Computational aspects of helicopter trim analysis and damping levels from Floquet theory

Helicopter trim settings of periodic initial state and control inputs are investigated for convergence of Newton iteration in computing the settings sequentially and in parallel. The trim analysis uses a shooting method and a weak version of two temporal finite element methods with displacement formulation and with mixed formulation of displacements and momenta. These three methods broadly represent two main approaches of trim analysis: adaptation of initial-value and finite element boundary-value codes to periodic boundary conditions, particularly for unstable and marginally stable systems. In each method, both the sequential and in-parallel schemes are used and the resulting nonlinear algebraic equations are solved by damped Newton iteration with an optimally selected damping parameter. The impact of damped Newton iteration, including earlier-observed divergence problems in trim analysis, is demonstrated by the maximum condition number of the Jacobian matrices of the iterative scheme and by virtual elimination of divergence. The advantages of the in-parallel scheme over the conventional sequential scheme are also demonstrated

Algorithm MGB to solve highly nonlinear elliptic PDEs in O~(n)\tilde{O}(n) FLOPS

We introduce Algorithm MGB (Multi Grid Barrier) for solving highly nonlinear convex Euler-Lagrange equations. This class of problems includes many highly nonlinear partial differential equations, such as $p$-Laplacians. We prove that, if certain regularity hypotheses are satisfied, then our algorithm converges in $\tilde{O}(1)$ damped Newton iterations, or $\tilde{O}(n)$ FLOPS, where the tilde indicates that we neglect some polylogarithmic terms. This the first algorithm whose running time is proven optimal in the big-$\tilde{O}$ sense. Previous algorithms for the $p$-Laplacian required $\tilde{O}(\sqrt{n})$ damped Newton iterations or more

Discretization of the 3D Monge-Ampere operator, between Wide Stencils and Power Diagrams

We introduce a monotone (degenerate elliptic) discretization of the Monge-Ampere operator, on domains discretized on cartesian grids. The scheme is consistent provided the solution hessian condition number is uniformly bounded. Our approach enjoys the simplicity of the Wide Stencil method, but significantly improves its accuracy using ideas from discretizations of optimal transport based on power diagrams. We establish the global convergence of a damped Newton solver for the discrete system of equations. Numerical experiments, in three dimensions, illustrate the scheme efficiency

Sketch-and-Project Meets Newton Method: Global O(k−2)\mathcal O(k^{-2}) Convergence with Low-Rank Updates

In this paper, we propose the first sketch-and-project Newton method with fast $\mathcal O(k^{-2})$ global convergence rate for self-concordant functions. Our method, SGN, can be viewed in three ways: i) as a sketch-and-project algorithm projecting updates of Newton method, ii) as a cubically regularized Newton ethod in sketched subspaces, and iii) as a damped Newton method in sketched subspaces. SGN inherits best of all three worlds: cheap iteration costs of sketch-and-project methods, state-of-the-art $\mathcal O(k^{-2})$ global convergence rate of full-rank Newton-like methods and the algorithm simplicity of damped Newton methods. Finally, we demonstrate its comparable empirical performance to baseline algorithms.Comment: 10 page