A spectral conjugate gradient method for nonlinear inverse problems

In this study, a new spectral conjugate gradient method is presented to solve nonlinear inverse problems, which transferred into the unconstrained nonlinear optimization with a neighbour term. The global convergence and regularizing properties of the proposed method are analysed. In the end, some numerical results illustrate the efficiency and the robustness of this method.     

A boundary element-based inverse-problem in estimating transient boundary conditions with conjugate gradient method

A Boundary Element Method (BEM)-based inverse algorithm utilizing the iterative regularization method, i.e. the conjugate gradient method (CGM), is used to solve the Inverse Heat Conduction Problem (IHCP) of estimating the unknown transient boundary temperatures in a multi-dimensional domain with arbitrary geometry. The results obtained by the CGM are compared with that obtained by the standard Regularization Method (RM). The error estimation based on the statistical analysis is derived from the formulation of the RM. A 99 per cent confidence bound is thus obtained. Finally, the effects of the measurement errors to the inverse solutions are discussed. Results show that the advantages of applying the CGM in the inverse calculations lie in that (i) the major difficulties in choosing a suitable quadratic norm, determining a proper regularization order and determining the optimal smoothing (or regularization) coefficient in the RM are avoided and (ii) it is less sensitive to the measurement errors, i.e. more accurate solutions are obtained. © 1998 John Wiley & Sons, Ltd.     

A combined global and local search method to deal with constrained optimization for continuous tabu search

Heuristic methods, such as tabu search, are efficient for global optimizations. Most studies, however, have focused on constraint‐free optimizations. Penalty functions are commonly used to deal with constraints for global optimization algorithms in dealing with constraints. This is sometimes inefficient, especially for equality constraints, as it is difficult to keep the global search within the feasible region by purely adding a penalty to the objective function. A combined global and local search method is proposed in this paper to deal with constrained optimizations. It is demonstrated by combining continuous tabu search (CTS) and sequential quadratic programming (SQP) methods. First, a nested inner‐ and outer‐loop method is presented to lead the search within the feasible region. SQP, a typical local search method, is used to quickly solve a non‐linear programming purely for constraints in the inner loop and provides feasible neighbors for the outer loop. CTS, in the outer loop, is used to seek for the global optimal. Finally, another local search using SQP is conducted with the results of CTS as initials to refine the global search results. Efficiency is demonstrated by a number of benchmark problems. Copyright © 2008 John Wiley & Sons, Ltd.     

An efficient interior-point algorithm with new non-monotone line search filter method for nonlinear constrained programming

An efficient primal-dual interior-point algorithm using a new non-monotone line search filter method is presented for nonlinear constrained programming, which is widely applied in engineering optimization. The new non-monotone line search technique is introduced to lead to relaxed step acceptance conditions and improved convergence performance. It can also avoid the choice of the upper bound on the memory, which brings obvious disadvantages to traditional techniques. Under mild assumptions, the global convergence of the new non-monotone line search filter method is analysed, and fast local convergence is ensured by second order corrections. The proposed algorithm is applied to the classical alkylation process optimization problem and the results illustrate its effectiveness. Some comprehensive comparisons to existing methods are also presented.     

Adaptive modification of objective function for lagrange multiplier method in constrained optimization problems

Abstract

This paper proposes an adaptive modification method to transform the objective function with a stationary point to an objective function with a minima point, such that search methods can be used to find the stationary point. The stationary point can be a saddle point in addition to a minima or a maxima. Therefore, this method can be used to transform a constrained optimization by applying Lagrange multipliers to an unconstrained optimization problem. A quadratic term, ½(X — X_N ) ^{T D} (X—X_N ), is added to the original function such that the modified function is a minima at the Newton point X_N of the original function, where D is a diagonal matrix to make the modified Hessian matrix H_O + D positive definite, and H_O is the original Hessian matrix at the initial point X_O .     

A Lagrangian gradient smoothing method for solid‐flow problems using simplicial mesh

A novel Lagrangian gradient smoothing method (L‐GSM) is developed to solve “solid‐flow” (flow media with material strength) problems governed by Lagrangian form of Navier‐Stokes equations. It is a particle‐like method, similar to the smoothed particle hydrodynamics (SPH) method but without the so‐called tensile instability that exists in the SPH since its birth. The L‐GSM uses gradient smoothing technique to approximate the gradient of the field variables, based on the standard GSM that was found working well with Euler grids for general fluids. The Delaunay triangulation algorithm is adopted to update the connectivity of the particles, so that supporting neighboring particles can be determined for accurate gradient approximations. Special techniques are also devised for treatments of 3 types of boundaries: no‐slip solid boundary, free‐surface boundary, and periodical boundary. An advanced GSM operation for better consistency condition is then developed. Tensile stability condition of L‐GSM is investigated through the von Neumann stability analysis as well as numerical tests. The proposed L‐GSM is validated by using benchmarking examples of incompressible flows, including the Couette flow, Poiseuille flow, and 2D shear‐driven cavity. It is then applied to solve a practical problem of solid flows: the natural failure process of soil and the resultant soil flows. The numerical results are compared with theoretical solutions, experimental data, and other numerical results by SPH and FDM to evaluate further L‐GSM performance. It shows that the L‐GSM scheme can give a very accurate result for all these examples. Both the theoretical analysis and the numerical testing results demonstrate that the proposed L‐GSM approach restores first‐order accuracy unconditionally and does not suffer from the tensile instability. It is also shown that the L‐GSM is much more computational efficient compared with SPH, especially when a large number of particles are employed in simulation.     

Conjugate gradient method for the Robin inverse problem associated with the Laplace equation

This paper studies a non-linear inverse problem associated with the Laplace equation of identifying the Robin coefficient from boundary measurements. A variational formulation of the problem is suggested, thereby transforming it into an optimization problem. Mathematical properties relevant to its numerical computation are established. The optimization problem is solved using the conjugate gradient method in conjunction with the discrepancy principle, and the algorithm is implemented using the boundary element method. Numerical results are presented for several benchmark problems with both exact and noisy data, and the convergence of the algorithm with respect to mesh refinement and decreasing the amount of noise in the data is investigated. Copyright © 2006 John Wiley & Sons, Ltd.     

Line‐search methods in general return mapping algorithms with application to porous plasticity

The present paper focuses on the application of line‐search methods in general return mapping algorithms. Two inexact line‐search methods and an exact line‐search method are investigated regarding their convergence properties within an automatic time incrementation in finite element calculations. As an example for the assessment of the algorithms, an elastic–plastic and an elastic–viscoplastic version of Gurson's porous plasticity model are used in simulations of the necking of a tensile bar. It is shown that larger time increments are possible and, therefore, a smaller number of increments are required when using line‐search methods. The exact line‐search method shows the best performance concerning the required number of increments, but takes more CPU time to complete the simulation. The application of the inexact line search methods in general lowers the number of increments along with a reduction in the CPU time, as compared with the case when no line‐search is used. Copyright © 2007 John Wiley & Sons, Ltd.     

A gradient‐based adaptation procedure and its implementation in the element‐free Galerkin method

A gradient‐based adaptation procedure is proposed in this paper. The relative error in the total strain energy from two adjacent adaptation stages is used as a stop‐criterion. The refinement–coarsening process is guided by the gradient of strain energy density, based on the assumption: a larger gradient needs a richer mesh and vice versa. The procedure is then implemented in the element‐free Galerkin method for linear elasto‐static problems. Numerical examples are presented to show the performance of the proposed procedure. Copyright © 2003 John Wiley & Sons, Ltd.     

The XFEM for high‐gradient solutions in convection‐dominated problems

Convection‐dominated problems typically involve solutions with high gradients near the domain boundaries (boundary layers) or inside the domain (shocks). The approximation of such solutions by means of the standard finite element method requires stabilization in order to avoid spurious oscillations. However, accurate results may still require a mesh refinement near the high gradients. Herein, we investigate the extended finite element method (XFEM) with a new enrichment scheme that enables highly accurate results without stabilization or mesh refinement. A set of regularized Heaviside functions is used for the enrichment in the vicinity of the high gradients. Different linear and non‐linear problems in one and two dimensions are considered and show the ability of the proposed enrichment to capture arbitrary high gradients in the solutions. Copyright © 2009 John Wiley & Sons, Ltd.     

Dispersion analysis of the gradient weighted finite element method for acoustic problems in one,two, and three dimensions

This paper reports a detailed analysis on the numerical dispersion error in solving one-, two-, and three-dimensional acoustic problems governed by the Helmholtz equation using the gradient weighted finite element method (GW-FEM) in comparison with the standard FEM and the modified methods presented in the literatures. The discretized system equations derived based on the gradient weighted operation corresponding to the considered method are first briefed. The discrete dispersion relationships relating the exact and numerical wave numbers defined in different dimensions are then formulated, which will be further used to investigate the dispersion effect mainly caused by the approximation of field variables. The influence of nondimensional wave number and wave propagation angle on the dispersion error is detailedly studied. Comparisons are made with the classical FEM and high-performance algorithms. Results of both theoretical and numerical experiments show that the present method can effectively reduce the pollution effect in computational acoustics owning to its crucial effectiveness in handing the dispersion error in the discrete numerical model.     

A spline‐based enrichment function for arbitrary inclusions in extended finite element method with applications to finite deformations

A novel enrichment function, which can model arbitrarily shaped inclusions within the framework of the extended finite element method, is proposed. The internal boundary of an arbitrary‐shaped inclusion is first discretized, and a numerical enrichment function is constructed ‘on the fly’ using spline interpolation. We consider a piecewise cubic spline which is constructed from seven localized discrete boundary points. The enrichment function is then determined by solving numerically a nonlinear equation which determines the distance from any point to the spline curve. Parametric convergence studies are carried out to show the accuracy of this approach compared with pointwise and linear segmentation of points for the construction of the enrichment function in the case of simple inclusions and arbitrarily shaped inclusions in linear elasticity. Moreover, the viability of this approach is illustrated on a neo‐Hookean hyperelastic material with a hole undergoing large deformation. In this case, the enrichment is able to adapt to the deformation and effectively capture the correct response without remeshing. Copyright © 2013 John Wiley & Sons, Ltd.     

Using the sequential linear integer programming method as a post‐processor for stress‐constrained topology optimization problems

This paper deals with topology optimization of load‐carrying structures defined on discretized continuum design domains. In particular, the minimum compliance problem with stress constraints is considered. The finite element method is used to discretize the design domain into n finite elements and the design of a certain structure is represented by an n‐dimensional binary design variable vector. In order to solve the problems, the binary constraints on the design variables are initially relaxed and the problems are solved with both the method of moving asymptotes and the sparse non‐linear optimizer solvers for continuous optimization in order to compare the two solvers. By solving a sequence of problems with a sequentially lower limit on the amount of grey allowed, designs that are close to ‘black‐and‐white’ are obtained. In order to get locally optimal solutions that are purely {0, 1}ⁿ, a sequential linear integer programming method is applied as a post‐processor. Numerical results are presented for some different test problems. Copyright © 2008 John Wiley & Sons, Ltd.     

A parallel two‐level domain decomposition based one‐shot method for shape optimization problems

A two‐level domain decomposition method is introduced for general shape optimization problems constrained by the incompressible Navier–Stokes equations. The optimization problem is first discretized with a finite element method on an unstructured moving mesh that is implicitly defined without assuming that the computational domain is known and then solved by some one‐shot Lagrange–Newton–Krylov–Schwarz algorithms. In this approach, the shape of the domain, its corresponding finite element mesh, the flow fields and their corresponding Lagrange multipliers are all obtained computationally in a single solve of a nonlinear system of equations. Highly scalable parallel algorithms are absolutely necessary to solve such an expensive system. The one‐level domain decomposition method works reasonably well when the number of processors is not large. Aiming for machines with a large number of processors and robust nonlinear convergence, we introduce a two‐level inexact Newton method with a hybrid two‐level overlapping Schwarz preconditioner. As applications, we consider the shape optimization of a cannula problem and an artery bypass problem in 2D. Numerical experiments show that our algorithm performs well on a supercomputer with over 1000 processors for problems with millions of unknowns. Copyright © 2014 John Wiley & Sons, Ltd.     

An advanced boundary element method for solving 2D and 3D static problems in Mindlin's strain‐gradient theory of elasticity

An advanced boundary element method (BEM) for solving two‐ (2D) and three‐dimensional (3D) problems in materials with microstructural effects is presented. The analysis is performed in the context of Mindlin's Form‐II gradient elastic theory. The fundamental solution of the equilibrium partial differential equation is explicitly derived. The integral representation of the problem, consisting of two boundary integral equations, one for displacements and the other for its normal derivative, is developed. The global boundary of the analyzed domain is discretized into quadratic line and quadrilateral elements for 2D and 3D problems, respectively. Representative 2D and 3D numerical examples are presented to illustrate the method, demonstrate its accuracy and efficiency and assess the gradient effect on the response. The importance of satisfying the correct boundary conditions in gradient elastic problems is illustrated with the solution of simple 2D problems. Copyright © 2010 John Wiley & Sons, Ltd.     

A NURBS‐based interface‐enriched generalized finite element method for problems with complex discontinuous gradient fields

A non‐uniform rational B‐splines (NURBS)‐based interface‐enriched generalized finite element method is introduced to solve problems with complex discontinuous gradient fields observed in the structural and thermal analysis of the heterogeneous materials. The presented method utilizes generalized degrees of freedom and enrichment functions based on NURBS to capture the solution with non‐conforming meshes. A consistent method for the generation and application of the NURBS‐based enrichment functions is introduced. These enrichment functions offer various advantages including simplicity of the integration, possibility of different modes of local solution refinement, and ease of implementation. In addition, we show that these functions well capture weak discontinuities associated with highly curved material interfaces. The convergence, accuracy, and stability of the method in the solution of two‐dimensional elasto‐static problems are compared with the standard finite element scheme, showing improved accuracy. Finally, the performance of the method for solving problems with complex internal geometry is highlighted through a numerical example. Copyright © 2015 John Wiley & Sons, Ltd.     

A face‐based smoothed finite element method (FS‐FEM) for 3D linear and geometrically non‐linear solid mechanics problems using 4‐node tetrahedral elements

This paper presents a novel face‐based smoothed finite element method (FS‐FEM) to improve the accuracy of the finite element method (FEM) for three‐dimensional (3D) problems. The FS‐FEM uses 4‐node tetrahedral elements that can be generated automatically for complicated domains. In the FS‐FEM, the system stiffness matrix is computed using strains smoothed over the smoothing domains associated with the faces of the tetrahedral elements. The results demonstrated that the FS‐FEM is significantly more accurate than the FEM using tetrahedral elements for both linear and geometrically non‐linear solid mechanics problems. In addition, a novel domain‐based selective scheme is proposed leading to a combined FS/NS‐FEM model that is immune from volumetric locking and hence works well for nearly incompressible materials. The implementation of the FS‐FEM is straightforward and no penalty parameters or additional degrees of freedom are used. The computational efficiency of the FS‐FEM is found better than that of the FEM. Copyright © 2008 John Wiley & Sons, Ltd.     

Dispersion error reduction for acoustic problems using the edge‐based smoothed finite element method (ES‐FEM)

The paper reports a detailed analysis on the numerical dispersion error in solving 2D acoustic problems governed by the Helmholtz equation using the edge‐based smoothed finite element method (ES‐FEM), in comparison with the standard FEM. It is found that the dispersion error of the standard FEM for solving acoustic problems is essentially caused by the ‘overly stiff’ feature of the discrete model. In such an ‘overly stiff’ FEM model, the wave propagates with an artificially higher ‘numerical’ speed, and hence the numerical wave‐number becomes significantly smaller than the actual exact one. Owing to the proper softening effects provided naturally by the edge‐based gradient smoothing operations, the ES‐FEM model, however, behaves much softer than the standard FEM model, leading to the so‐called very ‘close‐to‐exact’ stiffness. Therefore the ES‐FEM can naturally and effectively reduce the dispersion error in the numerical solution in solving acoustic problems. Results of both theoretical and numerical studies will support these important findings. It is shown clearly that the ES‐FEM suits ideally well for solving acoustic problems governed by the Helmholtz equations, because of the crucial effectiveness in reducing the dispersion error in the discrete numerical model. Copyright © 2010 John Wiley & Sons, Ltd.     

A vertex‐based finite volume method applied to non‐linear material problems in computational solid mechanics

A vertex‐based finite volume (FV) method is presented for the computational solution of quasi‐static solid mechanics problems involving material non‐linearity and infinitesimal strains. The problems are analysed numerically with fully unstructured meshes that consist of a variety of two‐ and three‐dimensional element types. A detailed comparison between the vertex‐based FV and the standard Galerkin FE methods is provided with regard to discretization, solution accuracy and computational efficiency. For some problem classes a direct equivalence of the two methods is demonstrated, both theoretically and numerically. However, for other problems some interesting advantages and disadvantages of the FV formulation over the Galerkin FE method are highlighted. Copyright © 2002 John Wiley & Sons, Ltd.