21 resultados para Newton-Krylov


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Referee-artikkeli

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Identification of low-dimensional structures and main sources of variation from multivariate data are fundamental tasks in data analysis. Many methods aimed at these tasks involve solution of an optimization problem. Thus, the objective of this thesis is to develop computationally efficient and theoretically justified methods for solving such problems. Most of the thesis is based on a statistical model, where ridges of the density estimated from the data are considered as relevant features. Finding ridges, that are generalized maxima, necessitates development of advanced optimization methods. An efficient and convergent trust region Newton method for projecting a point onto a ridge of the underlying density is developed for this purpose. The method is utilized in a differential equation-based approach for tracing ridges and computing projection coordinates along them. The density estimation is done nonparametrically by using Gaussian kernels. This allows application of ridge-based methods with only mild assumptions on the underlying structure of the data. The statistical model and the ridge finding methods are adapted to two different applications. The first one is extraction of curvilinear structures from noisy data mixed with background clutter. The second one is a novel nonlinear generalization of principal component analysis (PCA) and its extension to time series data. The methods have a wide range of potential applications, where most of the earlier approaches are inadequate. Examples include identification of faults from seismic data and identification of filaments from cosmological data. Applicability of the nonlinear PCA to climate analysis and reconstruction of periodic patterns from noisy time series data are also demonstrated. Other contributions of the thesis include development of an efficient semidefinite optimization method for embedding graphs into the Euclidean space. The method produces structure-preserving embeddings that maximize interpoint distances. It is primarily developed for dimensionality reduction, but has also potential applications in graph theory and various areas of physics, chemistry and engineering. Asymptotic behaviour of ridges and maxima of Gaussian kernel densities is also investigated when the kernel bandwidth approaches infinity. The results are applied to the nonlinear PCA and to finding significant maxima of such densities, which is a typical problem in visual object tracking.

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This research work addresses the problem of building a mathematical model for the given system of heat exchangers and to determine the temperatures, pressures and velocities at the intermediate positions. Such model could be used in nding an optimal design for such a superstructure. To limit the size and computing time a reduced network model was used. The method can be generalized to larger network structures. A mathematical model which includes a system of non-linear equations has been built and solved according to the Newton-Raphson algorithm. The results obtained by the proposed mathematical model were compared with the results obtained by the Paterson approximation and Chen's Approximation. Results of this research work in collaboration with a current ongoing research at the department will optimize the valve positions and hence, minimize the pumping cost and maximize the heat transfer of the system of heat exchangers.

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This dissertation describes an approach for developing a real-time simulation for working mobile vehicles based on multibody modeling. The use of multibody modeling allows comprehensive description of the constrained motion of the mechanical systems involved and permits real-time solving of the equations of motion. By carefully selecting the multibody formulation method to be used, it is possible to increase the accuracy of the multibody model while at the same time solving equations of motion in real-time. In this study, a multibody procedure based on semi-recursive and augmented Lagrangian methods for real-time dynamic simulation application is studied in detail. In the semirecursive approach, a velocity transformation matrix is introduced to describe the dependent coordinates into relative (joint) coordinates, which reduces the size of the generalized coordinates. The augmented Lagrangian method is based on usage of global coordinates and, in that method, constraints are accounted using an iterative process. A multibody system can be modelled as either rigid or flexible bodies. When using flexible bodies, the system can be described using a floating frame of reference formulation. In this method, the deformation mode needed can be obtained from the finite element model. As the finite element model typically involves large number of degrees of freedom, reduced number of deformation modes can be obtained by employing model order reduction method such as Guyan reduction, Craig-Bampton method and Krylov subspace as shown in this study The constrained motion of the working mobile vehicles is actuated by the force from the hydraulic actuator. In this study, the hydraulic system is modeled using lumped fluid theory, in which the hydraulic circuit is divided into volumes. In this approach, the pressure wave propagation in the hoses and pipes is neglected. The contact modeling is divided into two stages: contact detection and contact response. Contact detection determines when and where the contact occurs, and contact response provides the force acting at the collision point. The friction between tire and ground is modelled using the LuGre friction model, which describes the frictional force between two surfaces. Typically, the equations of motion are solved in the full matrices format, where the sparsity of the matrices is not considered. Increasing the number of bodies and constraint equations leads to the system matrices becoming large and sparse in structure. To increase the computational efficiency, a technique for solution of sparse matrices is proposed in this dissertation and its implementation demonstrated. To assess the computing efficiency, augmented Lagrangian and semi-recursive methods are implemented employing a sparse matrix technique. From the numerical example, the results show that the proposed approach is applicable and produced appropriate results within the real-time period.