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In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it…

Numerical Analysis · Computer Science 2016-12-23 Santiago Badia , Jesús Bonilla

For an infinite-horizon control problem, the optimal control can be represented by the stable manifold of the characteristic Hamiltonian system of Hamilton-Jacobi-Bellman (HJB) equation in a semiglobal domain. In this paper, we first…

Optimization and Control · Mathematics 2024-05-14 Guoyuan Chen

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

We consider the homogenized linear feasibility problem, to find an $x$ on the unit sphere, satisfying $n$ line ar inequalities $a_i^Tx\ge 0$. To solve this problem we consider the centers of the insphere of spherical simpl ices, whose…

Optimization and Control · Mathematics 2007-05-23 Ulrich Betke

We propose a structure-preserving scheme for a hybrid model that couples the time-dependent Ginzburg-Landau (TDGL) equation of superconducting vortex dynamics and the nonlinear Bardeen-Cooper-Schrieffer (BCS) gap equation. This formulation…

Numerical Analysis · Mathematics 2026-01-19 Boyi Wang , Saurav Shenoy , Daniel Fortino , Long-Qing Chen , Wenrui Hao

We study a preconditioner for a Hermitian positive definite linear system, which is obtained as the solution of a matrix nearness problem based on the Bregman log determinant divergence. The preconditioner is of the form of a Hermitian…

Numerical Analysis · Mathematics 2023-12-15 Andreas Bock , Martin S. Andersen

We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We…

Numerical Analysis · Mathematics 2015-05-25 Margherita Porcelli , Valeria Simoncini , Mattia Tani

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

Numerical Analysis · Mathematics 2025-01-29 Iain Smears

We develop here the method for obtaining approximate stability boundaries in the space of parameters for systems with parametric excitation. The monodromy (Floquet) matrix of linearized system is found by averaging method. For system with 2…

Dynamical Systems · Mathematics 2019-12-24 Anton O. Belyakov , Alexander P. Seyranian

The paper proposes a novel hybrid method for solving equilibrium problems and fixed point problems. By constructing specially cutting-halfspaces, in this algorithm, only an optimization program is solved at each iteration without the…

Optimization and Control · Mathematics 2015-10-30 Dang Van Hieu

We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…

Numerical Analysis · Mathematics 2024-02-22 Achraf Badahmane , Ahmed Ratnani , Hassane Sadok

We present a novel preconditioning technique for proximal optimization methods that relies on graph algorithms to construct effective preconditioners. Such combinatorial preconditioners arise from partitioning the graph into forests. We…

Optimization and Control · Mathematics 2018-02-22 Thomas Möllenhoff , Zhenzhang Ye , Tao Wu , Daniel Cremers

We discuss how the kernel convolution approach can be used to accurately approximate the spatial covariance model on a sphere using spherical distances between points. A detailed derivation of the required formulas is provided. The proposed…

Computation · Statistics 2017-01-13 Alexander Gribov , Konstantin Krivoruchko

In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the…

Numerical Analysis · Mathematics 2022-08-24 Gregor Gantner , Rob Stevenson

In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

Optimization and Control · Mathematics 2018-12-17 Yang Yang , Marius Pesavento

A uniform inf-sup condition related to a parameter dependent Stokes problem is established. Such conditions are intimately connected to the construction of uniform preconditioners for the problem, i.e., preconditioners which behave…

Numerical Analysis · Mathematics 2012-01-10 Kent-Andre Mardal , Joachim Schöberl , Ragnar Winther

In the present work, we demonstrate how the pseudoinverse concept from linear algebra can be used to represent and analyze the boundary conditions of linear systems of partial differential equations. This approach has theoretical and…

Numerical Analysis · Mathematics 2024-01-05 Pelle Olsson

This paper deals with the optimization of Bolza problem with a system of convex and nonconvex, discrete and differential state variable inequality constraints of second order by deriving necessary and sufficient conditions for optimality.…

Optimization and Control · Mathematics 2020-09-17 Elimhan N. Mahmudov , S. Demir Saglam

A preconditioning theory is presented which establishes sufficient conditions for multiplicative and additive Schwarz algorithms to yield self-adjoint positive definite preconditioners. It allows for the analysis and use of non-variational…

Numerical Analysis · Mathematics 2010-01-12 Michael Holst , Stefan Vandewalle

We develop a simple algorithmic framework to solve large-scale symmetric positive definite linear systems. At its core, the framework relies on two components: (1) a norm-convergent iterative method (i.e. smoother) and (2) a preconditioner.…

Numerical Analysis · Mathematics 2013-02-18 Xiaozhe Hu , Shuhong Wu , Xiao-Hui Wu , Jinchao Xu , Chen-Song Zhang , Shiquan Zhang , Ludmil Zikatanov