• Title/Summary/Keyword: automatic differentiation method

Search Result 23, Processing Time 0.028 seconds

Inverse Boundary Temperature Estimation in a Two-Dimensional Cylindrical Enclosure Using Automatic Differentiation and Broyden Combined Method (자동미분법과 Broyden 혼합법을 이용한 2차원 원통형상에서의 경계온도 역추정)

  • Kim Ki-Wan;Kim Dong-Min;Baek Seung-Wook
    • Transactions of the Korean Society of Mechanical Engineers B
    • /
    • v.30 no.3 s.246
    • /
    • pp.270-277
    • /
    • 2006
  • Inverse radiation problems were solved for estimating boundary temperature distribution in a way of function estimation approach in an axisymmetric absorbing, emitting and scattering medium, given the measured radiative data. In order to reduce the computational time fur the calculation of sensitivity matrix, automatic differentiation and Broyden combined method were adopted, and their computational precision and efficiency were compared with the result obtained by finite difference approximation.. In inverse analysis, the effects of the precision of sensitivity matrix, the number of measurement points and measurement error on the estimation accuracy had been inspected using quasi-Newton method as an inverse method. Inverse solutions were validated with the result acquired by additional inverse methods of conjugate-gradient method or Levenberg-Marquardt method.

Improved Concurrent Subspace Optimization Using Automatic Differentiation (자동미분을 이용한 분리시스템동시최적화기법의 개선)

  • 이종수;박창규
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 1999.10a
    • /
    • pp.359-369
    • /
    • 1999
  • The paper describes the study of concurrent subspace optimization(CSSO) for coupled multidisciplinary design optimization (MDO) techniques in mechanical systems. This method is a solution to large scale coupled multidisciplinary system, wherein the original problem is decomposed into a set of smaller, more tractable subproblems. Key elements in CSSO are consisted of global sensitivity equation(GSE), subspace optimization (SSO), optimum sensitivity analysis(OSA), and coordination optimization problem(COP) so as to inquiry valanced design solutions finally, Automatic differentiation has an ability to provide a robust sensitivity solution, and have shown the numerical numerical effectiveness over finite difference schemes wherein the perturbed step size in design variable is required. The present paper will develop the automatic differentiation based concurrent subspace optimization(AD-CSSO) in MDO. An automatic differentiation tool in FORTRAN(ADIFOR) will be employed to evaluate sensitivities. The use of exact function derivatives in GSE, OSA and COP makes Possible to enhance the numerical accuracy during the iterative design process. The paper discusses how much influence on final optimal design compared with traditional all-in-one approach, finite difference based CSSO and AD-CSSO applying coupled design variables.

  • PDF

A variational Bayes method for pharmacokinetic model (약물동태학 모형에 대한 변분 베이즈 방법)

  • Parka, Sun;Jo, Seongil;Lee, Woojoo
    • The Korean Journal of Applied Statistics
    • /
    • v.34 no.1
    • /
    • pp.9-23
    • /
    • 2021
  • In the following paper we introduce a variational Bayes method that approximates posterior distributions with mean-field method. In particular, we introduce automatic differentiation variation inference (ADVI), which approximates joint posterior distributions using the product of Gaussian distributions after transforming parameters into real coordinate space, and then apply it to pharmacokinetic models that are models for the study of the time course of drug absorption, distribution, metabolism and excretion. We analyze real data sets using ADVI and compare the results with those based on Markov chain Monte Carlo. We implement the algorithms using Stan.

Multi-Level Optimization of Framed Structures Using Automatic Differentiation (자동미분을 이용한 뼈대구조의 다단계 최적설계)

  • Cho, Hyo-Nam;Chung, Jee-Sung;Min, Dae-Hong;Lee, Kwang-Min
    • Journal of Korean Society of Steel Construction
    • /
    • v.12 no.5 s.48
    • /
    • pp.569-579
    • /
    • 2000
  • An improved multi-level (IML) optimization algorithm using automatic differentiation (AD) of framed structures is proposed in this paper. For the efficiency of the proposed algorithm, multi-level optimization techniques using a decomposition method that separates both system-level and element-level optimizations, that utilizes and an artificial constraint deletion technique, are incorporated in the algorithm. And also to save the numerical efforts, an efficient reanalysis technique through approximated structural responses such as moments and frequencies with respect to intermediate variables is proposed in the paper. Sensitivity analysis of dynamic structural response is executed by AD that is a powerful technique for computing complex or implicit derivatives accurately and efficiently with minimal human effort. The efficiency and robustness of the IML algorithm, compared with a plain multi-level (PML) algorithm, is successfully demonstrated in the numerical examples.

  • PDF

Multi-Level and Multi-Objective Optimization of Framed Structures Using Automatic Differentiation (자동미분을 이용한 뼈대구조의 다단계 다목적 최적설계)

  • Cho, Hyo-Nam;Min, Dae-Hong;Lee, Kwang-Min;Kim, Hoan-Kee
    • Proceedings of the Computational Structural Engineering Institute Conference
    • /
    • 2000.04b
    • /
    • pp.177-186
    • /
    • 2000
  • An improved multi-level(IML) optimization algorithm using automatic differentiation (AD) for multi-objective optimum design of framed structures is proposed in this paper. In order to optimize the steel frames under seismic load, two main objective functions need to be considered for minimizing the structural weight and maximizing the strain energy. For the efficiency of the proposed algorithm, multi-level optimization techniques using decomposition method that separately utilizes both system-level and element-level optimizations and an artificial constraint deletion technique are incorporated in the algorithm. And also to save the numerical efforts, an efficient reanalysis technique through approximated structural responses such as moments, frequencies, and strain energy with respect to intermediate variables is proposed in the paper. Sensitivity analysis of dynamic structural response is executed by AD that is a powerful technique for computing complex or implicit derivatives accurately and efficiently with minimal human effort. The efficiency and robustness of the IML algorithm, compared with a plain multi-level (PML) algorithm, is successfully demonstrated in the numerical examples.

  • PDF

A High Quality Mesh Generation for Surfaces in the Use of Interval Arithmetic

  • Kikuchi, Ryota;Makino, Mitsunori
    • Proceedings of the IEEK Conference
    • /
    • 2002.07b
    • /
    • pp.1153-1156
    • /
    • 2002
  • In this parer, a high quality mesh generation method by using interval arithmetic is proposed. In the proposed method, the variance of a tangent vector at the point is considered by the automatic differentiation. From the variance, sampling points on the surface are judged whether it is adequate or not, which is calculated by the interval arithmetic. Then Delaunay triangulation is performed to the obtained sampling points, and a set of meshes is generated. The proposed method is hard to overlook the local variation of surfaces.

  • PDF

PARALLEL OPTIMAL CONTROL WITH MULTIPLE SHOOTING, CONSTRAINTS AGGREGATION AND ADJOINT METHODS

  • Jeon, Moon-Gu
    • Journal of applied mathematics & informatics
    • /
    • v.19 no.1_2
    • /
    • pp.215-229
    • /
    • 2005
  • In this paper, constraint aggregation is combined with the adjoint and multiple shooting strategies for optimal control of differential algebraic equations (DAE) systems. The approach retains the inherent parallelism of the conventional multiple shooting method, while also being much more efficient for large scale problems. Constraint aggregation is employed to reduce the number of nonlinear continuity constraints in each multiple shooting interval, and its derivatives are computed by the adjoint DAE solver DASPKADJOINT together with ADIFOR and TAMC, the automatic differentiation software for forward and reverse mode, respectively. Numerical experiments demonstrate the effectiveness of the approach.

Characteristics of Post 2020 Architect and Application of Differentiation in the Post 2020 Regime (신기후체제 설계의 특징과 신기후체제에서 차별화 적용 방안)

  • Lee, Sangyun;Choi, Dohyun
    • Journal of Environmental Policy
    • /
    • v.14 no.3
    • /
    • pp.95-118
    • /
    • 2015
  • The 2015 Agreement, an initial architect of the Post-2020 Regime, is expected to be adopted at the twenty-first session of the Conference of Parties to be held in Paris in 2015. We discussed key characteristics of the Post-2020 Regime and applications of differentiation which is most contentious issue in the Post-2020 negotiation. In the Post-2020 Regime, automatic ambition increases of Parties could be accomplished through applications of the circular nature of Intented Nationally Determined Contributions (INDC) as well as the progression of mitigation efforts. In terms of differentiation, it would be better to advocate a new method to applying differentiation in the Post-2020 Regime taking into account our own national circumstances. Specifically, promotion of self-differentiation which fits nearly with the philosophy of INDC could be an alternative. In order to promote self-differentiation, rules to apply self-differentiation needs to be devised, and the purpose of such rules should be the ambition increase.

  • PDF

An Improved Multi-level Optimization Algorithm for Orthotropic Steel Deck Bridges (강바닥판교의 개선된 다단계 최적설계 알고리즘)

  • 조효남;이광민;최영민;김정호
    • Journal of the Computational Structural Engineering Institute of Korea
    • /
    • v.16 no.3
    • /
    • pp.237-250
    • /
    • 2003
  • Since an orthotropic steel deck bridge has large number of design variables and shows complex structural behavior, it would be very difficult and impractical to directly use a Conventional Single Level (CSL) optimization algorithm for its optimum design. Thus, in this paper, an Improved Multi Level Design Synthesis (IMLDS) optimization algorithm is proposed to improve the computational efficiency. In the proposed IMLDS algorithm, a coordination method is introduced to divide the bridge into main girders and orthotropic steel deck with preserving the characteristics of the structural behavior. For an efficient optimization of the bridge, the IMLDS algorithm incorporates the various crucial approximation techniques such as constraints deletion, Automatic Differentiation (AD), stress reanalysis, and etc. In the case of orthotropic steel deck system, optimum design problems are characterized by mixed continuous discrete variables and discontinuous design space. Thus, a modified Genetic Algorithm (GA) is also applied to optimize discrete member design for orthotropic steel deck. From the numerical example, the efficiency and convergency of the IMLDS algorithm proposed in this paper is investigated. It may be positively stated that the IMLDS algorithm will lead to more effective and practical design compared with previous algorithms.

A Study of the Atrial Arrhythmia Diagnosis Algorithm (심방성 부정맥 진단 알고리즘에 관한 연구)

  • 황선철
    • Journal of Biomedical Engineering Research
    • /
    • v.10 no.1
    • /
    • pp.17-24
    • /
    • 1989
  • This papaer presents a new algorithm for the P-wave detection in the ECG signal. Digital differentiation method (7-point derivative) is used for detecting P-waves exactly. This algorithm can detect various parameters of PR, PP, RR interval, which are important to diagnosis AV blocks and WPW syndrome. Especially, this algorithm can detect P-waves very efficiently not only in well-preprocessed waves but in pccr waves with noise and artifact. And it enables to develope more reliable automatic diagnosis algorithm.

  • PDF