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Discrete gradient methods are geometric integration techniques that can preserve the dissipative structure of gradient flows. Due to the monotonic decay of the function values, they are well suited for general convex and nonconvex…

Optimization and Control · Mathematics 2024-07-17 Matthias J. Ehrhardt , Erlend S. Riis , Torbjørn Ringholm , Carola-Bibiane Schönlieb

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

A computational framework based on nonlinear direct-adjoint looping is presented for optimizing mixing strategies for binary fluid systems. The governing equations are the nonlinear Navier-Stokes equations, augmented by an evolution…

Fluid Dynamics · Physics 2020-01-27 Maximilian F. Eggl , Peter J. Schmid

Empirical Bayes provides a powerful approach to learning and adapting to latent structure in data. Theory and algorithms for empirical Bayes have a rich literature for sequence models, but are less understood in settings where latent…

Statistics Theory · Mathematics 2023-12-21 Zhou Fan , Leying Guan , Yandi Shen , Yihong Wu

In this paper we propose a novel arbitrary high order accurate semi-implicit space-time discontinuous Galerkin method for the solution of the two dimensional incompressible Navier-Stokes equations on staggered unstructured triangular…

Numerical Analysis · Mathematics 2014-12-04 Maurizio Tavelli , Michael Dumbser

A discretization method with non-matching grids is proposed for the coupled Stokes-Darcy problem that uses a mortar variable at the interface to couple the marker and cell (MAC) method in the Stokes domain with the Raviart-Thomas mixed…

Numerical Analysis · Mathematics 2024-02-19 Wietse M. Boon , Dennis Gläser , Rainer Helmig , Kilian Weishaupt , Ivan Yotov

We propose a new discretization method for the Stokes equations. The method is an improved version of the method recently presented in [C. Lehrenfeld, J. Sch\"oberl, Comp. Meth. Appl. Mech. Eng., 361 (2016)] which is based on an…

Numerical Analysis · Mathematics 2018-03-29 Philip L. Lederer , Christoph Lehrenfeld , Joachim Schöberl

We describe a computational framework for simulating suspensions of rigid particles in Newtonian Stokes flow. One central building block is a collision-resolution algorithm that overcomes the numerical constraints arising from particle…

Computational Engineering, Finance, and Science · Computer Science 2020-06-24 Wen Yan , Eduardo Corona , Dhairya Malhotra , Shravan Veerapaneni , Michael Shelley

We consider the time-dependent Stokes-Darcy problem as a model case for the challenges involved in solving coupled systems. Keeping the model, its discretization, and the underlying numerics for the subproblems in the free-flow domain and…

Numerical Analysis · Mathematics 2021-08-31 Jenny Schmalfuss , Cedric Riethmüller , Mirco Altenbernd , Kilian Weishaupt , Dominik Göddeke

A stable numerical solution of the steady Stokes problem requires compatibility between the choice of velocity and pressure approximation that has traditionally proven problematic for meshless methods. In this work, we present a…

Numerical Analysis · Mathematics 2016-11-15 Nathaniel Trask , Martin Maxey , Xiaozhe Hu

We present a matrix-free flow solver for high-order finite element discretizations of the incompressible Navier-Stokes and Stokes equations with GPU acceleration. For high polynomial degrees, assembling the matrix for the linear systems…

Numerical Analysis · Mathematics 2020-04-21 Michael Franco , Jean-Sylvain Camier , Julian Andrej , Will Pazner

In this paper we propose a novel staggered discontinuous Galerkin method for the Brinkman problem on general quadrilateral and polygonal meshes. The proposed method is robust in the Stokes and Darcy limits, in addition, hanging nodes can be…

Numerical Analysis · Mathematics 2020-04-22 Lina Zhao , Eric Chung , Ming Fai Lam

Numerical solution of discrete PDEs corresponding to saddle point problems is highly relevant to physical systems such as Stokes flow. However, scaling up numerical solvers for such systems is often met with challenges in efficiency and…

Numerical Analysis · Mathematics 2024-08-23 Yutian Tao , Eftychios Sifakis

In this article we develop a multi-grid multi-level Monte Carlo (MGMLMC) method for the stochastic Stokes-Darcy interface model with random hydraulic conductivity both in the porous media domain and on the interface. Because the randomness…

Numerical Analysis · Mathematics 2019-03-07 Zhipeng Yang , Xiaoming He , Li Zhang , Ju Ming

We introduce an efficient first-order primal-dual method for the solution of nonsmooth PDE-constrained optimization problems. We achieve this efficiency through not solving the PDE or its linearisation on each iteration of the optimization…

Optimization and Control · Mathematics 2024-06-11 Bjørn Jensen , Tuomo Valkonen

This paper proposes a novel computational framework for the solution of geometrically parametrised flow problems governed by the Stokes equation. The proposed method uses a high-order hybridisable discontinuous Galerkin formulation and the…

Numerical Analysis · Mathematics 2020-09-10 Ruben Sevilla , Luca Borchini , Matteo Giacomini , Antonio Huerta

We present preconditioning techniques to solve linear systems of equations with a block two-by-two and three-by-three structure arising from finite element discretizations of the fictitious domain method with Lagrange multipliers. In…

Numerical Analysis · Mathematics 2026-03-09 Michele Benzi , Marco Feder , Luca Heltai , Federica Mugnaioni

In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

In this paper, we address the efficient numerical solution of linear and quadratic programming problems, often of large scale. With this aim, we devise an infeasible interior point method, blended with the proximal method of multipliers,…

Numerical Analysis · Mathematics 2021-01-18 Luca Bergamaschi , Jacek Gondzio , Ángeles Martínez , John W. Pearson , Spyridon Pougkakiotis

In this work, solvers and preconditioners based on Gauss-Seidel and Jacobi algorithms are explored for stochastic Galerkin discretization of partial differential equations (PDEs) with random input data. Gauss-Seidel and Jacobi algorithms…

Numerical Analysis · Mathematics 2019-04-16 Ramakrishna Tipireddy , Eric T. Phipps , Roger G. Ghanem