Partial spectral projected gradient method with active-set strategy for linearly constrained optimization

A method for linearly constrained optimization which modifies and generalizes recent box-constraint optimization algorithms is introduced. The new algorithm is based on a relaxed form of Spectral Projected Gradient iterations. Intercalated with these projected steps, internal iterations restricted to faces of the polytope are performed, which enhance the efficiency of the algorithm. Convergence proofs are given and numerical experiments are included and commented. Software supporting this paper is available through the Tango Project web page: http://www.ime.usp.br/similar to egbirgin/tango/.

Efficient solutions to robust, semi-implicit discretizations of the immersed boundary method

The immersed boundary method is a versatile tool for the investigation of flow-structure interaction. In a large number of applications, the immersed boundaries or structures are very stiff and strong tangential forces on these interfaces induce a well-known, severe time-step restriction for explicit discretizations. This excessive stability constraint can be removed with fully implicit or suitable semi-implicit schemes but at a seemingly prohibitive computational cost. While economical alternatives have been proposed recently for some special cases, there is a practical need for a computationally efficient approach that can be applied more broadly. In this context, we revisit a robust semi-implicit discretization introduced by Peskin in the late 1970s which has received renewed attention recently. This discretization, in which the spreading and interpolation operators are lagged. leads to a linear system of equations for the inter-face configuration at the future time, when the interfacial force is linear. However, this linear system is large and dense and thus it is challenging to streamline its solution. Moreover, while the same linear system or one of similar structure could potentially be used in Newton-type iterations, nonlinear and highly stiff immersed structures pose additional challenges to iterative methods. In this work, we address these problems and propose cost-effective computational strategies for solving Peskin`s lagged-operators type of discretization. We do this by first constructing a sufficiently accurate approximation to the system`s matrix and we obtain a rigorous estimate for this approximation. This matrix is expeditiously computed by using a combination of pre-calculated values and interpolation. The availability of a matrix allows for more efficient matrix-vector products and facilitates the design of effective iterative schemes. We propose efficient iterative approaches to deal with both linear and nonlinear interfacial forces and simple or complex immersed structures with tethered or untethered points. One of these iterative approaches employs a splitting in which we first solve a linear problem for the interfacial force and then we use a nonlinear iteration to find the interface configuration corresponding to this force. We demonstrate that the proposed approach is several orders of magnitude more efficient than the standard explicit method. In addition to considering the standard elliptical drop test case, we show both the robustness and efficacy of the proposed methodology with a 2D model of a heart valve. (C) 2009 Elsevier Inc. All rights reserved.

Development of a method to determine Ni and Cd in biodiesel by graphite furnace atomic absorption spectrometry

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Validation of an HPLC Method for quantitative Determination of Benzocaine in PHBV-Microparticles and PLA-Nanoparticles

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A study of a numerical solution of the steady two dimensions Navier-Stokes equations in a constricted channel problem by a compact fourth order method

We present a numerical solution for the steady 2D Navier-Stokes equations using a fourth order compact-type method. The geometry of the problem is a constricted symmetric channel, where the boundary can be varied, via a parameter, from a smooth constriction to one possessing a very sharp but smooth corner allowing us to analyse the behaviour of the errors when the solution is smooth or near singular. The set of non-linear equations is solved by the Newton method. Results have been obtained for Reynolds number up to 500. Estimates of the errors incurred have shown that the results are accurate and better than those of the corresponding second order method. (C) 2002 Elsevier B.V. All rights reserved.

Bi-Lipschitz G-triviality and Newton polyhedra, G = R, C, K, R-V, C-V, K-V

In this work we provide estimates for the bi-Lipschitz G-triviality, G = C or K, for a family of map germs satisfying a Lojasiewicz condition. We work with two cases: the class of weighted homogeneous map germs and the class of non-degenerate map germs with respect to some Newton polyhedron. We also consider the bi-Lipschitz triviality for families of map germs defined on an analytic variety V. We give estimates for the bi-Lipschitz G(V)-triviality where G = R,C or K in the weighted homogeneous case. Here we assume that the map germ and the analytic variety are both weighted homogeneous with respect to the same weights. The method applied in this paper is based in the construction of controlled vector fields in the presence of a suitable Lojasiewicz condition. In the last section of this work we compare our results with other results related to this work showing tables with all estimates that we know, including ours.

Fourth-order method for solving the Navier-Stokes equations in a constricting channel

A fourth-order numerical method for solving the Navier-Stokes equations in streamfunction/vorticity formulation on a two-dimensional non-uniform orthogonal grid has been tested on the fluid flow in a constricted symmetric channel. The family of grids is generated algebraically using a conformal transformation followed by a non-uniform stretching of the mesh cells in which the shape of the channel boundary can vary from a smooth constriction to one which one possesses a very sharp but smooth corner. The generality of the grids allows the use of long channels upstream and downstream as well as having a refined grid near the sharp corner. Derivatives in the governing equations are replaced by fourth-order central differences and the vorticity is eliminated, either before or after the discretization, to form a wide difference molecule for the streamfunction. Extra boundary conditions, necessary for wide-molecule methods, are supplied by a procedure proposed by Henshaw et al. The ensuing set of non-linear equations is solved using Newton iteration. Results have been obtained for Reynolds numbers up to 250 for three constrictions, the first being smooth, the second having a moderately sharp corner and the third with a very sharp corner. Estimates of the error incurred show that the results are very accurate and substantially better than those of the corresponding second-order method. The observed order of the method has been shown to be close to four, demonstrating that the method is genuinely fourth-order. © 1977 John Wiley & Sons, Ltd.

Electroosmotic pumping in rectangular microchannels: A numerical treatment by the finite element method

In this work, the analysis of electroosmotic pumping mechanisms in microchannels is performed through the solution of Poisson-Boltzmann and Navier Stokes equations by the Finite Element Method. This approach is combined with a Newton-Raphson iterative scheme, allowing a full treatment of the non-linear Poisson-Boltzmann source term which is normally approximated by linearizations in other methods.

Aplicação do método de Newton desacoplado para o fluxo de carga continuado

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Uma adaptação do método barreira penalidade quasi-Newton ao problema de fluxo de potência ótimo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Local convergence of quasi-Newton methods under metric regularity

We consider quasi-Newton methods for generalized equations in Banach spaces under metric regularity and give a sufficient condition for q-linear convergence. Then we show that the well-known Broyden update satisfies this sufficient condition in Hilbert spaces. We also establish various modes of q-superlinear convergence of the Broyden update under strong metric subregularity, metric regularity and strong metric regularity. In particular, we show that the Broyden update applied to a generalized equation in Hilbert spaces satisfies the Dennis–Moré condition for q-superlinear convergence. Simple numerical examples illustrate the results.

Study design for a method of projecting vehicle miles travel. Final report.

Transportation Systems Center, Cambridge, Mass.

Coherence imaging by use of a Newton rings sampling function

We show that, with suitable optics in the arm of a Michelson interferometer, orthogonal galvo-scanning mirrors build a sampling function in the form of Newton rings when the two interferometer arms are matched. Using a low-coherence source, one can obtain transversal depth-resolved images. A fast display procedure using a storage oscilloscope was devised based on this method.

Coherence imaging by use of a Newton rings sampling function

We show that, with suitable optics in the arm of a Michelson interferometer, orthogonal galvo-scanning mirrors build a sampling function in the form of Newton rings when the two interferometer arms are matched. Using a low-coherence source, one can obtain transversal depth-resolved images. A fast display procedure using a storage oscilloscope was devised based on this method.

Semi-Smooth Newton Methods for the Time Optimal Control of Nonautonomous Ordinary Differential Equations

AMS Subj. Classification: 49J15, 49M15