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In this paper we propose a new finite element method for solving elliptic optimal control problems with pointwise state constraints, including the distributed controls and the Dirichlet or Neumann boundary controls. The main idea is to use…
The present work aims at the application of finite element discretizations to a class of equilibrium problems involving moving constraints. Therefore, a Moreau--Yosida based regularization technique, controlled by a parameter, is discussed…
This is a study of certain finite element methods designed for convection-dominated, time-dependent partial differential equations. Specifically, we analyze high order space-time tensor product finite element discretizations, used in a…
A proof of convergence is given for a novel evolving surface finite element semi-discretization of Willmore flow of closed two-dimensional surfaces, and also of surface diffusion flow. The numerical method proposed and studied here…
We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…
In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…
Regularization is a widely recognized technique in mathematical optimization. It can be used to smooth out objective functions, refine the feasible solution set, or prevent overfitting in machine learning models. Due to its simplicity and…
We study the vanishing-regularization limit of entropically regularized optimal transport (EOT) for the Euclidean distance cost $c(x,y)=\|x-y\|$ in dimension $d>1$. We develop a comprehensive variational convergence framework that entails…
Moment dynamics in stochastic chemical kinetics often involve an infinite chain of coupled equations, where lower-order moments depend on higher-order ones, making them analytically intractable. Moment bounding via semidefinite programming…
Despite its numerical challenges, finite element method is used to compute viscous fluid flow. A consensus on the cause of numerical problems has been reached; however, general algorithms---allowing a robust and accurate simulation for any…
We formulate a class of velocity-free finite-particle methods for mass transport problems based on a time-discrete incremental variational principle that combines entropy and the cost of particle transport, as measured by the Wasserstein…
We use convex relaxation techniques to provide a sequence of solutions to the matrix completion problem. Using the nuclear norm as a regularizer, we provide simple and very efficient algorithms for minimizing the reconstruction error…
We analyze space-time finite element methods for the numerical solution of distributed parabolic optimal control problems with energy regularization in the Bochner space $L^2(0,T;H^{-1}(\Omega))$. By duality, the related norm can be…
We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…
Inverse problems are common and important in many applications in computational physics but are inherently ill-posed with many possible model parameters resulting in satisfactory results in the observation space. When solving the inverse…
PDE-constrained optimal control problems require regularisation to ensure well-posedness, introducing small perturbations that make the solutions challenging to approximate accurately. We propose a finite element approach that couples both…
A moment body is a linear projection of the spectraplex, the convex set of trace-one positive semidefinite matrices. Determining whether a given point lies within a given moment body is a problem with numerous applications in quantum state…
In this series of works, we develop a discrete-velocity-direction model (DVDM) with collisions of BGK-type for simulating rarefied flows. Unlike the conventional kinetic models (both BGK and discrete-velocity models), the new model…
We consider a simplified Boltzmann equation: spatially homogeneous, two-dimensional, radially symmetric, with Grad's angular cutoff, and linearized around its initial condition. We prove that for a sufficiently singular velocity cross…
The classical problem of moments is addressed by the maximum entropy approach for one-dimensional discrete distributions. The numerical technique of adaptive support approximation is proposed to reconstruct the distributions in the region…