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This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…

Optimization and Control · Mathematics 2024-11-25 Juan Liu , Nan-Jing Huang , Xian-Jun Long , Xue-song Li

There exists a diversity of weak Local Linearization (LL) schemes for the integration of stochastic differential equations with additive noise, which differ with respect to the algorithm that is employed in the numerical implementation of…

Numerical Analysis · Mathematics 2013-12-23 J. C. Jimenez , F. Carbonell

This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…

Numerical Analysis · Mathematics 2024-10-29 Zhe Jiao , Yaxu Li , Lijing Zhao

We present a numerical method which is able to approximate traveling waves (e.g. viscous profiles) in systems with hyperbolic and parabolic parts by a direct long-time forward simulation. A difficulty with long-time simulations of traveling…

Numerical Analysis · Mathematics 2016-12-01 Robin Flohr , Jens Rottmann-Matthes

There are two main approaches to solve inverse coefficient determination problems for wave equations: the Boundary Control method and an approach based on geometric optics. These notes focus on the Boundary Control method, but we will have…

Analysis of PDEs · Mathematics 2026-04-14 Medet Nursultanov , Lauri Oksanen

In this paper, we study the existence of solutions for second-order non-instantaneous impulsive differential equations with a perturbation term. By variational approach, we obtain the problem has at least one solution under assumptions that…

Analysis of PDEs · Mathematics 2021-03-31 Wangjin Yao , Liping Dong , Jing Zeng

In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…

Numerical Analysis · Mathematics 2025-08-12 Brittany A. Erickson

This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…

Numerical Analysis · Mathematics 2025-01-22 Luis Ammann , Irwin Yousept

Various classes of stable finite difference schemes can be constructed to obtain a numerical solution. It is important to select among all stable schemes such a scheme that is optimal in terms of certain additional criteria. In this study,…

Numerical Analysis · Computer Science 2010-06-01 Petr N. Vabishchevich

The notes are an overview of part of the theory of pathwise weak solutions to two classes of scalar fully nonlinear first- and second-order degenerate parabolic partial differential equations with multiplicative rough time dependence, a…

Analysis of PDEs · Mathematics 2019-09-12 Panagiotis E Souganidis

In this paper, we propose a hybrid collocation method based on finite difference and Haar wavelets to solve nonlocal hyperbolic partial differential equations. Developing an efficient and accurate numerical method to solve such problem is a…

Numerical Analysis · Mathematics 2022-11-15 Gopal Priyadarshi , Abdul Halim

In this work, we present an efficient approach for the spatial and temporal discretization of the nonlocal Allen-Cahn equation, which incorporates various double-well potentials and an integrable kernel, with a particular focus on a…

Numerical Analysis · Mathematics 2024-10-10 Olena Burkovska , Ilyas Mustapha

We introduce a particular optimization problem that minimizes the sum of a non-convex quadratic function and logarithmic barrier-functions in a $\ell_\infty$-trust-region (i.e. cube). Our paper covers three topics. We explain the relevance…

Numerical Analysis · Mathematics 2018-06-20 Martin Neuenhofen

Non-linear Trajectory Optimisation (TO) methods require good initial guesses to converge to a locally optimal solution. A feasible guess can often be obtained by allocating a large amount of time for the trajectory to complete. However for…

Robotics · Computer Science 2022-03-16 Steve Tonneau

We derive an implicit numerical scheme for the solution of advection equation where the roles of space and time variables are exchanged using the inverse Lax-Wendroff procedure. The scheme contains a linear weight for which it is always…

Numerical Analysis · Mathematics 2025-05-12 Peter Frolkovič , Svetlana Krišková , Katarína Lacková

We determine the asymptotic behaviour of (bilateral) obstacle problems for fractional energies in rather general aperiodic settings via Gamma-convergence arguments. As further developments we consider obstacles with random sizes and shapes…

Analysis of PDEs · Mathematics 2009-09-29 Matteo Focardi

This paper is devoted to the study of hyperbolic systems of linear partial differential equations perturbed by a Brownian motion. The existence and uniqueness of solutions are proved by an energy method. The specific features of this class…

Probability · Mathematics 2021-09-29 Adnan Aboulalaa

We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

Machine Learning · Statistics 2020-01-07 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

We study the Navier-Stokes system describing the motion of a compressible viscous fluid driven by a nonlinear multiplicative stochastic force. We establish local in time existence (up to a positive stopping time) of a unique solution, which…

Analysis of PDEs · Mathematics 2016-06-20 Dominic Breit , Eduard Feireisl , Martina Hofmanova

We consider a weak adversarial network approach to numerically solve a class of inverse problems, including electrical impedance tomography and dynamic electrical impedance tomography problems. We leverage the weak formulation of PDE in the…

Numerical Analysis · Mathematics 2020-12-02 Gang Bao , Xiaojing Ye , Yaohua Zang , Haomin Zhou