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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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The computational algorithm for studying internal laminar flows of a multicomponent gas with different-scale chemical processes
Computer Research and Modeling, 2023, v. 15, no. 5, pp. 1169-1187The article presented the computational algorithm developed to study chemical processes in the internal flows of a multicomponent gas under the influence of laser radiation. The mathematical model is the gas dynamics’ equations with chemical reactions at low Mach numbers. It takes into account dissipative terms that describe the dynamics of a viscous heat-conducting medium with diffusion, chemical reactions and energy supply by laser radiation. This mathematical model is characterized by the presence of several very different time and spatial scales. The computational algorithm is based on a splitting scheme by physical processes. Each time integration step is divided into the following blocks: solving the equations of chemical kinetics, solving the equation for the radiation intensity, solving the convection-diffusion equations, calculating the dynamic component of pressure and calculating the correction of the velocity vector. The solution of a stiff system of chemical kinetics equations is carried out using a specialized explicit second-order accuracy scheme or a plug-in RADAU5 module. Numerical Rusanov flows and a WENO scheme of an increased order of approximation are used to find convective terms in the equations. The code based on the obtained algorithm has been developed using MPI parallel computing technology. The developed code is used to calculate the pyrolysis of ethane with radical reactions. The superequilibrium concentrations’ formation of radicals in the reactor volume is studied in detail. Numerical simulation of the reaction gas flow in a flat tube with laser radiation supply is carried out, which is in demand for the interpretation of experimental results. It is shown that laser radiation significantly increases the conversion of ethane and yields of target products at short lengths closer to the entrance to the reaction zone. Reducing the effective length of the reaction zone allows us to offer new solutions in the design of ethane conversion reactors into valuable hydrocarbons. The developed algorithm and program will find their application in the creation of new technologies of laser thermochemistry.
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On the uniqueness of identification of reaction rate parameters in a combustion model
Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1469-1476A model of combustion of premixed mixture of gases with one global chemical reaction is considered, the model includes equations of the second order for temperature of mixture and concentrations of fuel and oxidizer, and the right-hand sides of these equations contain the reaction rate function. This function depends on five unknown parameters of the global reaction and serves as approximation to multistep reaction mechanism. The model is reduced, after replacement of variables, to one equation of the second order for temperature of mixture that transforms to a first-order equation for temperature derivative depending on temperature that contains a parameter of flame propagation velocity. Thus, for computing the parameter of burning velocity, one has to solve Dirichlet problem for first-order equation, and after that a model dependence of burning velocity on mixture equivalence ratio at specified reaction rate parameters will be obtained. Given the experimental data of dependence of burning velocity on mixture equivalence ratio, the problem of optimal selection of reaction rate parameters is stated, based on minimization of the mean square deviation of model values of burning velocity on experimental ones. The aim of our study is analysis of uniqueness of this problem solution. To this end, we apply computational experiment during which the problem of global search of optima is solved using multistart of gradient descent. The computational experiment clarifies that the inverse problem in this statement is underdetermined, and every time, when running gradient descent from a selected starting point, it converges to a new limit point. The structure of the set of limit points in the five-dimensional space is analyzed, and it is shown that this set can be described with three linear equations. Therefore, it might be incorrect to tabulate all five parameters of reaction rate based on just one match criterion between model and experimental data of flame propagation velocity. The conclusion of our study is that in order to tabulate reaction rate parameters correctly, it is necessary to specify the values of two of them, based on additional optimality criteria.
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Localized waves of the $\varphi^4$ equation in models with two extended impurities
Computer Research and Modeling, 2025, v. 17, no. 3, pp. 437-449In this paper, we consider the interaction of a kink of the $\varphi^4$ equation with two identical extended impurities. An extended impurity is described using a rectangular function. The case of an attractive impurity is analyzed. Using analytical methods, we consider the case of small amplitudes of localized waves, when it is possible to linearize the equations of motion. For the numerical solution, the method of lines for partial differential equations was used. To find the oscillation frequencies of waves localized on impurities, the discrete Fourier transform is used. The kink was launched in the direction of the impurities with different initial velocities. The distance between the two impurities was also varied. It is shown that when a kink interacts with impurities, long-lived localized breather-type waves are excited on them. Their structure and coupled dynamics are investigated. It is determined how, by changing the parameters of the impurities and the distance between them, it is possible to control the type and dynamic parameters of the coupled oscillations of the waves localized on the impurities. Possible solutions in the form of in-phase, antiphase oscillations, in the form of beats are found. The oscillations of localized waves occur with the emission of small-amplitude waves. The spectrum of these emissions consists of two frequencies. The first is approximately equal to $\sqrt{2}$, which corresponds to the frequency value for the wobbling breather tail of the $\varphi^4$ equation. The second is approximately equal to the doubled frequency of impurity mode oscillations. The presence of two possible frequencies for coupled localized oscillations is found both analytically and numerically. It is shown that the frequencies strongly depend on the distance between impurities. With increasing distance between impurities, the frequencies merge into one — frequency obtained for the case of a single impurity. The dependences of the frequencies on the distance between impurities found numerically and analytically coincide well for large distances, when the interaction between impurities is weak, and begin to differ noticeably at small distances, when the interaction between impurities is strong. The analytical value of the obtained frequencies is always greater than the numerical ones. It is shown that the dependence of the amplitude of localized waves on the initial kink velocity has several minima and maxima.
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Application of the computer analogy method for solving complex nonlinear systems of differential equations
Computer Research and Modeling, 2025, v. 17, no. 6, pp. 1083-1104This study develops a previously proposed Method of Computer Analogy (MCA) based on formalization of digital computer operations. The paper discusses the position of the proposed approach among other well-known methods. It is emphasized that the primary objective is to derive analytical solutions, although in some cases they have to resort to semianalytical approximations. The paper focuses on constructing solutions for systems which, for certain parameter values, demonstrate the deterministic chaos behavior, namely Lorenz, Marioka – Shimitsu and R¨ossler systems. The paper also considers obtaining solution for Van der Pol equation (reduced to a nonlinear system). The aim of the study is to construct semi-analytical solutions represented as a segment of a power series in a step size of approximating difference scheme. To prevent overflow, authors formalize rank transfer operation. The authors apply a convergent difference scheme, referred to as the “guiding” scheme, to advance to the next step of the independent variable. The resulting approximation by a sum with only a few terms provides an approximation to the solution with any accuracy in accordance with the accuracy of the governing difference scheme. The senior digits in the resulting approximation exhibit probabilistic properties that can be modeled by known distributions, thereby enabling the derivation of analytical and semi-analytical approximations. The paper presents linear approximations that are the base for a complete approximations of solutions and provide important qualitative as well as some quantitative properties of solutions of considered systems. This work describes approximations of various orders, including those that do not guarantee convergence to the exact solution, but simplify the analysis of certain properties of nonlinear equations and systems. In particular, for the Van der Pol equation, authors demonstrate that its corresponding system has a cyclic solution and provide an estimate of its scale. A modification of the MCA that has features of the Monte Carlo method makes it possible to remove recurrent sequences and construct complete solutions in simple situations. The authors mention a promising approach for representing the solution using branched continued fractions.
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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 investigation of photoexcited polaron states in water
Computer Research and Modeling, 2014, v. 6, no. 2, pp. 253-261Citations: 1 (RSCI).A method and a complex of computer programs are developed for the numerical simulation of the polaron states excitation process in condensed media. A numerical study of the polaron states formation in water under the action of the ultraviolet range laser irradiation is carried out. Our approach allows to reproduce the experimental data of the hydrated electrons formation. A numerical scheme is presented for the solution of the respective system of nonlinear partial differential equations. Parallel implementation is based on the MPI technique. The numerical results are given in comparison with the experimental data and theoretical estimations.
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The Solver of Boltzmann equation on unstructured spatial grids
Computer Research and Modeling, 2019, v. 11, no. 3, pp. 427-447Views (last year): 13.The purpose of this work is to develop a universal computer program (solver) which solves kinetic Boltzmann equation for simulations of rarefied gas flows in complexly shaped devices. The structure of the solver is described in details. Its efficiency is demonstrated on an example of calculations of a modern many tubes Knudsen pump. The kinetic Boltzmann equation is solved by finite-difference method on discrete grid in spatial and velocity spaces. The differential advection operator is approximated by finite difference method. The calculation of the collision integral is based on the conservative projection method.
In the developed computational program the unstructured spatial mesh is generated using GMSH and may include prisms, tetrahedrons, hexahedrons and pyramids. The mesh is denser in areas of flow with large gradients of gas parameters. A three-dimensional velocity grid consists of cubic cells of equal volume.
A huge amount of calculations requires effective parallelization of the algorithm which is implemented in the program with the use of Message Passing Interface (MPI) technology. An information transfer from one node to another is implemented as a kind of boundary condition. As a result, every MPI node contains the information about only its part of the grid.
The main result of the work is presented in the graph of pressure difference in 2 reservoirs connected by a multitube Knudsen pump from Knudsen number. This characteristic of the Knudsen pump obtained by numerical methods shows the quality of the pump. Distributions of pressure, temperature and gas concentration in a steady state inside the pump and the reservoirs are presented as well.
The correctness of the solver is checked using two special test solutions of more simple boundary problems — test with temperature distribution between 2 planes with different temperatures and test with conservation of total gas mass.
The correctness of the obtained data for multitube Knudsen pump is checked using denser spatial and velocity grids, using more collisions in collision integral per time step.
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Analysis of dissipative properties of a hybrid large-particle method for structurally complicated gas flows
Computer Research and Modeling, 2020, v. 12, no. 4, pp. 757-772We study the computational properties of a parametric class of finite-volume schemes with customizable dissipative properties with splitting by physical processes into Lagrangian, Eulerian, and the final stages (the hybrid large-particle method). The method has a second-order approximation in space and time on smooth solutions. The regularization of a numerical solution at the Lagrangian stage is performed by nonlinear correction of artificial viscosity. Regardless of the grid resolution, the artificial viscosity value tends to zero outside the zone of discontinuities and extremes in the solution. At Eulerian and final stages, primitive variables (density, velocity, and total energy) are first reconstructed by an additive combination of upwind and central approximations weighted by a flux limiter. Then numerical divergent fluxes are formed from them. In this case, discrete analogs of conservation laws are performed.
The analysis of dissipative properties of the method using known viscosity and flow limiters, as well as their linear combination, is performed. The resolution of the scheme and the quality of numerical solutions are demonstrated by examples of two-dimensional benchmarks: a gas flow around the step with Mach numbers 3, 10 and 20, the double Mach reflection of a strong shock wave, and the implosion problem. The influence of the scheme viscosity of the method on the numerical reproduction of a gases interface instability is studied. It is found that a decrease of the dissipation level in the implosion problem leads to the symmetric solution destruction and formation of a chaotic instability on the contact surface.
Numerical solutions are compared with the results of other authors obtained using higher-order approximation schemes: CABARET, HLLC (Harten Lax van Leer Contact), CFLFh (CFLF hybrid scheme), JT (centered scheme with limiter by Jiang and Tadmor), PPM (Piecewise Parabolic Method), WENO5 (weighted essentially non-oscillatory scheme), RKGD (Runge –Kutta Discontinuous Galerkin), hybrid weighted nonlinear schemes CCSSR-HW4 and CCSSR-HW6. The advantages of the hybrid large-particle method include extended possibilities for solving hyperbolic and mixed types of problems, a good ratio of dissipative and dispersive properties, a combination of algorithmic simplicity and high resolution in problems with complex shock-wave structure, both instability and vortex formation at interfaces.
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Application of a hybrid large-particle method to the computation of the interaction of a shock wave with a gas suspension layer
Computer Research and Modeling, 2020, v. 12, no. 6, pp. 1323-1338For a non-homogeneous model transport equation with source terms, the stability analysis of a linear hybrid scheme (a combination of upwind and central approximations) is performed. Stability conditions are obtained that depend on the hybridity parameter, the source intensity factor (the product of intensity per time step), and the weight coefficient of the linear combination of source power on the lower- and upper-time layer. In a nonlinear case for the non-equilibrium by velocities and temperatures equations of gas suspension motion, the linear stability analysis was confirmed by calculation. It is established that the maximum permissible Courant number of the hybrid large-particle method of the second order of accuracy in space and time with an implicit account of friction and heat exchange between gas and particles does not depend on the intensity factor of interface interactions, the grid spacing and the relaxation times of phases (K-stability). In the traditional case of an explicit method for calculating the source terms, when a dimensionless intensity factor greater than 10, there is a catastrophic (by several orders of magnitude) decrease in the maximum permissible Courant number, in which the calculated time step becomes unacceptably small.
On the basic ratios of Riemann’s problem in the equilibrium heterogeneous medium, we obtained an asymptotically exact self-similar solution of the problem of interaction of a shock wave with a layer of gas-suspension to which converge the numerical solution of two-velocity two-temperature dynamics of gassuspension when reducing the size of dispersed particles.
The dynamics of the shock wave in gas and its interaction with a limited gas suspension layer for different sizes of dispersed particles: 0.1, 2, and 20 ìm were studied. The problem is characterized by two discontinuities decay: reflected and refracted shock waves at the left boundary of the layer, reflected rarefaction wave, and a past shock wave at the right contact edge. The influence of relaxation processes (dimensionless phase relaxation times) to the flow of a gas suspension is discussed. For small particles, the times of equalization of the velocities and temperatures of the phases are small, and the relaxation zones are sub-grid. The numerical solution at characteristic points converges with relative accuracy $O \, (10^{-4})$ to self-similar solutions.
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