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Stochastic alternating direction method of multipliers (SADMM) is a popular method for solving nonconvex nonsmooth optimization in various applications. However, it typically requires an empirical selection of the static batch size for…

Optimization and Control · Mathematics 2026-01-23 Jiachen Jin , Kangkang Deng , Boyu Wang , Hongxia Wang

In this paper, a parameter-uniform fitted mesh finite difference scheme is constructed and analyzed for a class of singularly perturbed interior turning point problems. The solution of this class of turning point problem possess two outflow…

Numerical Analysis · Mathematics 2019-09-17 Vikas Gupta , Sanjay K. Sahoo , Ritesh K. Dubey

We present and analyze a new finite element method for solving interface problems on a triangular grid. The method locally modifies a given triangulation such that the interfaces are accurately resolved and the maximal angle condition…

Numerical Analysis · Mathematics 2026-04-02 Peter Gangl , Ulrich Langer

This paper proposes SplitSGD, a new dynamic learning rate schedule for stochastic optimization. This method decreases the learning rate for better adaptation to the local geometry of the objective function whenever a stationary phase is…

Machine Learning · Statistics 2024-02-20 Matteo Sordello , Niccolò Dalmasso , Hangfeng He , Weijie Su

State redistribution (SRD) is a recently developed technique for stabilizing cut cells that result from finite-volume embedded boundary methods. SRD has been successfully applied to a variety of compressible and incompressible flow…

Numerical Analysis · Mathematics 2023-09-13 Isabel Barrio Sanchez , Ann S. Almgren , John B. Bell , Marc T. Henry de Frahan , Weiqun Zhang

This paper proposes an algorithm to efficiently solve multistage stochastic programs with block separable recourse where each recourse problem is a multistage stochastic program with stage-wise independent uncertainty. The algorithm first…

Optimization and Control · Mathematics 2025-07-30 Nicolò Mazzi , Ken Mckinnon , Hongyu Zhang

A space-time adaptive scheme is presented for solving advection equations in two space dimensions. The gradient-augmented level set method using a semi-Lagrangian formulation with backward time integration is coupled with a point value…

Computational Physics · Physics 2015-04-20 Dmitry Kolomenskiy , Jean-Christophe Nave , Kai Schneider

A framework is introduced for sequentially solving convex stochastic minimization problems, where the objective functions change slowly, in the sense that the distance between successive minimizers is bounded. The minimization problems are…

Optimization and Control · Mathematics 2018-03-12 Craig Wilson , Venugopal Veeravalli , Angelia Nedich

In this paper, we present a contraction-guided adaptive partitioning algorithm for improving interval-valued robust reachable set estimates in a nonlinear feedback loop with a neural network controller and disturbances. Based on an estimate…

Systems and Control · Electrical Eng. & Systems 2024-01-23 Akash Harapanahalli , Saber Jafarpour , Samuel Coogan

In this paper we propose a corrected semi-proximal ADMM (alternating direction method of multipliers) for the general $p$-block $(p\!\ge 3)$ convex optimization problems with linear constraints, aiming to resolve the dilemma that almost all…

Optimization and Control · Mathematics 2015-02-12 Li Shen , Shaohua Pan

In this report, we study decentralized stochastic optimization to minimize a sum of smooth and strongly convex cost functions when the functions are distributed over a directed network of nodes. In contrast to the existing work, we use…

Machine Learning · Computer Science 2020-07-24 Muhammad I. Qureshi , Ran Xin , Soummya Kar , Usman A. Khan

The scalar, one-dimensional advection equation and heat equation are considered. These equations are discretized in space, using a finite difference method satisfying summation-by-parts (SBP) properties. To impose the boundary conditions,…

Numerical Analysis · Mathematics 2020-04-21 Sofia Eriksson

Stochastic optimisation problems minimise expectations of random cost functions. We use 'optimise then discretise' method to solve stochastic optimisation. In our approach, accurate quadrature methods are required to calculate the…

Numerical Analysis · Mathematics 2022-02-22 Yuancheng Zhou

An explicit moving boundary method for the numerical solution of time-dependent hyperbolic conservation laws on grids produced by the intersection of complex geometries with a regular Cartesian grid is presented. As it employs directional…

Fluid Dynamics · Physics 2018-05-23 W. P. Bennett , N. Nikiforakis , R. Klein

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

We propose a goal-oriented mesh-adaptive algorithm for a finite element method stabilized via residual minimization on dual discontinuous-Galerkin norms. By solving a saddle-point problem, this residual minimization delivers a stable…

Numerical Analysis · Mathematics 2021-02-24 Sergio Rojas , David Pardo , Pouria Behnoudfar , Victor M. Calo

We present strongly convergent explicit and semi-implicit adaptive numerical schemes for systems of stiff stochastic differential equations (SDEs) where both the drift and diffusion are non-globally Lipschitz continuous. This stiffness may…

Numerical Analysis · Mathematics 2021-06-02 Cónall Kelly , Gabriel Lord

The need to smoothly cover a computational domain of interest generically requires the adoption of several grids. To solve the problem of interest under this grid-structure one must ensure the suitable transfer of information among the…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Luis Lehner , Oscar Reula , Manuel Tiglio

When a numerical simulation has to handle a physics problem with a wide range of time-dependent length scales, dynamically adaptive discretizations can be the method of choice. We present a major upgrade to the numerical relativity code…

General Relativity and Quantum Cosmology · Physics 2023-05-31 Sarah Renkhoff , Daniela Cors , David Hilditch , Bernd Brügmann

Context: Calculating stellar pulsations requires a sufficient accuracy to match the quality of the observations. Many current pulsation codes apply a second order finite-difference scheme, combined with Richardson extrapolation to reach…

Solar and Stellar Astrophysics · Physics 2015-06-16 D. R. Reese