Search Results (9)

A new class of poroelastic dynamic contact problems stemming from hydraulic fracture theory is introduced and studied. The two-phase medium consists of a solid phase and pores which are saturated with a Newtonian fluid. The porous body contains a fluid-driven crack endowed with non-penetration conditions for the opposite crack surfaces. The poroelastic model is described by a coupled system of hyperbolic–parabolic partial differential equations under the unilateral constraint imposed on displacement. After full discretization using finite-element and Hilber–Hughes–Taylor methods, the well-posedness of the resulting variational inequality is established. Formulation of the complementarity conditions with the help of a minimum-based merit function is used for the semi-smooth Newton method of solution presented in the form of a primal–dual active set algorithm which is tested numerically. Full article

The generalized convex nearly isotonic regression problem addresses a least squares regression model that incorporates both sparsity and monotonicity constraints on the regression coefficients. In this paper, we introduce an efficient semismooth Newton-based augmented Lagrangian (Ssnal) algorithm to solve this problem. We demonstrate that, under reasonable assumptions, the Ssnal algorithm achieves global convergence and exhibits a linear convergence rate. Computationally, we derive the generalized Jacobian matrix associated with the proximal mapping of the generalized convex nearly isotonic regression regularizer and leverage the second-order sparsity when applying the semismooth Newton method to the subproblems in the Ssnal algorithm. Numerical experiments conducted on both synthetic and real datasets clearly demonstrate that our algorithm significantly outperforms first-order methods in terms of efficiency and robustness. Full article

The paper deals with the Stokes flow subject to the threshold leak boundary conditions in two and three space dimensions. The velocity–pressure formulation leads to the inequality type problem that is approximated by the P1-bubble/P1 mixed finite elements. The resulting algebraic system is nonsmooth. It is solved by the path-following variant of the interior point method, and by the active-set implementation of the semi-smooth Newton method. Inner linear systems are solved by the preconditioned conjugate gradient method. Numerical experiments illustrate scalability of the algorithms. The novelty of this work consists in applying dual strategies for solving the problem. Full article

Many modern statistically efficient methods come with tremendous computational challenges, often leading to large-scale optimisation problems. In this work, we examine such computational issues for recently developed estimation methods in nonparametric regression with a specific view on image denoising. We consider in particular certain variational multiscale estimators which are statistically optimal in minimax sense, yet computationally intensive. Such an estimator is computed as the minimiser of a smoothness functional (e.g., TV norm) over the class of all estimators such that none of its coefficients with respect to a given multiscale dictionary is statistically significant. The so obtained multiscale Nemirowski-Dantzig estimator (MIND) can incorporate any convex smoothness functional and combine it with a proper dictionary including wavelets, curvelets and shearlets. The computation of MIND in general requires to solve a high-dimensional constrained convex optimisation problem with a specific structure of the constraints induced by the statistical multiscale testing criterion. To solve this explicitly, we discuss three different algorithmic approaches: the Chambolle-Pock, ADMM and semismooth Newton algorithms. Algorithmic details and an explicit implementation is presented and the solutions are then compared numerically in a simulation study and on various test images. We thereby recommend the Chambolle-Pock algorithm in most cases for its fast convergence. We stress that our analysis can also be transferred to signal recovery and other denoising problems to recover more general objects whenever it is possible to borrow statistical strength from data patches of similar object structure. Full article

In this paper, we propose a new version of the generalized damped Gauss–Newton method for solving nonlinear complementarity problems based on the transformation to the nonsmooth equation, which is equivalent to some unconstrained optimization problem. The B-differential plays the role of the derivative. We present two types of algorithms (usual and inexact), which have superlinear and global convergence for semismooth cases. These results can be applied to efficiently find all solutions of the nonlinear complementarity problems under some mild assumptions. The results of the numerical tests are attached as a complement of the theoretical considerations. Full article

Phase-field fracture models lead to variational problems that can be written as a coupled variational equality and inequality system. Numerically, such problems can be treated with Galerkin finite elements and primal-dual active set methods. Specifically, low-order and high-order finite elements may be employed, where, for the latter, only few studies exist to date. The most time-consuming part in the discrete version of the primal-dual active set (semi-smooth Newton) algorithm consists in the solutions of changing linear systems arising at each semi-smooth Newton step. We propose a new parallel matrix-free monolithic multigrid preconditioner for these systems. We provide two numerical tests, and discuss the performance of the parallel solver proposed in the paper. Furthermore, we compare our new preconditioner with a block-AMG preconditioner available in the literature. Full article

The goal of this paper is to extend the modified Hestenes-Stiefel method to solve large-scale nonlinear monotone equations. The method is presented by combining the hyperplane projection method (Solodov, M.V.; Svaiter, B.F. A globally convergent inexact Newton method for systems of monotone equations, in: M. Fukushima, L. Qi (Eds.)Reformulation: Nonsmooth, Piecewise Smooth, Semismooth and Smoothing Methods, Kluwer Academic Publishers. 1998, 355-369) and the modified Hestenes-Stiefel method in Dai and Wen (Dai, Z.; Wen, F. Global convergence of a modified Hestenes-Stiefel nonlinear conjugate gradient method with Armijo line search. Numer Algor. 2012, 59, 79-93). In addition, we propose a new line search for the derivative-free method. Global convergence of the proposed method is established if the system of nonlinear equations are Lipschitz continuous and monotone. Preliminary numerical results are given to test the effectiveness of the proposed method. Full article

The migration of methane through the gas hydrate stability zone (GHSZ) in the marine subsurface is characterized by highly dynamic reactive transport processes coupled to thermodynamic phase transitions between solid gas hydrates, free methane gas, and dissolved methane in the aqueous phase. The marine subsurface is essentially a water-saturated porous medium where the thermodynamic instability of the hydrate phase can cause free gas pockets to appear and disappear locally, causing the model to degenerate. This poses serious convergence issues for the general-purpose nonlinear solvers (e.g., standard Newton), and often leads to extremely small time-step sizes. The convergence problem is particularly severe when the rate of hydrate phase change is much lower than the rate of gas dissolution. In order to overcome this numerical challenge, we have developed an all-at-once Newton scheme tailored to our gas hydrate model, which can handle rate-based hydrate phase change coupled with equilibrium gas dissolution in a mathematically consistent and robust manner. Full article

In this paper, we investigate the usefulness of adding a box-constraint to the minimization of functionals consisting of a data-fidelity term and a total variation regularization term. In particular, we show that in certain applications an additional box-constraint does not effect the solution at all, i.e., the solution is the same whether a box-constraint is used or not. On the contrary, i.e., for applications where a box-constraint may have influence on the solution, we investigate how much it effects the quality of the restoration, especially when the regularization parameter, which weights the importance of the data term and the regularizer, is chosen suitable. In particular, for such applications, we consider the case of a squared $L^2$ data-fidelity term. For computing a minimizer of the respective box-constrained optimization problems a primal-dual semi-smooth Newton method is presented, which guarantees superlinear convergence. Full article