5 research outputs found
Piecewise linear transformation in diffusive flux discretization
To ensure the discrete maximum principle or solution positivity in finite
volume schemes, diffusive flux is sometimes discretized as a conical
combination of finite differences. Such a combination may be impossible to
construct along material discontinuities using only cell concentration values.
This is often resolved by introducing auxiliary node, edge, or face
concentration values that are explicitly interpolated from the surrounding cell
concentrations. We propose to discretize the diffusive flux after applying a
local piecewise linear coordinate transformation that effectively removes the
discontinuities. The resulting scheme does not need any auxiliary
concentrations and is therefore remarkably simpler, while being second-order
accurate under the assumption that the structure of the domain is locally
layered.Comment: 11 pages, 1 figures, preprint submitted to Journal of Computational
Physic
Accelerating ADMM for efficient simulation and optimization
The alternating direction method of multipliers (ADMM) is a popular approach for solving optimization problems that are potentially non-smooth and with hard constraints. It has been applied to various computer graphics applications, including physical simulation, geometry processing, and image processing. However, ADMM can take a long time to converge to a solution of high accuracy. Moreover, many computer graphics tasks involve non-convex optimization, and there is often no convergence guarantee for ADMM on such problems since it was originally designed for convex optimization. In this paper, we propose a method to speed up ADMM using Anderson acceleration, an established technique for accelerating fixed-point iterations. We show that in the general case, ADMM is a fixed-point iteration of the second primal variable and the dual variable, and Anderson acceleration can be directly applied. Additionally, when the problem has a separable target function and satisfies certain conditions, ADMM becomes a fixed-point iteration of only one variable, which further reduces the computational overhead of Anderson acceleration. Moreover, we analyze a particular non-convex problem structure that is common in computer graphics, and prove the convergence of ADMM on such problems under mild assumptions. We apply our acceleration technique on a variety of optimization problems in computer graphics, with notable improvement on their convergence speed