International Conference on Continuous Optimization (ICCOPT) 2019 Conference Book

The Sixth International Conference on Continuous Optimization took place on the campus of the Technical University of Berlin, August 3-8, 2019. The ICCOPT is a flagship conference of the Mathematical Optimization Society (MOS), organized every three years. ICCOPT 2019 was hosted by the Weierstrass Institute for Applied Analysis and Stochastics (WIAS) Berlin. It included a Summer School and a Conference with a series of plenary and semi-plenary talks, organized and contributed sessions, and poster sessions. This book comprises the full conference program. It contains, in particular, the scientific program in survey style as well as with all details, and information on the social program, the venue, special meetings, and more

Differential-Algebraic Equations

Differential-Algebraic Equations (DAE) are today an independent field of research, which is gaining in importance and becoming of increasing interest for applications and mathematics itself. This workshop has drawn the balance after about 25 years investigations of DAEs and the research aims of the future were intensively discussed

The LifeV library: engineering mathematics beyond the proof of concept

LifeV is a library for the finite element (FE) solution of partial differential equations in one, two, and three dimensions. It is written in C++ and designed to run on diverse parallel architectures, including cloud and high performance computing facilities. In spite of its academic research nature, meaning a library for the development and testing of new methods, one distinguishing feature of LifeV is its use on real world problems and it is intended to provide a tool for many engineering applications. It has been actually used in computational hemodynamics, including cardiac mechanics and fluid-structure interaction problems, in porous media, ice sheets dynamics for both forward and inverse problems. In this paper we give a short overview of the features of LifeV and its coding paradigms on simple problems. The main focus is on the parallel environment which is mainly driven by domain decomposition methods and based on external libraries such as MPI, the Trilinos project, HDF5 and ParMetis. Dedicated to the memory of Fausto Saleri.Comment: Review of the LifeV Finite Element librar

Interior-point methods for PDE-constrained optimization

In applied sciences PDEs model an extensive variety of phenomena. Typically the final goal of simulations is a system which is optimal in a certain sense. For instance optimal control problems identify a control to steer a system towards a desired state. Inverse problems seek PDE parameters which are most consistent with measurements. In these optimization problems PDEs appear as equality constraints. PDE-constrained optimization problems are large-scale and often nonconvex. Their numerical solution leads to large ill-conditioned linear systems. In many practical problems inequality constraints implement technical limitations or prior knowledge. In this thesis interior-point (IP) methods are considered to solve nonconvex large-scale PDE-constrained optimization problems with inequality constraints. To cope with enormous fill-in of direct linear solvers, inexact search directions are allowed in an inexact interior-point (IIP) method. This thesis builds upon the IIP method proposed in [Curtis, Schenk, Wächter, SIAM Journal on Scientific Computing, 2010]. SMART tests cope with the lack of inertia information to control Hessian modification and also specify termination tests for the iterative linear solver. The original IIP method needs to solve two sparse large-scale linear systems in each optimization step. This is improved to only a single linear system solution in most optimization steps. Within this improved IIP framework, two iterative linear solvers are evaluated: A general purpose algebraic multilevel incomplete L D L^T preconditioned SQMR method is applied to PDE-constrained optimization problems for optimal server room cooling in three space dimensions and to compute an ambient temperature for optimal cooling. The results show robustness and efficiency of the IIP method when compared with the exact IP method. These advantages are even more evident for a reduced-space preconditioned (RSP) GMRES solver which takes advantage of the linear system's structure. This RSP-IIP method is studied on the basis of distributed and boundary control problems originating from superconductivity and from two-dimensional and three-dimensional parameter estimation problems in groundwater modeling. The numerical results exhibit the improved efficiency especially for multiple PDE constraints. An inverse medium problem for the Helmholtz equation with pointwise box constraints is solved by IP methods. The ill-posedness of the problem is explored numerically and different regularization strategies are compared. The impact of box constraints and the importance of Hessian modification on the optimization algorithm is demonstrated. A real world seismic imaging problem is solved successfully by the RSP-IIP method

A Fully Parallelized and Budgeted Multi-level Monte Carlo Framework for Partial Differential Equations: From Mathematical Theory to Automated Large-Scale Computations

All collected data on any physical, technical or economical process is subject to uncertainty. By incorporating this uncertainty in the model and propagating it through the system, this data error can be controlled. This makes the predictions of the system more trustworthy and reliable. The multi-level Monte Carlo (MLMC) method has proven to be an effective uncertainty quantification tool, requiring little knowledge about the problem while being highly performant. In this doctoral thesis we analyse, implement, develop and apply the MLMC method to partial differential equations (PDEs) subject to high-dimensional random input data. We set up a unified framework based on the software M++ to approximate solutions to elliptic and hyperbolic PDEs with a large selection of finite element methods. We combine this setup with a new variant of the MLMC method. In particular, we propose a budgeted MLMC (BMLMC) method which is capable to optimally invest reserved computing resources in order to minimize the model error while exhausting a given computational budget. This is achieved by developing a new parallelism based on a single distributed data structure, employing ideas of the continuation MLMC method and utilizing dynamic programming techniques. The final method is theoretically motivated, analyzed, and numerically well-tested in an automated benchmarking workflow for highly challenging problems like the approximation of wave equations in randomized media

Generalized averaged Gaussian quadrature and applications

A simple numerical method for constructing the optimal generalized averaged Gaussian quadrature formulas will be presented. These formulas exist in many cases in which real positive GaussKronrod formulas do not exist, and can be used as an adequate alternative in order to estimate the error of a Gaussian rule. We also investigate the conditions under which the optimal averaged Gaussian quadrature formulas and their truncated variants are internal

MS FT-2-2 7 Orthogonal polynomials and quadrature: Theory, computation, and applications

Quadrature rules find many applications in science and engineering. Their analysis is a classical area of applied mathematics and continues to attract considerable attention. This seminar brings together speakers with expertise in a large variety of quadrature rules. It is the aim of the seminar to provide an overview of recent developments in the analysis of quadrature rules. The computation of error estimates and novel applications also are described

Mathematical Modeling of Fluid Spills in Hydraulically Fractured Well Sites

Improved drilling technology and favorable energy prices have contributed to the rapid pace at which the exploitation of unconventional natural gas is taking place across the United States. As a natural gas well is being drilled, reserve pits are constructed to hold the drilling fluids and other materials returned from the drilling process. These reserve pits can fail, and when they do, plant and animal life of the surrounding area may be adversely affected. This project develops a screening tool for a suitable location for a reserve pit. This work will be a critical piece of the Infrastructure Placement Analysis System (IPAS) created by the Low Impact Natural Gas and Oil (LINGO) project. A terrestrial spill model was developed that can be used as a decision support system in the Fayetteville Shale Play. There is currently no hydraulic model built with oil and gas production sites in mind. The model was developed by using equations describing shallow water flow and the transport of pollutants and sediments. Mass and momentum conservation laws together with physically reasonable assumptions were used in deriving these equations. The equations were solved numerically using the MacCormack time-splitting finite difference scheme. Novel techniques allowed us to solve the shallow water equations over very steep slopes (\u3e30%) and starting with very low fluid depths without encountering unrealistically high values of velocities or negative flow depths. The model takes as input the following: the Digital Elevation Model (DEM) of the terrain, predominant soil type, amount or rate of spill and initial concentration of pollutant species. The model gives as output the following: flow depth, flow velocities, the areal extent of pollutant contamination and the amount of sediment run-off. Data from the Fayetteville Shale Play was used in testing the model and the results were as expected. The computer program implementing the model is written in MATLAB. If the program is translated into a more optimally efficient language and run on a supercomputer, it would be computationally fast and still accurate enough to make its use in a real-time decision support system justified