Implicit-factorization preconditioning and iterative solvers for regularized saddle-point systems

We consider conjugate-gradient like methods for solving block symmetric indefinite linear systems that arise from saddle-point problems or, in particular, regularizations thereof. Such methods require preconditioners that preserve certain sub-blocks from the original systems but allow considerable flexibility for the remaining blocks. We construct a number of families of implicit factorizations that are capable of reproducing the required sub-blocks and (some) of the remainder. These generalize known implicit factorizations for the unregularized case. Improved eigenvalue clustering is possible if additionally some of the noncrucial blocks are reproduced. Numerical experiments confirm that these implicit-factorization preconditioners can be very effective in practice.

The development of virtual leaf surface models for interactive agrichemical spray applications

This project constructed virtual plant leaf surfaces from digitised data sets for use in droplet spray models. Digitisation techniques for obtaining data sets for cotton, chenopodium and wheat leaves are discussed and novel algorithms for the reconstruction of the leaves from these three plant species are developed. The reconstructed leaf surfaces are included into agricultural droplet spray models to investigate the effect of the nozzle and spray formulation combination on the proportion of spray retained by the plant. A numerical study of the post-impaction motion of large droplets that have formed on the leaf surface is also considered.

Spectral estimates and preconditioning for saddle point systems arising from optimization problems

In this thesis, we consider the problem of solving large and sparse linear systems of saddle point type stemming from optimization problems. The focus of the thesis is on iterative methods, and new preconditioning srategies are proposed, along with novel spectral estimtates for the matrices involved.

Approximate factorization constraint preconditioners for saddle-point matrices

We consider the application of the conjugate gradient method to the solution of large, symmetric indefinite linear systems. Special emphasis is put on the use of constraint preconditioners and a new factorization that can reduce the number of flops required by the preconditioning step. Results concerning the eigenvalues of the preconditioned matrix and its minimum polynomial are given. Numerical experiments validate these conclusions.

Saddle Point and Second Order Optimality in Nondifferentiable Nonlinear Abstract Multiobjective Optimization

This article deals with a vector optimization problem with cone constraints in a Banach space setting. By making use of a real-valued Lagrangian and the concept of generalized subconvex-like functions, weakly efficient solutions are characterized through saddle point type conditions. The results, jointly with the notion of generalized Hessian (introduced in [Cominetti, R., Correa, R.: A generalized second-order derivative in nonsmooth optimization. SIAM J. Control Optim. 28, 789–809 (1990)]), are applied to achieve second order necessary and sufficient optimality conditions (without requiring twice differentiability for the objective and constraining functions) for the particular case when the functionals involved are defined on a general Banach space into finite dimensional ones.

Computational strategies for surface fitting using thin plate spline finite element methods

Thin plate spline finite element methods are used to fit a surface to an irregularly scattered dataset [S. Roberts, M. Hegland, and I. Altas. Approximation of a Thin Plate Spline Smoother using Continuous Piecewise Polynomial Functions. SIAM, 1:208--234, 2003]. The computational bottleneck for this algorithm is the solution of large, ill-conditioned systems of linear equations at each step of a generalised cross validation algorithm. Preconditioning techniques are investigated to accelerate the convergence of the solution of these systems using Krylov subspace methods. The preconditioners under consideration are block diagonal, block triangular and constraint preconditioners [M. Benzi, G. H. Golub, and J. Liesen. Numerical solution of saddle point problems. Acta Numer., 14:1--137, 2005]. The effectiveness of each of these preconditioners is examined on a sample dataset taken from a known surface. From our numerical investigation, constraint preconditioners appear to provide improved convergence for this surface fitting problem compared to block preconditioners.

ϕ-Divergence Based Procedure for Parametric Change-Point Problems

This paper studies the change-point problem for a general parametric, univariate or multivariate family of distributions. An information theoretic procedure is developed which is based on general divergence measures for testing the hypothesis of the existence of a change. For comparing the exact sizes of the new test-statistic using the criterion proposed in Dale (J R Stat Soc B 48–59, 1986), a simulation study is performed for the special case of exponentially distributed random variables. A complete study of powers of the test-statistics and their corresponding relative local efficiencies, is also considered.

Well-Posedness, Conditioning and Regularization of Minimization, Inclusion and Fixed-Point Problems

AMS subject classification: 65K10, 49M07, 90C25, 90C48.

A parametric differentiation version with finite-difference scheme applicable to a class of problems in boundary layer flow with massive blowing

A numerical procedure, based on the parametric differentiation and implicit finite difference scheme, has been developed for a class of problems in the boundary-layer theory for saddle-point regions. Here, the results are presented for the case of a three-dimensional stagnation-point flow with massive blowing. The method compares very well with other methods for particular cases (zero or small mass blowing). Results emphasize that the present numerical procedure is well suited for the solution of saddle-point flows with massive blowing, which could not be solved by other methods.

Semilinear elliptic problems near resonance with a nonprincipal eigenvalue

We consider the Dirichlet problem for the equation -Delta u = lambda u +/- (x, u) + h(x) in a bounded domain, where f has a sublinear growth and h is an element of L-2. We find suitable conditions on f and It in order to have at least two solutions for X near to an eigenvalue of -Delta. A typical example to which our results apply is when f (x, u) behaves at infinity like a(x)vertical bar u vertical bar(q-2)u, with M > a(x) > delta > 0, and I < q < 2. (C) 2007 Elsevier Inc. All rights reserved.

Compressible second-order boundary layers for three-dimensional stagnation point flows with mass transfer

All the second-order boundary-layer effects have been studied for the steady laminar compressible 3-dimensional stagnation-point flows with variable properties and mass transfer for both saddle and nodal point regions. The governing equations have been solved numerically using an implicit finite-difference scheme. Results for the heat transfer and skin friction have been obtained for several values of the mass-transfer rate, wall temperature, and also for several values of parameters characterizing the nature of stagnation point and variable gas properties. The second-order effects on the heat transfer and skin friction at the wall are found to be significant and at large injection rates, they dominate over the results of the first-order boundary layer, but the effect of large suction is just the opposite. In general, the second-order effects are more pronounced in the saddle-point region than in the nodal-point region. The overall heat-transfer rate for the 3-dimensional flows is found to be more than that of the 2-dimensional flows.

Semi-similar solution of an unsteady compressible three-dimensional stagnation point boundary layer flow with massive blowing

A semi-similar solution of an unsteady laminar compressible three-dimensional stagnation point boundary layer flow with massive blowing has been obtained when the free stream velocity varies arbitrarily with time. The resulting partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme with a quasi-linearization technique in the nodal point region and an implicit finite-difference scheme with a parametric differentiation technique in the saddle point region. The results have been obtained for two particular unsteady free stream velocity distributions: (i) an accelerating stream and (ii) a fluctuating stream. Results show that the skin-friction and heat-transfer parameters respond significantly to the time dependent arbitrary free stream velocity. Velocity and enthalpy profiles approach their free stream values faster as time increases. There is a reverse flow in the y-wise velocity profile, and overshoot in the x-wise velocity and enthalpy profiles in the saddle point region, which increase as injection and wall temperature increase. Location of the dividing streamline increases as injection increases, but as the wall temperature and time increase, it decreases.

Unsteady laminar incompressible second-order boundary-layer flow at a three-dimensional stagnation point

The unsteadely laminar incompressible second-order boundary-layer flow at the stagnation point of a three-dimensional body has been studied for both nodal and saddle point regions. The effects of mass transfer and Prandtl number have been taken into account. The equations governing the flow have been solved numerically using an implicit finite-difference scheme. It has been found that the parameter characterizing the unsteadiness in the velocity of the free stream, the nature of the stagnation point, the mass transfer and Prandtl number strongly affect the second-order skin friction and heat transfer. The overall skin friction becomes less due to second-order effects but the heat transfer has the opposite behaviour. For large injection, the second-order skin-friction and heat-transfer results prevail over the first-order boundary layer results whereas for the case of large suction the behaviour is just the opposite.

Unsteady laminar compressible stagnation-point boundary-layer flow over a three-dimensional body: Higher order effects

The unsteady laminar compressible three-dimensional stagnation-point boundary-layer flow with variable properties has been studied when the velocity of the incident stream, mass transfer and wall temperature vary arbitrarily with time. The second-order unsteady boundary-layer equations for all the effects have been derived by using the method of matched asymptotic expansions. Both nodal and saddle point flows as well as cold and hot wall cases have been considered. The partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. Computations have been carried out for an accelerating stream, a decelerating stream and a fluctuating stream. The results indicate that the unsteady free stream velocity distributions, the nature of the stagnation point, the mass transfer, the wall temperature and the variation of the density-viscosity product across the boundary significantly affect the skin friction and heat transfer. The variation of the wall temperature with time strongly affects the heat transfer whereas its effect is comparatively less on skin friction. Suction increases the skin friction and heat transfer but injection does the opposite. The skin friction in the x direction due to the combined effects of first- and second-order boundary layers is less than the skin-friction in the x direction due to the first-order boundary layers for all the parameters. The overall skin friction in the z direction and heat transfer are more or less than the first-order boundary layers depending upon the values of the various parameters.