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In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…

Optimization and Control · Mathematics 2019-03-20 Nicolas Loizou , Peter Richtárik

Optimizing shapes and topology of physical devices is crucial for both scientific and technological advancements, given its wide-ranging implications across numerous industries and research areas. Innovations in shape and topology…

Computational Physics · Physics 2023-10-02 Alexander Luce , Rasoul Alaee , Fabian Knorr , Florian Marquardt

We present and mathematically analyze an online adjoint algorithm for the optimization of partial differential equations (PDEs). Traditional adjoint algorithms would typically solve a new adjoint PDE at each optimization iteration, which…

Optimization and Control · Mathematics 2022-01-27 Justin Sirignano , Konstantinos Spiliopoulos

The adjoint method, recently introduced by Evans, is used to study obstacle problems, weakly coupled systems, cell problems for weakly coupled systems of Hamilton-Jacobi equations, and weakly coupled systems of obstacle type. In particular,…

Analysis of PDEs · Mathematics 2013-03-13 Filippo Cagnetti , Diogo Gomes , Hung Tran

This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…

Optimization and Control · Mathematics 2018-05-21 Vando A. Adona , Max L. N. Goncalves , Jefferson G. Melo

Adjoint variable method in combination with gradient descent optimization has been widely used for the inverse design of nanophotonic devices. In many of such optimizations, the design region is only a small fraction of the total…

Computational Physics · Physics 2019-07-24 Nathan Zhao , Salim Boutami , Shanhui Fan

We consider the task of solving generic inverse problems, where one wishes to determine the hidden parameters of a natural system that will give rise to a particular set of measurements. Recently many new approaches based upon deep learning…

Machine Learning · Computer Science 2021-10-13 Simiao Ren , Willie Padilla , Jordan Malof

Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…

Geophysics · Physics 2025-08-21 Andrea Zunino , Scott Keating , Andreas Fichtner

In view of the minimization of a function which is the sum of a differentiable function $f$ and a convex function $g$ we introduce descent methods which can be viewed as produced by inexact auxiliary problem principleor inexact variable…

Optimization and Control · Mathematics 2016-09-13 Jean-Philippe Chancelier

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

Before a car-following model can be applied in practice, it must first be validated against real data in a process known as calibration. This paper discusses the formulation of calibration as an optimization problem, and compares different…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Ronan Keane , H. Oliver Gao

The efficient method for computing the sensitivities is the adjoint method. The cost of solving an adjoint equation is comparable to the cost of solving the governing equation. Once the adjoint solution is obtained, the sensitivities to any…

Computational Physics · Physics 2018-05-22 Guojun Hu , Tomasz Kozlowski

This paper presents a general convergence theory of penalty based numerical methods for elliptic constrained inequality problems, including variational inequalities, hemivariational inequalities, and variational-hemivariational…

Numerical Analysis · Mathematics 2019-12-18 Weimin Han , Mircea Sofonea

We investigate the inverse Cauchy and data completion problems for elliptic partial differential equations in a bounded domain $D \subset \mathbb{R}^d$, $d \ge 2$, with a special emphasis on the steady-state heat conduction in anisotropic…

Numerical Analysis · Mathematics 2025-06-06 Iulian Cîmpean , Andreea Grecu , Liviu Marin

A range of optimization cases of two-dimensional Stefan problems, solved using a tracking-type cost-functional, is presented. A level set method is used to capture the interface between the liquid and solid phases and an immersed boundary…

Mathematical Physics · Physics 2023-01-25 Tomas Fullana , Vincent Le Chenadec , Taraneh Sayadi

In this paper we consider the " exterior approach " to solve the inverse obstacle problem for the heat equation. This iterated approach is based on a quasi-reversibility method to compute the solution from the Cauchy data while a simple…

Analysis of PDEs · Mathematics 2022-07-19 Laurent Bourgeois , Jérémi Dardé

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…

Numerical Analysis · Computer Science 2013-11-13 Petr N. Vabishchevich

We study an inverse problem associated with an eddy current model. We first address the ill-posedness of the inverse problem by proving the compactness of the forward map with respect to the conductivity and the non-uniqueness of the…

Analysis of PDEs · Mathematics 2019-08-26 Junqing Chen , Ying Liang , Jun Zou

Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…

Numerical Analysis · Computer Science 2016-04-18 Petr N. Vabishchevich