Related papers: A Jacobian-free Newton-Krylov method for cell-cent…
Krylov subspace methods, such as the Conjugate Gradient (CG) and BiCGSTAB methods, are widely used in scientific computing for solving linear systems. In this study, we propose a new framework for solving large Sylvester equations in a…
A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…
Deep learning involves a difficult non-convex optimization problem with a large number of weights between any two adjacent layers of a deep structure. To handle large data sets or complicated networks, distributed training is needed, but…
Power grid operators typically solve large-scale, nonconvex optimal power flow (OPF) problems throughout the day to determine optimal setpoints for generators while adhering to physical constraints. Despite being at the heart of many OPF…
This report presents the GPU acceleration of implicit kinetic meshfree methods using modified LU-SGS algorithms. The meshfree scheme is based on the least squares kinetic upwind method (LSKUM). In the existing matrix-free LU-SGS approaches…
We consider the problem of minimizing the composition of a smooth (nonconvex) function and a smooth vector mapping, where the inner mapping is in the form of an expectation over some random variable or a finite sum. We propose a stochastic…
This paper introduces LSEMINK, an effective modified Newton-Krylov algorithm geared toward minimizing the log-sum-exp function for a linear model. Problems of this kind arise commonly, for example, in geometric programming and multinomial…
This paper presents a novel direct Jacobian total Lagrangian explicit dynamics (DJ-TLED) finite element algorithm for real-time nonlinear mechanics simulation. The nodal force contributions are expressed using only the Jacobian operator,…
We describe a three precision variant of Newton's method for nonlinear equations. We evaluate the nonlinear residual in double precision, store the Jacobian matrix in single precision, and solve the equation for the Newton step with…
In this paper preconditioners for the Conjugate Gradient method are studied to solve the Newton system with symmetric positive definite Jacobian. In particular, we define a sequence of preconditioners built by means of SR1 and BFGS low-rank…
Nonlinear systems of partial differential equations (PDEs) may permit several distinct solutions. The typical current approach to finding distinct solutions is to start Newton's method with many different initial guesses, hoping to find…
In this paper we propose an efficiently preconditioned Newton method for the computation of the leftmost eigenpairs of large and sparse symmetric positive definite matrices. A sequence of preconditioners based on the BFGS update formula is…
The stochastic finite volume method (SFV method) is a high-order accurate method for uncertainty quantification (UQ) in hyperbolic conservation laws. However, the computational cost of SFV method increases for high-dimensional stochastic…
We present a monolithic parallel Newton-multigrid solver for nonlinear three dimensional fluid-structure interactions in Arbitrary Lagrangian Eulerian formulation. We start with a finite element discretization of the coupled problem, based…
Krylov subspace recycling is a powerful tool for solving long series of large, sparse linear systems that change slowly. In PDE constrained shape optimization, these appear naturally, as hundreds or more optimization steps are needed with…
This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…
In this work, the matrix-free solution of quasi-static phase-field fracture problems is further investigated. More specifically, we consider a quasi-monolithic formulation in which the irreversibility constraint is imposed with a…
We present a new hybrid semi-implicit finite volume / finite element numerical scheme for the solution of incompressible and weakly compressible media. From the continuum mechanics model proposed by Godunov, Peshkov and Romenski (GPR), we…
We formulate a new projection-based reduced-ordered modeling technique for non-linear dynamical systems. The proposed technique, which we refer to as the Adjoint Petrov-Galerkin (APG) method, is derived by decomposing the generalized…
Uncertainty quantification (UQ) tasks, such as sensitivity analysis and parameter estimation, entail a huge computational complexity when dealing with input-output maps involving the solution of nonlinear differential problems, because of…