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Bayesian optimisation requires fitting a Gaussian process model, which in turn requires specifying prior on the unknown black-box function -- most of the theoretical literature assumes this prior is known. However, it is common to have more…

Machine Learning · Computer Science 2025-02-25 Juliusz Ziomek , Masaki Adachi , Michael A. Osborne

This paper presents a distributed continuous-time optimization framework aimed at overcoming the challenges posed by time-varying cost functions and constraints in multi-agent systems, particularly those subject to disturbances. By…

Systems and Control · Electrical Eng. & Systems 2024-09-10 Zeinab Ebrahimi , Mohammad Deghat

A rank-adaptive integrator for the approximate solution of high-order tensor differential equations by tree tensor networks is proposed and analyzed. In a recursion from the leaves to the root, the integrator updates bases and then evolves…

Numerical Analysis · Mathematics 2022-07-26 Gianluca Ceruti , Christian Lubich , Dominik Sulz

Continuing the discussion of the multi-adaptive Galerkin methods mcG(q) and mdG(q) presented in [A. Logg, SIAM J. Sci. Comput., 24 (2003), pp. 1879-1902], we present adaptive algorithms for global error control, iterative solution methods…

Numerical Analysis · Mathematics 2012-05-16 Anders Logg

Numerical methods that preserve geometric invariants of the system, such as energy, momentum or the symplectic form, are called geometric integrators. Variational integrators are an important class of geometric integrators. The general idea…

Systems and Control · Electrical Eng. & Systems 2022-02-04 Leonardo Colombo , Manuela Gamonal Fernández , David Martín de Diego

In the present work, we examine and analyze an hp-version interior penalty discontinuous Galerkin finite element method for the numerical approximation of a steady fluid system on computational meshes consisting of polytopic elements on the…

Numerical Analysis · Mathematics 2024-04-26 Efthymios N. Karatzas

This paper considers the $ p $ ($ p=1,2,3 $) order numerical differentiation on function $ y $ in $ (0,2\pi) $. They are transformed into corresponding Fredholm integral equation of the first kind. Computational schemes with analytic…

Numerical Analysis · Mathematics 2019-10-08 Yidong Luo

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

Optimization and Control · Mathematics 2017-07-14 Robert Kipka , Rohit Gupta

We prove necessary optimality conditions of Euler-Lagrange type for a problem of the calculus of variations with time delays, where the delay in the unknown function is different from the delay in its derivative. Then, a more general…

Optimization and Control · Mathematics 2014-07-24 Mohammed Benharrat , Delfim F. M. Torres

In this paper, we consider an energy-conserving continuous Galerkin discretization of the Gross-Pitaevskii equation with a magnetic trapping potential and a stirring potential for angular momentum rotation. The discretization is based on…

Numerical Analysis · Mathematics 2023-09-22 Christian Döding , Patrick Henning

We consider a control-constrained parabolic optimal control problem without Tikhonov term in the tracking functional. For the numerical treatment, we use variational discretization of its Tikhonov regularization: For the state and the…

Optimization and Control · Mathematics 2017-12-08 Nikolaus von Daniels , Michael Hinze

Recent research has indicated a substantial rise in interest in understanding Nesterov's accelerated gradient methods via their continuous-time models. However, most existing studies focus on specific classes of Nesterov's methods, which…

Optimization and Control · Mathematics 2026-03-23 Chanwoong Park , Youngchae Cho , Insoon Yang

We present a new proof of well-posedness of stochastic evolution equations in variational form, relying solely on a (nonlinear) infinite-dimensional approximation procedure rather than on classical finite-dimensional projection arguments of…

Analysis of PDEs · Mathematics 2021-09-15 Carlo Marinelli , Luca Scarpa , Ulisse Stefanelli

We present a nonlinear stabilized Lagrange-Galerkin scheme for the Oseen-type Peterlin viscoelastic model. Our scheme is a combination of the method of characteristics and Brezzi-Pitk\"aranta's stabilization method for the conforming linear…

Numerical Analysis · Mathematics 2021-07-22 Mária Lukáčová-Medvid'ová , Hana Mizerová , Hirofumi Notsu , Masahisa Tabata

We propose an efficient variant of a primal Discontinuous Galerkin method with interior penalty for the second order elliptic equations on very general meshes (polytopes with eventually curved boundaries). Efficiency, especially when higher…

Numerical Analysis · Mathematics 2019-03-18 Alexei Lozinski

We present a Petrov-Gelerkin (PG) method for a class of nonlocal convection-dominated diffusion problems. There are two main ingredients in our approach. First, we define the norm on the test space as induced by the trial space norm, i.e.,…

Numerical Analysis · Mathematics 2022-01-26 Yu Leng , Xiaochuan Tian , Leszek Demkowicz , Hector Gomez , John T. Foster

We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…

Numerical Analysis · Mathematics 2025-12-23 Thomas Izgin , Hendrik Ranocha

The potential of the hybridized discontinuous Galerkin (HDG) method has been recognized for the computation of stationary flows. Extending the method to time-dependent problems can, e.g., be done by backward difference formulae (BDF) or…

Numerical Analysis · Mathematics 2014-06-03 Alexander Jaust , Jochen Schütz

We present a posteriori error estimates for inconsistent and non-hierarchical Galerkin methods for linear parabolic problems, allowing them to be used in conjunction with very general mesh modification for the first time. We treat schemes…

Numerical Analysis · Mathematics 2020-05-13 Andrea Cangiani , Emmanuil H. Georgoulis , Oliver J. Sutton

We study a space-time finite element approach for the nonhomogeneous wave equation using a continuous time Galerkin method. We present fully implicit examples in 1+1, 2+1, and 3+1 dimensions using linear quadrilateral, hexahedral, and…

General Relativity and Quantum Cosmology · Physics 2008-11-26 Matthew Anderson , Jung-Han Kimn
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