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We study several iterative methods for fully coupled flow and reactive transport in porous media. The resulting mathematical model is a coupled, nonlinear evolution system. The flow model component builds on the Richards equation, modified…

Numerical Analysis · Mathematics 2021-01-01 Davide Illiano , Jakub Wiktor Both , Iuliu Sorin Pop , Florin Adrian Radu

In this paper we derive a Newton type method to solve the non-linear system formed by combining the Tikhonov normal equations and Morozov's discrepancy principle. We prove that by placing a bound on the step size of the Newton iterations…

Numerical Analysis · Mathematics 2018-09-06 Nick Schenkels , Wim Vanroose

In 1966, Edward Nelson presented an interesting derivation of the Schrodinger equation using Brownian motion. Recently, this derivation is linked to the theory of optimal transport, which shows that the Schrodinger equation is a Hamiltonian…

Dynamical Systems · Mathematics 2021-07-07 Shui-Nee Chow , Wuchen Li , Haomin Zhou

We study the error in approximating the minimum of a Brownian motion on the unit interval based on finitely many point evaluations. We construct an algorithm that adaptively chooses the points at which to evaluate the Brownian path. In…

Probability · Mathematics 2016-01-07 James M. Calvin , Mario Hefter , André Herzwurm

A class of linear parabolic equations are considered. We derive a common framework for the a posteriori error analysis of certain second-order time discretisations combined with finite element discretisations in space. In particular we…

Numerical Analysis · Mathematics 2023-04-05 Torsten Linß , Martin Ossadnik , Goran Radojev

Different variants of approximate inverse iteration like the locally optimal block preconditioned conjugate gradient method became in recent years increasingly popular for the solution of the large matrix eigenvalue problems arising from…

Numerical Analysis · Mathematics 2016-11-15 Harry Yserentant

We consider the solution of linear saddle-point problems, using the alternating direction method-of-multipliers (ADMM) as a preconditioner for the generalized minimum residual method (GMRES). We show, using theoretical bounds and empirical…

Optimization and Control · Mathematics 2016-04-28 Richard Y. Zhang , Jacob K. White

This paper is concerned with six variational problems and their mutual connections: The quadratic Monge-Kantorovich optimal transport, the Schr\"odinger problem, Brenier's relaxed model for incompressible fluids, the so-called Br\"odinger…

Analysis of PDEs · Mathematics 2019-08-09 Aymeric Baradat , Léonard Monsaingeon

Nonlinearity presents a significant challenge in problems involving dynamical systems, prompting the exploration of various linearization techniques, including the well-known Carleman Linearization. In this paper, we introduce the Koopman…

Dynamical Systems · Mathematics 2023-10-31 Dongwei Shi , Xiu Yang

This paper is devoted to developing the alternating minimization algorithm for problems of structured nonconvex optimization proposed by Attouch, Bolt\'e, Redont, and Soubeyran in 2010. Our main result provides significant improvements of…

Optimization and Control · Mathematics 2026-02-02 Glaydston C. Bento , Boris S. Mordukhovich , Tiago S. Mota , Antoine Soubeyran

Nonnegative matrix factorization has been widely applied in face recognition, text mining, as well as spectral analysis. This paper proposes an alternating proximal gradient method for solving this problem. With a uniformly positive lower…

Information Theory · Computer Science 2013-02-12 Yangyang Xu

We consider slow motion of a pointlike topological defect (vortex) in the nonlinear Schrodinger equation minimally coupled to Chern-Simons gauge field and subject to external uniform magnetic field. It turns out that a formal expansion of…

High Energy Physics - Theory · Physics 2009-10-28 Jacek Dziarmaga

This study investigates the efficacy of Jacobian-free Newton-Krylov methods in finite-volume solid mechanics. Traditional Newton-based approaches require explicit Jacobian matrix formation and storage, which can be computationally expensive…

Numerical Analysis · Mathematics 2026-01-22 Philip Cardiff , Dylan Armfield , Željko Tuković , Ivan Batistić

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

In this paper, we propose the greedy and random Broyden's method for solving nonlinear equations. Specifically, the greedy method greedily selects the direction to maximize a certain measure of progress for approximating the current…

Numerical Analysis · Mathematics 2021-10-19 Haishan Ye , Dachao Lin , Zhihua Zhang

This thesis focuses on developing and analyzing accelerated and inexact first-order methods for solving or finding stationary points of various nonconvex composite optimization (NCO) problems. The main tools mainly come from variational and…

Optimization and Control · Mathematics 2021-12-28 Weiwei Kong

We study non-equilibrium transport through a single-orbital Anderson model in a magnetic field with spin-dependent hopping amplitudes. In the cotunneling regime it is described by an effective spin-1/2 dot with a…

Strongly Correlated Electrons · Physics 2013-01-14 Mikhail Pletyukhov , Dirk Schuricht

Many of the new developments in machine learning are connected with gradient-based optimization methods. Recently, these methods have been studied using a variational perspective. This has opened up the possibility of introducing…

Optimization and Control · Mathematics 2024-04-17 Cédric M. Campos , Alejandro Mahillo , David Martín de Diego

A simple procedure to map two probability measures in $\mathbb{R}^d$ is the so-called \emph{Knothe-Rosenblatt rearrangement}, which consists in rearranging monotonically the marginal distributions of the last coordinate, and then the…

Optimization and Control · Mathematics 2008-10-24 Guillaume Carlier , Alfred Galichon , Filippo Santambrogio

Recently proposed nonholonomic deformation of the KdV equation is solved through inverse scattering method by constructing AKNS-type Lax pair. Exact and explicit N-soliton solutions are found for the basic field and the deforming function…

Exactly Solvable and Integrable Systems · Physics 2010-09-20 Anjan Kundu
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