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This work addresses model order reduction for complex moving fronts, which are transported by advection or through a reaction-diffusion process. Such systems are especially challenging for model order reduction since the transport cannot be…

Numerical Analysis · Mathematics 2022-02-17 Philipp Krah , Steffen Büchholz , Matthias Häringer , Julius Reiss

The present article studies the minimization of convex, L-smooth functions defined on a separable real Hilbert space. We analyze regularized stochastic gradient descent (reg-SGD), a variant of stochastic gradient descent that uses a…

Optimization and Control · Mathematics 2025-10-24 Sebastian Kassing , Simon Weissmann , Leif Döring

In this paper we propose and analyze a novel multilevel version of Stein variational gradient descent (SVGD). SVGD is a recent particle based variational inference method. For Bayesian inverse problems with computationally expensive…

Numerical Analysis · Mathematics 2024-02-05 Simon Weissmann , Jakob Zech

We study the inverse problem of radiative transfer equation (RTE) using stochastic gradient descent method (SGD) in this paper. Mathematically, optical tomography amounts to recovering the optical parameters in RTE using the…

Optimization and Control · Mathematics 2018-07-04 Ke Chen , Qin Li , Jian-Guo Liu

The discretization of convection-diffusion equations by implicit or semi-implicit methods leads to a sequence of linear systems usually solved by iterative linear solvers such as GMRES. Many techniques bearing the name of \emph{recycling…

Numerical Analysis · Mathematics 2018-07-26 Giuseppe Pitton , Luca Heltai

We develop an optimization-based approach to the problem of reconstructing temperature-dependent material properties in complex thermo-fluid systems described by the equations for the conservation of mass, momentum and energy. Our goal is…

Fluid Dynamics · Physics 2013-04-11 Vladislav Bukshtynov , Bartosz Protas

In this paper, we propose and analyze a numerically stable and convergent scheme for a convection-diffusion-reaction equation in the convection-dominated regime. Discontinuous Galerkin (DG) methods are considered since standard finite…

Numerical Analysis · Mathematics 2024-04-10 Satyajith Bommana Boyana , Thomas Lewis , Sijing Liu , Yi Zhang

In this article, we extend the Variational Multi-scale method with spectral approximation of the sub-scales to two-dimensional advection-diffusion problems. The spectral VMS method is cast for low-order elements as a standard VMS method…

Numerical Analysis · Mathematics 2018-07-26 Tomás Chacón Rebollo , Soledad Fernández-García , Macarena Gómez-Mármol

This paper presents a gradient-based reconstruction approach for simulations of compressible single and multi-species Navier-Stokes equations. The novel feature of the proposed algorithm is the efficient reconstruction via derivative…

Fluid Dynamics · Physics 2022-11-29 Amareshwara Sainadh Chamarthi

We consider a filter stabilization technique with a deconvolution-based indicator function for the simulation of advection dominated advection-diffusion-reaction (ADR) problems with under-refined meshes. The proposed technique has been…

Numerical Analysis · Mathematics 2018-05-04 Kayla Bicol , Annalisa Quaini

We present the design, convergence analysis and numerical investigations of the nonconforming virtual element method with Streamline Upwind/Petrov-Galerkin (VEM-SUPG) stabilization for the numerical resolution of…

Numerical Analysis · Mathematics 2018-08-01 Stefano Berrone , Andrea Borio , Gianmarco Manzini

Solving statistical learning problems often involves nonconvex optimization. Despite the empirical success of nonconvex statistical optimization methods, their global dynamics, especially convergence to the desirable local minima, remain…

Machine Learning · Statistics 2018-08-30 Chris Junchi Li , Zhaoran Wang , Han Liu

Recently, gradient-based discrete sampling has emerged as a highly efficient, general-purpose solver for various combinatorial optimization (CO) problems, achieving performance comparable to or surpassing the popular data-driven approaches.…

Machine Learning · Statistics 2025-03-07 Muheng Li , Ruqi Zhang

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

Numerical Analysis · Mathematics 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally…

Machine Learning · Statistics 2017-11-15 Qiang Liu

Inspired by dynamic programming, we propose Stochastic Virtual Gradient Descent (SVGD) algorithm where the Virtual Gradient is defined by computational graph and automatic differentiation. The method is computationally efficient and has…

Machine Learning · Computer Science 2019-08-01 Zheng Li , Shi Shu

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

Spatial discretisation of geometrically complex computational domains often entails unstructured meshes of general topology for Computational Fluid Dynamics (CFD). Mesh skewness is then typically encountered causing severe deterioration of…

Computational Engineering, Finance, and Science · Computer Science 2017-10-25 Simon Hill , Daniel Deising , Thomas Acher , Harald Klein , Dieter Bothe , Holger Marschall

We solve an inverse problem for the one-dimensional heat diffusion equation. We reconstruct the heat source function for the three types of data: 1) single position point and different times, 2) constant time and uniformly distributed…

Numerical Analysis · Mathematics 2014-10-28 Tomasz M. Lapinski , Sergey Leble

The objective of this contribution is to develop a convergence analysis for SUPG-stabilized Virtual Element Methods in diffusion-convection problems that is robust also in the convection dominated regime. For the original method introduced…

Numerical Analysis · Mathematics 2020-12-03 L. Beirão da Veiga , F. Dassi , C. Lovadina , G. Vacca