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This paper introduces a generalization of the well-known Riccati recursion for solving the discrete-time equality-constrained linear quadratic optimal control problem. The recursion can be used to compute the solutions as well as optimal…

Optimization and Control · Mathematics 2024-12-31 Lander Vanroye , Joris De Schutter , Wilm Decré

In this paper we present a novel approach for the design of high order general boundary conditions when approximating solutions of the Euler equations on domains with curved boundaries, using meshes which may not be boundary conformal. When…

Numerical Analysis · Mathematics 2023-12-13 Mirco Ciallella , Stephane Clain , Elena Gaburro , Mario Ricchiuto

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

For a large class of fully nonlinear parabolic equations, which include gradient flows for energy functionals that depend on the solution gradient, the semidiscretization in time by implicit Runge-Kutta methods such as the Radau IIA methods…

Numerical Analysis · Mathematics 2016-06-14 Peer C. Kunstmann , Buyang Li , Christian Lubich

We exhibit an alternative method for solving inhomogeneous second--order linear ordinary dynamic equations on time scales, based on reduction of order rather than variation of parameters. Our form extends recent (and long-standing) analysis…

Classical Analysis and ODEs · Mathematics 2010-01-21 Douglas R. Anderson , Christopher C. Tisdell

Many important applications in biochemistry, materials science, and catalysis sit squarely at the interface between quantum and statistical mechanics: coherent evolution is interrupted by discrete events, such as binding of a substrate or…

Chemical Physics · Physics 2020-03-06 Jacob R. Lindale , Shannon L. Eriksson , Christian P. N. Tanner , Warren S. Warren

In this paper we consider a fully third order nonlinear boundary value problem which is of great interest of many researchers. First we establish the existence, uniqueness of solution. Next, we propose simple iterative methods on both…

Numerical Analysis · Mathematics 2020-04-24 Dang Quang A , Dang Quang Long

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

In this paper we discuss a projection model order reduction (MOR) method for a class of parametric linear evolution PDEs, which is based on the application of the Laplace transform. The main advantage of this approach consists in the fact…

Numerical Analysis · Mathematics 2022-09-02 Nicola Guglielmi , Mattia Manucci

New time integration methods are proposed for simulating incompressible multiphase flow in pipelines described by the one-dimensional two-fluid model. The methodology is based on 'half-explicit' Runge-Kutta methods, being explicit for the…

Numerical Analysis · Mathematics 2019-02-19 Benjamin Sanderse , Arthur E. P. Veldman

One approach for reducing run time and improving efficiency of machine learning is to reduce the convergence rate of the optimization algorithm used. Shuffling is an algorithm technique that is widely used in machine learning, but it only…

Machine Learning · Computer Science 2023-06-29 Yuetong Xu , Baharan Mirzasoleiman

Many important differential equations model quantities whose value must remain positive or stay in some bounded interval. These bounds may not be preserved when the model is solved numerically. We propose to ensure positivity or other…

Numerical Analysis · Mathematics 2021-11-10 Stephan Nüßlein , Hendrik Ranocha , David I Ketcheson

This paper presents a structure-exploiting nonlinear model reduction method for systems with general nonlinearities. First, the nonlinear model is lifted to a model with more structure via variable transformations and the introduction of…

Numerical Analysis · Computer Science 2019-07-30 Boris Kramer , Karen Willcox

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

As a mathematical model of high-speed flow and shock wave propagation in a complex multimaterial setting, Lagrangian hydrodynamics is characterized by moving meshes, advection-dominated solutions, and moving shock fronts with sharp…

Numerical Analysis · Mathematics 2021-11-24 Dylan Matthew Copeland , Siu Wun Cheung , Kevin Huynh , Youngsoo Choi

We develop a unified framework for the design and analysis of high-order nonconforming virtual element methods for nonlinear fourth-order reaction--diffusion problems in two dimensions, with emphasis on clamped, Navier, and…

Numerical Analysis · Mathematics 2026-02-17 Dibyendu Adak , David Mora , Alberth Silgado

We present a partitioned Model Order Reduction method for multiphysics problems, that is based on a semi-implicit treatment of the coupling conditions, and on a projection scheme. The proposed Reduced Order Method is based on the Proper…

Numerical Analysis · Mathematics 2023-08-08 Monica Nonino , Francesco Ballarin , Gianluigi Rozza , Yvon Maday

Kernel-based approach to operator approximation for partial differential equations has been shown to be unconditionally stable for linear PDEs and numerically exhibit unconditional stability for non-linear PDEs. These methods have the same…

Numerical Analysis · Mathematics 2025-11-25 Andrew Christlieb , Sining Gong , Hyoseon Yang

This work establishes a novel, unified theoretical framework for a class of high order embedded boundary methods, revealing that the Reconstruction for Off-site Data (ROD) treatment shares a fundamental structure with the recently developed…

Numerical Analysis · Mathematics 2026-01-01 Mirco Ciallella

We propose a novel framework for model-order reduction of hyperbolic differential equations. The approach combines a relaxation formulation of the hyperbolic equations with a discretization using shifted base functions. Model-order…

Numerical Analysis · Mathematics 2021-05-03 Sara Grundel , Michael Herty