Quasi second-order methods for PDE-constrained forward and inverse problems

La conception assistée par ordinateur (CAO), les effets visuels, la robotique et de nombreux autres domaines tels que la biologie computationnelle, le génie aérospatial, etc. reposent sur la résolution de problèmes mathématiques. Dans la plupart des cas, des méthodes de calcul sont utilisées pour résoudre ces problèmes. Le choix et la construction de la méthode de calcul ont un impact important sur les résultats et l'efficacité du calcul. La structure du problème peut être utilisée pour créer des méthodes, qui sont plus rapides et produisent des résultats qualitativement meilleurs que les méthodes qui n'utilisent pas la structure. Cette thèse présente trois articles avec trois nouvelles méthodes de calcul s'attaquant à des problèmes de simulation et d'optimisation contraints par des équations aux dérivées partielles (EDP). Dans le premier article, nous abordons le problème de la dissipation d'énergie des solveurs fluides courants dans les effets visuels. Les solveurs de fluides sont omniprésents dans la création d'effets dans les courts et longs métrages d'animation. Nous présentons un schéma d'intégration temporelle pour la dynamique des fluides incompressibles qui préserve mieux l'énergie comparé aux nombreuses méthodes précédentes. La méthode présentée présente une faible surcharge et peut être intégrée à un large éventail de méthodes existantes. L'amélioration de la conservation de l'énergie permet la création d'animations nettement plus dynamiques. Nous abordons ensuite la conception computationelle dont le but est d'exploiter l'outils computationnel dans le but d'améliorer le processus de conception. Plus précisément, nous examinons l'analyse de sensibilité, qui calcule les sensibilités du résultat de la simulation par rapport aux paramètres de conception afin d'optimiser automatiquement la conception. Dans ce contexte, nous présentons une méthode efficace de calcul de la direction de recherche de Gauss-Newton, en tirant parti des solveurs linéaires directs épars modernes. Notre méthode réduit considérablement le coût de calcul du processus d'optimisation pour une certaine classe de problèmes de conception inverse. Enfin, nous examinons l'optimisation de la topologie à l'aide de techniques d'apprentissage automatique. Nous posons deux questions : Pouvons-nous faire de l'optimisation topologique sans maillage et pouvons-nous apprendre un espace de solutions d'optimisation topologique. Nous appliquons des représentations neuronales implicites et obtenons des résultats structurellement sensibles pour l'optimisation topologique sans maillage en guidant le réseau neuronal pendant le processus d'optimisation et en adaptant les méthodes d'optimisation topologique par éléments finis. Notre méthode produit une représentation continue du champ de densité. De plus, nous présentons des espaces de solution appris en utilisant la représentation neuronale implicite.Computer-aided design (CAD), visual effects, robotics and many other fields such as computational biology, aerospace engineering etc. rely on the solution of mathematical problems. In most cases, computational methods are used to solve these problems. The choice and construction of the computational method has large impact on the results and the computational efficiency. The structure of the problem can be used to create methods, that are faster and produce qualitatively better results than methods that do not use the structure. This thesis presents three articles with three new computational methods tackling partial differential equation (PDE) constrained simulation and optimization problems. In the first article, we tackle the problem of energy dissipation of common fluid solvers in visual effects. Fluid solvers are ubiquitously used to create effects in animated shorts and feature films. We present a time integration scheme for incompressible fluid dynamics which preserves energy better than many previous methods. The presented method has low overhead and can be integrated into a wide range of existing methods. The improved energy conservation leads to noticeably more dynamic animations. We then move on to computational design whose goal is to harnesses computational techniques for the design process. Specifically, we look at sensitivity analysis, which computes the sensitivities of the simulation result with respect to the design parameters to automatically optimize the design. In this context, we present an efficient way to compute the Gauss-Newton search direction, leveraging modern sparse direct linear solvers. Our method reduces the computational cost of the optimization process greatly for a certain class of inverse design problems. Finally, we look at topology optimization using machine learning techniques. We ask two questions: Can we do mesh-free topology optimization and can we learn a space of topology optimization solutions. We apply implicit neural representations and obtain structurally sensible results for mesh-free topology optimization by guiding the neural network during optimization process and adapting methods from finite element based topology optimization. Our method produces a continuous representation of the density field. Additionally, we present learned solution spaces using the implicit neural representation

Innovative Approaches to the Numerical Approximation of PDEs

This workshop was about the numerical solution of PDEs for which classical approaches, such as the finite element method, are not well suited or need further (theoretical) underpinnings. A prominent example of PDEs for which classical methods are not well suited are PDEs posed in high space dimensions. New results on low rank tensor approximation for those problems were presented. Other presentations dealt with regularity of PDEs, the numerical solution of PDEs on surfaces, PDEs of fractional order, numerical solvers for PDEs that converge with exponential rates, and the application of deep neural networks for solving PDEs

Real-Space Mesh Techniques in Density Functional Theory

This review discusses progress in efficient solvers which have as their foundation a representation in real space, either through finite-difference or finite-element formulations. The relationship of real-space approaches to linear-scaling electrostatics and electronic structure methods is first discussed. Then the basic aspects of real-space representations are presented. Multigrid techniques for solving the discretized problems are covered; these numerical schemes allow for highly efficient solution of the grid-based equations. Applications to problems in electrostatics are discussed, in particular numerical solutions of Poisson and Poisson-Boltzmann equations. Next, methods for solving self-consistent eigenvalue problems in real space are presented; these techniques have been extensively applied to solutions of the Hartree-Fock and Kohn-Sham equations of electronic structure, and to eigenvalue problems arising in semiconductor and polymer physics. Finally, real-space methods have found recent application in computations of optical response and excited states in time-dependent density functional theory, and these computational developments are summarized. Multiscale solvers are competitive with the most efficient available plane-wave techniques in terms of the number of self-consistency steps required to reach the ground state, and they require less work in each self-consistency update on a uniform grid. Besides excellent efficiencies, the decided advantages of the real-space multiscale approach are 1) the near-locality of each function update, 2) the ability to handle global eigenfunction constraints and potential updates on coarse levels, and 3) the ability to incorporate adaptive local mesh refinements without loss of optimal multigrid efficiencies.Comment: 70 pages, 11 figures. To be published in Reviews of Modern Physic

Sharp Time--Data Tradeoffs for Linear Inverse Problems

In this paper we characterize sharp time-data tradeoffs for optimization problems used for solving linear inverse problems. We focus on the minimization of a least-squares objective subject to a constraint defined as the sub-level set of a penalty function. We present a unified convergence analysis of the gradient projection algorithm applied to such problems. We sharply characterize the convergence rate associated with a wide variety of random measurement ensembles in terms of the number of measurements and structural complexity of the signal with respect to the chosen penalty function. The results apply to both convex and nonconvex constraints, demonstrating that a linear convergence rate is attainable even though the least squares objective is not strongly convex in these settings. When specialized to Gaussian measurements our results show that such linear convergence occurs when the number of measurements is merely 4 times the minimal number required to recover the desired signal at all (a.k.a. the phase transition). We also achieve a slower but geometric rate of convergence precisely above the phase transition point. Extensive numerical results suggest that the derived rates exactly match the empirical performance

Age-structured optimal control in population economics

This paper brings both intertemporal and age-dependent features to a theory of population policy at the macro-level. A Lotkatype renewal model of population dynamics is combined with a Solow/Ramsey economy. By using a new maximum principle for distributed parameter control we derive meaningful qualitative results for the optimal migration path and the optimal saving rate.

Enhancing 3D Autonomous Navigation Through Obstacle Fields: Homogeneous Localisation and Mapping, with Obstacle-Aware Trajectory Optimisation

Small flying robots have numerous potential applications, from quadrotors for search and rescue, infrastructure inspection and package delivery to free-flying satellites for assistance activities inside a space station. To enable these applications, a key challenge is autonomous navigation in 3D, near obstacles on a power, mass and computation constrained platform. This challenge requires a robot to perform localisation, mapping, dynamics-aware trajectory planning and control. The current state-of-the-art uses separate algorithms for each component. Here, the aim is for a more homogeneous approach in the search for improved efficiencies and capabilities. First, an algorithm is described to perform Simultaneous Localisation And Mapping (SLAM) with physical, 3D map representation that can also be used to represent obstacles for trajectory planning: Non-Uniform Rational B-Spline (NURBS) surfaces. Termed NURBSLAM, this algorithm is shown to combine the typically separate tasks of localisation and obstacle mapping. Second, a trajectory optimisation algorithm is presented that produces dynamically-optimal trajectories with direct consideration of obstacles, providing a middle ground between path planners and trajectory smoothers. Called the Admissible Subspace TRajectory Optimiser (ASTRO), the algorithm can produce trajectories that are easier to track than the state-of-the-art for flight near obstacles, as shown in flight tests with quadrotors. For quadrotors to track trajectories, a critical component is the differential flatness transformation that links position and attitude controllers. Existing singularities in this transformation are analysed, solutions are proposed and are then demonstrated in flight tests. Finally, a combined system of NURBSLAM and ASTRO are brought together and tested against the state-of-the-art in a novel simulation environment to prove the concept that a single 3D representation can be used for localisation, mapping, and planning

Numerical Methods for PDE Constrained Optimization with Uncertain Data

Optimization problems governed by partial differential equations (PDEs) arise in many applications in the form of optimal control, optimal design, or parameter identification problems. In most applications, parameters in the governing PDEs are not deterministic, but rather have to be modeled as random variables or, more generally, as random fields. It is crucial to capture and quantify the uncertainty in such problems rather than to simply replace the uncertain coefficients with their mean values. However, treating the uncertainty adequately and in a computationally tractable manner poses many mathematical challenges. The numerical solution of optimization problems governed by stochastic PDEs builds on mathematical subareas, which so far have been largely investigated in separate communities: Stochastic Programming, Numerical Solution of Stochastic PDEs, and PDE Constrained Optimization. The workshop achieved an impulse towards cross-fertilization of those disciplines which also was the subject of several scientific discussions. It is to be expected that future exchange of ideas between these areas will give rise to new insights and powerful new numerical methods