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We develop here a computationally effective approach for producing high-quality $\mathcal{H}_\infty$-approximations to large scale linear dynamical systems having multiple inputs and multiple outputs (MIMO). We extend an approach for…

Numerical Analysis · Mathematics 2017-09-22 Alessandro Castagnotto , Christopher Beattie , Serkan Gugercin

Joint diagonalization, the process of finding a shared set of approximate eigenvectors for a collection of matrices, arises in diverse applications such as multidimensional harmonic analysis or quantum information theory. This task is…

Optimization and Control · Mathematics 2025-02-12 Erik Troedsson , Marcus Carlsson , Herwig Wendt

We develop a method for optimization in shape spaces, i.e., sets of surfaces modulo re-parametrization. Unlike previously proposed gradient flows, we achieve superlinear convergence rates through a subtle approximation of the shape Hessian,…

Computer Vision and Pattern Recognition · Computer Science 2014-04-15 J. Balzer , S. Soatto

Designing the topology of three-dimensional structures is a challenging problem due to its memory and time consumption. In this paper, we present a robust and efficient algorithm for solving large-scale 3D topology optimization problems.…

Optimization and Control · Mathematics 2024-03-01 Alfredo Vitorino , Francisco A. M. Gomes

Preconditioning has long been a staple technique in optimization, often applied to reduce the condition number of a matrix and speed up the convergence of algorithms. Although there are many popular preconditioning techniques in practice,…

Optimization and Control · Mathematics 2022-11-08 Zhaonan Qu , Wenzhi Gao , Oliver Hinder , Yinyu Ye , Zhengyuan Zhou

The fully implicit method is the most commonly used approach to solve black-oil problems in reservoir simulation. The method requires repeated linearization of large nonlinear systems and produces ill-condi\-tioned linear systems. We…

Numerical Analysis · Mathematics 2020-01-07 Øystein S. Klemetsdal , Atgeirr F. Rasmussen , Olav Møyner , Knut-Andreas Lie

This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…

Numerical Analysis · Mathematics 2024-09-27 Sudarshan Santra , Ratikanta Behera

In this paper, we present a high-order finite element method based on a reconstructed approximation to the biharmonic equation. In our construction, the space is reconstructed from nodal values by solving a local least squares fitting…

Numerical Analysis · Mathematics 2024-07-08 Ruo Li , Qicheng Liu , Fanyi Yang

Interpolatory necessary optimality conditions for $\mathcal{H}_2$-optimal reduced-order modeling of unstructured linear time-invariant (LTI) systems are well-known. Based on previous work on $\mathcal{L}_2$-optimal reduced-order modeling of…

Numerical Analysis · Mathematics 2024-09-23 Petar Mlinarić , Peter Benner , Serkan Gugercin

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

Numerical Analysis · Mathematics 2026-04-13 Elise Bonnet-Weill , Virginie Ehrlacher , Luca Nenna

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

We prove hp-optimal error estimates for the original DG method when approximating solutions to first-order hyperbolic problems with constant convection fields in the L2 and DG norms. The main theoretical tools used in the analysis are novel…

Numerical Analysis · Mathematics 2024-07-10 Zhaonan Dong , Lorenzo Mascotto

An ideal of a local polynomial ring can be described by calculating a standard basis with respect to a local monomial ordering. However standard basis algorithms are not numerically stable. Instead we can describe the ideal numerically by…

Algebraic Geometry · Mathematics 2012-11-22 Robert Krone

We study linear problems defined on tensor products of Hilbert spaces with an additional (anti-) symmetry property. We construct a linear algorithm that uses finitely many continuous linear functionals and show an explicit formula for its…

Numerical Analysis · Mathematics 2012-08-16 Markus Weimar

We study a class of polynomial optimization problems with a robust polynomial matrix inequality (PMI) constraint where the uncertainty set itself is defined also by a PMI. These can be viewed as matrix generalizations of semi-infinite…

Optimization and Control · Mathematics 2024-10-10 Feng Guo , Jie Wang

Fitting a matrix of a given rank to data in a least squares sense can be done very effectively using 2nd order methods such as Levenberg-Marquardt by explicitly optimizing over a bilinear parameterization of the matrix. In contrast, when…

Computer Vision and Pattern Recognition · Computer Science 2020-07-10 José Pedro Iglesias , Carl Olsson , Marcus Valtonen Örnhag

This work provides the first finite-time convergence guarantees for linearly constrained stochastic bilevel optimization using only first-order methods, requiring solely gradient information without any Hessian computations or second-order…

Optimization and Control · Mathematics 2025-11-18 Cac Phan , Kai Wang

We introduce an interpolation framework for H-infinity model reduction founded on ideas originating in optimal-H2 interpolatory model reduction, realization theory, and complex Chebyshev approximation. By employing a Loewner "data-driven"…

Numerical Analysis · Mathematics 2013-09-03 Garret Flagg , Christopher Beattie , Serkan Gugercin

We analyze a divergence based first order system least squares method applied to a second order elliptic model problem with homogeneous boundary conditions. We prove optimal convergence in the $L^2(\Omega)$ norm for the scalar variable.…

Numerical Analysis · Mathematics 2024-07-25 Maximilian Bernkopf , Jens Markus Melenk