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Modified Gauss–Newton method for solving a smooth system of nonlinear equations
Computer Research and Modeling, 2021, v. 13, no. 4, pp. 697-723In this paper, we introduce a new version of Gauss–Newton method for solving a system of nonlinear equations based on ideas of the residual upper bound for a system of nonlinear equations and a quadratic regularization term. The introduced Gauss–Newton method in practice virtually forms the whole parameterized family of the methods solving systems of nonlinear equations and regression problems. The developed family of Gauss–Newton methods completely consists of iterative methods with generalization for cases of non-euclidean normed spaces, including special forms of Levenberg–Marquardt algorithms. The developed methods use the local model based on a parameterized proximal mapping allowing us to use an inexact oracle of «black–box» form with restrictions for the computational precision and computational complexity. We perform an efficiency analysis including global and local convergence for the developed family of methods with an arbitrary oracle in terms of iteration complexity, precision and complexity of both local model and oracle, problem dimensionality. We present global sublinear convergence rates for methods of the proposed family for solving a system of nonlinear equations, consisting of Lipschitz smooth functions. We prove local superlinear convergence under extra natural non-degeneracy assumptions for system of nonlinear functions. We prove both local and global linear convergence for a system of nonlinear equations under Polyak–Lojasiewicz condition for proposed Gauss– Newton methods. Besides theoretical justifications of methods we also consider practical implementation issues. In particular, for conducted experiments we present effective computational schemes for the exact oracle regarding to the dimensionality of a problem. The proposed family of methods unites several existing and frequent in practice Gauss–Newton method modifications, allowing us to construct a flexible and convenient method implementable using standard convex optimization and computational linear algebra techniques.
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Optimization of task package execution planning in multi-stage systems under restrictions and the formation of sets
Computer Research and Modeling, 2021, v. 13, no. 5, pp. 917-946Modern methods of complex planning the execution of task packages in multistage systems are characterized by the presence of restrictions on the dimension of the problem being solved, the impossibility of guaranteed obtaining effective solutions for various values of its input parameters, as well as the impossibility of registration the conditions for the formation of sets from the result and the restriction on the interval duration of time of the system operating. The decomposition of the generalized function of the system into a set of hierarchically interconnected subfunctions is implemented to solve the problem of scheduling the execution of task packages with generating sets of results and the restriction on the interval duration of time for the functioning of the system. The use of decomposition made it possible to employ the hierarchical approach for planning the execution of task packages in multistage systems, which provides the determination of decisions by the composition of task groups at the first level of the hierarchy decisions by the composition of task packages groups executed during time intervals of limited duration at the second level and schedules for executing packages at the third level the hierarchy. In order to evaluate decisions on the composition of packages, the results of their execution, obtained during the specified time intervals, are distributed among the packages. The apparatus of the theory of hierarchical games is used to determine complex solutions. A model of a hierarchical game for making decisions by the compositions of packages, groups of packages and schedules of executing packages is built, which is a system of hierarchically interconnected criteria for optimizing decisions. The model registers the condition for the formation of sets from the results of the execution of task packages and restriction on duration of time intervals of its operating. The problem of determining the compositions of task packages and groups of task packages is NP-hard; therefore, its solution requires the use of approximate optimization methods. In order to optimize groups of task packages, the construction of a method for formulating initial solutions by their compositions has been implemented, which are further optimized. Moreover, a algorithm for distributing the results of executing task packages obtained during time intervals of limited duration by sets is formulated. The method of local solutions optimization by composition of packages groups, in accordance with which packages are excluded from groups, the results of which are not included in sets, and packages, that aren’t included in any group, is proposed. The software implementation of the considered method of complex optimization of the compositions of task packages, groups of task packages, and schedules for executing task packages from groups (including the implementation of the method for optimizing the compositions of groups of task packages) has been performed. With its use, studies of the features of the considered planning task are carried out. Conclusion are formulated concerning the dependence of the efficiency of scheduling the execution of task packages in multistage system under the introduced conditions from the input parameters of the problem. The use of the method of local optimization of the compositions of groups of task packages allows to increase the number of formed sets from the results of task execution in packages from groups by 60% in comparison with fixed groups (which do not imply optimization).
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A simulation model of connected automated vehicles platoon dynamics in a heterogeneous traffic flow
Computer Research and Modeling, 2022, v. 14, no. 5, pp. 1041-1058The gradual incorporation of automated vehicles into the global transport networks leads to the need to develop tools to assess the impact of this process on various aspects of traffic. This implies a more organized movement of automated vehicles which can form uniformly moving platoons. The influence of the formation and movement of these platoons on the dynamics of traffic flow is of great interest. The currently most developed traffic flow models are based on the cellular automaton approach. They are mainly developed in the direction of increasing accuracy. This inevitably leads to the complication of models, which in their modern form have significantly moved away from the original philosophy of cellular automata, which implies simplicity and schematicity of models at the level of evolution rules, leading, however, to a complex organized behavior of the system. In the present paper, a simulation model of connected automated vehicles platoon dynamics in a heterogeneous transport system is proposed, consisting of two types of agents (vehicles): human-driven and automated. The description of the temporal evolution of the system is based on modified rules 184 and 240 for elementary cellular automata. Human-driven vehicles move according to rule 184 with the addition of accidental braking, the probability of which depends on the distance to the vehicle in front. For automated vehicles, a combination of rules is used depending on the type of nearest neighbors, regardless of the distance to them, which brings non-local interaction to the model. At the same time, it is considered that a group of sequentially moving connected automated vehicles can form an organized platoon. The influence of the ratio of types of vehicles in the system on the characteristics of the traffic flow during free movement on a circular one-lane and two-lane roads, as well as in the presence of a traffic light, is studied. The simulation results show that the effect of platoon formation is significant for a freeway traffic flow; the presence of a traffic light reduces the positive effect by about half. The movement of platoons of connected automated vehicles on two-lane roads with the possibility of lane changing was also studied. It is shown that considering the types of neighboring vehicles (automated or human-driven) when changing lanes for automated vehicles has a positive effect on the characteristics of the traffic flow.
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Computation of a shock wave structure in a gas mixture based on the Boltzmann equation with accuracy control
Computer Research and Modeling, 2024, v. 16, no. 5, pp. 1107-1123In this paper, the structure of a shock wave in a binary gas mixture is studied on the basis of direct solution of the Boltzmann kinetic equation. The conservative projection method is used to evaluate the collision integral in the kinetic equation. The applied evaluation formulas and numerical methods are described in detail. The model of hard spheres is used as an interaction potential of molecules. Numerical simulation is performed using the developed simulation environment software, which makes it possible to study both steady and non-steady flows of gas mixtures in various flow regimes and for an arbitrary geometry of the problem. Modeling is performed on a cluster architecture. Due to the use of code parallelization technologies, a significant acceleration of computations is achieved. With a fixed accuracy controlled by the simulation parameters, the distributions of macroscopic characteristics of the mixture components through the shock wave front were obtained. Computations were conducted for various ratios of molecular masses and Mach numbers. The total accuracy of at least 1% for the local values of molecular density and temperature and 3% for the shock front width was achieved. The obtained results were compared with existing computation data. The results presented in this paper are of theoretical significance, and can serve as a test computation, since they are obtained using the exact Boltzmann equation.
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Local estimations of Monte Carlo method with the object spectral representation in the solution of global illumination
Computer Research and Modeling, 2012, v. 4, no. 1, pp. 75-84Citations: 2 (RSCI).The article deals with the local and double local estimation of the Monte Carlo method for solving the equation of global illumination. The local estimation allows calculating the illumination at any point at the approximation of diffuse reflection, whereas the double local estimation allows calculating directly the luminance at a given point in a given direction. The article presents the mathematical basis of local estimations and the basic stages of the software implementation. The representation of three-dimensional objects in the basis of spherical functions and the possibility of using them in the local estimations are also considered.
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Numerical simulation of unsteady conjugate natural convection in a cylindrical porous domain (Darcy–Boussinesq model)
Computer Research and Modeling, 2013, v. 5, no. 2, pp. 179-191Views (last year): 4. Citations: 3 (RSCI).Mathematical simulation on unsteady natural convection in a closed porous cylindrical cavity having finite thickness heat-conducting solid walls in conditions of convective heat exchange with an environment has been carried out. A boundary-value problem of mathematical physics formulated in dimensionless variables such as stream function and temperature on the basis of Darcy–Boussinesq model has been solved by finite difference method. Effect of a porous medium permeability 10–5≤Da<∞, ratio between a solid wall thickness and the inner radius of a cylinder 0.1≤h/L≤0.3, a thermal conductivity ratio 1≤λ1,2≤20 and a dimensionless time on both local distributions of isolines and isotherms and integral complexes reflecting an intensity of convective flow and heat transfer has been analyzed in detail.
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Parallel implementation of a finite-element algorithms on a graphics accelerator in the software package FEStudio
Computer Research and Modeling, 2014, v. 6, no. 1, pp. 79-97Views (last year): 4. Citations: 24 (RSCI).In this paper, we present new parallel algorithms for finite element analysis implemented in the FEStudio software framework. We describe the programming model of finite element method, which supports parallelism on different stages of numerical simulations. Using this model, we develop parallel algorithms of numerical integration for dynamic problems and local stiffness matrices. For constructing and solving the systems of equations, we use the CUDA programming platform.
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Simulation of mixed convection of a variable viscosity fluid in a partially porous horizontal channel with a heat-generating source
Computer Research and Modeling, 2019, v. 11, no. 1, pp. 95-107Views (last year): 34.Numerical study of unsteady mixed convection in an open partially porous horizontal channel with a heatgenerating source was performed. The outer surfaces of horizontal walls of finite thickness were adiabatic. In the channel there was a Newtonian heat-conducting fluid with a temperature-dependent viscosity. The discrete heatconducting and heat-generating source is located inside the bottom wall. The temperature of the fluid phase was equal to the temperature of the porous medium, and calculations were performed using the local thermal equilibrium model. The porous insertion is isotropic, homogeneous and permeable to fluid. The Darcy–Brinkman model was used to simulate the transport process within the porous medium. Governing equations formulated in dimensionless variables “stream function – vorticity – temperature” using the Boussinesq approximation were solved numerically by the finite difference method. The vorticity dispersion equation and energy equation were solved using locally one-dimensional Samarskii scheme. The diffusive terms were approximated by central differences, while the convective terms were approximated using monotonic Samarskii scheme. The difference equations were solved by the Thomas algorithm. The approximated Poisson equation for the stream function was solved separately by successive over-relaxation method. Optimal value of the relaxation parameter was found on the basis of computational experiments. The developed computational code was tested using a set of uniform grids and verified by comparing the results obtained of other authors.
Numerical analysis of unsteady mixed convection of variable viscosity fluid in the horizontal channel with a heat-generating source was performed for the following parameters: $\mathrm{Pr} = 7.0$, $\varepsilon = 0.8$, $\mathrm{Gr} = 10^5$, $C = 0-1$, $10^{-5} < \mathrm{Da} < 10^{-1}$, $50 < \mathrm{Re} < 500$, $\delta = l/H = 0.6-3$. Distributions of the isolines of the stream function, temperature and the dependences of the average Nusselt number and the average temperature inside the heater were obtained in a steady-state regime, when the stationary picture of the flow and heat transfer is observed. As a result we showed that an addition of a porous insertion leads to an intensification of heat removal from the surface of the energy source. The increase in the porous insertion sizes and the use of working fluid with different thermal characteristics, lead to a decrease in temperature inside the source.
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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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Diffusion–reaction–advection equations for the predator–prey system in a heterogeneous environment
Computer Research and Modeling, 2021, v. 13, no. 6, pp. 1161-1176We analyze variants of considering the inhomogeneity of the environment in computer modeling of the dynamics of a predator and prey based on a system of reaction-diffusion–advection equations. The local interaction of species (reaction terms) is described by the logistic law for the prey and the Beddington –DeAngelis functional response, special cases of which are the Holling type II functional response and the Arditi – Ginzburg model. We consider a one-dimensional problem in space for a heterogeneous resource (carrying capacity) and three types of taxis (the prey to resource and from the predator, the predator to the prey). An analytical approach is used to study the stability of stationary solutions in the case of local interaction (diffusionless approach). We employ the method of lines to study diffusion and advective processes. A comparison of the critical values of the mortality parameter of predators is given. Analysis showed that at constant coefficients in the Beddington –DeAngelis model, critical values are variable along the spatial coordinate, while we do not observe this effect for the Arditi –Ginzburg model. We propose a modification of the reaction terms, which makes it possible to take into account the heterogeneity of the resource. Numerical results on the dynamics of species for large and small migration coefficients are presented, demonstrating a decrease in the influence of the species of local members on the emerging spatio-temporal distributions of populations. Bifurcation transitions are analyzed when changing the parameters of diffusion–advection and reaction terms.
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