On the Convergence of Ritz Pairs and Refined Ritz Vectors for Quadratic Eigenvalue Problems

For a given subspace, the Rayleigh-Ritz method projects the large quadratic eigenvalue problem (QEP) onto it and produces a small sized dense QEP. Similar to the Rayleigh-Ritz method for the linear eigenvalue problem, the Rayleigh-Ritz method defines the Ritz values and the Ritz vectors of the QEP with respect to the projection subspace. We analyze the convergence of the method when the angle between the subspace and the desired eigenvector converges to zero. We prove that there is a Ritz value that converges to the desired eigenvalue unconditionally but the Ritz vector converges conditionally and may fail to converge. To remedy the drawback of possible non-convergence of the Ritz vector, we propose a refined Ritz vector that is mathematically different from the Ritz vector and is proved to converge unconditionally. We construct examples to illustrate our theory.Comment: 20 page

Sparse grid based Chebyshev HOPGD for parameterized linear systems

We consider approximating solutions to parameterized linear systems of the form $A(\mu_1,\mu_2) x(\mu_1,\mu_2) = b$, where $(\mu_1, \mu_2) \in \mathbb{R}^2$. Here the matrix $A(\mu_1,\mu_2) \in \mathbb{R}^{n \times n}$ is nonsingular, large, and sparse and depends nonlinearly on the parameters $\mu_1$ and $\mu_2$. Specifically, the system arises from a discretization of a partial differential equation and $x(\mu_1,\mu_2) \in \mathbb{R}^n$, $b \in \mathbb{R}^n$. This work combines companion linearization with the Krylov subspace method preconditioned bi-conjugate gradient (BiCG) and a decomposition of a tensor matrix of precomputed solutions, called snapshots. As a result, a reduced order model of $x(\mu_1,\mu_2)$ is constructed, and this model can be evaluated in a cheap way for many values of the parameters. The decomposition is performed efficiently using the sparse grid based higher-order proper generalized decomposition (HOPGD), and the snapshots are generated as one variable functions of $\mu_1$ or of $\mu_2$. Tensor decompositions performed on a set of snapshots can fail to reach a certain level of accuracy, and it is not possible to know a priori if the decomposition will be successful. This method offers a way to generate a new set of solutions on the same parameter space at little additional cost. An interpolation of the model is used to produce approximations on the entire parameter space, and this method can be used to solve a parameter estimation problem. Numerical examples of a parameterized Helmholtz equation show the competitiveness of our approach. The simulations are reproducible, and the software is available online

Inexact and Nonlinear Extensions of the FEAST Eigenvalue Algorithm

Eigenvalue problems are a basic element of linear algebra that have a wide variety of applications. Common examples include determining the stability of dynamical systems, performing dimensionality reduction on large data sets, and predicting the physical properties of nanoscopic objects. Many applications require solving large dimensional eigenvalue problems, which can be very challenging when the required number of eigenvalues and eigenvectors is also large. The FEAST algorithm is a method of solving eigenvalue problems that allows one to calculate large numbers of eigenvalue/eigenvector pairs by using contour integration in the complex plane to divide the large number of desired pairs into many small groups; these small groups of eigenvalue/eigenvector pairs may then be simultaneously calculated independently of each other. This makes it possible to quickly solve eigenvalue problems that might otherwise be very difficult to solve efficiently. The standard FEAST algorithm can only be used to solve eigenvalue problems that are linear, and whose matrices are small enough to be factorized efficiently (thus allowing linear systems of equations to be solved exactly). This limits the size and the scope of the problems to which the FEAST algorithm may be applied. This dissertation describes extensions of the standard FEAST algorithm that allow it to efficiently solve nonlinear eigenvalue problems, and eigenvalue problems whose matrices are large enough that linear systems of equations can only be solved inexactly

Wavelet-based numerical methods for the solution of the Nonuniform Multiconductor Transmission Lines

This work presents a new Time-Domain Space Expansion (TDSE) method for the numerical solution of the Nonuniform Multiconductor Transmission Lines (NMTL). This method is based on a weak formulation of the NMTL equations, which leads to a class of numerical schemes of different approximation order according to the particular choice of some trial and test functions. The core of this work is devoted to the definition of trial and test functions that can be used to produce accurate representations of the solution by keeping the computational effort as small as possible. It is shown that bases of wavelets are a good choice

Constraint-Preconditioned Krylov Solvers for Regularized Saddle-Point Systems

We consider the iterative solution of regularized saddle-point systems. When the leading block is symmetric and positive semi-definite on an appropriate subspace, Dollar, Gould, Schilders, and Wathen (2006) describe how to apply the conjugate gradient (CG) method coupled with a constraint preconditioner, a choice that has proved to be effective in optimization applications. We investigate the design of constraint-preconditioned variants of other Krylov methods for regularized systems by focusing on the underlying basis-generation process. We build upon principles laid out by Gould, Orban, and Rees (2014) to provide general guidelines that allow us to specialize any Krylov method to regularized saddle-point systems. In particular, we obtain constraint-preconditioned variants of Lanczos and Arnoldi-based methods, including the Lanczos version of CG, MINRES, SYMMLQ, GMRES(m) and DQGMRES. We also provide MATLAB implementations in hopes that they are useful as a basis for the development of more sophisticated software. Finally, we illustrate the numerical behavior of constraint-preconditioned Krylov solvers using symmetric and nonsymmetric systems arising from constrained optimization.Comment: Accepted for publication in the SIAM Journal on Scientific Computin

Integration methods for the time dependent neutron diffusion equation and other approximations of the neutron transport equation

[ES] Uno de los objetivos más importantes en el análisis de la seguridad en el campo de la ingeniería nuclear es el cálculo, rápido y preciso, de la evolución de la potencia dentro del núcleo del reactor. La distribución de los neutrones se puede describir a través de la ecuación de transporte de Boltzmann. La solución de esta ecuación no puede obtenerse de manera sencilla para reactores realistas, y es por ello que se tienen que considerar aproximaciones numéricas. En primer lugar, esta tesis se centra en obtener la solución para varios problemas estáticos asociados con la ecuación de difusión neutrónica: los modos lambda, los modos gamma y los modos alpha. Para la discretización espacial se ha utilizado un método de elementos finitos de alto orden. Diversas características de cada problema espectral se analizan y se comparan en diferentes reactores. Después, se investigan varios métodos de cálculo para problemas de autovalores y estrategias para calcular los problemas algebraicos obtenidos a partir de la discretización espacial. La mayoría de los trabajos destinados a la resolución de la ecuación de difusión neutrónica están diseñados para la aproximación de dos grupos de energía, sin considerar dispersión de neutrones del grupo térmico al grupo rápido. La principal ventaja de la metodología que se propone es que no depende de la geometría del reactor, del tipo de problema de autovalores ni del número de grupos de energía del problema. Tras esto, se obtiene la solución de las ecuaciones estacionarias de armónicos esféricos. La implementación de estas ecuaciones tiene dos principales diferencias respecto a la ecuación de difusión neutrónica. Primero, la discretización espacial se realiza a nivel de pin. Por tanto, se estudian diferentes tipos de mallas. Segundo, el número de grupos de energía es, generalmente, mayor que dos. De este modo, se desarrollan estrategias a bloques para optimizar el cálculo de los problemas algebraicos asociados. Finalmente, se implementa un método modal actualizado para integrar la ecuación de difusión neutrónica dependiente del tiempo. Se presentan y comparan los métodos modales basados en desarrollos en función de los diferentes modos espaciales para varios tipos de transitorios. Además, también se desarrolla un control de paso de tiempo adaptativo, que evita la actualización de los modos de una manera fija y adapta el paso de tiempo en función de varias estimaciones del error.[CA] Un dels objectius més importants per a l'anàlisi de la seguretat en el camp de l'enginyeria nuclear és el càlcul, ràpid i precís, de l'evolució de la potència dins del nucli d'un reactor. La distribució dels neutrons pot modelar-se mitjançant l'equació del transport de Boltzmann. La solució d'aquesta equació per a un reactor realístic no pot obtenir's de manera senzilla. És per això que han de considerar-se aproximacions numèriques. En primer lloc, la tesi se centra en l'obtenció de la solució per a diversos problemes estàtics associats amb l'equació de difusió neutrònica: els modes lambda, els modes gamma i els modes alpha. Per a la discretització espacial s'ha utilitzat un mètode d'elements finits d'alt ordre. Algunes de les característiques dels problemes espectrals s'analitzaran i es compararan per a diferents reactors. Tanmateix, diversos solucionadors de problemes d'autovalors i estratègies es desenvolupen per a calcular els problemes obtinguts de la discretització espacial. La majoria dels treballs per a resoldre l'equació de difusió neutrònica estan dissenyats per a l'aproximació de dos grups d'energia i sense considerar dispersió de neutrons del grup tèrmic al grup ràpid. El principal avantatge de la metodologia exposada és que no depèn de la geometria del reactor, del tipus de problema d'autovalors ni del nombre de grups d'energia del problema. Seguidament, s'obté la solució de les equacions estacionàries d'harmònics esfèrics. La implementació d'aquestes equacions té dues principals diferències respecte a l'equació de difusió. Primer, la discretització espacial es realitza a nivell de pin a partir de l'estudi de diferents malles. Segon, el nombre de grups d'energia és, generalment, major que dos. D'aquesta forma, es desenvolupen estratègies a blocs per a optimitzar el càlcul dels problemes algebraics associats. Finalment, s'implementa un mètode modal amb actualitzacions dels modes per a integrar l'equació de difusió neutrònica dependent del temps. Es presenten i es comparen els mètodes modals basats en l'expansió dels diferents modes espacials per a diversos tipus de transitoris. A més a més, un control de pas de temps adaptatiu es desenvolupa, evitant l'actualització dels modes d'una manera fixa i adaptant el pas de temps en funció de vàries estimacions de l'error.[EN] One of the most important targets in nuclear safety analyses is the fast and accurate computation of the power evolution inside of the reactor core. The distribution of neutrons can be described by the neutron transport Boltzmann equation. The solution of this equation for realistic nuclear reactors is not straightforward, and therefore, numerical approximations must be considered. First, the thesis is focused on the attainment of the solution for several steady-state problems associated with neutron diffusion problem: the $\lambda$-modes, the $\gamma$-modes and the $\alpha$-modes problems. A high order finite element method is used for the spatial discretization. Several characteristics of each type of spectral problem are compared and analyzed on different reactors. Thereafter, several eigenvalue solvers and strategies are investigated to compute efficiently the algebraic eigenvalue problems obtained from the discretization. Most works devoted to solve the neutron diffusion equation are made for the approximation of two energy groups and without considering up-scattering. The main property of the proposed methodologies is that they depend on neither the reactor geometry, the type of eigenvalue problem nor the number of energy groups. After that, the solution of the steady-state simplified spherical harmonics equations is obtained. The implementation of these equations has two main differences with respect to the neutron diffusion. First, the spatial discretization is made at level of pin. Thus, different meshes are studied. Second, the number of energy groups is commonly bigger than two. Therefore, block strategies are developed to optimize the computation of the algebraic eigenvalue problems associated. Finally, an updated modal method is implemented to integrate the time-dependent neutron diffusion equation. Modal methods based on the expansion of the different spatial modes are presented and compared in several types of transients. Moreover, an adaptive time-step control is developed that avoids setting the time-step with a fixed value and it is adapted according to several error estimations.Carreño Sánchez, AM. (2020). Integration methods for the time dependent neutron diffusion equation and other approximations of the neutron transport equation [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/144771TESI