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Many robotics applications, from object manipulation to locomotion, require planning methods that are capable of handling the dynamics of contact. Trajectory optimization has been shown to be a viable approach that can be made to support…

Robotics · Computer Science 2019-09-09 Benoit Landry , Joseph Lorenzetti , Zachary Manchester , Marco Pavone

This study investigates numerical methods to solve nonlinear transport problems characterized by various sorption isotherms with a focus on the Freundlich type of isotherms. We describe and compare second order accurate numerical schemes,…

Numerical Analysis · Mathematics 2025-07-22 Dagmar Zakova , Peter Frolkovic

Gradient-based (a.k.a. `first order') optimization algorithms are routinely used to solve large scale non-convex problems. Yet, it is generally hard to predict their effectiveness. In order to gain insight into this question, we revisit the…

Probability · Mathematics 2024-12-10 Andrea Montanari , Eliran Subag

We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel…

Optimization and Control · Mathematics 2026-05-11 Yiyang Shen , Yutian He , Weiran Wang , Qihang Lin

For a singularly perturbed elliptic model problem with two small parameters, we analyze finite element methods of any order on a Bakhvalov-type mesh. For convergence analysis, we construct a new interpolation by using the characteristics of…

Numerical Analysis · Mathematics 2020-11-26 Jin Zhang , Yanhui Lv

Linear approximation commonly used in solving alternating-current optimal power flow (AC-OPF) simplifies the system models but incurs accumulated voltage errors in large power networks. Such errors will make the primal-dual type gradient…

Optimization and Control · Mathematics 2023-06-08 Heng Liang , Xinyang Zhou , Changhong Zhao

Due to the lack of corresponding analysis on appropriate mapping operator between two grids, high-order two-grid difference algorithms are rarely studied. In this paper, we firstly discuss the boundedness of a local bi-cubic Lagrange…

Numerical Analysis · Mathematics 2024-08-14 Bingyin Zhang , Hongfei Fu

This article examines a linear-quadratic elliptic optimal control problem in which the cost functional and the state equation involve a highly oscillatory periodic coefficient $A^\varepsilon$. The small parameter $\varepsilon>0$ denotes the…

Optimization and Control · Mathematics 2020-10-12 Agnes Lamacz-Keymling , Irwin Yousept

Like many numerical methods, solvers for initial value problems (IVPs) on ordinary differential equations estimate an analytically intractable quantity, using the results of tractable computations as inputs. This structure is closely…

Numerical Analysis · Mathematics 2017-08-14 Michael Schober , Simo Särkkä , Philipp Hennig

We introduce a two-level direct solver for the Hierarchical Poincar\'e-Steklov (HPS) method for solving linear elliptic PDEs. HPS combines multidomain spectral collocation with a direct solver, enabling high-order discretizations for highly…

Numerical Analysis · Mathematics 2025-09-19 Joseph Kump , Anna Yesypenko , Per-Gunnar Martinsson

The paper studies a higher order unfitted finite element method for the Stokes system posed on a surface in three-dimensional space. The method employs generalized Taylor-Hood finite element pairs on tetrahedral bulk mesh to discretize the…

Numerical Analysis · Mathematics 2020-03-17 Thomas Jankuhn , Maxim A. Olshanskii , Arnold Reusken , Alexander Zhiliakov

First-order stochastic methods are the state-of-the-art in large-scale machine learning optimization owing to efficient per-iteration complexity. Second-order methods, while able to provide faster convergence, have been much less explored…

Machine Learning · Statistics 2017-12-01 Naman Agarwal , Brian Bullins , Elad Hazan

In this paper a class of higher order finite element methods for the discretization of surface Stokes equations is studied. These methods are based on an unfitted finite element approach in which standard Taylor-Hood spaces on an underlying…

Numerical Analysis · Mathematics 2019-09-19 Thomas Jankuhn , Arnold Reusken

First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…

Optimization and Control · Mathematics 2021-01-07 Pavel Dvurechensky , Mathias Staudigl , Shimrit Shtern

The present work proposes a well-balanced finite volume-type numerical method for the solution of non-conservative hyperbolic partial differential equations (PDEs) with source terms. The method is characterized, first, by the use of a…

Numerical Analysis · Mathematics 2026-05-06 Chiara Colombo , Caterina Dalmaso , Lucas O. Müller , Annunziato Siviglia

Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained…

Optimization and Control · Mathematics 2025-06-13 Alejandro Carderera , Sebastian Pokutta

The purpose of this paper is to propose a semi-analytical technique convenient for numerical approximation of solutions of the initial value problem for $p$-dimensional delayed and neutral differential systems with constant, proportional…

Classical Analysis and ODEs · Mathematics 2019-01-29 Josef Rebenda , Zdeněk Šmarda

We present a priori error estimates for a multirate time-stepping scheme for coupled differential equations. The discretization is based on Galerkin methods in time using two different time meshes for two parts of the problem. We aim at…

Numerical Analysis · Mathematics 2023-10-05 Martyną Soszynska , Thomas Richter

In the present work, a kind of trigonometric collocation methods based on Lagrange basis polynomials is developed for effectively solving multi-frequency oscillatory second-order differential equations…

Numerical Analysis · Mathematics 2018-02-22 Bin Wang , Xinyuan Wu , Fanwei Meng

In this paper we consider a class of convex conic programming. In particular, we first propose an inexact augmented Lagrangian (I-AL) method that resembles the classical I-AL method for solving this problem, in which the augmented…

Optimization and Control · Mathematics 2022-11-22 Zhaosong Lu , Zirui Zhou
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