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Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

We propose and analyze a perturbative regularization method to approximate quadratic optimization problems with finite-dimensional degeneracy. The original problem is first approximated by a regularized problem depending on a small positive…

Numerical Analysis · Mathematics 2026-03-16 C. G. Gebhardt , I. Romero

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

Numerical Analysis · Mathematics 2020-08-04 Ruisheng Qi , Xiaojie Wang

We develop a novel stepsize based on \BB method for solving some challenging optimization problems efficiently, named regularized \BB (RBB) stepsize. We indicate that RBB stepsize is the close solution to a $\ell_{2}^{2}$-regularized least…

Numerical Analysis · Mathematics 2025-06-04 Congpei An , Xin Xu

This paper proposes a novel class of block quasi-Newton methods for convex optimization which we call symmetric rank-$k$ (SR-$k$) methods. Each iteration of SR-$k$ incorporates the curvature information with~$k$ Hessian-vector products…

Optimization and Control · Mathematics 2024-07-25 Chengchang Liu , Cheng Chen , Luo Luo

We present two improved randomized neural network methods, namely RNN-Scaling and RNN-Boundary-Processing (RNN-BP) methods, for solving elliptic equations such as the Poisson equation and the biharmonic equation. The RNN-Scaling method…

Numerical Analysis · Mathematics 2024-07-29 Huifang Zhou , Zhiqiang Sheng

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

Learning representation from relative similarity comparisons, often called ordinal embedding, gains rising attention in recent years. Most of the existing methods are batch methods designed mainly based on the convex optimization, say, the…

Machine Learning · Statistics 2018-02-01 Ke Ma , Jinshan Zeng , Jiechao Xiong , Qianqian Xu , Xiaochun Cao , Wei Liu , Yuan Yao

In this paper, we present a systematic stability analysis of the quadrature-based moment method (QBMM) for the one-dimensional Boltzmann equation with BGK or Shakhov models. As reported in recent literature, the method has revealed its…

Numerical Analysis · Mathematics 2018-12-21 Qian Huang , Shuiqing Li , Wen-An Yong

In this work, we present a positivity-preserving high-order flux reconstruction method for the polyatomic Boltzmann--BGK equation augmented with a discrete velocity model that ensures the scheme is discretely conservative. Through modeling…

Numerical Analysis · Mathematics 2023-04-19 Tarik Dzanic , Freddie D. Witherden , Luigi Martinelli

A new lattice Boltzmann (LB) model is introduced, based on a regularization of the pre-collision distribution functions in terms of the local density, velocity, and momentum flux tensor. The model dramatically improves the precision and…

Fluid Dynamics · Physics 2007-05-23 Jonas Latt , Bastien Chopard

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 paper introduces new techniques for using convex optimization to fit input-output data to a class of stable nonlinear dynamical models. We present an algorithm that guarantees consistent estimates of models in this class when a small…

Optimization and Control · Mathematics 2013-03-19 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

In this paper, we propose some accelerated methods for solving optimization problems under the condition of relatively smooth and relatively Lipschitz continuous functions with an inexact oracle. We consider the problem of minimizing the…

Optimization and Control · Mathematics 2024-11-27 O. S. Savchuk , M. S. Alkousa , A. S. Shushko , A. A. Vyguzov , F. S. Stonyakin , D. A. Pasechnyuk , A. V. Gasnikov

For computational fluid dynamics (CFD), the generalized Riemann problem (GRP) solver and the gas-kinetic kinetic scheme (GKS) provide a time-accurate flux function starting from a discontinuous piecewise linear flow distributions around…

Numerical Analysis · Mathematics 2016-10-12 Liang Pan , Kun Xu , Qibing Li , Jiequan Li

Solving the Stefan problem, also referred as the heat conduction problem with phase change, is a necessary step to solve phase change problems with convection. In this article, we are interested in using the Lattice Boltzmann Method (LBM)…

Numerical Analysis · Mathematics 2025-05-20 Francky Luddens , Corentin Lothodé , Ionut Danaila

We present high-order, fully explicit projective integration schemes for nonlinear collisional kinetic equations such as the BGK and Boltzmann equation. The methods first take a few small (inner) steps with a simple, explicit method (such…

Analysis of PDEs · Mathematics 2017-12-19 Ward Melis , Thomas Rey , Giovanni Samaey

A second order accurate (in time) numerical scheme is proposed and analyzed for the Poisson-Nernst-Planck equation (PNP) system, reformulated as a non-constant mobility $H^{-1}$ gradient flow in the Energetic Variational Approach (EnVarA).…

Numerical Analysis · Mathematics 2022-08-15 Chun Liu , Cheng Wang , Steven M. Wise , Xingye Yue , Shenggao Zhou

In this paper, we introduce a reduced order model-based reinforcement learning (MBRL) approach, utilizing the Iterative Linear Quadratic Regulator (ILQR) algorithm for the optimal control of nonlinear partial differential equations (PDEs).…

Systems and Control · Electrical Eng. & Systems 2025-01-14 Aayushman Sharma , Suman Chakravorty

We propose a high-order version of the augmented Lagrangian method for solving convex optimization problems with linear constraints, which achieves arbitrarily fast -- and even superlinear -- convergence rates. First, we analyze the…

Optimization and Control · Mathematics 2026-01-21 Young-Ju Lee , Jongho Park