A multigrid method for constrained optimal control problems

AbstractWe consider the fast and efficient numerical solution of linear–quadratic optimal control problems with additional constraints on the control. Discretization of the first-order conditions leads to an indefinite linear system of saddle point type with additional complementarity conditions due to the control constraints. The complementarity conditions are treated by a primal–dual active set strategy that serves as outer iteration. At each iteration step, a KKT system has to be solved. Here, we develop a multigrid method for its fast solution. To this end, we use a smoother which is based on an inexact constraint preconditioner.We present numerical results which show that the proposed multigrid method possesses convergence rates of the same order as for the underlying (elliptic) PDE problem. Furthermore, when combined with a nested iteration, the solver is of optimal complexity and achieves the solution of the optimization problem at only a small multiple of the cost for the PDE solution

Smolyak's algorithm: A powerful black box for the acceleration of scientific computations

We provide a general discussion of Smolyak's algorithm for the acceleration of scientific computations. The algorithm first appeared in Smolyak's work on multidimensional integration and interpolation. Since then, it has been generalized in multiple directions and has been associated with the keywords: sparse grids, hyperbolic cross approximation, combination technique, and multilevel methods. Variants of Smolyak's algorithm have been employed in the computation of high-dimensional integrals in finance, chemistry, and physics, in the numerical solution of partial and stochastic differential equations, and in uncertainty quantification. Motivated by this broad and ever-increasing range of applications, we describe a general framework that summarizes fundamental results and assumptions in a concise application-independent manner

On the analogy between streamlined magnetic and solid obstacles

Analogies are elaborated in the qualitative description of two systems: the magnetohydrodynamic (MHD) flow moving through a region where an external local magnetic field (magnetic obstacle) is applied, and the ordinary hydrodynamic flow around a solid obstacle. The former problem is of interest both practically and theoretically, and the latter one is a classical problem being well understood in ordinary hydrodynamics. The first analogy is the formation in the MHD flow of an impenetrable region -- core of the magnetic obstacle -- as the interaction parameter $N$, i.e. strength of the applied magnetic field, increases significantly. The core of the magnetic obstacle is streamlined both by the upstream flow and by the induced cross stream electric currents, like a foreign insulated insertion placed inside the ordinary hydrodynamic flow. In the core, closed streamlines of the mass flow resemble contour lines of electric potential, while closed streamlines of the electric current resemble contour lines of pressure. The second analogy is the breaking away of attached vortices from the recirculation pattern produced by the magnetic obstacle when the Reynolds number $Re$, i.e. velocity of the upstream flow, is larger than a critical value. This breaking away of vortices from the magnetic obstacle is similar to that occurring past a real solid obstacle. Depending on the inlet and/or initial conditions, the observed vortex shedding can be either symmetric or asymmetric.Comment: minor changes, accepted for PoF, 26 pages, 7 figure

Jump at the onset of saltation

We reveal a discontinuous transition in the saturated flux for aeolian saltation by simulating explicitly particle motion in turbulent flow. The discontinuity is followed by a coexistence interval with two metastable solutions. The modification of the wind profile due to momentum exchange exhibits a second maximum at high shear strength. The saturated flux depends on the strength of the wind as $q_s=q_0+A(u_*-u_t)(u_*^2+u_t^2)$

Core of the Magnetic Obstacle

Rich recirculation patterns have been recently discovered in the electrically conducting flow subject to a local external magnetic termed "the magnetic obstacle" [Phys. Rev. Lett. 98 (2007), 144504]. This paper continues the study of magnetic obstacles and sheds new light on the core of the magnetic obstacle that develops between magnetic poles when the intensity of the external field is very large. A series of both 3D and 2D numerical simulations have been carried out, through which it is shown that the core of the magnetic obstacle is streamlined both by the upstream flow and by the induced cross stream electric currents, like a foreign insulated insertion placed inside the ordinary hydrodynamic flow. The closed streamlines of the mass flow resemble contour lines of electric potential, while closed streamlines of the electric current resemble contour lines of pressure. New recirculation patterns not reported before are found in the series of 2D simulations. These are composed of many (even number) vortices aligned along the spanwise line crossing the magnetic gap. The intensities of these vortices are shown to vanish toward to the center of the magnetic gap, confirming the general conclusion of 3D simulations that the core of the magnetic obstacle is frozen. The implications of these findings for the case of turbulent flow are discussed briefly.Comment: 14 pages, 9 figures, submitted to Journal of Turbulenc

The generalized Robinson-Foulds metric

The Robinson-Foulds (RF) metric is arguably the most widely used measure of phylogenetic tree similarity, despite its well-known shortcomings: For example, moving a single taxon in a tree can result in a tree that has maximum distance to the original one; but the two trees are identical if we remove the single taxon. To this end, we propose a natural extension of the RF metric that does not simply count identical clades but instead, also takes similar clades into consideration. In contrast to previous approaches, our model requires the matching between clades to respect the structure of the two trees, a property that the classical RF metric exhibits, too. We show that computing this generalized RF metric is, unfortunately, NP-hard. We then present a simple Integer Linear Program for its computation, and evaluate it by an all-against-all comparison of 100 trees from a benchmark data set. We find that matchings that respect the tree structure differ significantly from those that do not, underlining the importance of this natural condition.Comment: Peer-reviewed and presented as part of the 13th Workshop on Algorithms in Bioinformatics (WABI2013

Upside-down fluxes Down Under: CO2 net sink in winter and net source in summer in a temperate evergreen broadleaf forest

Predicting the seasonal dynamics of ecosystem carbon fluxes is challenging in broadleaved evergreen forests because of their moderate climates and subtle changes in canopy phenology. We assessed the climatic and biotic drivers of the seasonality of net ecosystem–atmosphere CO2 exchange (NEE) of a eucalyptus-dominated forest near Sydney, Australia, using the eddy covariance method. The climate is characterised by a mean annual precipitation of 800mm and a mean annual temperature of 18°C, hot summers and mild winters, with highly variable precipitation. In the 4-year study, the ecosystem was a sink each year (−225gCm−2yr−1 on average, with a standard deviation of 108gCm−2yr−1); inter-annual variations were not related to meteorological conditions. Daily net C uptake was always detected during the cooler, drier winter months (June through August), while net C loss occurred during the warmer, wetter summer months (December through February). Gross primary productivity (GPP) seasonality was low, despite longer days with higher light intensity in summer, because vapour pressure deficit (D) and air temperature (Ta) restricted surface conductance during summer while winter temperatures were still high enough to support photosynthesis. Maximum GPP during ideal environmental conditions was significantly correlated with remotely sensed enhanced vegetation index (EVI; r2 = 0.46) and with canopy leaf area index (LAI; r2= 0.29), which increased rapidly after mid-summer rainfall events. Ecosystem respiration (ER) was highest during summer in wet soils and lowest during winter months. ER had larger seasonal amplitude compared to GPP, and therefore drove the seasonal variation of NEE. Because summer carbon uptake may become increasingly limited by atmospheric demand and high temperature, and because ecosystem respiration could be enhanced by rising temperatures, our results suggest the potential for large-scale seasonal shifts in NEE in sclerophyll vegetation under climate change.The Australian Education Investment Fund, Australian Terrestrial Ecosystem Research Network, Australian Research Council and Hawkesbury Institute for the Environment at Western Sydney University supported this work. We thank Jason Beringer, Helen Cleugh, Ray Leuning and Eva van Gorsel for advice and support. Senani Karunaratne provided soil classification details