adsorption sites and, after each growth step, structural optimization of the ion cluster and the solvent by means of molecular-dynamics simulation runs. An important approximation of our method is based on assuming full structural relaxation of the aggregates between each of the growth steps. This concept only holds for compounds of low solubility. To illustrate our method we studied CaF2 aggregate growth from aqueous solution, which may be taken as prototypes for compounds of very low solubility. The limitations of our simulation scheme are illustrated by the example of NaCl aggregation from aqueous solution, which corresponds to a solute/solvent combination of very high salt solubility.

Analytical and Numerical solutions of a nonlinear alcoholism model via variable-order fractional differential equations

NASA Astrophysics Data System (ADS)

Gómez-Aguilar, J. F.

2018-03-01

In this paper, we analyze an alcoholism model which involves the impact of Twitter via Liouville-Caputo and Atangana-Baleanu-Caputo fractional derivatives with constant- and variable-order. Two fractional mathematical models are considered, with and without delay. Special solutions using an iterative scheme via Laplace and Sumudu transform were obtained. We studied the uniqueness and existence of the solutions employing the fixed point postulate. The generalized model with variable-order was solved numerically via the Adams method and the Adams-Bashforth-Moulton scheme. Stability and convergence of the numerical solutions were presented in details. Numerical examples of the approximate solutions are provided to show that the numerical methods are computationally efficient. Therefore, by including both the fractional derivatives and finite time delays in the alcoholism model studied, we believe that we have established a more complete and more realistic indicator of alcoholism model and affect the spread of the drinking.

A New Methodology for the Extension of the Impact of Data Assimilation on Ocean Wave Prediction

DTIC Science & Technology

2008-07-01

Assimilation method The analysis fields used were corrected by an assimilation method developed at the Norwegian Meteorological Insti- tute ( Breivik and Reistad...523–535 525 becomes equal to the solution obtained by optimal interpolation (see Bratseth 1986 and Breivik and Reistad 1994). The iterations begin with...updated accordingly. A more detailed description of the assimilation method is given in Breivik and Reistad (1994). 2.3 Kolmogorov–Zurbenko filters

Aerodynamic optimization by simultaneously updating flow variables and design parameters with application to advanced propeller designs

NASA Technical Reports Server (NTRS)

Rizk, Magdi H.

1988-01-01

A scheme is developed for solving constrained optimization problems in which the objective function and the constraint function are dependent on the solution of the nonlinear flow equations. The scheme updates the design parameter iterative solutions and the flow variable iterative solutions simultaneously. It is applied to an advanced propeller design problem with the Euler equations used as the flow governing equations. The scheme's accuracy, efficiency and sensitivity to the computational parameters are tested.

Parallel computation of multigroup reactivity coefficient using iterative method

NASA Astrophysics Data System (ADS)

Susmikanti, Mike; Dewayatna, Winter

2013-09-01

One of the research activities to support the commercial radioisotope production program is a safety research target irradiation FPM (Fission Product Molybdenum). FPM targets form a tube made of stainless steel in which the nuclear degrees of superimposed high-enriched uranium. FPM irradiation tube is intended to obtain fission. The fission material widely used in the form of kits in the world of nuclear medicine. Irradiation FPM tube reactor core would interfere with performance. One of the disorders comes from changes in flux or reactivity. It is necessary to study a method for calculating safety terrace ongoing configuration changes during the life of the reactor, making the code faster became an absolute necessity. Neutron safety margin for the research reactor can be reused without modification to the calculation of the reactivity of the reactor, so that is an advantage of using perturbation method. The criticality and flux in multigroup diffusion model was calculate at various irradiation positions in some uranium content. This model has a complex computation. Several parallel algorithms with iterative method have been developed for the sparse and big matrix solution. The Black-Red Gauss Seidel Iteration and the power iteration parallel method can be used to solve multigroup diffusion equation system and calculated the criticality and reactivity coeficient. This research was developed code for reactivity calculation which used one of safety analysis with parallel processing. It can be done more quickly and efficiently by utilizing the parallel processing in the multicore computer. This code was applied for the safety limits calculation of irradiated targets FPM with increment Uranium.

Solutions to a reduced Poisson–Nernst–Planck system and determination of reaction rates

PubMed Central

Li, Bo; Lu, Benzhuo; Wang, Zhongming; McCammon, J. Andrew

2010-01-01

We study a reduced Poisson–Nernst–Planck (PNP) system for a charged spherical solute immersed in a solvent with multiple ionic or molecular species that are electrostatically neutralized in the far field. Some of these species are assumed to be in equilibrium. The concentrations of such species are described by the Boltzmann distributions that are further linearized. Others are assumed to be reactive, meaning that their concentrations vanish when in contact with the charged solute. We present both semi-analytical solutions and numerical iterative solutions to the underlying reduced PNP system, and calculate the reaction rate for the reactive species. We give a rigorous analysis on the convergence of our simple iteration algorithm. Our numerical results show the strong dependence of the reaction rates of the reactive species on the magnitude of its far field concentration as well as on the ionic strength of all the chemical species. We also find non-monotonicity of electrostatic potential in certain parameter regimes. The results for the reactive system and those for the non-reactive system are compared to show the significant differences between the two cases. Our approach provides a means of solving a PNP system which in general does not have a closed-form solution even with a special geometrical symmetry. Our findings can also be used to test other numerical methods in large-scale computational modeling of electro-diffusion in biological systems. PMID:20228879

Analytical study of STOL Aircraft in ground effect. Part 1: Nonplanar, nonlinear wing/jet lifting surface method

NASA Technical Reports Server (NTRS)

Shollenberger, C. A.; Smyth, D. N.

1978-01-01

A nonlinear, nonplanar three dimensional jet flap analysis, applicable to the ground effect problem, is presented. Lifting surface methodology is developed for a wing with arbitrary planform operating in an inviscid and incompressible fluid. The classical, infintely thin jet flap model is employed to simulate power induced effects. An iterative solution procedure is applied within the analysis to successively approximate the jet shape until a converged solution is obtained which closely satisfies jet and wing boundary conditions. Solution characteristics of the method are discussed and example results are presented for unpowered, basic powered and complex powered configurations. Comparisons between predictions of the present method and experimental measurements indicate that the improvement of the jet with the ground plane is important in the analyses of powered lift systems operating in ground proximity. Further development of the method is suggested in the areas of improved solution convergence, more realistic modeling of jet impingement and calculation efficiency enhancements.

A diagonal algorithm for the method of pseudocompressibility. [for steady-state solution to incompressible Navier-Stokes equation

NASA Technical Reports Server (NTRS)

Rogers, S. E.; Kwak, D.; Chang, J. L. C.

1986-01-01

The method of pseudocompressibility has been shown to be an efficient method for obtaining a steady-state solution to the incompressible Navier-Stokes equations. Recent improvements to this method include the use of a diagonal scheme for the inversion of the equations at each iteration. The necessary transformations have been derived for the pseudocompressibility equations in generalized coordinates. The diagonal algorithm reduces the computing time necessary to obtain a steady-state solution by a factor of nearly three. Implicit viscous terms are maintained in the equations, and it has become possible to use fourth-order implicit dissipation. The steady-state solution is unchanged by the approximations resulting from the diagonalization of the equations. Computed results for flow over a two-dimensional backward-facing step and a three-dimensional cylinder mounted normal to a flat plate are presented for both the old and new algorithms. The accuracy and computing efficiency of these algorithms are compared.

Inverse solutions for electrical impedance tomography based on conjugate gradients methods

NASA Astrophysics Data System (ADS)

Wang, M.

2002-01-01

A multistep inverse solution for two-dimensional electric field distribution is developed to deal with the nonlinear inverse problem of electric field distribution in relation to its boundary condition and the problem of divergence due to errors introduced by the ill-conditioned sensitivity matrix and the noise produced by electrode modelling and instruments. This solution is based on a normalized linear approximation method where the change in mutual impedance is derived from the sensitivity theorem and a method of error vector decomposition. This paper presents an algebraic solution of the linear equations at each inverse step, using a generalized conjugate gradients method. Limiting the number of iterations in the generalized conjugate gradients method controls the artificial errors introduced by the assumption of linearity and the ill-conditioned sensitivity matrix. The solution of the nonlinear problem is approached using a multistep inversion. This paper also reviews the mathematical and physical definitions of the sensitivity back-projection algorithm based on the sensitivity theorem. Simulations and discussion based on the multistep algorithm, the sensitivity coefficient back-projection method and the Newton-Raphson method are given. Examples of imaging gas-liquid mixing and a human hand in brine are presented.

An adaptive gridless methodology in one dimension

DOE Office of Scientific and Technical Information (OSTI.GOV)

Snyder, N.T.; Hailey, C.E.

1996-09-01

Gridless numerical analysis offers great potential for accurately solving for flow about complex geometries or moving boundary problems. Because gridless methods do not require point connection, the mesh cannot twist or distort. The gridless method utilizes a Taylor series about each point to obtain the unknown derivative terms from the current field variable estimates. The governing equation is then numerically integrated to determine the field variables for the next iteration. Effects of point spacing and Taylor series order on accuracy are studied, and they follow similar trends of traditional numerical techniques. Introducing adaption by point movement using a spring analogymore » allows the solution method to track a moving boundary. The adaptive gridless method models linear, nonlinear, steady, and transient problems. Comparison with known analytic solutions is given for these examples. Although point movement adaption does not provide a significant increase in accuracy, it helps capture important features and provides an improved solution.« less

Investigation of a Parabolic Iterative Solver for Three-dimensional Configurations

NASA Technical Reports Server (NTRS)

Nark, Douglas M.; Watson, Willie R.; Mani, Ramani

2007-01-01

A parabolic iterative solution procedure is investigated that seeks to extend the parabolic approximation used within the internal propagation module of the duct noise propagation and radiation code CDUCT-LaRC. The governing convected Helmholtz equation is split into a set of coupled equations governing propagation in the positive and negative directions. The proposed method utilizes an iterative procedure to solve the coupled equations in an attempt to account for possible reflections from internal bifurcations, impedance discontinuities, and duct terminations. A geometry consistent with the NASA Langley Curved Duct Test Rig is considered and the effects of acoustic treatment and non-anechoic termination are included. Two numerical implementations are studied and preliminary results indicate that improved accuracy in predicted amplitude and phase can be obtained for modes at a cut-off ratio of 1.7. Further predictions for modes at a cut-off ratio of 1.1 show improvement in predicted phase at the expense of increased amplitude error. Possible methods of improvement are suggested based on analytic and numerical analysis. It is hoped that coupling the parabolic iterative approach with less efficient, high fidelity finite element approaches will ultimately provide the capability to perform efficient, higher fidelity acoustic calculations within complex 3-D geometries for impedance eduction and noise propagation and radiation predictions.

Multilevel Iterative Methods in Nonlinear Computational Plasma Physics

NASA Astrophysics Data System (ADS)

Knoll, D. A.; Finn, J. M.

1997-11-01

Many applications in computational plasma physics involve the implicit numerical solution of coupled systems of nonlinear partial differential equations or integro-differential equations. Such problems arise in MHD, systems of Vlasov-Fokker-Planck equations, edge plasma fluid equations. We have been developing matrix-free Newton-Krylov algorithms for such problems and have applied these algorithms to the edge plasma fluid equations [1,2] and to the Vlasov-Fokker-Planck equation [3]. Recently we have found that with increasing grid refinement, the number of Krylov iterations required per Newton iteration has grown unmanageable [4]. This has led us to the study of multigrid methods as a means of preconditioning matrix-free Newton-Krylov methods. In this poster we will give details of the general multigrid preconditioned Newton-Krylov algorithm, as well as algorithm performance details on problems of interest in the areas of magnetohydrodynamics and edge plasma physics. Work supported by US DoE 1. Knoll and McHugh, J. Comput. Phys., 116, pg. 281 (1995) 2. Knoll and McHugh, Comput. Phys. Comm., 88, pg. 141 (1995) 3. Mousseau and Knoll, J. Comput. Phys. (1997) (to appear) 4. Knoll and McHugh, SIAM J. Sci. Comput. 19, (1998) (to appear)

Denoised Wigner distribution deconvolution via low-rank matrix completion

DOE PAGES

Lee, Justin; Barbastathis, George

2016-08-23

Wigner distribution deconvolution (WDD) is a decades-old method for recovering phase from intensity measurements. Although the technique offers an elegant linear solution to the quadratic phase retrieval problem, it has seen limited adoption due to its high computational/memory requirements and the fact that the technique often exhibits high noise sensitivity. Here, we propose a method for noise suppression in WDD via low-rank noisy matrix completion. Our technique exploits the redundancy of an object’s phase space to denoise its WDD reconstruction. We show in model calculations that our technique outperforms other WDD algorithms as well as modern iterative methods for phasemore » retrieval such as ptychography. Here, our results suggest that a class of phase retrieval techniques relying on regularized direct inversion of ptychographic datasets (instead of iterative reconstruction techniques) can provide accurate quantitative phase information in the presence of high levels of noise.« less

Denoised Wigner distribution deconvolution via low-rank matrix completion

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lee, Justin; Barbastathis, George

Wigner distribution deconvolution (WDD) is a decades-old method for recovering phase from intensity measurements. Although the technique offers an elegant linear solution to the quadratic phase retrieval problem, it has seen limited adoption due to its high computational/memory requirements and the fact that the technique often exhibits high noise sensitivity. Here, we propose a method for noise suppression in WDD via low-rank noisy matrix completion. Our technique exploits the redundancy of an object’s phase space to denoise its WDD reconstruction. We show in model calculations that our technique outperforms other WDD algorithms as well as modern iterative methods for phasemore » retrieval such as ptychography. Here, our results suggest that a class of phase retrieval techniques relying on regularized direct inversion of ptychographic datasets (instead of iterative reconstruction techniques) can provide accurate quantitative phase information in the presence of high levels of noise.« less

A numerical formulation and algorithm for limit and shakedown analysis of large-scale elastoplastic structures

NASA Astrophysics Data System (ADS)

Peng, Heng; Liu, Yinghua; Chen, Haofeng

2018-05-01

In this paper, a novel direct method called the stress compensation method (SCM) is proposed for limit and shakedown analysis of large-scale elastoplastic structures. Without needing to solve the specific mathematical programming problem, the SCM is a two-level iterative procedure based on a sequence of linear elastic finite element solutions where the global stiffness matrix is decomposed only once. In the inner loop, the static admissible residual stress field for shakedown analysis is constructed. In the outer loop, a series of decreasing load multipliers are updated to approach to the shakedown limit multiplier by using an efficient and robust iteration control technique, where the static shakedown theorem is adopted. Three numerical examples up to about 140,000 finite element nodes confirm the applicability and efficiency of this method for two-dimensional and three-dimensional elastoplastic structures, with detailed discussions on the convergence and the accuracy of the proposed algorithm.

Application of Gauss's law space-charge limited emission model in iterative particle tracking method

NASA Astrophysics Data System (ADS)

Altsybeyev, V. V.; Ponomarev, V. A.

2016-11-01

The particle tracking method with a so-called gun iteration for modeling the space charge is discussed in the following paper. We suggest to apply the emission model based on the Gauss's law for the calculation of the space charge limited current density distribution using considered method. Based on the presented emission model we have developed a numerical algorithm for this calculations. This approach allows us to perform accurate and low time consumpting numerical simulations for different vacuum sources with the curved emitting surfaces and also in the presence of additional physical effects such as bipolar flows and backscattered electrons. The results of the simulations of the cylindrical diode and diode with elliptical emitter with the use of axysimmetric coordinates are presented. The high efficiency and accuracy of the suggested approach are confirmed by the obtained results and comparisons with the analytical solutions.

Image based method for aberration measurement of lithographic tools

NASA Astrophysics Data System (ADS)

Xu, Shuang; Tao, Bo; Guo, Yongxing; Li, Gongfa

2018-01-01

Information of lens aberration of lithographic tools is important as it directly affects the intensity distribution in the image plane. Zernike polynomials are commonly used for a mathematical description of lens aberrations. Due to the advantage of lower cost and easier implementation of tools, image based measurement techniques have been widely used. Lithographic tools are typically partially coherent systems that can be described by a bilinear model, which entails time consuming calculations and does not lend a simple and intuitive relationship between lens aberrations and the resulted images. Previous methods for retrieving lens aberrations in such partially coherent systems involve through-focus image measurements and time-consuming iterative algorithms. In this work, we propose a method for aberration measurement in lithographic tools, which only requires measuring two images of intensity distribution. Two linear formulations are derived in matrix forms that directly relate the measured images to the unknown Zernike coefficients. Consequently, an efficient non-iterative solution is obtained.

Extrapolation techniques applied to matrix methods in neutron diffusion problems

NASA Technical Reports Server (NTRS)

Mccready, Robert R

1956-01-01

A general matrix method is developed for the solution of characteristic-value problems of the type arising in many physical applications. The scheme employed is essentially that of Gauss and Seidel with appropriate modifications needed to make it applicable to characteristic-value problems. An iterative procedure produces a sequence of estimates to the answer; and extrapolation techniques, based upon previous behavior of iterants, are utilized in speeding convergence. Theoretically sound limits are placed on the magnitude of the extrapolation that may be tolerated. This matrix method is applied to the problem of finding criticality and neutron fluxes in a nuclear reactor with control rods. The two-dimensional finite-difference approximation to the two-group neutron fluxes in a nuclear reactor with control rods. The two-dimensional finite-difference approximation to the two-group neutron-diffusion equations is treated. Results for this example are indicated.

Adaptive eigenspace method for inverse scattering problems in the frequency domain

NASA Astrophysics Data System (ADS)

Grote, Marcus J.; Kray, Marie; Nahum, Uri

2017-02-01

A nonlinear optimization method is proposed for the solution of inverse scattering problems in the frequency domain, when the scattered field is governed by the Helmholtz equation. The time-harmonic inverse medium problem is formulated as a PDE-constrained optimization problem and solved by an inexact truncated Newton-type iteration. Instead of a grid-based discrete representation, the unknown wave speed is projected to a particular finite-dimensional basis of eigenfunctions, which is iteratively adapted during the optimization. Truncating the adaptive eigenspace (AE) basis at a (small and slowly increasing) finite number of eigenfunctions effectively introduces regularization into the inversion and thus avoids the need for standard Tikhonov-type regularization. Both analytical and numerical evidence underpins the accuracy of the AE representation. Numerical experiments demonstrate the efficiency and robustness to missing or noisy data of the resulting adaptive eigenspace inversion method.

Adaptive [theta]-methods for pricing American options

NASA Astrophysics Data System (ADS)

Khaliq, Abdul Q. M.; Voss, David A.; Kazmi, Kamran

2008-12-01

We develop adaptive [theta]-methods for solving the Black-Scholes PDE for American options. By adding a small, continuous term, the Black-Scholes PDE becomes an advection-diffusion-reaction equation on a fixed spatial domain. Standard implementation of [theta]-methods would require a Newton-type iterative procedure at each time step thereby increasing the computational complexity of the methods. Our linearly implicit approach avoids such complications. We establish a general framework under which [theta]-methods satisfy a discrete version of the positivity constraint characteristic of American options, and numerically demonstrate the sensitivity of the constraint. The positivity results are established for the single-asset and independent two-asset models. In addition, we have incorporated and analyzed an adaptive time-step control strategy to increase the computational efficiency. Numerical experiments are presented for one- and two-asset American options, using adaptive exponential splitting for two-asset problems. The approach is compared with an iterative solution of the two-asset problem in terms of computational efficiency.

Phase retrieval in annulus sector domain by non-iterative methods

NASA Astrophysics Data System (ADS)

Wang, Xiao; Mao, Heng; Zhao, Da-zun

2008-03-01

Phase retrieval could be achieved by solving the intensity transport equation (ITE) under the paraxial approximation. For the case of uniform illumination, Neumann boundary condition is involved and it makes the solving process more complicated. The primary mirror is usually designed segmented in the telescope with large aperture, and the shape of a segmented piece is often like an annulus sector. Accordingly, It is necessary to analyze the phase retrieval in the annulus sector domain. Two non-iterative methods are considered for recovering the phase. The matrix method is based on the decomposition of the solution into a series of orthogonalized polynomials, while the frequency filtering method depends on the inverse computation process of ITE. By the simulation, it is found that both methods can eliminate the effect of Neumann boundary condition, save a lot of computation time and recover the distorted phase well. The wavefront error (WFE) RMS can be less than 0.05 wavelength, even when some noise is added.

Noniterative approach to the missing data problem in coherent diffraction imaging by phase retrieval.

PubMed

Nakajima, Nobuharu

2010-07-20

When a very intense beam is used for illuminating an object in coherent x-ray diffraction imaging, the intensities at the center of the diffraction pattern for the object are cut off by a beam stop that is utilized to block the intense beam. Until now, only iterative phase-retrieval methods have been applied to object reconstruction from a single diffraction pattern with a deficiency of central data due to a beam stop. As an alternative method, I present a noniterative solution in which an interpolation method based on the sampling theorem for the missing data is used for object reconstruction with our previously proposed phase-retrieval method using an aperture-array filter. Computer simulations demonstrate the reconstruction of a complex-amplitude object from a single diffraction pattern with a missing data area, which is generally difficult to treat with the iterative methods because a nonnegativity constraint cannot be used for such an object.

Reconstruction of electrical impedance tomography (EIT) images based on the expectation maximum (EM) method.

PubMed

Wang, Qi; Wang, Huaxiang; Cui, Ziqiang; Yang, Chengyi

2012-11-01

Electrical impedance tomography (EIT) calculates the internal conductivity distribution within a body using electrical contact measurements. The image reconstruction for EIT is an inverse problem, which is both non-linear and ill-posed. The traditional regularization method cannot avoid introducing negative values in the solution. The negativity of the solution produces artifacts in reconstructed images in presence of noise. A statistical method, namely, the expectation maximization (EM) method, is used to solve the inverse problem for EIT in this paper. The mathematical model of EIT is transformed to the non-negatively constrained likelihood minimization problem. The solution is obtained by the gradient projection-reduced Newton (GPRN) iteration method. This paper also discusses the strategies of choosing parameters. Simulation and experimental results indicate that the reconstructed images with higher quality can be obtained by the EM method, compared with the traditional Tikhonov and conjugate gradient (CG) methods, even with non-negative processing. Copyright © 2012 ISA. Published by Elsevier Ltd. All rights reserved.

Iterative Stable Alignment and Clustering of 2D Transmission Electron Microscope Images

PubMed Central

Yang, Zhengfan; Fang, Jia; Chittuluru, Johnathan; Asturias, Francisco J.; Penczek, Pawel A.

2012-01-01

SUMMARY Identification of homogeneous subsets of images in a macromolecular electron microscopy (EM) image data set is a critical step in single-particle analysis. The task is handled by iterative algorithms, whose performance is compromised by the compounded limitations of image alignment and K-means clustering. Here we describe an approach, iterative stable alignment and clustering (ISAC) that, relying on a new clustering method and on the concepts of stability and reproducibility, can extract validated, homogeneous subsets of images. ISAC requires only a small number of simple parameters and, with minimal human intervention, can eliminate bias from two-dimensional image clustering and maximize the quality of group averages that can be used for ab initio three-dimensional structural determination and analysis of macromolecular conformational variability. Repeated testing of the stability and reproducibility of a solution within ISAC eliminates heterogeneous or incorrect classes and introduces critical validation to the process of EM image clustering. PMID:22325773

Self-adaptive difference method for the effective solution of computationally complex problems of boundary layer theory

NASA Technical Reports Server (NTRS)

Schoenauer, W.; Daeubler, H. G.; Glotz, G.; Gruening, J.

1986-01-01

An implicit difference procedure for the solution of equations for a chemically reacting hypersonic boundary layer is described. Difference forms of arbitrary error order in the x and y coordinate plane were used to derive estimates for discretization error. Computational complexity and time were minimized by the use of this difference method and the iteration of the nonlinear boundary layer equations was regulated by discretization error. Velocity and temperature profiles are presented for Mach 20.14 and Mach 18.5; variables are velocity profiles, temperature profiles, mass flow factor, Stanton number, and friction drag coefficient; three figures include numeric data.

A Coupling Strategy of FEM and BEM for the Solution of a 3D Industrial Crack Problem

NASA Astrophysics Data System (ADS)

Kouitat Njiwa, Richard; Taha Niane, Ngadia; Frey, Jeremy; Schwartz, Martin; Bristiel, Philippe

2015-03-01

Analyzing crack stability in an industrial context is challenging due to the geometry of the structure. The finite element method is effective for defect-free problems. The boundary element method is effective for problems in simple geometries with singularities. We present a strategy that takes advantage of both approaches. Within the iterative solution procedure, the FEM solves a defect-free problem over the structure while the BEM solves the crack problem over a fictitious domain with simple geometry. The effectiveness of the approach is demonstrated on some simple examples which allow comparison with literature results and on an industrial problem.

A modified dodge algorithm for the parabolized Navier-Stokes equations and compressible duct flows

NASA Technical Reports Server (NTRS)

Cooke, C. H.

1981-01-01

A revised version of a split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three-dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard successive overrelaxation iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition.

Use of Picard and Newton iteration for solving nonlinear ground water flow equations

USGS Publications Warehouse

Mehl, S.

2006-01-01

This study examines the use of Picard and Newton iteration to solve the nonlinear, saturated ground water flow equation. Here, a simple three-node problem is used to demonstrate the convergence difficulties that can arise when solving the nonlinear, saturated ground water flow equation in both homogeneous and heterogeneous systems with and without nonlinear boundary conditions. For these cases, the characteristic types of convergence patterns are examined. Viewing these convergence patterns as orbits of an attractor in a dynamical system provides further insight. It is shown that the nonlinearity that arises from nonlinear head-dependent boundary conditions can cause more convergence difficulties than the nonlinearity that arises from flow in an unconfined aquifer. Furthermore, the effects of damping on both convergence and convergence rate are investigated. It is shown that no single strategy is effective for all problems and how understanding pitfalls and merits of several methods can be helpful in overcoming convergence difficulties. Results show that Picard iterations can be a simple and effective method for the solution of nonlinear, saturated ground water flow problems.

Program VSAERO theory document: A computer program for calculating nonlinear aerodynamic characteristics of arbitrary configurations

NASA Technical Reports Server (NTRS)

Maskew, Brian

1987-01-01

The VSAERO low order panel method formulation is described for the calculation of subsonic aerodynamic characteristics of general configurations. The method is based on piecewise constant doublet and source singularities. Two forms of the internal Dirichlet boundary condition are discussed and the source distribution is determined by the external Neumann boundary condition. A number of basic test cases are examined. Calculations are compared with higher order solutions for a number of cases. It is demonstrated that for comparable density of control points where the boundary conditions are satisfied, the low order method gives comparable accuracy to the higher order solutions. It is also shown that problems associated with some earlier low order panel methods, e.g., leakage in internal flows and junctions and also poor trailing edge solutions, do not appear for the present method. Further, the application of the Kutta conditions is extremely simple; no extra equation or trailing edge velocity point is required. The method has very low computing costs and this has made it practical for application to nonlinear problems requiring iterative solutions for wake shape and surface boundary layer effects.

A New Method for 3D Radiative Transfer with Adaptive Grids

NASA Astrophysics Data System (ADS)

Folini, D.; Walder, R.; Psarros, M.; Desboeufs, A.

2003-01-01

We present a new method for 3D NLTE radiative transfer in moving media, including an adaptive grid, along with some test examples and first applications. The central features of our approach we briefly outline in the following. For the solution of the radiative transfer equation, we make use of a generalized mean intensity approach. In this approach, the transfer eqation is solved directly, instead of using the moments of the transfer equation, thus avoiding the associated closure problem. In a first step, a system of equations for the transfer of each directed intensity is set up, using short characteristics. Next, the entity of systems of equations for each directed intensity is re-formulated in the form of one system of equations for the angle-integrated mean intensity. This system then is solved by a modern, fast BiCGStab iterative solver. An additional advantage of this procedure is that convergence rates barely depend on the spatial discretization. For the solution of the rate equations we use Housholder transformations. Lines are treated by a 3D generalization of the well-known Sobolev-approximation. The two parts, solution of the transfer equation and solution of the rate equations, are iteratively coupled. We recently have implemented an adaptive grid, which allows for recursive refinement on a cell-by-cell basis. The spatial resolution, which is always a problematic issue in 3D simulations, we can thus locally reduce or augment, depending on the problem to be solved.

An iterative shrinkage approach to total-variation image restoration.

PubMed

Michailovich, Oleg V

2011-05-01

The problem of restoration of digital images from their degraded measurements plays a central role in a multitude of practically important applications. A particularly challenging instance of this problem occurs in the case when the degradation phenomenon is modeled by an ill-conditioned operator. In such a situation, the presence of noise makes it impossible to recover a valuable approximation of the image of interest without using some a priori information about its properties. Such a priori information--commonly referred to as simply priors--is essential for image restoration, rendering it stable and robust to noise. Moreover, using the priors makes the recovered images exhibit some plausible features of their original counterpart. Particularly, if the original image is known to be a piecewise smooth function, one of the standard priors used in this case is defined by the Rudin-Osher-Fatemi model, which results in total variation (TV) based image restoration. The current arsenal of algorithms for TV-based image restoration is vast. In this present paper, a different approach to the solution of the problem is proposed based upon the method of iterative shrinkage (aka iterated thresholding). In the proposed method, the TV-based image restoration is performed through a recursive application of two simple procedures, viz. linear filtering and soft thresholding. Therefore, the method can be identified as belonging to the group of first-order algorithms which are efficient in dealing with images of relatively large sizes. Another valuable feature of the proposed method consists in its working directly with the TV functional, rather then with its smoothed versions. Moreover, the method provides a single solution for both isotropic and anisotropic definitions of the TV functional, thereby establishing a useful connection between the two formulae. Finally, a number of standard examples of image deblurring are demonstrated, in which the proposed method can provide restoration results of superior quality as compared to the case of sparse-wavelet deconvolution.

Efficient numerical method for analyzing optical bistability in photonic crystal microcavities.

PubMed

Yuan, Lijun; Lu, Ya Yan

2013-05-20

Nonlinear optical effects can be enhanced by photonic crystal microcavities and be used to develop practical ultra-compact optical devices with low power requirements. The finite-difference time-domain method is the standard numerical method for simulating nonlinear optical devices, but it has limitations in terms of accuracy and efficiency. In this paper, a rigorous and efficient frequency-domain numerical method is developed for analyzing nonlinear optical devices where the nonlinear effect is concentrated in the microcavities. The method replaces the linear problem outside the microcavities by a rigorous and numerically computed boundary condition, then solves the nonlinear problem iteratively in a small region around the microcavities. Convergence of the iterative method is much easier to achieve since the size of the problem is significantly reduced. The method is presented for a specific two-dimensional photonic crystal waveguide-cavity system with a Kerr nonlinearity, using numerical methods that can take advantage of the geometric features of the structure. The method is able to calculate multiple solutions exhibiting the optical bistability phenomenon in the strongly nonlinear regime.

A superlinear convergence estimate for an iterative method for the biharmonic equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Horn, M.A.

In [CDH] a method for the solution of boundary value problems for the biharmonic equation using conformal mapping was investigated. The method is an implementation of the classical method of Muskhelishvili. In [CDH] it was shown, using the Hankel structure, that the linear system in [Musk] is the discretization of the identify plus a compact operator, and therefore the conjugate gradient method will converge superlinearly. The purpose of this paper is to give an estimate of the superlinear convergence in the case when the boundary curve is in a Hoelder class.

Electroless atomic layer deposition

DOEpatents

Robinson, David Bruce; Cappillino, Patrick J.; Sheridan, Leah B.; Stickney, John L.; Benson, David M.

2017-10-31

A method of electroless atomic layer deposition is described. The method electrolessly generates a layer of sacrificial material on a surface of a first material. The method adds doses of a solution of a second material to the substrate. The method performs a galvanic exchange reaction to oxidize away the layer of the sacrificial material and deposit a layer of the second material on the surface of the first material. The method can be repeated for a plurality of iterations in order to deposit a desired thickness of the second material on the surface of the first material.

An improved 2D MoF method by using high order derivatives

NASA Astrophysics Data System (ADS)

Chen, Xiang; Zhang, Xiong

2017-11-01

The MoF (Moment of Fluid) method is one of the most accurate approaches among various interface reconstruction algorithms. Alike other second order methods, the MoF method needs to solve an implicit optimization problem to obtain the optimal approximate interface, so an iteration process is inevitable under most circumstances. In order to solve the optimization efficiently, the properties of the objective function are worthy of studying. In 2D problems, the first order derivative has been deduced and applied in the previous researches. In this paper, the high order derivatives of the objective function are deduced on the convex polygon. We show that the nth (n ≥ 2) order derivatives are discontinuous, and the number of the discontinuous points is two times the number of the polygon edge. A rotation algorithm is proposed to successively calculate these discontinuous points, thus the target interval where the optimal solution is located can be determined. Since the high order derivatives of the objective function are continuous in the target interval, the iteration schemes based on high order derivatives can be used to improve the convergence rate. Moreover, when iterating in the target interval, the value of objective function and its derivatives can be directly updated without explicitly solving the volume conservation equation. The direct update makes a further improvement of the efficiency especially when the number of edges of the polygon is increasing. The Halley's method, which is based on the first three order derivatives, is applied as the iteration scheme in this paper and the numerical results indicate that the CPU time is about half of the previous method on the quadrilateral cell and is about one sixth on the decagon cell.

The closure approximation in the hierarchy equations.

NASA Technical Reports Server (NTRS)

Adomian, G.

1971-01-01

The expectation of the solution process in a stochastic operator equation can be obtained from averaged equations only under very special circumstances. Conditions for validity are given and the significance and validity of the approximation in widely used hierarchy methods and the ?self-consistent field' approximation in nonequilibrium statistical mechanics are clarified. The error at any level of the hierarchy can be given and can be avoided by the use of the iterative method.

Prediction of overall and blade-element performance for axial-flow pump configurations

NASA Technical Reports Server (NTRS)

Serovy, G. K.; Kavanagh, P.; Okiishi, T. H.; Miller, M. J.

1973-01-01

A method and a digital computer program for prediction of the distributions of fluid velocity and properties in axial flow pump configurations are described and evaluated. The method uses the blade-element flow model and an iterative numerical solution of the radial equilbrium and continuity conditions. Correlated experimental results are used to generate alternative methods for estimating blade-element turning and loss characteristics. Detailed descriptions of the computer program are included, with example input and typical computed results.

Optimal Control of Micro Grid Operation Mode Seamless Switching Based on Radau Allocation Method

NASA Astrophysics Data System (ADS)

Chen, Xiaomin; Wang, Gang

2017-05-01

The seamless switching process of micro grid operation mode directly affects the safety and stability of its operation. According to the switching process from island mode to grid-connected mode of micro grid, we establish a dynamic optimization model based on two grid-connected inverters. We use Radau allocation method to discretize the model, and use Newton iteration method to obtain the optimal solution. Finally, we implement the optimization mode in MATLAB and get the optimal control trajectory of the inverters.

Solving Upwind-Biased Discretizations: Defect-Correction Iterations

NASA Technical Reports Server (NTRS)

Diskin, Boris; Thomas, James L.

1999-01-01

This paper considers defect-correction solvers for a second order upwind-biased discretization of the 2D convection equation. The following important features are reported: (1) The asymptotic convergence rate is about 0.5 per defect-correction iteration. (2) If the operators involved in defect-correction iterations have different approximation order, then the initial convergence rates may be very slow. The number of iterations required to get into the asymptotic convergence regime might grow on fine grids as a negative power of h. In the case of a second order target operator and a first order driver operator, this number of iterations is roughly proportional to h-1/3. (3) If both the operators have the second approximation order, the defect-correction solver demonstrates the asymptotic convergence rate after three iterations at most. The same three iterations are required to converge algebraic error below the truncation error level. A novel comprehensive half-space Fourier mode analysis (which, by the way, can take into account the influence of discretized outflow boundary conditions as well) for the defect-correction method is developed. This analysis explains many phenomena observed in solving non-elliptic equations and provides a close prediction of the actual solution behavior. It predicts the convergence rate for each iteration and the asymptotic convergence rate. As a result of this analysis, a new very efficient adaptive multigrid algorithm solving the discrete problem to within a given accuracy is proposed. Numerical simulations confirm the accuracy of the analysis and the efficiency of the proposed algorithm. The results of the numerical tests are reported.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stimpson, Shane; Collins, Benjamin; Kochunas, Brendan

The MPACT code, being developed collaboratively by the University of Michigan and Oak Ridge National Laboratory, is the primary deterministic neutron transport solver being deployed within the Virtual Environment for Reactor Applications (VERA) as part of the Consortium for Advanced Simulation of Light Water Reactors (CASL). In many applications of the MPACT code, transport-corrected scattering has proven to be an obstacle in terms of stability, and considerable effort has been made to try to resolve the convergence issues that arise from it. Most of the convergence problems seem related to the transport-corrected cross sections, particularly when used in the 2Dmore » method of characteristics (MOC) solver, which is the focus of this work. Here in this paper, the stability and performance of the 2-D MOC solver in MPACT is evaluated for two iteration schemes: Gauss-Seidel and Jacobi. With the Gauss-Seidel approach, as the MOC solver loops over groups, it uses the flux solution from the previous group to construct the inscatter source for the next group. Alternatively, the Jacobi approach uses only the fluxes from the previous outer iteration to determine the inscatter source for each group. Consequently for the Jacobi iteration, the loop over groups can be moved from the outermost loop$-$as is the case with the Gauss-Seidel sweeper$-$to the innermost loop, allowing for a substantial increase in efficiency by minimizing the overhead of retrieving segment, region, and surface index information from the ray tracing data. Several test problems are assessed: (1) Babcock & Wilcox 1810 Core I, (2) Dimple S01A-Sq, (3) VERA Progression Problem 5a, and (4) VERA Problem 2a. The Jacobi iteration exhibits better stability than Gauss-Seidel, allowing for converged solutions to be obtained over a much wider range of iteration control parameters. Additionally, the MOC solve time with the Jacobi approach is roughly 2.0-2.5× faster per sweep. While the performance and stability of the Jacobi iteration are substantially improved compared to the Gauss-Seidel iteration, it does yield a roughly 8$-$10% increase in the overall memory requirement.« less

Improvement of transport-corrected scattering stability and performance using a Jacobi inscatter algorithm for 2D-MOC

DOE PAGES

Stimpson, Shane; Collins, Benjamin; Kochunas, Brendan

2017-03-10

The MPACT code, being developed collaboratively by the University of Michigan and Oak Ridge National Laboratory, is the primary deterministic neutron transport solver being deployed within the Virtual Environment for Reactor Applications (VERA) as part of the Consortium for Advanced Simulation of Light Water Reactors (CASL). In many applications of the MPACT code, transport-corrected scattering has proven to be an obstacle in terms of stability, and considerable effort has been made to try to resolve the convergence issues that arise from it. Most of the convergence problems seem related to the transport-corrected cross sections, particularly when used in the 2Dmore » method of characteristics (MOC) solver, which is the focus of this work. Here in this paper, the stability and performance of the 2-D MOC solver in MPACT is evaluated for two iteration schemes: Gauss-Seidel and Jacobi. With the Gauss-Seidel approach, as the MOC solver loops over groups, it uses the flux solution from the previous group to construct the inscatter source for the next group. Alternatively, the Jacobi approach uses only the fluxes from the previous outer iteration to determine the inscatter source for each group. Consequently for the Jacobi iteration, the loop over groups can be moved from the outermost loop$-$as is the case with the Gauss-Seidel sweeper$-$to the innermost loop, allowing for a substantial increase in efficiency by minimizing the overhead of retrieving segment, region, and surface index information from the ray tracing data. Several test problems are assessed: (1) Babcock & Wilcox 1810 Core I, (2) Dimple S01A-Sq, (3) VERA Progression Problem 5a, and (4) VERA Problem 2a. The Jacobi iteration exhibits better stability than Gauss-Seidel, allowing for converged solutions to be obtained over a much wider range of iteration control parameters. Additionally, the MOC solve time with the Jacobi approach is roughly 2.0-2.5× faster per sweep. While the performance and stability of the Jacobi iteration are substantially improved compared to the Gauss-Seidel iteration, it does yield a roughly 8$-$10% increase in the overall memory requirement.« less

Least-squares finite element solution of 3D incompressible Navier-Stokes problems

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan; Lin, Tsung-Liang; Povinelli, Louis A.

1992-01-01

Although significant progress has been made in the finite element solution of incompressible viscous flow problems. Development of more efficient methods is still needed before large-scale computation of 3D problems becomes feasible. This paper presents such a development. The most popular finite element method for the solution of incompressible Navier-Stokes equations is the classic Galerkin mixed method based on the velocity-pressure formulation. The mixed method requires the use of different elements to interpolate the velocity and the pressure in order to satisfy the Ladyzhenskaya-Babuska-Brezzi (LBB) condition for the existence of the solution. On the other hand, due to the lack of symmetry and positive definiteness of the linear equations arising from the mixed method, iterative methods for the solution of linear systems have been hard to come by. Therefore, direct Gaussian elimination has been considered the only viable method for solving the systems. But, for three-dimensional problems, the computer resources required by a direct method become prohibitively large. In order to overcome these difficulties, a least-squares finite element method (LSFEM) has been developed. This method is based on the first-order velocity-pressure-vorticity formulation. In this paper the LSFEM is extended for the solution of three-dimensional incompressible Navier-Stokes equations written in the following first-order quasi-linear velocity-pressure-vorticity formulation.

Derivative free Davidon-Fletcher-Powell (DFP) for solving symmetric systems of nonlinear equations

NASA Astrophysics Data System (ADS)

Mamat, M.; Dauda, M. K.; Mohamed, M. A. bin; Waziri, M. Y.; Mohamad, F. S.; Abdullah, H.

2018-03-01

Research from the work of engineers, economist, modelling, industry, computing, and scientist are mostly nonlinear equations in nature. Numerical solution to such systems is widely applied in those areas of mathematics. Over the years, there has been significant theoretical study to develop methods for solving such systems, despite these efforts, unfortunately the methods developed do have deficiency. In a contribution to solve systems of the form F(x) = 0, x ∈ Rn , a derivative free method via the classical Davidon-Fletcher-Powell (DFP) update is presented. This is achieved by simply approximating the inverse Hessian matrix with {Q}k+1-1 to θkI. The modified method satisfied the descent condition and possess local superlinear convergence properties. Interestingly, without computing any derivative, the proposed method never fail to converge throughout the numerical experiments. The output is based on number of iterations and CPU time, different initial starting points were used on a solve 40 benchmark test problems. With the aid of the squared norm merit function and derivative-free line search technique, the approach yield a method of solving symmetric systems of nonlinear equations that is capable of significantly reducing the CPU time and number of iteration, as compared to its counterparts. A comparison between the proposed method and classical DFP update were made and found that the proposed methodis the top performer and outperformed the existing method in almost all the cases. In terms of number of iterations, out of the 40 problems solved, the proposed method solved 38 successfully, (95%) while classical DFP solved 2 problems (i.e. 05%). In terms of CPU time, the proposed method solved 29 out of the 40 problems given, (i.e.72.5%) successfully whereas classical DFP solves 11 (27.5%). The method is valid in terms of derivation, reliable in terms of number of iterations and accurate in terms of CPU time. Thus, suitable and achived the objective.

A modified Dodge algorithm for the parabolized Navier-Stokes equations and compressible duct flows

NASA Technical Reports Server (NTRS)

Cooke, C. H.; Dwoyer, D. M.

1983-01-01

A revised version of Dodge's split-velocity method for numerical calculation of compressible duct flow was developed. The revision incorporates balancing of mass flow rates on each marching step in order to maintain front-to-back continuity during the calculation. The (checkerboard) zebra algorithm is applied to solution of the three dimensional continuity equation in conservative form. A second-order A-stable linear multistep method is employed in effecting a marching solution of the parabolized momentum equations. A checkerboard iteration is used to solve the resulting implicit nonlinear systems of finite-difference equations which govern stepwise transition. Qualitative agreement with analytical predictions and experimental results was obtained for some flows with well-known solutions. Previously announced in STAR as N82-16363

Formulation for Simultaneous Aerodynamic Analysis and Design Optimization

NASA Technical Reports Server (NTRS)

Hou, G. W.; Taylor, A. C., III; Mani, S. V.; Newman, P. A.

1993-01-01

An efficient approach for simultaneous aerodynamic analysis and design optimization is presented. This approach does not require the performance of many flow analyses at each design optimization step, which can be an expensive procedure. Thus, this approach brings us one step closer to meeting the challenge of incorporating computational fluid dynamic codes into gradient-based optimization techniques for aerodynamic design. An adjoint-variable method is introduced to nullify the effect of the increased number of design variables in the problem formulation. The method has been successfully tested on one-dimensional nozzle flow problems, including a sample problem with a normal shock. Implementations of the above algorithm are also presented that incorporate Newton iterations to secure a high-quality flow solution at the end of the design process. Implementations with iterative flow solvers are possible and will be required for large, multidimensional flow problems.

Solving large test-day models by iteration on data and preconditioned conjugate gradient.

PubMed

Lidauer, M; Strandén, I; Mäntysaari, E A; Pösö, J; Kettunen, A

1999-12-01

A preconditioned conjugate gradient method was implemented into an iteration on a program for data estimation of breeding values, and its convergence characteristics were studied. An algorithm was used as a reference in which one fixed effect was solved by Gauss-Seidel method, and other effects were solved by a second-order Jacobi method. Implementation of the preconditioned conjugate gradient required storing four vectors (size equal to number of unknowns in the mixed model equations) in random access memory and reading the data at each round of iteration. The preconditioner comprised diagonal blocks of the coefficient matrix. Comparison of algorithms was based on solutions of mixed model equations obtained by a single-trait animal model and a single-trait, random regression test-day model. Data sets for both models used milk yield records of primiparous Finnish dairy cows. Animal model data comprised 665,629 lactation milk yields and random regression test-day model data of 6,732,765 test-day milk yields. Both models included pedigree information of 1,099,622 animals. The animal model ¿random regression test-day model¿ required 122 ¿305¿ rounds of iteration to converge with the reference algorithm, but only 88 ¿149¿ were required with the preconditioned conjugate gradient. To solve the random regression test-day model with the preconditioned conjugate gradient required 237 megabytes of random access memory and took 14% of the computation time needed by the reference algorithm.

Nonlinear system guidance in the presence of transmission zero dynamics

NASA Technical Reports Server (NTRS)

Meyer, G.; Hunt, L. R.; Su, R.

1995-01-01

An iterative procedure is proposed for computing the commanded state trajectories and controls that guide a possibly multiaxis, time-varying, nonlinear system with transmission zero dynamics through a given arbitrary sequence of control points. The procedure is initialized by the system inverse with the transmission zero effects nulled out. Then the 'steady state' solution of the perturbation model with the transmission zero dynamics intact is computed and used to correct the initial zero-free solution. Both time domain and frequency domain methods are presented for computing the steady state solutions of the possibly nonminimum phase transmission zero dynamics. The procedure is illustrated by means of linear and nonlinear examples.

A fast and robust computational method for the ionization cross sections of the driven Schrödinger equation using an O (N) multigrid-based scheme

NASA Astrophysics Data System (ADS)

Cools, S.; Vanroose, W.

2016-03-01

This paper improves the convergence and robustness of a multigrid-based solver for the cross sections of the driven Schrödinger equation. Adding a Coupled Channel Correction Step (CCCS) after each multigrid (MG) V-cycle efficiently removes the errors that remain after the V-cycle sweep. The combined iterative solution scheme (MG-CCCS) is shown to feature significantly improved convergence rates over the classical MG method at energies where bound states dominate the solution, resulting in a fast and scalable solution method for the complex-valued Schrödinger break-up problem for any energy regime. The proposed solver displays optimal scaling; a solution is found in a time that is linear in the number of unknowns. The method is validated on a 2D Temkin-Poet model problem, and convergence results both as a solver and preconditioner are provided to support the O (N) scalability of the method. This paper extends the applicability of the complex contour approach for far field map computation (Cools et al. (2014) [10]).

MODFLOW–LGR—Documentation of ghost node local grid refinement (LGR2) for multiple areas and the boundary flow and head (BFH2) package

USGS Publications Warehouse

Mehl, Steffen W.; Hill, Mary C.

2013-01-01

This report documents the addition of ghost node Local Grid Refinement (LGR2) to MODFLOW-2005, the U.S. Geological Survey modular, transient, three-dimensional, finite-difference groundwater flow model. LGR2 provides the capability to simulate groundwater flow using multiple block-shaped higher-resolution local grids (a child model) within a coarser-grid parent model. LGR2 accomplishes this by iteratively coupling separate MODFLOW-2005 models such that heads and fluxes are balanced across the grid-refinement interface boundary. LGR2 can be used in two-and three-dimensional, steady-state and transient simulations and for simulations of confined and unconfined groundwater systems. Traditional one-way coupled telescopic mesh refinement methods can have large, often undetected, inconsistencies in heads and fluxes across the interface between two model grids. The iteratively coupled ghost-node method of LGR2 provides a more rigorous coupling in which the solution accuracy is controlled by convergence criteria defined by the user. In realistic problems, this can result in substantially more accurate solutions and require an increase in computer processing time. The rigorous coupling enables sensitivity analysis, parameter estimation, and uncertainty analysis that reflects conditions in both model grids. This report describes the method used by LGR2, evaluates accuracy and performance for two-and three-dimensional test cases, provides input instructions, and lists selected input and output files for an example problem. It also presents the Boundary Flow and Head (BFH2) Package, which allows the child and parent models to be simulated independently using the boundary conditions obtained through the iterative process of LGR2.

MODFLOW-2005, the U.S. Geological Survey modular ground-water model - documentation of shared node local grid refinement (LGR) and the boundary flow and head (BFH) package

USGS Publications Warehouse

Mehl, Steffen W.; Hill, Mary C.

2006-01-01

This report documents the addition of shared node Local Grid Refinement (LGR) to MODFLOW-2005, the U.S. Geological Survey modular, transient, three-dimensional, finite-difference ground-water flow model. LGR provides the capability to simulate ground-water flow using one block-shaped higher-resolution local grid (a child model) within a coarser-grid parent model. LGR accomplishes this by iteratively coupling two separate MODFLOW-2005 models such that heads and fluxes are balanced across the shared interfacing boundary. LGR can be used in two-and three-dimensional, steady-state and transient simulations and for simulations of confined and unconfined ground-water systems. Traditional one-way coupled telescopic mesh refinement (TMR) methods can have large, often undetected, inconsistencies in heads and fluxes across the interface between two model grids. The iteratively coupled shared-node method of LGR provides a more rigorous coupling in which the solution accuracy is controlled by convergence criteria defined by the user. In realistic problems, this can result in substantially more accurate solutions and require an increase in computer processing time. The rigorous coupling enables sensitivity analysis, parameter estimation, and uncertainty analysis that reflects conditions in both model grids. This report describes the method used by LGR, evaluates LGR accuracy and performance for two- and three-dimensional test cases, provides input instructions, and lists selected input and output files for an example problem. It also presents the Boundary Flow and Head (BFH) Package, which allows the child and parent models to be simulated independently using the boundary conditions obtained through the iterative process of LGR.

Solving the Schroedinger Equation of Atoms and Molecules without Analytical Integration Based on the Free Iterative-Complement-Interaction Wave Function

DOE Office of Scientific and Technical Information (OSTI.GOV)

Nakatsuji, H.; Nakashima, H.; Department of Synthetic Chemistry and Biological Chemistry, Graduate School of Engineering, Kyoto University, Nishikyo-ku, Kyoto 615-8510

2007-12-14

A local Schroedinger equation (LSE) method is proposed for solving the Schroedinger equation (SE) of general atoms and molecules without doing analytic integrations over the complement functions of the free ICI (iterative-complement-interaction) wave functions. Since the free ICI wave function is potentially exact, we can assume a flatness of its local energy. The variational principle is not applicable because the analytic integrations over the free ICI complement functions are very difficult for general atoms and molecules. The LSE method is applied to several 2 to 5 electron atoms and molecules, giving an accuracy of 10{sup -5} Hartree in total energy.more » The potential energy curves of H{sub 2} and LiH molecules are calculated precisely with the free ICI LSE method. The results show the high potentiality of the free ICI LSE method for developing accurate predictive quantum chemistry with the solutions of the SE.« less

Transverse heat transfer coefficient in the dual channel ITER TF CICCs Part II. Analysis of transient temperature responses observed during a heat slug propagation experiment

NASA Astrophysics Data System (ADS)

Lewandowska, Monika; Herzog, Robert; Malinowski, Leszek

2015-01-01

A heat slug propagation experiment in the final design dual channel ITER TF CICC was performed in the SULTAN test facility at EPFL-CRPP in Villigen PSI. We analyzed the data resulting from this experiment to determine the equivalent transverse heat transfer coefficient hBC between the bundle and the central channel of this cable. In the data analysis we used methods based on the analytical solutions of a problem of transient heat transfer in a dual-channel cable, similar to Renard et al. (2006) and Bottura et al. (2006). The observed experimental and other limits related to these methods are identified and possible modifications proposed. One result from our analysis is that the hBC values obtained with different methods differ by up to a factor of 2. We have also observed that the uncertainties of hBC in both methods considered are much larger than those reported earlier.

An accelerated photo-magnetic imaging reconstruction algorithm based on an analytical forward solution and a fast Jacobian assembly method

NASA Astrophysics Data System (ADS)

Nouizi, F.; Erkol, H.; Luk, A.; Marks, M.; Unlu, M. B.; Gulsen, G.

2016-10-01

We previously introduced photo-magnetic imaging (PMI), an imaging technique that illuminates the medium under investigation with near-infrared light and measures the induced temperature increase using magnetic resonance thermometry (MRT). Using a multiphysics solver combining photon migration and heat diffusion, PMI models the spatiotemporal distribution of temperature variation and recovers high resolution optical absorption images using these temperature maps. In this paper, we present a new fast non-iterative reconstruction algorithm for PMI. This new algorithm uses analytic methods during the resolution of the forward problem and the assembly of the sensitivity matrix. We validate our new analytic-based algorithm with the first generation finite element method (FEM) based reconstruction algorithm previously developed by our team. The validation is performed using, first synthetic data and afterwards, real MRT measured temperature maps. Our new method accelerates the reconstruction process 30-fold when compared to a single iteration of the FEM-based algorithm.

Concept development for the ITER equatorial port visible/infrared wide angle viewing system

DOE Office of Scientific and Technical Information (OSTI.GOV)

Reichle, R.; Beaumont, B.; Boilson, D.

2012-10-15

The ITER equatorial port visible/infrared wide angle viewing system concept is developed from the measurement requirements. The proposed solution situates 4 viewing systems in the equatorial ports 3, 9, 12, and 17 with 4 views each (looking at the upper target, the inner divertor, and tangentially left and right). This gives sufficient coverage. The spatial resolution of the divertor system is 2 times higher than the other views. For compensation of vacuum-vessel movements, an optical hinge concept is proposed. Compactness and low neutron streaming is achieved by orienting port plug doglegs horizontally. Calibration methods, risks, and R and D topicsmore » are outlined.« less

A new approach for solving the three-dimensional steady Euler equations. I - General theory

NASA Technical Reports Server (NTRS)

Chang, S.-C.; Adamczyk, J. J.

1986-01-01

The present iterative procedure combines the Clebsch potentials and the Munk-Prim (1947) substitution principle with an extension of a semidirect Cauchy-Riemann solver to three dimensions, in order to solve steady, inviscid three-dimensional rotational flow problems in either subsonic or incompressible flow regimes. This solution procedure can be used, upon discretization, to obtain inviscid subsonic flow solutions in a 180-deg turning channel. In addition to accurately predicting the behavior of weak secondary flows, the algorithm can generate solutions for strong secondary flows and will yield acceptable flow solutions after only 10-20 outer loop iterations.

A new approach for solving the three-dimensional steady Euler equations. I - General theory

NASA Astrophysics Data System (ADS)

Chang, S.-C.; Adamczyk, J. J.

1986-08-01

The present iterative procedure combines the Clebsch potentials and the Munk-Prim (1947) substitution principle with an extension of a semidirect Cauchy-Riemann solver to three dimensions, in order to solve steady, inviscid three-dimensional rotational flow problems in either subsonic or incompressible flow regimes. This solution procedure can be used, upon discretization, to obtain inviscid subsonic flow solutions in a 180-deg turning channel. In addition to accurately predicting the behavior of weak secondary flows, the algorithm can generate solutions for strong secondary flows and will yield acceptable flow solutions after only 10-20 outer loop iterations.

A coupling method for a cardiovascular simulation model which includes the Kalman filter.

PubMed

Hasegawa, Yuki; Shimayoshi, Takao; Amano, Akira; Matsuda, Tetsuya

2012-01-01

Multi-scale models of the cardiovascular system provide new insight that was unavailable with in vivo and in vitro experiments. For the cardiovascular system, multi-scale simulations provide a valuable perspective in analyzing the interaction of three phenomenons occurring at different spatial scales: circulatory hemodynamics, ventricular structural dynamics, and myocardial excitation-contraction. In order to simulate these interactions, multiscale cardiovascular simulation systems couple models that simulate different phenomena. However, coupling methods require a significant amount of calculation, since a system of non-linear equations must be solved for each timestep. Therefore, we proposed a coupling method which decreases the amount of calculation by using the Kalman filter. In our method, the Kalman filter calculates approximations for the solution to the system of non-linear equations at each timestep. The approximations are then used as initial values for solving the system of non-linear equations. The proposed method decreases the number of iterations required by 94.0% compared to the conventional strong coupling method. When compared with a smoothing spline predictor, the proposed method required 49.4% fewer iterations.

An extended GS method for dense linear systems

NASA Astrophysics Data System (ADS)

Niki, Hiroshi; Kohno, Toshiyuki; Abe, Kuniyoshi

2009-09-01

Davey and Rosindale [K. Davey, I. Rosindale, An iterative solution scheme for systems of boundary element equations, Internat. J. Numer. Methods Engrg. 37 (1994) 1399-1411] derived the GSOR method, which uses an upper triangular matrix [Omega] in order to solve dense linear systems. By applying functional analysis, the authors presented an expression for the optimum [Omega]. Moreover, Davey and Bounds [K. Davey, S. Bounds, A generalized SOR method for dense linear systems of boundary element equations, SIAM J. Comput. 19 (1998) 953-967] also introduced further interesting results. In this note, we employ a matrix analysis approach to investigate these schemes, and derive theorems that compare these schemes with existing preconditioners for dense linear systems. We show that the convergence rate of the Gauss-Seidel method with preconditioner PG is superior to that of the GSOR method. Moreover, we define some splittings associated with the iterative schemes. Some numerical examples are reported to confirm the theoretical analysis. We show that the EGS method with preconditioner produces an extremely small spectral radius in comparison with the other schemes considered.

Self-consistent collective coordinate for reaction path and inertial mass

NASA Astrophysics Data System (ADS)

Wen, Kai; Nakatsukasa, Takashi

2016-11-01

We propose a numerical method to determine the optimal collective reaction path for a nucleus-nucleus collision, based on the adiabatic self-consistent collective coordinate (ASCC) method. We use an iterative method, combining the imaginary-time evolution and the finite amplitude method, for the solution of the ASCC coupled equations. It is applied to the simplest case, α -α scattering. We determine the collective path, the potential, and the inertial mass. The results are compared with other methods, such as the constrained Hartree-Fock method, Inglis's cranking formula, and the adiabatic time-dependent Hartree-Fock (ATDHF) method.

Image reconstruction

NASA Astrophysics Data System (ADS)

Vasilenko, Georgii Ivanovich; Taratorin, Aleksandr Markovich

Linear, nonlinear, and iterative image-reconstruction (IR) algorithms are reviewed. Theoretical results are presented concerning controllable linear filters, the solution of ill-posed functional minimization problems, and the regularization of iterative IR algorithms. Attention is also given to the problem of superresolution and analytical spectrum continuation, the solution of the phase problem, and the reconstruction of images distorted by turbulence. IR in optical and optical-digital systems is discussed with emphasis on holographic techniques.

New discretization and solution techniques for incompressible viscous flow problems

NASA Technical Reports Server (NTRS)

Gunzburger, M. D.; Nicolaides, R. A.; Liu, C. H.

1983-01-01

Several topics arising in the finite element solution of the incompressible Navier-Stokes equations are considered. Specifically, the question of choosing finite element velocity/pressure spaces is addressed, particularly from the viewpoint of achieving stable discretizations leading to convergent pressure approximations. The role of artificial viscosity in viscous flow calculations is studied, emphasizing work by several researchers for the anisotropic case. The last section treats the problem of solving the nonlinear systems of equations which arise from the discretization. Time marching methods and classical iterative techniques, as well as some modifications are mentioned.

Hierarchical Parallelism in Finite Difference Analysis of Heat Conduction

NASA Technical Reports Server (NTRS)

Padovan, Joseph; Krishna, Lala; Gute, Douglas

1997-01-01

Based on the concept of hierarchical parallelism, this research effort resulted in highly efficient parallel solution strategies for very large scale heat conduction problems. Overall, the method of hierarchical parallelism involves the partitioning of thermal models into several substructured levels wherein an optimal balance into various associated bandwidths is achieved. The details are described in this report. Overall, the report is organized into two parts. Part 1 describes the parallel modelling methodology and associated multilevel direct, iterative and mixed solution schemes. Part 2 establishes both the formal and computational properties of the scheme.