Результаты поиска по 'convergence order':
Найдено статей: 44
  1. WENO schemes (weighted, essentially non oscillating) are currently having a wide range of applications as approximate high order schemes for discontinuous solutions of partial differential equations. These schemes are used for direct numerical simulation (DNS) and large eddy simmulation in the gas dynamic problems, problems for DNS in MHD and even neutron kinetics. This work is dedicated to clarify some characteristics of WENO schemes and numerical simulation of specific tasks. Results of the simulations can be used to clarify the field of application of these schemes. The first part of the work contained proofs of the approximation properties, stability and convergence of WENO5, WENO7, WENO9, WENO11 and WENO13 schemes. In the second part of the work the modified wave number analysis is conducted that allows to conclude the dispersion and dissipative properties of schemes. Further, a numerical simulation of a number of specific problems for hyperbolic equations is conducted, namely for advection equations (one-dimensional and two-dimensional), Hopf equation, Burgers equation (with low dissipation) and equations of non viscous gas dynamics (onedimensional and two-dimensional). For each problem that is implying a smooth solution, the practical calculation of the order of approximation via Runge method is performed. The influence of a time step on nonlinear properties of the schemes is analyzed experimentally in all problems and cross checked with the first part of the paper. In particular, the advection equations of a discontinuous function and Hopf equations show that the failure of the recommendations from the first part of the paper leads first to an increase in total variation of the solution and then the approximation is decreased by the non-linear dissipative mechanics of the schemes. Dissipation of randomly distributed initial conditions in a periodic domain for one-dimensional Burgers equation is conducted and a comparison with the spectral method is performed. It is concluded that the WENO7–WENO13 schemes are suitable for direct numerical simulation of turbulence. At the end we demonstrate the possibility of the schemes to be used in solution of initial-boundary value problems for equations of non viscous gas dynamics: Rayleigh–Taylor instability and the reflection of the shock wave from a wedge with the formation a complex configuration of shock waves and discontinuities.

    Views (last year): 13.
  2. Gladin E.L., Borodich E.D.
    Variance reduction for minimax problems with a small dimension of one of the variables
    Computer Research and Modeling, 2022, v. 14, no. 2, pp. 257-275

    The 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.

  3. Grenkin G.V.
    On the uniqueness of identification of reaction rate parameters in a combustion model
    Computer Research and Modeling, 2023, v. 15, no. 6, pp. 1469-1476

    A 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.

  4. Degtyarev A.A., Bakhurin S.A.
    Non-linear self-interference cancellation on base of mixed Newton method
    Computer Research and Modeling, 2024, v. 16, no. 7, pp. 1579-1592

    The paper investigates a potential solution to the problem of Self-Interference Cancellation (SIC) encountered in the design of In-Band Full-Duplex (IBFD) communication systems. The suppression of selfinterference is implemented in the digital domain using multilayer nonlinear models adapted via the gradient descent method. The presence of local optima and saddle points in the adaptation of multilayer models prevents the use of second-order methods due to the indefinite nature of the Hessian matrix.

    This work proposes the use of the Mixed Newton Method (MNM), which incorporates information about the second-order mixed partial derivatives of the loss function, thereby enabling a faster convergence rate compared to traditional first-order methods. By constructing the Hessian matrix solely with mixed second-order partial derivatives, this approach mitigates the issue of “getting stuck” at saddle points when applying the Mixed Newton Method for adapting multilayer nonlinear self-interference compensators in full-duplex system design.

    The Hammerstein model with complex parameters has been selected to represent nonlinear selfinterference. This choice is motivated by the model’s ability to accurately describe the underlying physical properties of self-interference formation. Due to the holomorphic property of the model output, the Mixed Newton Method provides a “repulsion” effect from saddle points in the loss landscape.

    The paper presents convergence curves for the adaptation of the Hammerstein model using both the Mixed Newton Method and conventional gradient descent-based approaches. Additionally, it provides a derivation of the proposed method along with an assessment of its computational complexity.

  5. Konyukhov A.V., Rostilov T.A.
    Numerical simulation of converging spherical shock waves with symmetry violation
    Computer Research and Modeling, 2025, v. 17, no. 1, pp. 59-71

    The study of the development of π-periodic perturbations of a converging spherical shock wave leading to cumulation limitation is performed. The study is based on 3D hydrodynamic calculations with the Carnahan – Starling equation of state for hard sphere fluid. The method of solving the Euler equations on moving (compressing) grids allows one to trace the evolution of the converging shock wave front with high accuracy in a wide range of its radius. The compression rate of the computational grid is adapted to the motion of the shock wave front, while the motion of the boundaries of the computational domain satisfy the condition of its supersonic velocity relative to the medium. This leads to the fact that the solution is determined only by the initial data at the grid compression stage. The second order TVD scheme is used to reconstruct the vector of conservative variables at the boundaries of the computational cells in combination with the Rusanov scheme for calculating the numerical vector of flows. The choice is due to a strong tendency for the manifestation of carbuncle-type numerical instability in the calculations, which is known for other classes of flows. In the three-dimensional case of the observed force, the carbuncle effect was obtained for the first time, which is explained by the specific nature of the flow: the concavity of the shock wave front in the direction of motion, the unlimited (in the symmetric case) growth of the Mach number, and the stationarity of the front on the computational grid. The applied numerical method made it possible to study the detailed flow pattern on the scale of cumulation termination, which is impossible within the framework of the Whitham method of geometric shock wave dynamics, which was previously used to calculate converging shock waves. The study showed that the limitation of cumulation is associated with the transition from the Mach interaction of converging shock wave segments to a regular one due to the progressive increase in the ratio of the azimuthal velocity at the shock wave front to the radial velocity with a decrease in its radius. It was found that this ratio is represented as a product of a limited oscillating function of the radius and a power function of the radius with an exponent depending on the initial packing density in the hard sphere model. It is shown that increasing the packing density parameter in the hard sphere model leads to a significant increase in the pressures achieved in a shock wave with broken symmetry. For the first time in the calculation, it is shown that at the scale of cumulation termination, the flow is accompanied by the formation of high-energy vortices, which involve the substance that has undergone the greatest shock-wave compression. Influencing heat and mass transfer in the region of greatest compression, this circumstance is important for current practical applications of converging shock waves for the purpose of initiating reactions (detonation, phase transitions, controlled thermonuclear fusion).

  6. For 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.

  7. Danilova M.Y., Malinovskiy G.S.
    Averaged heavy-ball method
    Computer Research and Modeling, 2022, v. 14, no. 2, pp. 277-308

    First-order optimization methods are workhorses in a wide range of modern applications in economics, physics, biology, machine learning, control, and other fields. Among other first-order methods accelerated and momentum ones obtain special attention because of their practical efficiency. The heavy-ball method (HB) is one of the first momentum methods. The method was proposed in 1964 and the first analysis was conducted for quadratic strongly convex functions. Since then a number of variations of HB have been proposed and analyzed. In particular, HB is known for its simplicity in implementation and its performance on nonconvex problems. However, as other momentum methods, it has nonmonotone behavior, and for optimal parameters, the method suffers from the so-called peak effect. To address this issue, in this paper, we consider an averaged version of the heavy-ball method (AHB). We show that for quadratic problems AHB has a smaller maximal deviation from the solution than HB. Moreover, for general convex and strongly convex functions, we prove non-accelerated rates of global convergence of AHB, its weighted version WAHB, and for AHB with restarts R-AHB. To the best of our knowledge, such guarantees for HB with averaging were not explicitly proven for strongly convex problems in the existing works. Finally, we conduct several numerical experiments on minimizing quadratic and nonquadratic functions to demonstrate the advantages of using averaging for HB. Moreover, we also tested one more modification of AHB called the tail-averaged heavy-ball method (TAHB). In the experiments, we observed that HB with a properly adjusted averaging scheme converges faster than HB without averaging and has smaller oscillations.

  8. Batgerel B., Zemlyanay E.V., Puzynin I.V.
    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. 315-324

    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.

    Views (last year): 1. Citations: 1 (RSCI).
  9. Beshtokov M.K.
    Numerical solution of integro-differential equations of fractional moisture transfer with the Bessel operator
    Computer Research and Modeling, 2024, v. 16, no. 2, pp. 353-373

    The paper considers integro-differential equations of fractional order moisture transfer with the Bessel operator. The studied equations contain the Bessel operator, two Gerasimov – Caputo fractional differentiation operators with different orders $\alpha$ and $\beta$. Two types of integro-differential equations are considered: in the first case, the equation contains a non-local source, i.e. the integral of the unknown function over the integration variable $x$, and in the second case, the integral over the time variable τ, denoting the memory effect. Similar problems arise in the study of processes with prehistory. To solve differential problems for different ratios of $\alpha$ and $\beta$, a priori estimates in differential form are obtained, from which the uniqueness and stability of the solution with respect to the right-hand side and initial data follow. For the approximate solution of the problems posed, difference schemes are constructed with the order of approximation $O(h^2+\tau^2)$ for $\alpha=\beta$ and $O(h^2+\tau^{2-\max\{\alpha,\beta\}})$ for $\alpha\neq\beta$. The study of the uniqueness, stability and convergence of the solution is carried out using the method of energy inequalities. A priori estimates for solutions of difference problems are obtained for different ratios of $\alpha$ and $\beta$, from which the uniqueness and stability follow, as well as the convergence of the solution of the difference scheme to the solution of the original differential problem at a rate equal to the order of approximation of the difference scheme.

  10. Turchenkov D.A., Turchenkov M.A.
    Analysis of simplifications of numerical schemes for Langevin equation, effect of variations in the correlation of augmentations
    Computer Research and Modeling, 2012, v. 4, no. 2, pp. 325-338

    The possibility to simplify the integration of Langevin equation using the variation of correlation between augmentation was researched. The analytical expression for a set of numerical schemes is presented. It’s shown that asymptotic limits for squared velocity depend on step size. The region of convergence and the convergence orders were estimated. It turned out that the incorrect correlation between increments decrease the accuracy down to the level of first-order methods for schemes based on precise solution.

    Views (last year): 5. Citations: 4 (RSCI).
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