This document discusses optimization problems on dynamical domains with non-matching meshes. It motivates the problem using tidal turbines and general PDE-constrained optimization. It presents an approach using overlapping meshes with Nitsche's method for interface conditions. It discusses the discretization and derivation of adjoint equations to efficiently compute gradients for optimization. Numerical results are shown for an optimal Poisson problem and investigating the gradient of a goal functional for a heat equation on a moving domain. Further work is outlined on extending software to use overlapping meshes for optimization of tidal turbine farm layouts.
A very wide spectrum of optimization problems can be efficiently solved with proximal gradient methods which hinge on the celebrated forward-backward splitting (FBS) schema. But such first-order methods are only effective when low or medium accuracy is required and are known to be rather slow or even impractical for badly conditioned problems. Moreover, the straightforward introduction of second-order (Hessian) information is beset with shortcomings as, typically, at every iteration we need to solve a non-separable optimisation problem. In this talk we will follow a different route to the solution of such optimisation problems. We will recast non-smooth optimisation problems as the minimisation of a real-valued, continuously differentiable function known as the forward-backward envelope. We will then employ a semismooth Newton method to solve the equivalent optimisation problem instead of the original one. We will then apply the proposed semismooth Newton method to L1-regularised least squares (LASSO) problems which is motivated by an an interesting application: recursive compressed sensing. Compressed sensing is a signal processing methodology for the reconstruction of sparsely sampled signals and it offers a new paradigm for sampling signals based on their innovation, that is, the minimum number of coefficients sufficient to accurately represent it in an appropriately selected basis. Compressed sensing leads to a lower sampling rate compared to theories using some fixed basis and has many applications in image processing, medical imaging and MRI, photography, holography, facial recognition, radio astronomy, radar technology and more. The traditional compressed sensing approach is naturally offline, in that it amounts to sparsely sampling and reconstructing a given dataset. Recently, an online algorithm for performing compressed sensing on streaming data was proposed; the scheme uses recursive sampling of the input stream and recursive decompression to accurately estimate stream entries from the acquired noisy measurements. We will see how we can tailor the forward-backward Newton method to solve recursive compressed sensing problems at one tenth of the time required by other algorithms such as ISTA, FISTA, ADMM and interior-point methods (L1LS).
Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter, thus introducing significant memory overheads that restrict the size of the model being used as well as the number of examples in a mini-batch. We describe an effective and flexible adaptive optimization method with greatly reduced memory overhead. Our method retains the benefits of per-parameter adaptivity while allowing significantly larger models and batch sizes. We give convergence guarantees for our method, and demonstrate its effectiveness in training very large translation and language models with up to 2-fold speedups compared to the state-of-the-art.
https://arxiv.org/abs/1901.11150
EE402B Radio Systems and Personal Communication Networks-Formula sheetHaris Hassan
Programmes in which available:
Masters of Engineering - Electrical and Electronic
Engineering. Masters of Engineering - Electronic
Engineering and Computer Science. Master of Science -
Communication Systems and Wireless Networking.
Master of Science - Smart Telecom and Sensing
Networks. Master of Science - Photonic Integrated
Circuits, Sensors and Networks
To enable an extension of knowledge in fundamental data communications to radio communications and networks widely adopted
in modern telecommunications systems. To provide understanding of radio wave utilisation, channel loss properties, mobile
communication technologies and network protocol architecture applied to practical wireless systems
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Computing the masses of hyperons and charmed baryons from Lattice QCDChristos Kallidonis
Poster presented at the Computational Sciences 2013 Conference (Winner of poster competition). We present results on the masses of all forty light, strange and charm baryons from Lattice QCD simulations, focusing particularly on the computational aspects and requirements of such calculations.
A very wide spectrum of optimization problems can be efficiently solved with proximal gradient methods which hinge on the celebrated forward-backward splitting (FBS) schema. But such first-order methods are only effective when low or medium accuracy is required and are known to be rather slow or even impractical for badly conditioned problems. Moreover, the straightforward introduction of second-order (Hessian) information is beset with shortcomings as, typically, at every iteration we need to solve a non-separable optimisation problem. In this talk we will follow a different route to the solution of such optimisation problems. We will recast non-smooth optimisation problems as the minimisation of a real-valued, continuously differentiable function known as the forward-backward envelope. We will then employ a semismooth Newton method to solve the equivalent optimisation problem instead of the original one. We will then apply the proposed semismooth Newton method to L1-regularised least squares (LASSO) problems which is motivated by an an interesting application: recursive compressed sensing. Compressed sensing is a signal processing methodology for the reconstruction of sparsely sampled signals and it offers a new paradigm for sampling signals based on their innovation, that is, the minimum number of coefficients sufficient to accurately represent it in an appropriately selected basis. Compressed sensing leads to a lower sampling rate compared to theories using some fixed basis and has many applications in image processing, medical imaging and MRI, photography, holography, facial recognition, radio astronomy, radar technology and more. The traditional compressed sensing approach is naturally offline, in that it amounts to sparsely sampling and reconstructing a given dataset. Recently, an online algorithm for performing compressed sensing on streaming data was proposed; the scheme uses recursive sampling of the input stream and recursive decompression to accurately estimate stream entries from the acquired noisy measurements. We will see how we can tailor the forward-backward Newton method to solve recursive compressed sensing problems at one tenth of the time required by other algorithms such as ISTA, FISTA, ADMM and interior-point methods (L1LS).
Adaptive gradient-based optimizers such as Adagrad and Adam are crucial for achieving state-of-the-art performance in machine translation and language modeling. However, these methods maintain second-order statistics for each parameter, thus introducing significant memory overheads that restrict the size of the model being used as well as the number of examples in a mini-batch. We describe an effective and flexible adaptive optimization method with greatly reduced memory overhead. Our method retains the benefits of per-parameter adaptivity while allowing significantly larger models and batch sizes. We give convergence guarantees for our method, and demonstrate its effectiveness in training very large translation and language models with up to 2-fold speedups compared to the state-of-the-art.
https://arxiv.org/abs/1901.11150
EE402B Radio Systems and Personal Communication Networks-Formula sheetHaris Hassan
Programmes in which available:
Masters of Engineering - Electrical and Electronic
Engineering. Masters of Engineering - Electronic
Engineering and Computer Science. Master of Science -
Communication Systems and Wireless Networking.
Master of Science - Smart Telecom and Sensing
Networks. Master of Science - Photonic Integrated
Circuits, Sensors and Networks
To enable an extension of knowledge in fundamental data communications to radio communications and networks widely adopted
in modern telecommunications systems. To provide understanding of radio wave utilisation, channel loss properties, mobile
communication technologies and network protocol architecture applied to practical wireless systems
Website Designing Company is fastest growing company in the IT market in the world for the website design and website layout. we are best website designing company in India as well as in USA we are based in Noida and Delhi NCR. Website designing company is powered by Css Founder.com
Computing the masses of hyperons and charmed baryons from Lattice QCDChristos Kallidonis
Poster presented at the Computational Sciences 2013 Conference (Winner of poster competition). We present results on the masses of all forty light, strange and charm baryons from Lattice QCD simulations, focusing particularly on the computational aspects and requirements of such calculations.
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Stochastic Calculus, Summer 2014, July 22,Lecture 7Con.docxdessiechisomjj4
Stochastic Calculus, Summer 2014, July 22,
Lecture 7
Connection of the Stochastic Calculus and Partial Differential
Equation
Reading for this lecture:
(1) [1] pp. 125-175
(2) [2] pp. 239-280
(3) Professor R. Kohn’s lecture notes PDE for Finance, in particular Lecture 1
http://www.math.nyu.edu/faculty/kohn/pde_finance.html
Today throughout the lecture we will be using the following lemma.
Lemma 1. Assume we are given a random variable X on (Ω, F, P) and a filtration
(Ft)t≥0. Then E(X|Ft) is a martingale with respect to filtration (Ft)t≥0.
Proof. The proof is very easy and follows from the tower property of the conditional
expectation. �
Corollary 2. Let Xt be a Markov process and Ft be the natural filtration asso-
ciated with this process. Then according to the above lemma for any function V
process E(V (XT )|Ft) is a martingale and applying Markov property we get that
E(V (XT )|Xt) is a martingale. In the following we often write E(V (XT )|Xt) as
EXt=xV (XT ).
As we will see this corollary together with Itô’s formula yield some powerful
results on the connection of partial differential equations and stochastic calculus.
Expected value of payoff V (XT ). Assume that Xt is a stochastic process satis-
fying the following stochastic differential equation
dXt = a(t, Xt)dt + σ(t, Xt)dBt, (1)
or in the integral form
Xt − X0 =
t
∫
0
a(s, Xs)ds +
t
∫
0
σ(s, Xs)dBs. (2)
Let
u(t, x) = EXt=xV (XT ) (3)
be the expected value of some payoff V at maturity T > t given that Xt = x. Then
u(t, x) solves
ut + a(t, x)ux +
1
2
(σ(t, x))2uxx = 0 for t < T, with u(T, x) = V (x). (4)
By Corollary 2 we conclude that u(t, x) defined by (3) is a martingale. Applying
Itô’s lemma we obtain
du(t, Xt) = utdt + uxdXt +
1
2
uxx(dXt)
2
= utdt + ux(adt + σdBt) +
1
2
uxxσ
2
dt
= (ut + aux +
1
2
σ
2
uxx)dt + σuxdBt, (5)
1this version July 21, 2014
1
2
Since u(t, x) is a martingale the drift term must be zero and thus u(t, x) solves
ut + aux +
1
2
σ
2
uxx = 0.
Substituting t = T is (3) we get that u(T, x) = EXT =x(V (XT )) = V (x).
Feynman-Kac formula. Suppose that we are interested in a suitably “discounted”
final-time payoff of the form
u(t, x) = EXt=x
(
e
−
T
∫
t
b(s,Xs)ds
V (XT )
)
(6)
for some specified function b(t, Xt). We will show that u then solves
ut + a(t, x)ux +
1
2
σ
2
uxx − b(t, x)u = 0 (7)
and final-time condition u(T, x) = V (x).
The fact that u(T, x) = V (x) is clear from the definition of function u. Therefore
let us concentrate on the proof of (7). Our strategy is to apply Corollary 2 and thus
we have to find some martingale involving u(t, x). For this reason let us consider
e
−
t
∫
0
b(s,Xs)ds
u(t, x) = e
−
t
∫
0
b(s,Xs)ds
EXt=x
(
e
−
T
∫
t
b(s,Xs)ds
V (XT )
)
= EXt=x
(
e
−
T
∫
0
b(s,Xs)ds
V (XT )
)
. (8)
According to Corollary 2
EXt=x
(
e
−
T
∫
0
b(s,Xs)ds
V (XT )
)
is a martingale and thus e
−
t
∫
0
b(s,Xs)ds
u(t, x) is a martingale. Applying Itô’s lemma
.
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Response of dynamic systems to harmonic excitation is discussed. Single degree of freedom systems are considered. For general damped multi degree of freedom systems, see my book Structural Dynamic Analysis with Generalized Damping Models: Analysis (e.g., in Amazon http://buff.ly/NqwHEE)
EXACT SOLUTIONS OF A FAMILY OF HIGHER-DIMENSIONAL SPACE-TIME FRACTIONAL KDV-T...cscpconf
In this paper, based on the definition of conformable fractional derivative, the functional
variable method (FVM) is proposed to seek the exact traveling wave solutions of two higherdimensional
space-time fractional KdV-type equations in mathematical physics, namely the
(3+1)-dimensional space–time fractional Zakharov-Kuznetsov (ZK) equation and the (2+1)-
dimensional space–time fractional Generalized Zakharov-Kuznetsov-Benjamin-Bona-Mahony
(GZK-BBM) equation. Some new solutions are procured and depicted. These solutions, which
contain kink-shaped, singular kink, bell-shaped soliton, singular soliton and periodic wave
solutions, have many potential applications in mathematical physics and engineering. The
simplicity and reliability of the proposed method is verified.
Adomian Decomposition Method for Certain Space-Time Fractional Partial Differ...
presentation_chalmers
1. Optimization problems on dynamical
domains with non-matching meshes
Jørgen S. Dokken, Simon W. Funke, August Johansson
Simula Research Laboratory
October 27, 2016
3. Motivation - General optimization problem
Optimization problems with PDE’s as constraint
min
u,m
J(u, m), (1)
subject to F(u, m) = 0 (2)
Costly to solve PDE
Gradient Based Optimization
One functional of interest, large number of design parameters
Adjoint Equations
4. Representation of Dynamical Domains
Figure: Turbine rotating with
prescribed velocity with smoothing
of mesh movements
Figure: Turbine rotating with
prescribed velocity with overlapping
meshes
5. Overlapping meshes
Our approach
Nitsche method for interface
conditions on the boundary
of meshes meshes
Challenge
Detect where the two
meshes intersect
Figure: Illustration of overlapping
meshes.
7. Heat-equation with Backward Euler in time
Discretization in time and
interface-conditions
un − un−1
∆t
− 2
un
= f(tn
) in Ω0 ∪ Ω1
[[un
]] = 0
[[n · un
]] = 0
Notation
un
= (un
Ω0
, un
Ω1
)
[[v]] = v0|Γ − v1|Γ
v =
v0 + v1
2
Figure: Domain of
interest.
8. Variational form of the problem using Nitsches
method
Modify the standard variational form by
integration of the jump-condition for u on Γ.
For symmetry and coercivity two extra terms are also added.
ah(Un
, v) = L(v), ∀v ∈ V h
,
ah(Un
, v) : =
2
i=1
( Un
i , vi)Ωi +
1
∆t
(Un
i , vi)Ωi
− ([[Un
]], n · vh )Γ − ([[vh
]], n · Un
)Γ
+ (γh−1
[[Un
]], [[v]])Γ,
L(v) =
2
i=1
(f, vi)Ωi +
1
∆t
(Un−1
i , vi)Ωi .
9. Adjoint equations
Optimization problem
min
u,m
J(u, m),
subject to F(u, m) = 0
Reduced Functional
ˆJ(m) = J(u(m), m)
Gradient of Functional
dJ
dm
=
∂J
∂u
du
dm
+
∂J
∂m
One goal-functional J.
Large number of
design-parameters m.
Evaluation in the space of
the design parameter is
costly.
Gradient-based optimization
10. The Adjoint equation
Gradient of Functional
dJ
dm
=
∂J
∂u
du
dm
+
∂J
∂m
Rewriting the gradient of the functional
dJ
dm
∗
=
∂F
∂m
∗
λ +
∂J
∂m
∗
The adjoint equation
∂F
∂u
∗
λ =
∂J
∂u
∗
(3)
Avoid computation of Jacobian by using the adjoint method
Solving Equation (3) require specification of functional, not of
design parameter.
11. FEniCS and dolfin-adjoint
Software for solving PDEs
MultiMesh - Implementation of overlapping meshes
Automatic derivation of the adjoint equations
12. Optimal Poisson problem
Finding the best heating/cooling f of a cook-top to get a desired
temperature profile d.
min
u,f
J(u(f), f)) = min
u,f
1
2
Ω
(u − d)2
dΩ +
α
2
Ω
f2
dΩ
subject to
− 2u = f in Ω
u = 0 on ∂Ω
Given a desired temperature profile
d =
1
2π2
sin(πx) sin(πy),
we have the analytical solution to the optimization problem
f =
sin(πx) sin(πy)
1 + 4απ4
13. Meshes used for the optimal Poisson problem
Figure: Mesh used in dolfin for
Optimization with a single mesh.
Figure: MultiMesh used in dolfin for
Optimization.
14. Results for Poisson-optimization
Figure: fanalytical projected into a the
same function-space as the
approximated solution (Piecewise
constant functions).
Figure: The resulting source-term f
for the optimization problem with
MultiMesh where f is approximated
by piecewise constant functions.
15. Results for Poisson-optimization
Computing the L2-error of the computed f and u.
Figure: The error in the MultiMesh-problem is of the same size as the
single mesh problem.
16. Heat equation with moving domain
Figure: Turbine rotating with prescribed velocity.
17. Investigation of the gradient of a goal functional
min
u0
ˆJ(u0
) =
Ω
un
(u0
)
2
dΩ, u0
intital condtion,
un
: solution of the heat equation after n-timesteps.
Figure: dJ
du0 at time T = 1.5.
18. Further Work
OptCutCell - Extending dolfin-adjoint to use overlapping
domains and extending MultiMesh-user interface.
Open-source optimization software for tidal turbine farms.
Optimal position of a set of dynamic tidal-stream turbines