Equations and systems of nonlinear equations: from high order numerical methods to fast Eigensolvers for structured matrices and applications

A parametrized multi-step Newton method is constructed for widening the region of convergence of classical multi-step Newton method. The second improvement is proposed in the context of multistep Newton methods, by introducing preconditioners to enhance their accuracy, without disturbing their original order of convergence and the related computational cost (in most of the cases). To find roots with unknown multiplicities preconditioners are also effective when they are applied to the Newton method for roots with unknown multiplicities. Frozen Jacobian higher order multistep iterative method for the solution of systems of nonlinear equations are developed and the related results better than those obtained when employing the classical frozen Jacobian multi-step Newton method. To get benefit from the past information that is produced by the iterative method, we constructed iterative methods with memory for solving systems of nonlinear equations. Iterative methods with memory have a greater rate of convergence, if compared with the iterative method without memory. In terms of computational cost, iterative methods with memory are marginally superior comparatively. Numerical methods are also introduced for approximating all the eigenvalues of banded symmetric Toeplitz and preconditioned Toeplitz matrices. Our proposed numerical methods work very efficiently, when the generating symbols of the considered Toeplitz matrices are bijective

Equations and systems of nonlinear equations: from high order numerical methods to fast Eigensolvers for structured matrices and applications

A parametrized multi-step Newton method is constructed for widening the region of convergence of classical multi-step Newton method. The second improvement is proposed in the context of multistep Newton methods, by introducing preconditioners to enhance their accuracy, without disturbing their original order of convergence and the related computational cost (in most of the cases). To find roots with unknown multiplicities preconditioners are also effective when they are applied to the Newton method for roots with unknown multiplicities. Frozen Jacobian higher order multistep iterative method for the solution of systems of nonlinear equations are developed and the related results better than those obtained when employing the classical frozen Jacobian multi-step Newton method. To get benefit from the past information that is produced by the iterative method, we constructed iterative methods with memory for solving systems of nonlinear equations. Iterative methods with memory have a greater rate of convergence, if compared with the iterative method without memory. In terms of computational cost, iterative methods with memory are marginally superior comparatively. Numerical methods are also introduced for approximating all the eigenvalues of banded symmetric Toeplitz and preconditioned Toeplitz matrices. Our proposed numerical methods work very efficiently, when the generating symbols of the considered Toeplitz matrices are bijective

A direct method for the numerical solution of optimization problems with time-periodic PDE constraints

In der vorliegenden Dissertation entwickeln wir auf der Basis der Direkten Mehrzielmethode eine neue numerische Methode für Optimalsteuerungsprobleme (OCPs) mit zeitperiodischen partiellen Differentialgleichungen (PDEs). Die vorgeschlagene Methode zeichnet sich durch asymptotisch optimale Skalierung des numerischen Aufwandes in der Zahl der örtlichen Diskretisierungspunkte aus. Sie besteht aus einem Linearen Iterativen Splitting Ansatz (LISA) innerhalb einer Newton-Typ Iteration zusammen mit einer Globalisierungsstrategie, die auf natürlichen Niveaufunktionen basiert. Wir untersuchen die LISA-Newton Methode im Rahmen von Bocks kappa-Theorie und entwickeln zuverlässige a-posteriori kappa-Schätzer. Im Folgenden erweitern wir die LISA-Newton Methode auf den Fall von inexakter Sequentieller Quadratischer Programmierung (SQP) für ungleichungsbeschränke Probleme und untersuchen das lokale Konvergenzverhalten. Zusätzlich entwickeln wir klassische und Zweigitter Newton-Picard Vorkonditionierer für LISA und beweisen gitterunabhängige Konvergenz der klassischen Variante auf einem Modellproblem. Anhand numerischer Ergebnisse können wir belegen, dass im Vergleich zur klassichen Variante die Zweigittervariante sogar noch effizienter ist für typische Anwendungsprobleme. Des Weiteren entwickeln wir eine Zweigitterapproximation der Lagrange-Hessematrix, welche gut in den Rahmen des Zweigitter Newton-Picard Ansatzes passt und die im Vergleich zur exakten Hessematrix zu einer Laufzeitreduktion von 68% auf einem nichtlinearen Benchmarkproblem führt. Wir zeigen weiterhin, dass die Qualität des Feingitters die Genauigkeit der Lösung bestimmt, während die Qualität des Grobgitters die asymptotische lineare Konvergenzrate, d.h., das Bocksche kappa, festlegt. Zuverlässige kappa-Schätzer ermöglichen die automatische Steuerung der Grobgitterverfeinerung für schnelle Konvergenz. Für die Lösung der auftretenden, großen Probleme der Quadratischen Programmierung (QPs) wählen wir einen strukturausnutzenden zweistufigen Ansatz. In der ersten Stufe nutzen wir die durch den Mehrzielansatz und die Newton-Picard Vorkonditionierer bedingten Strukturen aus, um die großen QPs auf äquivalente QPs zu reduzieren, deren Größe von der Zahl der örtlichen Diskretisierungspunkte unabhängig ist. Für die zweite Stufe entwickeln wir Erweiterungen für eine Parametrische Aktive Mengen Methode (PASM), die zu einem zuverlässigen und effizienten Löser für die resultierenden, möglicherweise nichtkonvexen QPs führen. Weiterhin konstruieren wir drei anschauliche, contra-intuitive Probleme, die aufzeigen, dass die Konvergenz einer one-shot one-step Optimierungsmethode weder notwendig noch hinreichend für die Konvergenz der entsprechenden Methode für das Vorwärtsproblem ist. Unsere Analyse von drei Regularisierungsansätzen zeigt, dass de-facto Verlust von Konvergenz selbst mit diesen Ansätzen nicht verhindert werden kann. Des Weiteren haben wir die vorgestellten Methoden in einem Computercode mit Namen MUSCOP implementiert, der automatische Ableitungserzeugung erster und zweiter Ordnung von Modellfunktionen und Lösungen der dynamischen Systeme, Parallelisierung auf der Mehrzielstruktur und ein Hybrid Language Programming Paradigma zur Verfügung stellt, um die benötigte Zeit für das Aufstellen und Lösen neuer Anwendungsprobleme zu minimieren. Wir demonstrieren die Anwendbarkeit, Zuverlässigkeit und Effektivität von MUSCOP und damit der vorgeschlagenen numerischen Methoden anhand einer Reihe von PDE OCPs von steigender Schwierigkeit, angefangen bei linearen akademischen Problemen über hochgradig nichtlineare akademische Probleme der mathematischen Biologie bis hin zu einem hochgradig nichtlinearen Anwendungsproblem der chemischen Verfahrenstechnik im Bereich der präparativen Chromatographie auf Basis realer Daten: Dem Simulated Moving Bed (SMB) Prozess

Classical and quantum aspects of topological solitons: (using numerical methods)

In Introduction, we review integrable and topological solitons. In Numerical Methods, we describe how to minimize functionals, time-integrate configurations and solve eigenvalue problems. We also present the Simulated Annealing scheme for minimisation in solitonic systems. In Classical Aspects, we analyse the effect of the potential term on the structure of minimal- energy solutions for any topological charge n. The simplest holomorphic baby Skyrme model has no known stable minimal-energy solution for n > 1. The one-vacuum baby Skyrme model possesses non-radially symmetric multi-skyrmions that look like 'skyrmion lattices' formed by skyrmions with n = 2. The two-vacua baby Skyrme model has radially symmetric multi- skyrmions. We implement Simulated Annealing and it works well for higher order terms. We find that the spatial part of the six-derivative term is zero. In Quantum Aspects, we find the first order quantum mass correction for the Ф(^4) kink using the semi-classical expansion. We derive a trace formula which gives the mass correction by using the eigenmodes and values of the soliton and vacuum perturbations. We show that the zero mode is the most important contribution. We compute the mass correction of Ф(^4) kink and Sine-Gordon numerically by solving the eigenvalue equations and substituting into the trace formula

Variational models and numerical algorithms for selective image segmentation

This thesis deals with the numerical solution of nonlinear partial differential equations and their application in image processing. The differential equations we deal with here arise from the minimization of variational models for image restoration techniques (such as denoising) and recognition of objects techniques (such as segmentation). Image denoising is a technique aimed at restoring a digital image that has been contaminated by noise while segmentation is a fundamental task in image analysis responsible for partitioning an image as sub-regions or representing the image into something that is more meaningful and easier to analyze such as extracting one or more specific objects of interest in images based on relevant information or a desired feature. Although there has been a lot of research in the restoration of images, the performance of such methods is still poor, especially when the images have a high level of noise or when the algorithms are slow. Task of the segmentation is even more challenging problem due to the difficulty of delineating, even manually, the contours of the objects of interest. The problems are often due to low contrast, fuzzy contours, similar intensities with adjacent objects, or the objects to be extracted having no real contours. The first objective of this work is to develop fast image restoration and segmentation methods which provide better denoising and fast and robust performance for image segmentation. The contribution presented here is the development of a restarted homotopy analysis method which has been designed to be easily adaptable to various types of image processing problems. As a second research objective we propose a framework for image selective segmentation which partitions an image based on the information known in advance of the object/objects to be extracted (for example the left kidney is the target to be extracted in a CT image and the prior knowledge is a few markers in this object of interest). This kind of segmentation appears especially in medical applications. Medical experts usually estimate and manually draw the boundaries of the organ/organs based on their experience. Our aim is to introduce automatic segmentation of the object of interest as a contribution not only to the way doctors and surgeons diagnose and operate but to other fields as well. The proposed methods showed success in segmenting different objects and perform well in different types of images not only in two-dimensional but in three-dimensional images as well

Finite Element Modeling and Optimization of High-Speed Aerothermoelastic Systems

The design of supersonic and hypersonic aerospace vehicles is by nature a multi-disciplinary problem requiring the close integration of compressible fluid dynamics, heat transfer, and structural dynamics. The transient flow around the body must be accurately characterized in order to assess its effect on the thermal and structural responses; conversely, the thermal and structural behavior may significantly alter the aerodynamic performance. The core of this dissertation effort is concerned with the development and demonstration of an analysis and design capability for the aerothermoelastic behavior of high-speed aerospace vehicles. This nominally involves coupling of the compressible Navier-Stokes equations for the fluid dynamics, the transient heat equation for the thermal response, and the elastodynamic equations for the structural dynamics. The streamline upwind Petrov-Galerkin (SUPG) stabilized finite element method is used for solving the compressible flow problem. Both a standard Galerkin and stabilized Galerkin gradient least squares (GGLS) finite element method are utilized for solving the heat equation, and a standard Galerkin method is used for solving the elastodynamic equations. The transient and steady-state responses of a problem are determined via a single, simultaneously coupled nonlinear system, thus bypassing accuracy and stability issues of classical staggered multi-physics coupling strategies. A gradient-based optimization framework is developed for designing transient coupled aerothermoelastic systems via adjoint-based sensitivity analysis. This framework is used to optimize the design of a structure in regard to thermal and structural performance. The efforts of this thesis have yielded a state-of-the-art approach for coupled aerothermoelastic analysis and design optimization