Designing experiments through compressed sensing.

In the following paper, we discuss how to design an ensemble of experiments through the use of compressed sensing. Specifically, we show how to conduct a small number of physical experiments and then use compressed sensing to reconstruct a larger set of data. In order to accomplish this, we organize our results into four sections. We begin by extending the theory of compressed sensing to a finite product of Hilbert spaces. Then, we show how these results apply to experiment design. Next, we develop an efficient reconstruction algorithm that allows us to reconstruct experimental data projected onto a finite element basis. Finally, we verify our approach with two computational experiments

A conservative, optimization-based semi-lagrangian spectral element method for passive tracer transport

We present a new optimization-based, conservative, and quasi-monotone method for passive tracer transport. The scheme combines high-order spectral element discretization in space with semi-Lagrangian time stepping. Solution of a singly linearly constrained quadratic program with simple bounds enforces conservation and physically motivated solution bounds. The scheme can handle efficiently a large number of passive tracers because the semi-Lagrangian time stepping only needs to evolve the grid points where the primitive variables are stored and allows for larger time steps than a conventional explicit spectral element method. Numerical examples show that the use of optimization to enforce physical properties does not affect significantly the spectral accuracy for smooth solutions. Performance studies reveal the benefits of high-order approximations, including for discontinuous solutions

Trust Region SQP Methods With Inexact Linear System Solves For Large-Scale Optimization

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Designing experiments through compressed sensing.

In the following paper, we discuss how to design an ensemble of experiments through the use of compressed sensing. Specifically, we show how to conduct a small number of physical experiments and then use compressed sensing to reconstruct a larger set of data. In order to accomplish this, we organize our results into four sections. We begin by extending the theory of compressed sensing to a finite product of Hilbert spaces. Then, we show how these results apply to experiment design. Next, we develop an efficient reconstruction algorithm that allows us to reconstruct experimental data projected onto a finite element basis. Finally, we verify our approach with two computational experiments

Frontiers in PDE-constrained optimization

This volume provides a broad and uniform introduction of PDE-constrained optimization as well as to document a number of interesting and challenging applications. Many science and engineering applications necessitate the solution of optimization problems constrained by physical laws that are described by systems of partial differential equations (PDEs) . As a result, PDE-constrained optimization problems arise in a variety of disciplines including geophysics, earth and climate science, material science, chemical and mechanical engineering, medical imaging and physics. This volume is divided into two parts. The first part provides a comprehensive treatment of PDE-constrained optimization including discussions of problems constrained by PDEs with uncertain inputs and problems constrained by variational inequalities. We place special emphasis on algorithm development and numerical computation. The second part of this volume focuses on the application of PDE-constrained optimization including problems in optimal control, optimal design and inverse problems, which includes a comprehensive treatment of inverse problems arising in the oil and gas industry, among other topics

Numerical study of a matrix-free trust-region SQP method for equality constrained optimization.

This is a companion publication to the paper 'A Matrix-Free Trust-Region SQP Algorithm for Equality Constrained Optimization' [11]. In [11], we develop and analyze a trust-region sequential quadratic programming (SQP) method that supports the matrix-free (iterative, in-exact) solution of linear systems. In this report, we document the numerical behavior of the algorithm applied to a variety of equality constrained optimization problems, with constraints given by partial differential equations (PDEs)