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This paper presents an inverse optimality method to solve the Hamilton-Jacobi-Bellman equation for a class of nonlinear problems for which the cost is quadratic and the dynamics are affine in the input. The method is inverse optimal because…
In this paper, we propose an inexact Augmented Lagrangian Method (ALM) for the optimization of convex and nonsmooth objective functions subject to linear equality constraints and box constraints where errors are due to fixed-point data. To…
The compact Variation Evolving Method (VEM) that originates from the continuous-time dynamics stability theory seeks the optimal solutions with variation evolution principle. It is further developed to be more flexible in solving the…
This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…
The numerical analysis for the small amplitude motion of an elastic beam with internal damping is investigated in domain with moving ends. An efficient numerical method is constructed to solve this moving boundary problem. The stability and…
This paper presents an asymptotically compatible error bound for the finite element method (FEM) applied to a nonlocal diffusion model. The analysis covers two scenarios: meshes with and without shape regularity. For shape-regular meshes,…
This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…
A numerical method for the solution of the elliptic Monge-Ampere Partial Differential Equation, with boundary conditions corresponding to the Optimal Transportation (OT) problem is presented. A local representation of the OT boundary…
Log-homotopy particle flow filters realize nonlinear Bayesian estimation by continuously migrating samples from the prior to the posterior distribution. This transport is governed by a pseudo-time ordinary differential equation (ODE). A…
We propose a multiscale method for mixed-dimensional elliptic problems with highly heterogeneous coefficients arising, for example, in the modeling of fractured porous media. The method is based on the Localized Orthogonal Decomposition…
This paper proposes a novel technique for the approximation of strong solutions $u \in C(\overline{\Omega}) \cap W^{2,n}_\mathrm{loc}(\Omega)$ to uniformly elliptic linear PDE of second order in nondivergence form with continuous leading…
A tensor decomposition approach for the solution of high-dimensional, fully nonlinear Hamilton-Jacobi-Bellman equations arising in optimal feedback control of nonlinear dynamics is presented. The method combines a tensor train approximation…
This paper proposes a new Helmholtz decomposition based windowed Green function (HD-WGF) method for solving the time-harmonic elastic scattering problems on a half-space with Dirichlet boundary conditions in both 2D and 3D. The Helmholtz…
A novel orthogonalization-free method together with two specific algorithms are proposed to solve extreme eigenvalue problems. On top of gradient-based algorithms, the proposed algorithms modify the multi-column gradient such that earlier…
We consider a large family of integro-differential equations and establish a non-local counterpart of Hopf's lemma, directly expressed in terms of the symbol of the operator. As closely related problems, we also obtain a variety of maximum…
In this paper, we deal with the problem of determining perfectly insulating regions (cavities) from one boundary measurement in a nonlinear elliptic equation arising from cardiac electrophysiology. Based on the results obtained in [9] we…
We propose in this paper a multilevel correction method to solve optimal control problems constrained by elliptic equations with the finite element method. In this scheme, solving optimization problem on the finest finite element space is…
A novel boundary element method (BEM) removes the classical dependence on explicit fundamental solutions and extends quasi-optimal BEM discretisations to strongly elliptic operators with variable coefficients. The approach constructs a…
In this paper, we propose a novel adaptive finite element method for an elliptic equation with line Dirac delta functions as a source term. We first study the well-posedness and global regularity of the solution in the whole domain. Instead…
We study first-order methods (FOMs) for solving \emph{composite nonconvex nonsmooth} optimization with linear constraints. Recently, the lower complexity bounds of FOMs on finding an ($\varepsilon,\varepsilon$)-KKT point of the considered…