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Data assimilation algorithms combine information from observations and prior model information to obtain the most likely state of a dynamical system. The linearised weak-constraint four-dimensional variational assimilation problem can be…

Numerical Analysis · Mathematics 2023-12-04 Jemima M. Tabeart , John W. Pearson

We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…

Numerical Analysis · Mathematics 2024-02-22 Achraf Badahmane , Ahmed Ratnani , Hassane Sadok

The theory of mixed finite element methods for solving different types of elliptic partial differential equations in saddle point formulation is well established since many decades. This topic was mostly studied for variational formulations…

Numerical Analysis · Mathematics 2024-03-04 Vitoriano Ruas

We address the solution of the distributed control problem for the steady, incompressible Navier--Stokes equations. We propose an inexact Newton linearization of the optimality conditions. Upon discretization by a finite element scheme, we…

Numerical Analysis · Mathematics 2025-04-16 Santolo Leveque , Michele Benzi , Patrick E. Farrell

The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…

Optimization and Control · Mathematics 2025-05-21 Shaohui Yang , Toshiyuki Ohtsuka , Brian Plancher , Colin N. Jones

In this work, we propose a class of novel preconditioned Krylov subspace methods for solving an optimal control problem of parabolic equations. Namely, we develop a family of block $\omega$-circulant based preconditioners for the…

Numerical Analysis · Mathematics 2024-06-04 Po Yin Fung , Sean Hon

In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…

Numerical Analysis · Mathematics 2025-03-24 Luise Blank

We consider the problem of iteratively solving large and sparse double saddle-point systems arising from the stationary Stokes-Darcy equations in two dimensions, discretized by the Marker-and-Cell (MAC) finite difference method. We analyze…

Numerical Analysis · Mathematics 2023-02-28 Chen Greif , Yunhui He

Any numerical method fails to provide us with acceptable results if not equipped with appropriate boundary conditions. Catering to more realistic applications, in the present article we have extended the work done on the one plus one…

Numerical Analysis · Mathematics 2017-04-17 Neeraj Sarna

In this paper, a class of new preconditioners based on matrix splitting are presented for generalized saddle-point linear systems, which can be viewed as further modified improvements of some recently published preconditioners. Moreover, we…

Numerical Analysis · Mathematics 2018-10-02 Zhao-Zheng Liang , Guo-Feng Zhang

This paper is concerned with the state-constrained optimal control of the three-dimensional thermistor problem, a fully quasilinear coupled system of a parabolic and elliptic PDE with mixed boundary conditions. This system models the…

Optimization and Control · Mathematics 2018-07-02 Hannes Meinlschmidt , Christian Meyer , Joachim Rehberg

This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…

Optimization and Control · Mathematics 2019-06-24 Constantin Christof , Gerd Wachsmuth

In this work, we propose a novel diagonalization-based preconditioner for the all-at-once linear system arising from the optimal control problem of parabolic equations. The proposed preconditioner is constructed based on an…

Numerical Analysis · Mathematics 2025-07-01 Sean Y. Hon , Po Yin Fung , Xue-lei Lin

We investigate various block preconditioners for a low-order Raviart-Thomas discretization of the mixed Poisson problem on adaptive quadrilateral meshes. In addition to standard diagonal and Schur complement preconditioners, we present a…

Numerical Analysis · Mathematics 2024-12-20 Carsten Burstedde , Jose A. Fonseca , Bram Metsch

The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…

Optimization and Control · Mathematics 2023-04-06 Caroline Geiersbach , Teresa Scarinci

In this paper, we study a class of inexact block triangular preconditioners for double saddle-point symmetric linear systems arising from the mixed finite element and mixed hybrid finite element discretization of Biot's poroelasticity…

Numerical Analysis · Mathematics 2025-07-02 Luca Bergamaschi , Massimiliano Ferronato , Angeles Martinez

In this paper, the generalized shift-splitting preconditioner is implemented for saddle point problems with symmetric positive definite (1,1)-block and symmetric positive semidefinite (2,2)-block. The proposed preconditioner is extracted…

Numerical Analysis · Mathematics 2015-03-03 Davod Khojasteh Salkuyeh , Mohsen Masoudi , Davod Hezari

We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem constrained by a convection-dominated problem. We prove global optimal convergence rates using an inf-sup condition, with the diffusion parameter…

Numerical Analysis · Mathematics 2024-06-14 Sijing Liu , Valeria Simoncini

First-order optimization solvers, such as the Fast Gradient Method, are increasingly being used to solve Model Predictive Control problems in resource-constrained environments. Unfortunately, the convergence rate of these solvers is…

Optimization and Control · Mathematics 2022-04-07 Ian McInerney , Eric C. Kerrigan , George A. Constantinides

Topology optimization problems generally support multiple local minima, and real-world applications are typically three-dimensional. In previous work [I. P. A. Papadopoulos, P. E. Farrell, and T. M. Surowiec, Computing multiple solutions of…

Numerical Analysis · Mathematics 2022-11-23 Ioannis P. A. Papadopoulos , Patrick E. Farrell