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Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

We first describe a general class of optimization problems that describe many natural, economic, and statistical phenomena. After noting the existence of a conserved quantity in a transformed coordinate system, we outline several instances…

Optimization and Control · Mathematics 2018-04-03 David Rushing Dewhurst

This paper explores the difficulties in solving partial differential equations (PDEs) using physics-informed neural networks (PINNs). PINNs use physics as a regularization term in the objective function. However, a drawback of this approach…

Machine Learning · Computer Science 2023-06-21 Shamsulhaq Basir

The sparsity constrained rank-one matrix approximation problem is a difficult mathematical optimization problem which arises in a wide array of useful applications in engineering, machine learning and statistics, and the design of…

Optimization and Control · Mathematics 2012-06-27 Ronny Luss , Marc Teboulle

We consider constrained bilinear optimal control of second-order linear evolution partial differential equations (PDEs) with a reaction term on the half line, where control arises as a time-dependent reaction coefficient and constraints are…

Computational Physics · Physics 2025-11-20 Zhexian Li , Felipe de Barros , Ketan Savla

Systems involving Partial Differential Equations (PDEs) have recently become more popular among the machine learning community. However prior methods usually treat infinite dimensional problems in finite dimensions with Reduced Order…

Optimization and Control · Mathematics 2020-06-08 Ethan N. Evans , Marcus A. Pereira , George I. Boutselis , Evangelos A. Theodorou

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

A broad class of convex optimization problems can be formulated as a semidefinite program (SDP), minimization of a convex function over the positive-semidefinite cone subject to some affine constraints. The majority of classical SDP solvers…

Optimization and Control · Mathematics 2019-10-30 Francesco Locatello , Alp Yurtsever , Olivier Fercoq , Volkan Cevher

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr

We present a novel variational quantum framework for nonlinear partial differential equation (PDE) constrained optimization problems. The proposed work extends the recently introduced bi-level variational quantum PDE constrained…

Quantum Physics · Physics 2024-10-18 Abeynaya Gnanasekaran , Amit Surana , Hongyu Zhu

We develop numerical methods for elliptic systems governed by partial segregation constraints, in which three nonnegative components are required to have a vanishing pointwise product throughout the domain. This constraint enforces that at…

Numerical Analysis · Mathematics 2026-03-09 Farid Bozorgnia , Avetik Arakelyan , Vyacheslav Kungurtsev , Jan Valdman

Finite element simulations have been used to solve various partial differential equations (PDEs) that model physical, chemical, and biological phenomena. The resulting discretized solutions to PDEs often do not satisfy requisite physical…

Numerical Analysis · Mathematics 2022-03-17 Vidhi Zala , Robert M. Kirby , Akil Narayan

This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…

Optimization and Control · Mathematics 2026-05-28 Yizun Lin , Jian-Feng Cai , Zhao-Rong Lai , Cheng Li

An accurate approximation of solutions to elliptic problems in infinite domains is challenging from a computational point of view. This is due to the need to replace the infinite domain with a sufficiently large and bounded computational…

Numerical Analysis · Mathematics 2024-10-22 Doghonay Arjmand , Filip Marttala

We propose a fast and scalable optimization method to solve chance or probabilistic constrained optimization problems governed by partial differential equations (PDEs) with high-dimensional random parameters. To address the critical…

Optimization and Control · Mathematics 2020-11-20 Peng Chen , Omar Ghattas

We propose a methodology to address two analysis problems concerning complex systems, namely bounding state functionals of stochastic differential equations (SDEs) and verifying set avoidance of systems described by partial differential…

Optimization and Control · Mathematics 2016-03-30 Mohamadreza Ahmadi , Giorgio Valmorbida , Antonis Papachristodoulou

Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…

Machine Learning · Computer Science 2021-09-29 Pongpisit Thanasutives , Masayuki Numao , Ken-ichi Fukui

High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…

Optimization and Control · Mathematics 2025-08-29 Brian K. Tran , Ben S. Southworth , David B. Cavender , Sam Olivier , Syed A. Shah , Tommaso Buvoli

Regularization is widely used in statistics and machine learning to prevent overfitting and gear solution towards prior information. In general, a regularized estimation problem minimizes the sum of a loss function and a penalty term. The…

Computation · Statistics 2012-01-18 Hua Zhou , Yichao Wu

The Partial Integral Equation (PIE) framework was developed to computationally analyze linear Partial Differential Equations (PDEs) where the PDE is first converted to a PIE and then the analysis problem is solved by solving operator-valued…

Numerical Analysis · Mathematics 2022-04-04 Sachin Shivakumar , Matthew Peet