Volumetric path following algorithms for linear programming

We consider the construction of small step path following algorithms using volumetric, and mixed volumetric-logarithmic, barriers. We establish quadratic convergence of a volumetric centering measure using pure Newton steps, enabling us to use relatively standard proof techniques for several subsequently needed results. Using a mixed volumetric-logarithmic barrier we obtain an O(n ^1/4 m ^1/4 L) iteration algorithm for linear programs withn variables andm inequality constraints, providing an alternative derivation for results first obtained by Vaidya and Atkinson. In addition, we show that the same iteration complexity can be attained while holding the work per iteration to O(n ² m), as opposed to O(nm ²), operations, by avoiding use of the true Hessian of the volumetric barrier. Our analysis also provides a simplified proof of self-concordancy of the volumetric and mixed volumetric-logarithmic barriers, originally due to Nesterov and Nemirovskii. This paper was first presented at the 1994 Faculty Research Seminar “Optimization in Theory and Practice”, at the University of Iowa Center for Advanced Studies.     

Some effective methods for unconstrained optimization based on the solution of systems of ordinary differential equations

In this paper, we review briefly some methods for minimizing a functionF(x), which proceed by follwoing the solution curve of a system of ordinary differential equations. Such methods have often been thought to be unacceptably expensive; but we show, by means of extensive numerical tests, using a variety of algorithms, that the ODE approach can in fact be implemented in such a way as to be more than competitive with currently available conventional techniques.This work was supported by a SERC research studentship for the first author. Both authors are indebted to Dr. J. J. McKeown and Dr. K. D. Patel of SCICON Ltd, the collaborating establishment, for their advice and encouragement.     

线性规划的符号跟踪算法

分析了只含一个约束条件的线性规划最优基变量的特征，将其运用到搜寻含m个约束条件的线性规划的最优基变量，从而提出了线性规划的符号跟踪算法，为线性规划求解提供了新途径。     

A ghost-cell immersed boundary method for large-eddy simulations of compressible turbulent flows

A methodology to perform a ghost-cell-based immersed boundary method (GCIBM) is presented for simulating compressible turbulent flows around complex geometries. In this method, the boundary condition on the immersed boundary is enforced through the use of ‘ghost cells’ that are located inside the solid body. The computations of variables on these ghost cells are achieved using linear interpolation schemes. The validity and applicability of the proposed method is verified using a three-dimensional (3D) flow over a circular cylinder, and a large-eddy simulation of fully developed 3D turbulent flow in a channel with a wavy surface. The results agree well with the previous numerical and experimental results, given that the grid resolution is reasonably fine. To demonstrate the capability of the method for higher Mach numbers, supersonic turbulent flow over a circular cylinder is presented. While more work still needs to be done to demonstrate higher robustness and accuracy, the present work provides interesting insights using the GCIBM for the compressible flows.     

鬼成像中一些数学问题

鬼成像是一种与传统成像方式不同的通过光场涨落的高阶关联获得图像信息的新型成像方式。近年来,相比传统成像方式,鬼成像所拥有的一些优点如高灵敏度、超分辨能力、抗散射等,使其在遥感、多光谱成像、热X射线衍射成像等领域得到广泛研究。随着对鬼成像的广泛研究,数学理论和方法在其中发挥的作用愈显突出。例如,基于压缩感知理论,可以进行鬼成像系统采样方式优化、图像重构算法设计及图像重构质量分析等研究工作。本文旨在探索鬼成像中的一些有趣的数学问题,主要包括:系统预处理方法、光场优化及相位恢复问题。对这些问题的研究既可以丰富鬼成像理论,又能推动它在实际应用中的发展。     

Numerical approach for generic three-phase flow based on cut-cell and ghost fluid methods

In this paper, we introduce numerical methods that can simulate complex multiphase flows. The finite volume method, applying Cartesian cut-cell is used in the computational domain, containing fluid and solid, to conserve mass and momentum. With this method, flows in and around any geometry can be simulated without complex and time consuming meshing. For the fluid region, which involves liquid and gas, the ghost fluid method is employed to handle the stiffness of the interface discontinuity problem. The interaction between each phase is treated simply by wall function models or jump conditions of pressure, velocity and shear stress at the interface. The sharp interface method “coupled level set (LS) and volume of fluid (VOF)” is used to represent the interface between the two fluid phases. This approach will combine some advantages of both interface tracking/capturing methods, such as the excellent mass conservation from the VOF method and good accuracy of interface normal computation from the LS function. The first coupled LS and VOF will be generated to reconstruct the interface between solid and the other materials. The second will represent the interface between liquid and gas.     

A ghost fluid Lattice Boltzmann method for complex geometries

A ghost fluid Lattice Boltzmann method (GF‐LBM) is developed in this study to represent complex boundaries in Lattice Boltzmann simulations of fluid flows. Velocity and density values at the ghost points are extrapolated from the fluid interior and domain boundary via obtaining image points along the boundary normal inside the fluid domain. A general bilinear interpolation algorithm is used to obtain values at image points which are then extrapolated to ghost nodes thus satisfying hydrodynamic boundary conditions. The method ensures no‐penetration and no‐slip conditions at the boundaries. Equilibrium distribution functions at the ghost points are computed using the extrapolated values of the hydrodynamic variables, while non‐equilibrium distribution functions are extrapolated from the interior nodes. The method developed is general, and is capable of prescribing Dirichlet as well as Neumann boundary conditions for pressure and velocity. Consistency and second‐order accuracy of the method are established by running three test problems including cylindrical Couette flow, flow between eccentric rotating cylinders and flow over a cylinder in a confined channel. Copyright © 2011 John Wiley & Sons, Ltd.     

A multigrid procedure for Cartesian ghost‐cell methods

This paper proposes a multigrid technique for Cartesian grid flow solvers. A recently developed ghost body‐cell method for inviscid flows is combined with a nested‐level local refinement procedure, which employs multigrid to accelerate convergence to steady state. Different from standard multigrid applications for body‐fitted grids, a fictitious residual needs to be defined in the ghost cells to perform a correct residual collection and thus to avoid possible stalling of the multigrid procedure. The efficiency of the proposed local refinement multigrid Cartesian method is demonstrated for the case of the inviscid subsonic flow past a circular body. Copyright © 2008 John Wiley & Sons, Ltd.     

A lattice Boltzmann model for the compressible Euler equations with second‐order accuracy

In this paper, we propose a new lattice Boltzmann model for the compressible Euler equations. The model is based on a three‐energy‐level and three‐speed lattice Boltzmann equation by using a method of higher moments of the equilibrium distribution functions. In order to obtain second‐order accuracy, we employ the ghost field distribution functions to remove the non‐physical viscous parts. We also use the conditions of the higher moment of the ghost field equilibrium distribution functions to obtain the equilibrium distribution functions. In the numerical examples, we compare the numerical results of this scheme with those obtained by other lattice Boltzmann models for the compressible Euler equations. Copyright © 2008 John Wiley & Sons, Ltd.     

高功率激光装置中鬼光束的计算机分析

 利用自行开发的CatchGhost软件,全面快速地对某近轴光学系统中危害性鬼点的位置和能量进行了精确的计算,为装置的设计和运行提供了支持。该软件可在较短时间内完成超大量的计算,能一个不漏地分析系统中的鬼点,并较准确地计算鬼点的能量和位置,进而自动筛选出危害性鬼点。计算中考虑了与能量相关的反射率、增益、损耗、元件卡光及小孔板等因素,使得计算结果具有很高的准确度和实用价值。