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In this paper, we propose a multilevel stochastic framework for the solution of nonconvex unconstrained optimization problems. The proposed approach uses random regularized first-order models that exploit an available hierarchical…

Optimization and Control · Mathematics 2025-11-27 Filippo Marini , Margherita Porcelli , Elisa Riccietti

The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…

Optimization and Control · Mathematics 2023-02-13 Zhongzhu Chen , Marcia Fampa , Jon Lee

Decentralized optimization for non-convex problems are now demanding by many emerging applications (e.g., smart grids, smart building, etc.). Though dramatic progress has been achieved in convex problems, the results for non-convex cases,…

Optimization and Control · Mathematics 2022-08-30 Yu Yang , Guoqiang Hu , Costas J. Spanos

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Machine Learning · Computer Science 2020-03-23 Luiz F. O. Chamon , Yonina C. Eldar , Alejandro Ribeiro

This note constructs a local generalized finite element basis for elliptic problems with heterogeneous and highly varying coefficients. The basis functions are solutions of local problems on vertex patches. The error of the corresponding…

Numerical Analysis · Mathematics 2013-08-15 Axel Malqvist , Daniel Peterseim

This paper addresses the problem of robust process and sensor fault reconstruction for nonlinear systems. The proposed method augments the system dynamics with an approximated internal linear model of the combined contribution of known…

Systems and Control · Electrical Eng. & Systems 2023-04-12 Farhad Ghanipoor , Carlos Murguia , Peyman Mohajerin Esfahani , Nathan van de Wouw

In this paper, we investigate neural networks applied to multiscale simulations and discuss a design of a novel deep neural network model reduction approach for multiscale problems. Due to the multiscale nature of the medium, the fine-grid…

Numerical Analysis · Mathematics 2024-12-20 Min Wang , Siu Wun Cheung , Wing Tat Leung , Eric T. Chung , Yalchin Efendiev , Mary Wheeler

Convergence failure and slow convergence rates are among the biggest challenges with solving the system of non-linear equations numerically. Although mitigated, such issues still linger when using strictly small time steps and…

Numerical Analysis · Mathematics 2019-12-05 Hanyu Li , Wing Tat Leung , Mary F. Wheeler

In (Dzanic, J. Comp. Phys., 508:113010, 2024), a limiting approach for high-order discontinuous Galerkin schemes was introduced which allowed for imposing constraints on the solution continuously (i.e., everywhere within the element). While…

Numerical Analysis · Mathematics 2024-08-21 Tarik Dzanic

This paper presents a multiscale modeling framework (MMF) to model moist atmospheric limited-area weather. The MMF resolves large-scale convection using a coarse grid while simultaneously resolving local features through numerous fine local…

Numerical Analysis · Mathematics 2024-07-09 Soonpil Kang , James F. Kelly , Anthony P. Austin , Francis X. Giraldo

In this manuscript, we extend the variational multiscale enrichment (VME) method to model the dynamic response of hyperelastic materials undergoing large deformations. This approach enables the simulation of wave propagation under…

Computational Engineering, Finance, and Science · Computer Science 2025-11-19 Abhishek Arora , Caglar Oskay

This work develops a multiscale solution decomposition (MSD) method for nonlocal-in-time problems to separate a series of known terms with multiscale singularity from the original singular solution such that the remaining unknown part…

Numerical Analysis · Mathematics 2025-09-23 Mengmeng Liu , Jie Ma , Wenlin Qiu , Xiangcheng Zheng

This paper presents a unified Least-Squares framework for solving nonlinear partial differential equations by recasting the governing system as a residual minimisation problem. A Least-Squares functional is formulated and the corresponding…

Numerical Analysis · Mathematics 2025-11-10 Fleurianne Bertrand , Maximilian Brodbeck , Tim Ricken , Henrik Schneider

In this paper, we discuss a general multiscale model reduction framework based on multiscale finite element methods. We give a brief overview of related multiscale methods. Due to page limitations, the overview focuses on a few related…

Numerical Analysis · Mathematics 2016-06-22 Eric Chung , Yalchin Efendiev , Thomas Y. Hou

In this paper, we propose two time-splitting finite element methods to solve the semiclassical nonlinear Schr\"odinger equation (NLSE) with random potentials. We then introduce the multiscale finite element method (MsFEM) to reduce the…

Numerical Analysis · Mathematics 2025-02-12 Panchi Li , Zhiwen Zhang

We will develop a nonlinear upscaling method for nonlinear transport equation. The proposed scheme gives a coarse scale equation for the cell average of the solution. In order to compute the parameters in the coarse scale equation, a local…

Numerical Analysis · Mathematics 2020-07-08 Tak Shing Au Yeung , Eric T. Chung , Simon See

We are concerned with a novel Bayesian statistical framework for the characterization of natural subsurface formations, a very challenging task. Because of the large dimension of the stochastic space of the prior distribution in the…

Numerical Analysis · Mathematics 2023-02-23 Alsadig Ali , Abdullah Al-Mamun , Felipe Pereira , Arunasalam Rahunanthan

Two non-overlapping domain decomposition methods are presented for the mixed finite element formulation of linear elasticity with weakly enforced stress symmetry. The methods utilize either displacement or normal stress Lagrange multiplier…

Numerical Analysis · Mathematics 2017-11-28 Eldar Khattatov , Ivan Yotov

It is important to develop fast yet accurate numerical methods for seismic wave propagation to characterize complex geological structures and oil and gas reservoirs. However, the computational cost of conventional numerical modeling…

Geophysics · Physics 2015-05-20 Kai Gao , Shubin Fu , Richard L. Gibson , Eric T. Chung , Yalchin Efendiev

A nonlinear multigrid solver for two-phase flow and transport in a mixed fractional-flow velocity-pressure-saturation formulation is proposed. The solver, which is under the framework of the full approximation scheme (FAS), extends our…

Numerical Analysis · Mathematics 2021-09-17 Chak Shing Lee , François P. Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua A. White