Analytical study of the Least Squares Quasi-Newton method for interaction problems

Often in nature different systems interact, like fluids and structures, heat and electricity, populations of species, etc. It is our aim in this thesis to find, describe and analyze solution methods to solve the equations resulting from the mathematical models describing those interacting systems. Even if powerful solvers often already exist for problems in a single physical domain (e.g. structural or fluid problems), the development of similar tools for multi-physics problems is still ongoing. When the interaction (or coupling) between the two systems is strong, many methods still fail or are computationally very expensive. Approaches for solving these multi-physics problems can be broadly put in two categories: monolithic or partitioned. While we are not claiming that the partitioned approach is panacea for all coupled problems, we will only focus our attention in this thesis on studying methods to solve (strongly) coupled problems with a partitioned approach in which each of the physical problems is solved with a specialized code that we consider to be a black box solver and of which the Jacobian is unknown. We also assume that calling these black boxes is the most expensive part of any algorithm, so that performance is judged by the number of times these are called. In 2005 Vierendeels presented a new coupling procedure for this partitioned approach in a fluid-structure interaction context, based on sensitivity analysis of the important displacement and pressure modes which are detected during the iteration process. This approach only uses input-output couples of the solvers (one for the fluid problem and one for the structural problem). In this thesis we will focus on establishing the properties of this method and show that it can be interpreted as a block quasi-Newton method with approximate Jacobians based on a least squares formulation. We also establish and investigate other algorithms that exploit the original idea but use a single approximate Jacobian. The main focus in this thesis lies on establishing the algebraic properties of the methods under investigation and not so much on the best implementation form

Inverse modelling of image-based patient-specific blood vessels : zero-pressure geometry and in vivo stress incorporation

In vivo visualization of cardiovascular structures is possible using medical images. However, one has to realize that the resulting 3D geometries correspond to in vivo conditions. This entails an internal stress state to be present in the in vivo measured geometry of e.g. a blood vessel due to the presence of the blood pressure. In order to correct for this in vivo stress, this paper presents an inverse method to restore the original zero-pressure geometry of a structure, and to recover the in vivo stress field of the final, loaded structure. The proposed backward displacement method is able to solve the inverse problem iteratively using fixed point iterations, but can be significantly accelerated by a quasi-Newton technique in which a least-squares model is used to approximate the inverse of the Jacobian. The here proposed backward displacement method allows for a straightforward implementation of the algorithm in combination with existing structural solvers, even if the structural solver is a black box, as only an update of the coordinates of the mesh needs to be performed

Objective acceleration for unconstrained optimization

Acceleration schemes can dramatically improve existing optimization procedures. In most of the work on these schemes, such as nonlinear Generalized Minimal Residual (N-GMRES), acceleration is based on minimizing the $\ell_2$ norm of some target on subspaces of $\mathbb{R}^n$. There are many numerical examples that show how accelerating general purpose and domain-specific optimizers with N-GMRES results in large improvements. We propose a natural modification to N-GMRES, which significantly improves the performance in a testing environment originally used to advocate N-GMRES. Our proposed approach, which we refer to as O-ACCEL (Objective Acceleration), is novel in that it minimizes an approximation to the \emph{objective function} on subspaces of $\mathbb{R}^n$. We prove that O-ACCEL reduces to the Full Orthogonalization Method for linear systems when the objective is quadratic, which differentiates our proposed approach from existing acceleration methods. Comparisons with L-BFGS and N-CG indicate the competitiveness of O-ACCEL. As it can be combined with domain-specific optimizers, it may also be beneficial in areas where L-BFGS or N-CG are not suitable.Comment: 18 pages, 6 figures, 5 table

Demonstration of a coupled floating offshore wind turbine analysis with high-fidelity methods

This paper presents results of numerical computations for floating off-shore wind turbines using, as an example, a machine of 10-MW rated power. The aerodynamic loads on the rotor are computed using the Helicopter Multi-Block flow solver developed at the University of Liverpool. The method solves the Navier–Stokes equations in integral form using the arbitrary Lagrangian–Eulerian formulation for time-dependent domains with moving boundaries. Hydrodynamic loads on the support platform are computed using the Smoothed Particle Hydrodynamics method, which is mesh-free and represents the water and floating structures by a set of discrete elements, referred to as particles. The motion of the floating offshore wind turbine is computed using a Multi-Body Dynamic Model of rigid bodies and frictionless joints. Mooring cables are modelled as a set of springs and dampers. All solvers were validated separately before coupling, and the results are presented in this paper. The importance of coupling is assessed and the loosely coupled algorithm used is described in detail alongside the obtained results

CFD investigation of a complete floating offshore wind turbine

This chapter presents numerical computations for floating offshore wind turbines for a machine of 10-MW rated power. The rotors were computed using the Helicopter Multi-Block flow solver of the University of Glasgow that solves the Navier-Stokes equations in integral form using the arbitrary Lagrangian-Eulerian formulation for time-dependent domains with moving boundaries. Hydrodynamic loads on the support platform were computed using the Smoothed Particle Hydrodynamics method. This method is mesh-free, and represents the fluid by a set of discrete particles. The motion of the floating offshore wind turbine is computed using a Multi-Body Dynamic Model of rigid bodies and frictionless joints. Mooring cables are modelled as a set of springs and dampers. All solvers were validated separately before coupling, and the loosely coupled algorithm used is described in detail alongside the obtained results

Shanks sequence transformations and Anderson acceleration

This paper presents a general framework for Shanks transformations of sequences of elements in a vector space. It is shown that the Minimal Polynomial Extrapolation (MPE), the Modified Minimal Polynomial Extrapolation (MMPE), the Reduced Rank Extrapolation (RRE), the Vector Epsilon Algorithm (VEA), the Topological Epsilon Algorithm (TEA), and Anderson Acceleration (AA), which are standard general techniques designed for accelerating arbitrary sequences and/or solving nonlinear equations, all fall into this framework. Their properties and their connections with quasi-Newton and Broyden methods are studied. The paper then exploits this framework to compare these methods. In the linear case, it is known that AA and GMRES are \u2018essentially\u2019 equivalent in a certain sense while GMRES and RRE are mathematically equivalent. This paper discusses the connection between AA, the RRE, the MPE, and other methods in the nonlinear case

A short report on preconditioned Anderson acceleration method

In this report, we present a versatile and efficient preconditioned Anderson acceleration (PAA) method for fixed-point iterations. The proposed framework offers flexibility in balancing convergence rates (linear, super-linear, or quadratic) and computational costs related to the Jacobian matrix. Our approach recovers various fixed-point iteration techniques, including Picard, Newton, and quasi-Newton iterations. The PAA method can be interpreted as employing Anderson acceleration (AA) as its own preconditioner or as an accelerator for quasi-Newton methods when their convergence is insufficient. Adaptable to a wide range of problems with differing degrees of nonlinearity and complexity, the method achieves improved convergence rates and robustness by incorporating suitable preconditioners. We test multiple preconditioning strategies on various problems and investigate a delayed update strategy for preconditioners to further reduce the computational costs

NLTGCR: A class of Nonlinear Acceleration Procedures based on Conjugate Residuals

This paper develops a new class of nonlinear acceleration algorithms based on extending conjugate residual-type procedures from linear to nonlinear equations. The main algorithm has strong similarities with Anderson acceleration as well as with inexact Newton methods - depending on which variant is implemented. We prove theoretically and verify experimentally, on a variety of problems from simulation experiments to deep learning applications, that our method is a powerful accelerated iterative algorithm.Comment: Under Revie