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For elliptic interface problems with discontinuous coefficients, the maximum accuracy order for compact 9-point finite difference scheme in irregular points is three [7]. The discontinuous coefficients usually have abrupt jumps across the…

Numerical Analysis · Mathematics 2022-05-04 Qiwei Feng , Bin Han , Peter Minev

The ultimate goal of any numerical scheme for partial differential equations (PDEs) is to compute an approximation of user-prescribed accuracy at quasi-minimal computational time. To this end, algorithmically, the standard adaptive finite…

Numerical Analysis · Mathematics 2025-01-30 Philipp Bringmann , Michael Feischl , Ani Miraci , Dirk Praetorius , Julian Streitberger

This paper addresses the question of whether it can be beneficial for an optimization algorithm to follow directions of negative curvature. Although prior work has established convergence results for algorithms that integrate both descent…

Optimization and Control · Mathematics 2018-04-05 Frank E. Curtis , Daniel P. Robinson

Probabilistic solvers for ordinary differential equations (ODEs) provide efficient quantification of numerical uncertainty associated with simulation of dynamical systems. Their convergence rates have been established by a growing body of…

Machine Learning · Statistics 2020-12-21 Nicholas Krämer , Philipp Hennig

Lattice Boltzmann schemes rely on the enlargement of the size of the target problem in order to solve PDEs in a highly parallelizable and efficient kinetic-like fashion, split into a collision and a stream phase. This structure, despite the…

Numerical Analysis · Mathematics 2025-10-02 Thomas Bellotti , Benjamin Graille , Marc Massot

We address combinatorial problems that can be formulated as minimization of a partially separable function of discrete variables (energy minimization in graphical models, weighted constraint satisfaction, pseudo-Boolean optimization, 0-1…

Computer Vision and Pattern Recognition · Computer Science 2015-05-05 Alexander Shekhovtsov

Current algorithms for large-scale industrial optimization problems typically face a trade-off: they either require exponential time to reach optimal solutions, or employ problem-specific heuristics. To overcome these limitations, we…

Quantum Physics · Physics 2025-10-16 Matteo Vandelli , Francesco Ferrari , Daniele Dragoni

We present exact mixed-integer linear programming formulations for verifying the performance of first-order methods for parametric quadratic optimization. We formulate the verification problem as a mixed-integer linear program where the…

Optimization and Control · Mathematics 2026-05-29 Vinit Ranjan , Jisun Park , Stefano Gualandi , Andrea Lodi , Bartolomeo Stellato

This paper deals with the Darcy-Forchheimer problem with two kinds of boundary conditions. We discretize the system by using the finite element methods and we propose two iterative schemes to solve the discrete problems. The well-posedness…

Numerical Analysis · Mathematics 2021-11-23 Toni Sayah

Real-world experiments involve batched & delayed feedback, non-stationarity, multiple objectives & constraints, and (often some) personalization. Tailoring adaptive methods to address these challenges on a per-problem basis is infeasible,…

Machine Learning · Computer Science 2024-11-11 Ethan Che , Daniel R. Jiang , Hongseok Namkoong , Jimmy Wang

The optimal control of a mechanical system is of crucial importance in many realms. Typical examples are the determination of a time-minimal path in vehicle dynamics, a minimal energy trajectory in space mission design, or optimal motion…

Optimization and Control · Mathematics 2008-10-09 S. Ober-Bloebaum , O. Junge , J. E. Marsden

Optimal prediction methods compensate for a lack of resolution in the numerical solution of time-dependent differential equations through the use of prior statistical information. We present a new derivation of the basic methodology, show…

Numerical Analysis · Mathematics 2025-10-20 A. J. Chorin , R. Kupferman , D. Levy

The paper provides a framework for the assessment and optimization of the total risk of complex distributed systems. The framework takes into account the risk of each agent, which may arise from heterogeneous sources, as well as the risk…

Optimization and Control · Mathematics 2025-09-09 Aray Almen , Darinka Dentcheva

A singularly perturbed problem involving two singular perturbation parameters is discretized using the classical upwinded finite difference scheme on an appropriate piecewise-uniform Shishkin mesh. Scaled discrete derivatives (with scaling…

Numerical Analysis · Mathematics 2017-08-03 Eugene O'Riordan , Maria Pickett

We formulate a cut finite element method for linear elasticity based on higher order elements on a fixed background mesh. Key to the method is a stabilization term which provides control of the jumps in the derivatives of the finite element…

Numerical Analysis · Mathematics 2019-02-05 Peter Hansbo , Mats G. Larson , Karl Larsson

We study a fully discrete finite element method for variable-order time-fractional diffusion equations with a time-dependent variable order. Optimal convergence estimates are proved with the first-order accuracy in time (and second order…

Numerical Analysis · Mathematics 2019-05-15 Xiangcheng Zheng , Fanhai Zeng , Hong Wang

We introduce a high-order numerical scheme for fractional ordinary differential equations with the Caputo derivative. The method is developed by dividing the domain into a number of subintervals, and applying the quadratic interpolation on…

Numerical Analysis · Mathematics 2020-02-25 Junying Cao , Zhenning Cai

We determine optimal designs for some regression models which are frequently used for describing three-dimensional shapes. These models are based on a Fourier expansion of a function defined on the unit sphere in terms of spherical harmonic…

Statistics Theory · Mathematics 2007-06-13 Holger Dette , Viatcheslav B. Melas , Andrey Pepelyshev

Accelerated gradient methods are the cornerstones of large-scale, data-driven optimization problems that arise naturally in machine learning and other fields concerning data analysis. We introduce a gradient-based optimization framework for…

Optimization and Control · Mathematics 2022-03-22 Param Budhraja , Mayank Baranwal , Kunal Garg , Ashish Hota

This research addresses the increasing demand for advanced navigation systems capable of operating within confined surroundings. A significant challenge in this field is developing an efficient planning framework that can generalize across…

Robotics · Computer Science 2024-07-09 Jiayu Fan , Nikolce Murgovski , Jun Liang
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