Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte

A New Method for Efficient Parallel Solution of Large Linear Systems on a SIMD Processor.

This dissertation proposes a new technique for efficient parallel solution of very large linear systems of equations on a SIMD processor. The model problem used to investigate both the efficiency and applicability of the technique was of a regular structure with semi-bandwidth $\beta,$ and resulted from approximation of a second order, two-dimensional elliptic equation on a regular domain under the Dirichlet and periodic boundary conditions. With only slight modifications, chiefly to properly account for the mathematical effects of varying bandwidths, the technique can be extended to encompass solution of any regular, banded systems. The computational model used was the MasPar MP-X (model 1208B), a massively parallel processor hostnamed hurricane and housed in the Concurrent Computing Laboratory of the Physics/Astronomy department, Louisiana State University. The maximum bandwidth which caused the problem\u27s size to fit the nyproc $\times$ nxproc machine array exactly, was determined. This as well as smaller sizes were used in four experiments to evaluate the efficiency of the new technique. Four benchmark algorithms, two direct--Gauss elimination (GE), Orthogonal factorization--and two iterative--symmetric over-relaxation (SOR) ($\omega$ = 2), the conjugate gradient method (CG)--were used to test the efficiency of the new approach based upon three evaluation metrics--deviations of results of computations, measured as average absolute errors, from the exact solution, the cpu times, and the mega flop rates of executions. All the benchmarks, except the GE, were implemented in parallel. In all evaluation categories, the new approach outperformed the benchmarks and very much so when N $\gg$ p, p being the number of processors and N the problem size. At the maximum system\u27s size, the new method was about 2.19 more accurate, and about 1.7 times faster than the benchmarks. But when the system size was a lot smaller than the machine\u27s size, the new approach\u27s performance deteriorated precipitously, and, in fact, in this circumstance, its performance was worse than that of GE, the serial code. Hence, this technique is recommended for solution of linear systems with regular structures on array processors when the problem\u27s size is large in relation to the processor\u27s size

Quantitative performance modeling of scientific computations and creating locality in numerical algorithms

Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Electrical Engineering and Computer Science, 1995.Includes bibliographical references (p. 141-150) and index.by Sivan Avraham Toledo.Ph.D

Large Scale Parameter Estimation Problems in Frequency-Domain Elastodynamics Using an Error in Constitutive Equation Functional

International audienceThis paper presents the formulation and implementation of an Error in Constitutive Equations (ECE) method suitable for large-scale inverse identification of linear elastic material properties in the context of steady-state elastodynamics. In ECE-based methods, the inverse problem is postulated as an optimization problem in which the cost functional measures the discrepancy in the constitutive equations that connect kinematically admissible strains and dynamically admissible stresses. Furthermore, in a more recent modality of this methodology introduced by Feissel and Allix (2007), referred to as the Modified ECE (MECE), the measured data is incorporated into the formulation as a quadratic penalty term. We show that a simple and efficient continuation scheme for the penalty term, suggested by the theory of quadratic penalty methods, can significantly accelerate the convergence of the MECE algorithm. Furthermore, a (block) successive over-relaxation (SOR) technique is introduced, enabling the use of existing parallel finite element codes with minimal modification to solve the coupled system of equations that arises from the optimality conditions in MECE methods. Our numerical results demonstrate that the proposed methodology can successfully reconstruct the spatial distribution of elastic material parameters from partial and noisy measurements in as few as ten iterations in a 2D example and fifty in a 3D example. We show (through numerical experiments) that the proposed continuation scheme can improve the rate of convergence of MECE methods by at least an order of magnitude versus the alternative of using a fixed penalty parameter. Furthermore, the proposed block SOR strategy coupled with existing parallel solvers produces a computationally efficient MECE method that can be used for large scale materials identification problems, as demonstrated on a 3D example involving about 400,000 unknown moduli. Finally, our numerical results suggest that the proposed MECE approach can be significantly faster than the conventional approach of L2 minimization using quasi-Newton methods