1,055 research outputs found

    Transverse electric scattering on inhomogeneous objects: spectrum of integral operator and preconditioning

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    The domain integral equation method with its FFT-based matrix-vector products is a viable alternative to local methods in free-space scattering problems. However, it often suffers from the extremely slow convergence of iterative methods, especially in the transverse electric (TE) case with large or negative permittivity. We identify the nontrivial essential spectrum of the pertaining integral operator as partly responsible for this behavior, and the main reason why a normally efficient deflating preconditioner does not work. We solve this problem by applying an explicit multiplicative regularizing operator, which transforms the system to the form `identity plus compact', yet allows the resulting matrix-vector products to be carried out at the FFT speed. Such a regularized system is then further preconditioned by deflating an apparently stable set of eigenvalues with largest magnitudes, which results in a robust acceleration of the restarted GMRES under constraint memory conditions.Comment: 20 pages, 8 figure

    A parallel nearly implicit time-stepping scheme

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    Across-the-space parallelism still remains the most mature, convenient and natural way to parallelize large scale problems. One of the major problems here is that implicit time stepping is often difficult to parallelize due to the structure of the system. Approximate implicit schemes have been suggested to circumvent the problem. These schemes have attractive stability properties and they are also very well parallelizable.\ud The purpose of this article is to give an overall assessment of the parallelism of the method

    GMRES-Accelerated ADMM for Quadratic Objectives

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    We consider the sequence acceleration problem for the alternating direction method-of-multipliers (ADMM) applied to a class of equality-constrained problems with strongly convex quadratic objectives, which frequently arise as the Newton subproblem of interior-point methods. Within this context, the ADMM update equations are linear, the iterates are confined within a Krylov subspace, and the General Minimum RESidual (GMRES) algorithm is optimal in its ability to accelerate convergence. The basic ADMM method solves a Îș\kappa-conditioned problem in O(Îș)O(\sqrt{\kappa}) iterations. We give theoretical justification and numerical evidence that the GMRES-accelerated variant consistently solves the same problem in O(Îș1/4)O(\kappa^{1/4}) iterations for an order-of-magnitude reduction in iterations, despite a worst-case bound of O(Îș)O(\sqrt{\kappa}) iterations. The method is shown to be competitive against standard preconditioned Krylov subspace methods for saddle-point problems. The method is embedded within SeDuMi, a popular open-source solver for conic optimization written in MATLAB, and used to solve many large-scale semidefinite programs with error that decreases like O(1/k2)O(1/k^{2}), instead of O(1/k)O(1/k), where kk is the iteration index.Comment: 31 pages, 7 figures. Accepted for publication in SIAM Journal on Optimization (SIOPT

    Spatiotemporal dynamics in 2D Kolmogorov flow over large domains

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    Kolmogorov flow in two dimensions - the two-dimensional Navier-Stokes equations with a sinusoidal body force - is considered over extended periodic domains to reveal localised spatiotemporal complexity. The flow response mimicks the forcing at small forcing amplitudes but beyond a critical value develops a long wavelength instability. The ensuing state is described by a Cahn-Hilliard-type equation and as a result coarsening dynamics are observed for random initial data. After further bifurcations, this regime gives way to multiple attractors, some of which possess spatially-localised time dependence. Co-existence of such attractors in a large domain gives rise to interesting collisional dynamics which is captured by a system of 5 (1-space and 1-time) PDEs based on a long wavelength limit. The coarsening regime reinstates itself at yet higher forcing amplitudes in the sense that only longest-wavelength solutions remain attractors. Eventually, there is one global longest-wavelength attractor which possesses two localised chaotic regions - a kink and antikink - which connect two steady one-dimensional flow regions of essentially half the domain width each. The wealth of spatiotemporal complexity uncovered presents a bountiful arena in which to study the existence of simple invariant localised solutions which presumably underpin all of the observed behaviour

    Preconditioned fully implicit PDE solvers for monument conservation

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    Mathematical models for the description, in a quantitative way, of the damages induced on the monuments by the action of specific pollutants are often systems of nonlinear, possibly degenerate, parabolic equations. Although some the asymptotic properties of the solutions are known, for a short window of time, one needs a numerical approximation scheme in order to have a quantitative forecast at any time of interest. In this paper a fully implicit numerical method is proposed, analyzed and numerically tested for parabolic equations of porous media type and on a systems of two PDEs that models the sulfation of marble in monuments. Due to the nonlinear nature of the underlying mathematical model, the use of a fixed point scheme is required and every step implies the solution of large, locally structured, linear systems. A special effort is devoted to the spectral analysis of the relevant matrices and to the design of appropriate iterative or multi-iterative solvers, with special attention to preconditioned Krylov methods and to multigrid procedures. Numerical experiments for the validation of the analysis complement this contribution.Comment: 26 pages, 13 figure

    Energy conservation and numerical stability for the reduced MHD models of the non-linear JOREK code

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    In this paper we present a rigorous derivation of the reduced MHD models with and without parallel velocity that are implemented in the non-linear MHD code JOREK. The model we obtain contains some terms that have been neglected in the implementation but might be relevant in the non-linear phase. These are necessary to guarantee exact conservation with respect to the full MHD energy. For the second part of this work, we have replaced the linearized time stepping of JOREK by a non-linear solver based on the Inexact Newton method including adaptive time stepping. We demonstrate that this approach is more robust especially with respect to numerical errors in the saturation phase of an instability and allows to use larger time steps in the non-linear phase
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