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Variance reduction for minimax problems with a small dimension of one of the variables
Computer Research and Modeling, 2022, v. 14, no. 2, pp. 257-275The paper is devoted to convex-concave saddle point problems where the objective is a sum of a large number of functions. Such problems attract considerable attention of the mathematical community due to the variety of applications in machine learning, including adversarial learning, adversarial attacks and robust reinforcement learning, to name a few. The individual functions in the sum usually represent losses related to examples from a data set. Additionally, the formulation admits a possibly nonsmooth composite term. Such terms often reflect regularization in machine learning problems. We assume that the dimension of one of the variable groups is relatively small (about a hundred or less), and the other one is large. This case arises, for example, when one considers the dual formulation for a minimization problem with a moderate number of constraints. The proposed approach is based on using Vaidya’s cutting plane method to minimize with respect to the outer block of variables. This optimization algorithm is especially effective when the dimension of the problem is not very large. An inexact oracle for Vaidya’s method is calculated via an approximate solution of the inner maximization problem, which is solved by the accelerated variance reduced algorithm Katyusha. Thus, we leverage the structure of the problem to achieve fast convergence. Separate complexity bounds for gradients of different components with respect to different variables are obtained in the study. The proposed approach is imposing very mild assumptions about the objective. In particular, neither strong convexity nor smoothness is required with respect to the low-dimensional variable group. The number of steps of the proposed algorithm as well as the arithmetic complexity of each step explicitly depend on the dimensionality of the outer variable, hence the assumption that it is relatively small.
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Mathematical modelling of the magnetic system by A. N. Tikhonov regularization method
Computer Research and Modeling, 2011, v. 3, no. 2, pp. 165-175In this paper the problem of searching for the design of the magnetic system for creation a magnetic field with the required characteristics in the given area is solved. On the basis of analysis of the mathematical model of the magnetic system rather a general approach is proposed to the solving of the inverse problem, which is written by the Fredgolm equation H(z) = ∫SIJ(s)G(z, s)ds, z ∈ S H, s ∈ S I . It was necessary to define the current density distribution function J(s) and the existing winding geometry for creation of a required magnetic field H(z). In the paper a method of solving those by means of regularized iterative processes is proposed. On the base of the concrete magnetic system we perform the numerical study of influence of different factors on the character of the magnetic field being designed.
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Discrete Models in Population Dynamics: Advantages, Problems, and Justification
Computer Research and Modeling, 2016, v. 8, no. 2, pp. 267-284Views (last year): 6. Citations: 6 (RSCI).This article is dedicated to applicability justification as well as advantages and disadvantages analysis of discrete models in population dynamics. Discretization is the process of transferring continuous functions, models, and equations into discrete counterparts. We consider how temporal, spatial and structural discretization can be applied for solving typical issues in mathematical ecology, and try to estimate corresponding models adequacy and applicability limitations.
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Mathematical modeling of the interval stochastic thermal processes in technical systems at the interval indeterminacy of the determinative parameters
Computer Research and Modeling, 2016, v. 8, no. 3, pp. 501-520Views (last year): 15. Citations: 6 (RSCI).The currently performed mathematical and computer modeling of thermal processes in technical systems is based on an assumption that all the parameters determining thermal processes are fully and unambiguously known and identified (i.e., determined). Meanwhile, experience has shown that parameters determining the thermal processes are of undefined interval-stochastic character, which in turn is responsible for the intervalstochastic nature of thermal processes in the electronic system. This means that the actual temperature values of each element in an technical system will be randomly distributed within their variation intervals. Therefore, the determinative approach to modeling of thermal processes that yields specific values of element temperatures does not allow one to adequately calculate temperature distribution in electronic systems. The interval-stochastic nature of the parameters determining the thermal processes depends on three groups of factors: (a) statistical technological variation of parameters of the elements when manufacturing and assembling the system; (b) the random nature of the factors caused by functioning of an technical system (fluctuations in current and voltage; power, temperatures, and flow rates of the cooling fluid and the medium inside the system); and (c) the randomness of ambient parameters (temperature, pressure, and flow rate). The interval-stochastic indeterminacy of the determinative factors in technical systems is irremediable; neglecting it causes errors when designing electronic systems. A method that allows modeling of unsteady interval-stochastic thermal processes in technical systems (including those upon interval indeterminacy of the determinative parameters) is developed in this paper. The method is based on obtaining and further solving equations for the unsteady statistical measures (mathematical expectations, variances and covariances) of the temperature distribution in an technical system at given variation intervals and the statistical measures of the determinative parameters. Application of the elaborated method to modeling of the interval-stochastic thermal process in a particular electronic system is considered.
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The cosymmetric approach to the analysis of spatial structure of populations with amount of taxis
Computer Research and Modeling, 2016, v. 8, no. 4, pp. 661-671Views (last year): 2. Citations: 1 (RSCI).We consider a mathematical model describing the competition for a heterogeneous resource of two populations on a one-dimensional area. Distribution of populations is governed by diffusion and directed migration, species growth obeys to the logistic law. We study the corresponding problem of nonlinear parabolic equations with variable coefficients (function of a resource, parameters of growth, diffusion and migration). Approach on the theory the cosymmetric dynamic systems of V. Yudovich is applied to the analysis of population patterns. Conditions on parameters for which the problem under investigation has nontrivial cosymmetry are analytically derived. Numerical experiment is used to find an emergence of continuous family of steady states when cosymmetry takes place. The numerical scheme is based on the finite-difference discretization in space using the balance method and integration on time by Runge-Kutta method. Impact of diffusive and migration parameters on scenarios of distribution of populations is studied. In the vicinity of the line, corresponding to cosymmetry, neutral curves for diffusive parameters are calculated. We present the mappings with areas of diffusive parameters which correspond to scenarios of coexistence and extinction of species. For a number of migration parameters and resource functions with one and two maxima the analysis of possible scenarios is carried out. Particularly, we found the areas of parameters for which the survival of each specie is determined by initial conditions. It should be noted that dynamics may be nontrivial: after starting decrease in densities of both species the growth of only one population takes place whenever another specie decreases. The analysis has shown that areas of the diffusive parameters corresponding to various scenarios of population patterns are grouped near the cosymmetry lines. The derived mappings allow to explain, in particular, effect of a survival of population due to increasing of diffusive mobility in case of starvation.
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High-speed penetration. Discrete-element simulation and experiments
Computer Research and Modeling, 2017, v. 9, no. 6, pp. 937-944Views (last year): 13. Citations: 4 (RSCI).The paper presents the results of numerical simulation and experimental data on the high-speed penetration of the impactor into the obstacle. In the calculations, a discrete-element model has been used, based on the representation of the impactor and the target by a set of close packed interconnected particles. This class of models finds an increasingly wide application in the problems of high-speed interaction of bodies. In the previous works of the authors, the questions of application of the discrete-element model to the problem of the penetration of spherical impactors into massive targets were considered. On the basis of a comparative analysis of the data of computational and physical experiments, it was found out that for a wide class of high-speed penetration problems, a high accuracy of discrete-element modeling can be achieved using the two-parameter Lennard–Jones potential. The binding energy was identified as a function of the dynamic hardness of materials. It was shown that the use of this approach makes it possible to describe accurately the penetration process in the range of impactor velocities 500–2500 m/c.
In this paper, we compare the results of discrete-element modeling with experimental data on penetration of high-strength targets of different thickness by steel impactors. The use of computational parallelization technologies on graphic processors in combination with 3D visualization and animation of the results makes it possible to obtain detailed spatio-temporal patterns of the penetration process and compare them with experimental data.
A comparative analysis of the experimental and calculated data has shown a sufficiently high accuracy of discrete-element modeling for a wide range of target thicknesses: for thin targets pierced with preservation of the integrity of the deformed impactor, for targets of medium thickness, pierced with practically complete fragmentation of the impactor at the exit from the target, and for thick impenetrable targets.
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On numerical solution of joint inverse geophysical problems with structural constraints
Computer Research and Modeling, 2020, v. 12, no. 2, pp. 329-343Inverse geophysical problems are difficult to solve due to their mathematically incorrect formulation and large computational complexity. Geophysical exploration in frontier areas is even more complicated due to the lack of reliable geological information. In this case, inversion methods that allow interpretation of several types of geophysical data together are recognized to be of major importance. This paper is dedicated to one of such inversion methods, which is based on minimization of the determinant of the Gram matrix for a set of model vectors. Within the framework of this approach, we minimize a nonlinear functional, which consists of squared norms of data residual of different types, the sum of stabilizing functionals and a term that measures the structural similarity between different model vectors. We apply this approach to seismic and electromagnetic synthetic data set. Specifically, we study joint inversion of acoustic pressure response together with controlled-source electrical field imposing structural constraints on resulting electrical conductivity and P-wave velocity distributions.
We start off this note with the problem formulation and present the numerical method for inverse problem. We implemented the conjugate-gradient algorithm for non-linear optimization. The efficiency of our approach is demonstrated in numerical experiments, in which the true 3D electrical conductivity model was assumed to be known, but the velocity model was constructed during inversion of seismic data. The true velocity model was based on a simplified geology structure of a marine prospect. Synthetic seismic data was used as an input for our minimization algorithm. The resulting velocity model not only fit to the data but also has structural similarity with the given conductivity model. Our tests have shown that optimally chosen weight of the Gramian term may improve resolution of the final models considerably.
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Parallel implementation of numerical algorithm of solving coupled internal ballistics modelling problem for solid rocket motors
Computer Research and Modeling, 2021, v. 13, no. 1, pp. 47-65We present a physico-mathematical statement of coupled geometrical and gas dynamics problem of intrachamber processes simulation and calculation of main internal ballistics characteristics of solid rocket motors in axisymmetric approximation. Method and numerical algorithm of solving the problem are described in this paper. We track the propellant burning surface using the level set method. This method allows us to implicitly represent the surface on a fixed Cartesian grid as zero-level of some function. Two-dimensional gas-dynamics equations describe a flow of combustion products in a solid rocket motor. Due to inconsistency of domain boundaries and nodes of computational grid, presence of ghost points lying outside the computational domain is taken into account. For setting the values of flow parameters in ghost points, we use the inverse Lax – Wendroff procedure. We discretize spatial derivatives of level set and gas-dynamics equations with standard WENO schemes of fifth and third-order respectively and time derivatives using total variation diminishing Runge –Kutta methods. We parallelize the presented numerical algorithm using CUDA technology and further optimize it with regard to peculiarities of graphics processors architecture.
Created software package is used for calculating internal ballistics characteristics of nozzleless solid rocket motor during main firing phase. On the base of obtained numerical results, we discuss efficiency of parallelization using CUDA technology and applying considered optimizations. It has been shown that implemented parallelization technique leads to a significant acceleration in comparison with central processes. Distributions of key parameters of combustion products flow in different periods of time have been presented in this paper. We make a comparison of obtained results between quasione-dimensional approach and developed numerical technique.
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Variational principle for shape memory solids under variable external forces and temperatures
Computer Research and Modeling, 2021, v. 13, no. 3, pp. 541-555The quasistatic deformation problem for shape memory alloys is reviewed within the phenomenological mechanics of solids without microphysics analysis. The phenomenological approach is based on comparison of two material deformation diagrams. The first diagram corresponds to the active proportional loading when the alloy behaves as an ideal elastoplastic material; the residual strain is observed after unloading. The second diagram is relevant to the case when the deformed sample is heated to a certain temperature for each alloy. The initial shape is restored: the reverse distortion matches deformations on the first diagram, except for the sign. Because the first step of distortion can be described with the variational principle, for which the existence of the generalized solutions is proved under arbitrary loading, it becomes clear how to explain the reverse distortion within the slightly modified theory of plasticity. The simply connected surface of loading needs to be replaced with the doubly connected one, and the variational principle needs to be updated with two laws of thermodynamics and the principle of orthogonality for thermodynamic forces and streams. In this case it is not difficult to prove the existence of solutions either. The successful application of the theory of plasticity under the constant temperature causes the need to obtain a similar result for a more general case of variable external forces and temperatures. The paper studies the ideal elastoplastic von Mises model at linear strain rates. Taking into account hardening and arbitrary loading surface does not cause any additional difficulties.
The extended variational principle of the Reissner type is defined. Together with the laws of thermal plasticity it enables to prove the existence of the generalized solutions for three-dimensional bodies made of shape memory materials. The main issue to resolve is a challenge to choose a functional space for the rates and deformations of the continuum points. The space of bounded deformation, which is the main instrument of the mathematical theory of plasticity, serves this purpose in the paper. The proving process shows that the choice of the functional spaces used in the paper is not the only one. The study of other possible problem settings for the extended variational principle and search for regularity of generalized solutions seem an interesting challenge for future research.
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Method of self-consistent equations in solving problems of wave scattering on systems of cylindrical bodies
Computer Research and Modeling, 2021, v. 13, no. 4, pp. 725-733One of the numerical methods for solving problems of scattering of electromagnetic waves by systems formed by parallel oriented cylindrical elements — two-dimensional photonic crystals — is considered. The method is based on the classical method of separation of variables for solving the wave equation. Тhe essence of the method is to represent the field as the sum of the primary field and the unknown secondary scattered on the elements of the medium field. The mathematical expression for the latter is written in the form of infinite series in elementary wave functions with unknown coefficients. In particular, the field scattered by N elements is sought as the sum of N diffraction series, in which one of the series is composed of the wave functions of one body, and the wave functions in the remaining series are expressed in terms of the eigenfunctions of the first body using addition theorems. From satisfying the boundary conditions on the surface of each element we obtain systems of linear algebraic equations with an infinite number of unknowns — the required expansion coefficients, which are solved by standard methods. A feature of the method is the use of analytical expressions describing diffraction by a single element of the system. In contrast to most numerical methods, this approach allows one to obtain information on the amplitude-phase or spectral characteristics of the field only at local points of the structure. The absence of the need to determine the field parameters in the entire area of space occupied by the considered multi-element system determines the high efficiency of this method. The paper compares the results of calculating the transmission spectra of two-dimensional photonic crystals by the considered method with experimental data and numerical results obtained using other approaches. Their good agreement is demonstrated.
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