Related papers: Improving Newton's method performance by parametri…
We will consider the damped Newton method for strongly monotone and Lipschitz continuous operator equations in a variational setting. We will provide a very accessible justification why the undamped Newton method performs better than its…
We propose a second order finite volume scheme for nonlinear degenerate parabolic equations. For some of these models (porous media equation, drift-diffusion system for semiconductors, ...) it has been proved that the transient solution…
In this work we study the stability, convergence, and pressure-robustness of discretization methods for incompressible flows with hybrid velocity and pressure. Specifically, focusing on the Stokes problem, we identify a set of assumptions…
We propose a new approach to discretize the von Neumann equation, which is efficient in the semi-classical limit. This method is first based on the so called Weyl's variables to address the stiffness associated with the equation. Then, by…
We study a fictitious domain approach with Lagrange multipliers to discretize Stokes equations on a mesh that does not fit the boundaries. A mixed finite element method is used for fluid flow. Several stabilization terms are added to…
We propose a fully discrete finite volume scheme for the standard Fokker-Planck equation. The space discretization relies on the well-known square-root approximation, which falls into the framework of two-point flux approximations. Our time…
This paper is concerned with the numerical solution of nonlinear ill-posed operator equations involving convex constraints. We study a Newton-type method which consists in applying linear Tikhonov regularization with convex constraints to…
This work introduces a stabilised finite element formulation for the Stokes flow problem with a nonlinear slip boundary condition of friction type. The boundary condition is enforced with the help of an additional Lagrange multiplier and…
We introduce a new dynamical system, at the interface between second-order dynamics with inertia and Newton's method. This system extends the class of inertial Newton-like dynamics by featuring a time-dependent parameter in front of the…
We consider distributed stochastic optimization problems that are solved with master/workers computation architecture. Statistical arguments allow to exploit statistical similarity and approximate this problem by a finite-sum problem, for…
We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…
Nitsche's method is a popular approach to implement Dirichlet-type boundary conditions in situations where a strong imposition is either inconvenient or simply not feasible. The method is widely applied in the context of unfitted finite…
Given a parametrized family of finite frames, we consider the optimization problem of finding the member of this family whose coefficient space most closely contains a given data vector. This nonlinear least squares problem arises naturally…
This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…
We consider the two problems of predicting links in a dynamic graph sequence and predicting functions defined at each node of the graph. In many applications, the solution of one problem is useful for solving the other. Indeed, if these…
In this paper, we propose new linearly convergent second-order methods for minimizing convex quartic polynomials. This framework is applied for designing optimization schemes, which can solve general convex problems satisfying a new…
We consider the simulation of barotropic flow of gas in long pipes and pipe networks. Based on a Hamiltonian reformulation of the governing system, a fully discrete approximation scheme is proposed using mixed finite elements in space and…
This paper develops the proximal method of multipliers for a class of nonsmooth convex optimization. The method generates a sequence of minimization problems (subproblems). We show that the sequence of approximations to the solutions of the…
In this paper we propose a time discretization of a system of two parabolic equations describing diffusion-driven atom rearrangement in crystalline matter. The equations express the balances of microforces and microenergy; the two phase…
Newton's method may exhibit slower convergence than vanilla Gradient Descent in its initial phase on strongly convex problems. Classical Newton-type multilevel methods mitigate this but, like Gradient Descent, achieve only linear…