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A warm start method is developed for efficiently solving complex chance constrained optimal control problems. The warm start method addresses the computational challenges of solving chance constrained optimal control problems using biased…

Optimization and Control · Mathematics 2020-07-22 Rachel E. Kiel , Mrinal Kumar , Anil V. Rao

Consider the scattering of the two- or three-dimensional Helmholtz equation where the source of the electric current density is assumed to be compactly supported in a ball. This paper concerns the stability analysis of the inverse source…

Analysis of PDEs · Mathematics 2016-07-26 Peijun Li , Ganghua Yuan

We present a novel numerical method to the time-harmonic inverse medium scattering problem of recovering the refractive index from near-field scattered data. The approach consists of two stages, one pruning step of detecting the scatterer…

Numerical Analysis · Mathematics 2015-06-05 Kazufumi Ito , Bangti Jin , Jun Zou

This study introduces the divergence-conforming discontinuous Galerkin finite element method (DGFEM) for numerically approximating optimal control problems with distributed constraints, specifically those governed by stationary generalized…

Numerical Analysis · Mathematics 2025-04-23 Harpal Singh , Arbaz Khan

In a Hilbert setting we aim to study a second order in time differential equation, combining viscous and Hessian-driven damping, containing a time scaling parameter function and a Tikhonov regularization term. The dynamical system is…

Optimization and Control · Mathematics 2024-04-24 Robert Ernö Csetnek , Mikhail A. Karapetyants

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods and the simplicity of a wavelet-based…

Numerical Analysis · Mathematics 2019-03-13 Ki Wai Chau , Cornelis W. Oosterlee

This paper is dedicated to addressing the simultaneous inversion problem involving the initial value and space-dependent source term in a time-fractional diffusion-wave equation. Firstly, we establish the uniqueness of the inverse problem…

Numerical Analysis · Mathematics 2025-02-25 Yun Zhang , Xiaoli Feng , Xiongbin Yan

Seismic full-waveform inversion is a core technology for obtaining high-resolution subsurface model parameters. However, its highly nonlinear characteristics and strong dependence on the initial model often lead to the inversion process…

Machine Learning · Computer Science 2026-03-25 Caiyun Liu , Siyang Pei , Qingfeng Yu , Jie Xiong

A solid system consisting of two heat conducting cylinders with a thermoelectric converter (Peltier element) between them is considered. A nonlinear model, which was previously verified by authors, is used to design a constrained control…

Systems and Control · Electrical Eng. & Systems 2022-06-15 Alexander Gavrikov , Georgy Kostin

Accurate thermal analysis is crucial for modern spacecraft, driving demand for reliable modeling tools. This research advances space thermal modeling by improving the simulation accuracy and efficiency of radiative heat transfer, the…

Computational Physics · Physics 2025-11-07 Bernat Frangi

To deal with the ill-posed nature of the inverse heat conduction problem (IHCP), the regularization parameter alpha can be incorporated into a minimization problem, which is known as Tikhonov regularization method, a popular technique to…

Numerical Analysis · Mathematics 2021-10-05 C. Ahn , C. Park , DI. Park , JG. Kim

Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…

Probability · Mathematics 2010-05-04 David Hobson , Martin Klimmek

In this paper, we are interested to an inverse Cauchy problem governed by the Stokes equation, called the data completion problem. It consists in determining the unspecified fluid velocity, or one of its components over a part of its…

Numerical Analysis · Mathematics 2021-12-30 A. Chakib , A. Nachaoui , M. Nachaoui , H. Ouaissa

A dynamic linear thermo-poroelasticity model, containing inertial and relaxation terms with second-order time derivatives, is investigated in this paper. The mathematical and numerical analysis of this model is performed in the frequency…

Numerical Analysis · Mathematics 2025-11-25 Hongpeng Li , Cristian Carcamo , Hongxing Rui , Volker John

The Wave Based Method (WBM) is a Trefftz method for the simulation of wave problems in vibroacoustics. Like other Trefftz methods, it employs a non-standard discretisation basis consisting of solutions of the partial differential equation…

Numerical Analysis · Mathematics 2018-02-06 Daan Huybrechs , Anda-Elena Olteanu

Ideal systems like MHD and Euler flow may develop singularities in vorticity (w = curl v). Viscosity and resistivity are dissipative regularizations. We propose a minimal, local, conservative, nonlinear, dispersive regularization of…

Fluid Dynamics · Physics 2016-11-15 Govind S. Krishnaswami , Sonakshi Sachdev , Anantanarayanan Thyagaraja

We study the inverse boundary value problem for the Helmholtz equation using the Dirichlet-to-Neumann map at selected frequency as the data. We develop an explicit reconstruction of the wavespeed using a multi-level nonlinear projected…

Numerical Analysis · Mathematics 2014-06-11 Elena Beretta , Maarten V. de Hoop , Lingyun Qiu , Otmar Scherzer

We introduce an adaptive viscosity regularization approach for the numerical solution of systems of nonlinear conservation laws with shock waves. The approach seeks to solve a sequence of regularized problems consisting of the system of…

Fluid Dynamics · Physics 2023-09-19 Ngoc Cuong Nguyen , Jordi Vila-Perez , Jaime Peraire

We present an adaptive wavelet Galerkin method for transient heat conduction in heterogeneous composite materials. The approach combines multiresolution wavelet bases with an implicit time discretization to efficiently resolve sharp…

Numerical Analysis · Mathematics 2025-12-17 Taylan Demir , Atakan Koçyiğit