Search NASA⌕ Search

SEARCH · Search NASA

Results for “Quadratic convergence”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 19 records

On the prescription of boundary conditions for nonlocal Poisson's and peridynamics models

We introduce a technique to automatically convert local boundary conditions into nonlocal volume constraints for nonlocal Poisson’s and peridynamic models. The proposed strategy is based on the approximation of nonlocal Dirichlet or Neumann data with a local solution obtained by using available boundary, local data. The corresponding nonlocal solution converges quadratically to the local solution as the nonlocal horizon vanishes, making the proposed technique asymptotically compatible. The proposed conversion method does not have any geometry or dimensionality constraints and its computational cost is negligible, compared to the numerical solution of the nonlocal equation. The consistency of the method and its quadratic convergence with respect to the horizon is illustrated by several two-dimensional numerical experiments conducted by meshfree discretization for both the Poisson’s problem and the linear peridynamic solid model.

97 MATHEMATICS AND COMPUTING↗

Local convergence analysis of an inexact trust-region method for nonsmooth optimization

In Baraldi, we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. Furthermore, this algorithm has demonstrated excellent performance and scalability with problem size. In this paper, we enrich the convergence analysis for this algorithm, proving strong convergence of the iterates with guaranteed rates. In particular, we demonstrate that the trust-region algorithm recovers superlinear, even quadratic, convergence rates when using a second-order Taylor approximation of the smooth objective function term.

97 MATHEMATICS AND COMPUTING↗

Rapid Optimization of Total Variation with Applications in Imaging, Additive Manufacturing, and Qualification

Total Variation optimization penalizes the gradient of a control variable or state. While this work focuses on image processing in particular, it has also found applications in inverse problems and topology optimization. In image processing, the goal is to maintain faithfulness to the original image while denoising and/or deblurring. Additionally, bilevel optimization over the spatially varying regularization weights can illuminate interfaces such as damage regions and other anomalies. We will address two fundamental challenges with TV-optimization: (i) the typical slow convergence of existing TV-optimization methods, and (ii) the selection of spatially varying TV parameters to promote interface detection. Additionally, we will apply such techniques to image data collected in additive manufacturing. In said context, stochasticity in build events induces flaws in the manufactured piece, compromising the integrity of said part. There is a critical need for in-situ monitoring to spot anomalies once they form, and in this setting we apply our total variation and hyperparameter solvers. We will develop a customized algorithm based on for extreme-scale TV-optimization that achieves super-linear or quadratic-convergence, a critical property for real-time, image-by-image analysis. A worst-case outcome is a preprocessing step that enhances image quality in-situ, specifically for out-of-focus and noisy images.

36 MATERIALS SCIENCE↗

A weighted Shifted Boundary Method for free surface flow problems

The Shifted Boundary Method (SBM) belongs to the class of unfitted (or immersed, or embedded) finite element methods and was recently introduced for the Poisson, linear advection/diffusion, Stokes, Navier-Stokes, acoustics, and shallow-water equations. By reformulating the original boundary value problem over a surrogate (approximate) computational domain, the SBM avoids integration over cut cells and the associated problematic issues regarding numerical stability and matrix conditioning. Accuracy is maintained by modifying the original boundary conditions using Taylor expansions. Hence the name of the method, that shifts the location and values of the boundary conditions. In this article, we extend the SBM to the simulation of incompressible Navier-Stokes flows with moving free-surfaces, by appropriately weighting its variational form with the elemental volume fraction of active fluid. This approach prevents spurious pressure oscillations in time, which would otherwise be produced if the total active fluid volume were to change abruptly over a time step. In fact, the proposed weighted SBM method induces small mass (i.e., volume) conservation errors, which converge quadratically in the case of piecewise-linear finite element interpolations, as the grid is refined. Finally, we present an extensive set of two- and three-dimensional tests to demonstrate the robustness and accuracy of the method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Spatially quasi-periodic bifurcations from periodic traveling water waves and a method for detecting bifurcations using signed singular values

We present a method of detecting bifurcations by locating zeros of a signed version of the smallest singular value of the Jacobian. This enables the use of quadratically convergent root-bracketing techniques or Chebyshev interpolation to locate bifurcation points. Only positive singular values have to be computed, though the method relies on the existence of an analytic or smooth singular value decomposition (SVD). The sign of the determinant of the Jacobian, computed as part of the bidiagonal reduction in the SVD algorithm, eliminates slope discontinuities at the zeros of the smallest singular value. We use the method to search for spatially quasi-periodic traveling water waves that bifurcate from large-amplitude periodic waves. The water wave equations are formulated in a conformal mapping framework to facilitate the computation of the quasi-periodic Dirichlet-Neumann operator. We find examples of pure gravity waves with zero surface tension and overhanging gravity-capillary waves. In both cases, the waves have two spatial quasi-periods whose ratio is irrational. We follow the secondary branches via numerical continuation beyond the realm of linearization about solutions on the primary branch to obtain traveling water waves that extend over the real line with no two crests or troughs of exactly the same shape. The pure gravity wave problem is of relevance to ocean waves, where capillary effects can be neglected. Such waves can only exist through secondary bifurcation as they do not persist to zero amplitude. The gravity-capillary wave problem demonstrates the effectiveness of using the signed smallest singular value as a test function for multi-parameter bifurcation problems. This test function becomes mesh independent once the mesh is fine enough.

97 MATHEMATICS AND COMPUTING↗

Exact two-body expansion of the many-particle wave function

Progress toward the solution of the strongly correlated electron problem has been stymied by the exponential complexity of the wave function. Previous work established an exact two-body exponential product expansion for the ground-state wave function. By developing a reduced density-matrix analog of Dalgarno-Lewis perturbation theory, we prove here that (i) the two-body exponential product expansion is rapidly and globally convergent with each operator representing an order of a renormalized perturbation theory, (ii) the energy of the expansion converges quadratically near the solution, and (iii) the expansion is exact for both ground and excited states. The two-body expansion offers a reduced parametrization of the many-particle wave function as well as the two-particle reduced density matrix with potential applications on both conventional and quantum computers for the study of strongly correlated quantum systems. In this work, we demonstrate the result with the exact solution of the contracted Schrödinger equation for the molecular chains H 4 and H 5 .

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Superconvergence of Online Optimization for Model Predictive Control

We develop a one-Newton-step-per-horizon, online, lag-L, model predictive control (MPC) algorithm for solving discrete-time, equality-constrained, nonlinear dynamic programs. Based on recent sensitivity analysis results for the target problems class, we prove that the approach exhibits a behavior that we call superconvergence; that is, the tracking error with respect to the full horizon solution is not only stable for successive horizon shifts, but also decreases with increasing shift order to a minimum value that decays exponentially in the length of the receding horizon. The key analytical step is the decomposition of the one-step error recursion of our algorithm into algorithmic error and perturbation error. We show that the perturbation error decays exponentially with the lag between two consecutive receding horizons, while the algorithmic error, determined by Newton’s method, achieves quadratic convergence instead. Overall this approach induces our local exponential convergence result in terms of the receding horizon length for suitable values of L. In conclusion, numerical experiments validate our theoretical findings.

97 MATHEMATICS AND COMPUTING↗

Multigrid Reduction in Time for Chaotic Dynamical Systems

As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel-in-time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult, since chaotic initial value problems (IVPs) are inherently ill-conditioned. MGRIT relies on a hierarchy of successively coarser time-grids to iteratively correct the solution on the finest time-grid, but due to the nature of chaotic systems, small inaccuracies on the coarser levels can be greatly magnified and lead to poor coarse-grid corrections. Here we introduce a modified MGRIT algorithm based on an existing quadratically converging nonlinear extension to the multigrid Full Approximation Scheme (FAS), as well as a novel time-coarsening scheme. Together, these approaches better capture long-term chaotic behavior on coarse-grids and greatly improve convergence of MGRIT for chaotic IVPs. Further, we introduce a novel low-memory variant of the algorithm for solving chaotic PDEs with MGRIT which not only solves the IVP, but also provides estimates for the unstable Lyapunov vectors of the system. Finally, we provide supporting numerical results for the Lorenz system and demonstrate parallel speedup for the chaotic Kuramoto–Sivashinsky PDE over a significantly longer time-domain than in previous works.

97 MATHEMATICS AND COMPUTING↗

Improved Axisymmetric and High Temperature Material Structural Modeling in MOOSE and NEML

This report describes improvements made to the solid mechanics formulation in the MOOSE open source finite element simulation environment and the open source Nuclear Engineering Material model Library (NEML) for mechanical constitutive models. The focus of these improvements is to improve the usability and performance of simulations involving one or both pieces of software. Specifically, this work completes a new system for solid mechanics simulations in the MOOSE ecosystem providing exact linearizations and optimal (quadratic) convergence, for a variety of coordinate systems and material types, including large deformation simulations. This work then provides users a framework to build highly efficient mechanical simulations of structures or materials or to couple in additional MOOSE physics modules to build complex, scalable multiphysics simulations.

36 MATERIALS SCIENCE↗

Using Filter Methods to Guide Convergence for ADMM, with Applications to Nonnegative Matrix Factorization Problems

Nonconvex, nonlinear optimization problems arise naturally in parameter fitting and machine learning. While augmented Lagrangian methods have demonstrated robust convergence for classes of these problems, their convergence for block updates has been relatively unexplored outside of the context of the alternating direction method of multipliers (ADMM). ADMM has seen extensive use in these applications, but may exhibit uncertain convergence behavior in many practical nonconvex settings, and struggles with general nonlinear constraints. In contrast, filter methods have proved effective in enforcing convergence for sequential quadratic programming methods and interior point methods with feasibility criteria. We develop an ADMM-filter method for highly nonlinear and nonconvex problems. Here, we show convergence under mild assumptions for several types of coordinate descent schemes, and demonstrate our algorithm on nonnegative matrix factorization and completion problems in imaging and chemical spectrum analysis.

Nonconvex optimization↗

On the Convergence of Overlapping Schwarz Decomposition for Nonlinear Optimal Control

Here, we study the convergence properties of an overlapping Schwarz decomposition algorithm for solving nonlinear optimal control problems (OCPs). The algorithm decomposes the time domain into a set of overlapping subdomains, and solves all subproblems defined over subdomains in parallel. The convergence is attained by updating primal-dual information at the boundaries of overlapping subdomains. We show that the algorithm exhibits local linear convergence, and that the convergence rate improves exponentially with the overlap size. We also establish global convergence results for a general quadratic programming, which enables the application of the Schwarz scheme inside second-order optimization algorithms (e.g., sequential quadratic programming). The theoretical foundation of our convergence analysis is a sensitivity result of nonlinear OCPs, which we call "exponential decay of sensitivity" (EDS). Intuitively, EDS states that the impact of perturbations at domain boundaries (i.e., initial and terminal time) on the solution decays exponentially as one moves into the domain. Here, we expand a previous analysis available in the literature by showing that EDS holds for both primal and dual solutions of nonlinear OCPs, under uniform second-order sufficient condition, controllability condition, and boundedness condition. We conduct experiments with a quadrotor motion planning problem and a partial differential equations (PDE) control problem to validate our theory, and show that the approach is significantly more efficient than alternating direction method of multipliers and as efficient as the centralized interior-point solver.

42 ENGINEERING↗

Implicit shock tracking for unsteady flows by the method of lines

Here, a recently developed high-order implicit shock tracking (HOIST) framework for resolving discontinuous solutions of inviscid, steady conservation laws is extended to the unsteady case. Central to the framework is an optimization problem which simultaneously computes a discontinuity-aligned mesh and the corresponding high-order approximation to the flow, which provides nonlinear stabilization and a high-order approximation to the solution. This work extends the implicit shock tracking framework to the case of unsteady conservation laws using a method of lines discretization via a diagonally implicit Runge-Kutta method by “solving a steady problem at each timestep”. We formulate and solve an optimization problem that produces a feature-aligned mesh and solution at each Runge-Kutta stage of each timestep, and advance this solution in time by standard Runge-Kutta update formulas. A Rankine-Hugoniot based prediction of the shock location together with a high-order, untangling mesh smoothing procedure provides a high-quality initial guess for the optimization problem at each time, which results in rapid convergence of the sequential quadratic programing (SQP) optimization solver. This method is shown to deliver highly accurate solutions on coarse, high-order discretizations without nonlinear stabilization and recover the design accuracy of the Runge-Kutta scheme. We demonstrate this framework on a series of inviscid, unsteady conservation laws in both one- and two- dimensions. We also verify that our method is able to recover the design order of accuracy of our time integrator in the presence of a strong discontinuity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An augmented Lagrangian filter method

Here, we introduce a filter mechanism to enforce convergence for augmented Lagrangian methods for nonlinear programming. In contrast to traditional augmented Lagrangian methods, our approach does not require the use of forcing sequences that drive the first-order error to zero. Instead, we employ a filter to drive the optimality measures to zero. Our algorithm is flexible in the sense that it allows for equality-constrained quadratic programming steps to accelerate local convergence. We also include a feasibility restoration phase that allows fast detection of infeasible problems. We provide a convergence proof that shows that our algorithm converges to first-order stationary points. We provide preliminary numerical results that demonstrate the effectiveness of our proposed method.

97 MATHEMATICS AND COMPUTING↗

Algorithm 1049: The Delaunay Density Diagnostic

Accurate approximation of a real-valued function depends on two aspects of the available data: the density of inputs within the domain of interest and the variation of the outputs over that domain. There are few methods for assessing whether the density of inputs is sufficient to identify the relevant variations in outputs—i.e., the “geometric scale” of the function—despite the fact that sampling density is closely tied to the success or failure of an approximation method. In this article, we introduce a general purpose, computational approach to detecting the geometric scale of real-valued functions over a fixed domain using a deterministic interpolation technique from computational geometry. The algorithm is intended to work on scalar data in moderate dimensions (2–10). Our algorithm is based on the observation that a sequence of piecewise linear interpolants will converge to a continuous function at a quadratic rate (in L 2 norm) if and only if the data are sampled densely enough to distinguish the feature from noise (assuming sufficiently regular sampling). We present numerical experiments demonstrating how our method can identify feature scale, estimate uncertainty in feature scale, and assess the sampling density for fixed (i.e., static) datasets of input–output pairs. Finally, we include analytical results in support of our numerical findings and have released lightweight code that can be adapted for use in a variety of data science settings.

97 MATHEMATICS AND COMPUTING↗

Accelerated Sparse Recovery via Gradient Descent with Nonlinear Conjugate Gradient Momentum

This paper applies an idea of adaptive momentum for the nonlinear conjugate gradient to accelerate optimization problems in sparse recovery. Specifically, we consider two types of minimization problems: a (single) differentiable function and the sum of a non-smooth function and a differentiable function. In the first case, we adopt a fixed step size to avoid the traditional line search and establish the convergence analysis of the proposed algorithm for a quadratic problem. This acceleration is further incorporated with an operator splitting technique to deal with the non-smooth function in the second case. As a result, we use the convex ι 1 and the nonconvex ι 1 – ι 2 functionals as two case studies to demonstrate the efficiency of the proposed approaches over traditional methods.

97 MATHEMATICS AND COMPUTING↗

Semiglobal Safety-Filtered Extremum Seeking With Unknown CBFs

We introduce a safe extremum-seeking (Safe ES) algorithm which achieves the minimization of an unknown objective function while ensuring that an unknown, yet measured, control barrier function (CBF) remains above an arbitrarily small negative value for all time. In other words, “practical safety” is maintained during the entire period of convergence to the constrained extremum. Our design is based on quadratic program (QP) CBF style filters for safety, which is applied in an average and estimated sense. Using nonsmooth analysis tools, we guarantee semiglobal practical asymptotic (SPA) stability of the global constrained optimum, practical convergence to the safe set if starting in a condition violating the CBF, and practical safety for all time—semiglobally—if starting in safe set. The safety result of the paper is analogous with modern notions of SPA stability, guaranteeing that, for any small violation of safety, there exist design coefficients which guarantee that such a small violation is not exceeded. The paper outlines a set of sufficient conditions on the barrier and objective functions, and by way of a Lyapunov argument, we demonstrate that nonconvex constrained optimization problems can be solved. We present these results in the setting of a static map and a dynamical system. A simulation example illustrates the results.

97 MATHEMATICS AND COMPUTING↗

Adaptive Path-Following Control for Ground Vehicles Using a Switching Non-Quadratic Lyapunov Function

The application of adaptive control techniques in the development of control systems for intelligent vehicles, especially for ground vehicle path-following controllers, has gained popularity due to their ability to handle large-scale parametric uncertainties. However, the use of a standard quadratic Lyapunov function in existing adaptive control-based path-following controllers can lead to poor transient performance, such as slow convergence and/or large overshoot. To address this limitation, this study proposes the use of a switching non-quadratic Lyapunov function to design a model reference adaptive path-following controller that aims to provide superior transient performance. The stability and signal convergence of the closed-loop system are demonstrated through a Lyapunov-like analysis. Through dSPACE ASM simulation, the effectiveness of the proposed controller is illustrated, which confirms improved tracking performance over a baseline solution.

Zhou, Xingyu↗

Atomic isotropic hyperfine properties for first row elements (B–F) revisited

Benchmark quality isotropic hyperfine properties have been obtained for first row elements (B–F) using a systematic composite approach consisting of a sequence of core/valence correlation consistent basis sets, up through aug-cc-pCV8Z, along with configuration interaction and coupled cluster theory methods. The best nonrelativistic final values (in MHz) are 10.64 (B), 20.22 (C), 10.59 (N), –31.74 (O), and 318.30 (F) and are in very good agreement with available experimental values for these difficult-to-describe properties. Agreement is especially close in the case of N, which has the most accurate experimental value. The spin densities derived from the best composite level of theory were found to closely follow a simple quadratic scaling with the atomic number, Z. Finally, observed convergence rates in the 1-particle and n-particle expansions obtained here may be useful in judging likely accuracy that can be expected in studies of molecular systems.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗