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Approach to development of algorithms of Newtonian methods of unconstrained optimization, their software implementation and benchmarking
Computer Research and Modeling, 2013, v. 5, no. 3, pp. 367-377Views (last year): 2. Citations: 7 (RSCI).The approach to increase efficiency of Gill and Murray's algorithm of Newtonian methods of unconstrained optimization with step adjustment creation is offered, rests on Cholesky’s factorization. It is proved that the strategy of choice of the descent direction also determines the solution of the problem of scaling of steps at descent, and approximation by non-quadratic functions, and integration with a method of a confidential vicinity.
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On the convergence of the implicit iterative line-by-line recurrence method for solving difference elliptical equations
Computer Research and Modeling, 2017, v. 9, no. 6, pp. 857-880Views (last year): 15. Citations: 1 (RSCI).In the article a theory of the implicit iterative line-by-line recurrence method for solving the systems of finite-difference equations which arise as a result of approximation of the two-dimensional elliptic differential equations on a regular grid is stated. On the one hand, the high effectiveness of the method has confirmed in practice. Some complex test problems, as well as several problems of fluid flow and heat transfer of a viscous incompressible liquid, have solved with its use. On the other hand, the theoretical provisions that explain the high convergence rate of the method and its stability are not yet presented in the literature. This fact is the reason for the present investigation. In the paper, the procedure of equivalent and approximate transformations of the initial system of linear algebraic equations (SLAE) is described in detail. The transformations are presented in a matrix-vector form, as well as in the form of the computational formulas of the method. The key points of the transformations are illustrated by schemes of changing of the difference stencils that correspond to the transformed equations. The canonical form of the method is the goal of the transformation procedure. The correctness of the method follows from the canonical form in the case of the solution convergence. The estimation of norms of the matrix operators is carried out on the basis of analysis of structures and element sets of the corresponding matrices. As a result, the convergence of the method is proved for arbitrary initial vectors of the solution of the problem.
The norm of the transition matrix operator is estimated in the special case of weak restrictions on a desired solution. It is shown, that the value of this norm decreases proportionally to the second power (or third degree, it depends on the version of the method) of the grid step of the problem solution area in the case of transition matrix order increases. The necessary condition of the method stability is obtained by means of simple estimates of the vector of an approximate solution. Also, the estimate in order of magnitude of the optimum iterative compensation parameter is given. Theoretical conclusions are illustrated by using the solutions of the test problems. It is shown, that the number of the iterations required to achieve a given accuracy of the solution decreases if a grid size of the solution area increases. It is also demonstrated that if the weak restrictions on solution are violated in the choice of the initial approximation of the solution, then the rate of convergence of the method decreases essentially in full accordance with the deduced theoretical results.
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Quadratic Padé Approximation: Numerical Aspects and Applications
Computer Research and Modeling, 2019, v. 11, no. 6, pp. 1017-1031Padé approximation is a useful tool for extracting singularity information from a power series. A linear Padé approximant is a rational function and can provide estimates of pole and zero locations in the complex plane. A quadratic Padé approximant has square root singularities and can, therefore, provide additional information such as estimates of branch point locations. In this paper, we discuss numerical aspects of computing quadratic Padé approximants as well as some applications. Two algorithms for computing the coefficients in the approximant are discussed: a direct method involving the solution of a linear system (well-known in the mathematics community) and a recursive method (well-known in the physics community). We compare the accuracy of these two methods when implemented in floating-point arithmetic and discuss their pros and cons. In addition, we extend Luke’s perturbation analysis of linear Padé approximation to the quadratic case and identify the problem of spurious branch points in the quadratic approximant, which can cause a significant loss of accuracy. A possible remedy for this problem is suggested by noting that these troublesome points can be identified by the recursive method mentioned above. Another complication with the quadratic approximant arises in choosing the appropriate branch. One possibility, which is to base this choice on the linear approximant, is discussed in connection with an example due to Stahl. It is also known that the quadratic method is capable of providing reasonable approximations on secondary sheets of the Riemann surface, a fact we illustrate here by means of an example. Two concluding applications show the superiority of the quadratic approximant over its linear counterpart: one involving a special function (the Lambert $W$-function) and the other a nonlinear PDE (the continuation of a solution of the inviscid Burgers equation into the complex plane).
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New algorithms for composing differential equations of the motion of the exoskeleton with variable length of the links and the control of hinge-joint
Computer Research and Modeling, 2017, v. 9, no. 2, pp. 201-210Views (last year): 15. Citations: 2 (RSCI).The article discusses the model of the anthropomorphic type of mechanism of the exoskeleton with links of variable length. Four models of parts of variable length are considered comprehensively: the model link of the exoskeleton of variable length with a resilient member and a rigid strong core; the model of the telescopic link; the model link with the masses in the hinge-joint between them; the link model with an arbitrary number of masses. The differential equations of motion in the form of Lagrange equations of the second kind are made. On the basis of analysis of differential equations of motion for multi-link rod of a mechanical system type, exoskeleton revealed their structure, which allowed us to represent them in vector-matrix form. The General pattern of building matrices are established for the first time and the generalization of the expressions for elements of matrices in two-dimensional case are obtained. New recursive and matrix methods of composing of differential equations of motion are given. A unified approach to constructing differential equations of motion of the exoskeleton based on the developed recursive and matrix methods write differential equations of motion of the proposed exoskeleton. Comparison of the time of writing the differential equations of motion proposed methods, in comparison with the Lagrange equations of the second kind, in the system of computer mathematics Mathematica conducted. An analytical study of the model of the exoskeleton carried out. It was found that for mechanisms with n movable links of the Cauchy problem for systems of differential equations of motion for any initial conditions there is no single and unlimited continue. Control of the exoskeleton is accomplished using the torques which are located in the hinge-joints in the joints of the links and simulating control actions. Numerical investigation of a model of the exoskeleton is made, a comparison of results of calculations for exoskeletons with various models of units is held. A numerical study of the empirical evidence about the man and his movements is used. It is established that the choice structure of the exoskeleton model with lumped masses is more preferable to a model with perfectly rigid strong core. As an exoskeleton, providing comfortable movement of people, and you should repeat the properties of the musculoskeletal system.
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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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NINE: computer code for numerical solution of the boundary problems for nonlinear differential equations on the basis of CANM
Computer Research and Modeling, 2012, v. 4, no. 2, pp. 315-324Views (last year): 1. Citations: 1 (RSCI).The computer code NINE (Newtonian Iteration for Nonlinear Equation) for numerical solution of the boundary problems for nonlinear differential equations on the basis of continuous analogue of the Newton method (CANM) is presented. Numerov’s finite-difference appproximation is applied to provide the fourth accuracy order with respect to the discretization stepsize. Algorithms of calculating the Newtonian iterative parameter are discussed. A convergence of iteration process in dependence on choice of the iteration parameter has been studied. Results of numerical investigation of the particle-like solutions of the scalar field equation are given.
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Incomplete systems of linear equations with restrictions of variable values
Computer Research and Modeling, 2014, v. 6, no. 5, pp. 719-745Views (last year): 24. Citations: 3 (RSCI).The problem is formulated for description of objects having various natures which uses a system of linear equations with variable number exceeding the number of the equations. An important feature of this problem that substantially complicates its solving is the existing of restrictions imposed on a number of the variables. In particular, the choice of biochemical reaction aggregate that converts a preset substrate (a feedstock) into a preset product belongs to this kind of problems. In this case, unknown variables are the rates of biochemical reactions which form a vector to be determined. Components of this vector are subdivided into two groups: 1) the defined components, $\vec{y}$; 2) those dependent on the defined ones, $\vec{x}$. Possible configurations of the domain of $\vec{y}$ values permitted by restrictions imposed upon $\vec{x}$ components have been studied. It has been found that a part of restrictions may be superfluous and, therefore, unnecessary for the problem solving. Situations are analyzed when two or more $\vec{x}$ restrictions result in strict interconnections between $\vec{y}$ components. Methods of search of the basis solutions which take into account the peculiarities of this problem are described. Statement of the general problem and properties of its solutions are illustrated using a biochemical example.
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Hypergraph approach in the decomposition of complex technical systems
Computer Research and Modeling, 2020, v. 12, no. 5, pp. 1007-1022The article considers a mathematical model of decomposition of a complex product into assembly units. This is an important engineering problem, which affects the organization of discrete production and its operational management. A review of modern approaches to mathematical modeling and automated computer-aided of decompositions is given. In them, graphs, networks, matrices, etc. serve as mathematical models of structures of technical systems. These models describe the mechanical structure as a binary relation on a set of system elements. The geometrical coordination and integrity of machines and mechanical devices during the manufacturing process is achieved by means of basing. In general, basing can be performed on several elements simultaneously. Therefore, it represents a variable arity relation, which can not be correctly described in terms of binary mathematical structures. A new hypergraph model of mechanical structure of technical system is described. This model allows to give an adequate formalization of assembly operations and processes. Assembly operations which are carried out by two working bodies and consist in realization of mechanical connections are considered. Such operations are called coherent and sequential. This is the prevailing type of operations in modern industrial practice. It is shown that the mathematical description of such operation is normal contraction of an edge of the hypergraph. A sequence of contractions transforming the hypergraph into a point is a mathematical model of the assembly process. Two important theorems on the properties of contractible hypergraphs and their subgraphs proved by the author are presented. The concept of $s$-hypergraphs is introduced. $S$-hypergraphs are the correct mathematical models of mechanical structures of any assembled technical systems. Decomposition of a product into assembly units is defined as cutting of an $s$-hypergraph into $s$-subgraphs. The cutting problem is described in terms of discrete mathematical programming. Mathematical models of structural, topological and technological constraints are obtained. The objective functions are proposed that formalize the optimal choice of design solutions in various situations. The developed mathematical model of product decomposition is flexible and open. It allows for extensions that take into account the characteristics of the product and its production.
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Parallel embedded discrete fracture method for flows in fractured porous media
Computer Research and Modeling, 2021, v. 13, no. 4, pp. 735-745In this work, parallel method for solving single-phase flow problems in a fractured porous media is considered. Method is based on the representation of fractures by surfaces embedded into the computational mesh, and known as the embedded discrete fracture model. Porous medium and fractures are represented as two independent continua within the model framework. A distinctive feature of the considered approach is that fractures do not modify the computational grid, while an additional degree of freedom is introduced for each cell intersected by the fracture. Discretization of fluxes between fractures and porous medium continua uses the pre-calculated intersection characteristics of fracture surfaces with a three-dimensional computational grid. The discretization of fluxes inside a porous medium does not depend on flows between continua. This allows the model to be integrated into existing multiphase flow simulators in porous reservoirs, while accurately describing flow behaviour near fractures.
Previously, the author proposed monotonic modifications of the model using nonlinear finite-volume schemes for the discretization of the fluxes inside the porous medium: a monotonic two-point scheme or a compact multi-point scheme with a discrete maximum principle. It was proved that the discrete solution of the obtained nonlinear problem preserves non-negativity or satisfies the discrete maximum principle, depending on the choice of the discretization scheme.
This work is a continuation of previous studies. The previously proposed monotonic modification of the model was parallelized using the INMOST open-source software platform for parallel numerical modelling. We used such features of the INMOST as a balanced grid distribution among processors, scalable methods for solving sparse distributed systems of linear equations, and others. Parallel efficiency was demonstrated experimentally.
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Cloud interpretation of the entropy model for calculating the trip matrix
Computer Research and Modeling, 2024, v. 16, no. 1, pp. 89-103As the population of cities grows, the need to plan for the development of transport infrastructure becomes more acute. For this purpose, transport modeling packages are created. These packages usually contain a set of convex optimization problems, the iterative solution of which leads to the desired equilibrium distribution of flows along the paths. One of the directions for the development of transport modeling is the construction of more accurate generalized models that take into account different types of passengers, their travel purposes, as well as the specifics of personal and public modes of transport that agents can use. Another important direction of transport models development is to improve the efficiency of the calculations performed. Since, due to the large dimension of modern transport networks, the search for a numerical solution to the problem of equilibrium distribution of flows along the paths is quite expensive. The iterative nature of the entire solution process only makes this worse. One of the approaches leading to a reduction in the number of calculations performed is the construction of consistent models that allow to combine the blocks of a 4-stage model into a single optimization problem. This makes it possible to eliminate the iterative running of blocks, moving from solving a separate optimization problem at each stage to some general problem. Early work has proven that such approaches provide equivalent solutions. However, it is worth considering the validity and interpretability of these methods. The purpose of this article is to substantiate a single problem, that combines both the calculation of the trip matrix and the modal choice, for the generalized case when there are different layers of demand, types of agents and classes of vehicles in the transport network. The article provides possible interpretations for the gauge parameters used in the problem, as well as for the dual factors associated with the balance constraints. The authors of the article also show the possibility of combining the considered problem with a block for determining network load into a single optimization problem.
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