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The alternating direction method of multipliers within a shape optimization framework is developed for solving geometric inverse problems, focusing on a cavity identification problem from the perspective of non-destructive testing and…

Optimization and Control · Mathematics 2024-02-07 Julius Fergy Tiongson Rabago , Aissam Hadri , Lekbir Afraites , Ahmed S. Hendy , Mahmoud A. Zaky

The stochastic inverse eigenvalue problem aims to reconstruct a stochastic matrix from its spectrum. While there exists a large literature on the existence of solutions for special settings, there are only few numerical solution methods…

Numerical Analysis · Mathematics 2020-04-17 Gabriele Steidl , Maximilian Winkler

Stochastic gradient methods have been a popular and powerful choice of optimization methods, aimed at minimizing functions. Their advantage lies in the fact that that one approximates the gradient as opposed to using the full Jacobian…

Numerical Analysis · Mathematics 2025-09-26 Neil K. Chada , Philip J. Herbert

Multi-material design optimization problems can, after discretization, be solved by the iterative solution of simpler sub-problems which approximate the original problem at an expansion point to first order. In particular, models…

Numerical Analysis · Mathematics 2026-04-01 Peter Gangl , Nico Nees , Michael Stingl

State-dependent parameter identification, where unknown model parameters depend on one or more state variables in partial differential equations (PDEs) or coupled PDE systems, is fundamental to a wide range of problems in physics,…

Optimization and Control · Mathematics 2026-01-19 Vladislav Bukshtynov

Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which…

Optimization and Control · Mathematics 2024-12-03 Tristan van Leeuwen , Yunan Yang

While topological derivatives have proven useful in applications of topology optimisation and inverse problems, their mathematically rigorous derivation remains an ongoing research topic, in particular in the context of nonlinear partial…

Optimization and Control · Mathematics 2022-07-20 Peter Gangl , Kevin Sturm

As a model of more general contour integration problems we consider the numerical calculation of high-order derivatives of holomorphic functions using Cauchy's integral formula. Bornemann (2011) showed that the condition number of the…

Numerical Analysis · Mathematics 2012-08-01 Folkmar Bornemann , Georg Wechslberger

We study the discretization of the Escape Time problem: find the length of the shortest path joining an arbitrary point of a domain, to the domain's boundary. Path length is measured locally via a Finsler metric, potentially asymmetric and…

Numerical Analysis · Mathematics 2015-03-20 Jean-Marie Mirebeau

This paper develops validated computational methods for studying infinite dimensional stable manifolds at equilibrium solutions of parabolic PDEs, synthesizing disparate errors resulting from numerical approximation. To construct our…

Dynamical Systems · Mathematics 2021-07-08 Jan Bouwe van den Berg , Jonathan Jaquette , J. D. Mireles James

This paper investigates, without any regularization or penalization procedure, a shape optimization problem involving a simplified friction phenomena modeled by a scalar Tresca friction law. Precisely, using tools from convex and…

Optimization and Control · Mathematics 2024-10-16 Samir Adly , Loïc Bourdin , Fabien Caubet , Aymeric Jacob de Cordemoy

We apply an unfitted HDG discretization to a model problem in shape optimization. The method proposed uses a fixed, shape regular, non-geometry conforming mesh and a high order transfer technique to deal with the curved boundaries arising…

Numerical Analysis · Mathematics 2025-09-30 Esteban Henríquez , Tonatiuh Sánchez-Vizuet , Manuel Solano

We study a numerical method to compute probability density functions of solutions of stochastic differential equations. The method is sometimes called the numerical path integration method and has been shown to be fast and accurate in…

Dynamical Systems · Mathematics 2016-11-29 Linghua Chen , Espen Robstad Jakobsen , Arvid Naess

Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often can hardly achieve the global optimality. We aim at…

Optimization and Control · Mathematics 2019-06-18 Honglin Yuan , Xiaoyi Gu , Rongjie Lai , Zaiwen Wen

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

We develop dual approaches for continuous-time stochastic control problems, enabling the computation of robust dual bounds in high-dimensional state and control spaces. Building on the dual formulation proposed in [L. C. G. Rogers, SIAM…

Optimization and Control · Mathematics 2026-04-10 Mathieu Laurière , Jiefei Yang

The problem of solving partial differential equations (PDEs) on manifolds can be considered to be one of the most general problem formulations encountered in computational multi-physics. The required covariant forms of balance laws as well…

Numerical Analysis · Mathematics 2021-01-19 Robert L. Gates , Maximilian Bittens

The goal of this work is to improve focusing of high-intensity ultrasound by modifying the geometry of acoustic lenses through shape optimization. The shape optimization problem is formulated by introducing a tracking-type cost functional…

Optimization and Control · Mathematics 2017-12-15 Markus Muhr , Vanja Nikolić , Barbara Wohlmuth , Linus Wunderlich

The recent approach based on Hamiltonian systems and the implicit parametri\-za\-tion theorem, provides a general fixed domain approximation method in shape optimization problems, using optimal control theory. In previous works, we have…

Optimization and Control · Mathematics 2022-05-03 Cornel Marius Murea , Dan Tiba

Since shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations, we show how shape optimization techniques can also be applied to an interface identification problem…

Optimization and Control · Mathematics 2024-06-14 Matthias Schuster , Volker Schulz
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