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The homogeneous second-order descent method (Zhang et al. 2025, Mathematics of Operations Research) was initially proposed for unconstrained optimisation problems. HSODM shows excellent performance with respect to the global complexity rate…

Optimization and Control · Mathematics 2026-04-08 Yonggang Pei , Yubing Lin , Mauricio Silva Louzeiro , Detong Zhu

This paper is concerned with developing and analyzing two novel implicit temporal discretization methods for the stochastic semilinear wave equations with multiplicative noise. The proposed methods are natural extensions of well-known…

Numerical Analysis · Mathematics 2024-08-26 Xiaobing Feng , Yukun Li , Liet Vo

In this work, we develop Non-Intrusive Reduced Order Models (NIROMs) that combine Proper Orthogonal Decomposition (POD) with a Radial Basis Function (RBF) interpolation method to construct efficient reduced order models for time-dependent…

Computational Physics · Physics 2025-02-21 Sourav Dutta , Matthew W. Farthing , Emma Perracchione , Gaurav Savant , Mario Putti

In this work, we propose an adaptive spectral element algorithm for solving nonlinear optimal control problems. The method employs orthogonal collocation at the shifted Gegenbauer-Gauss points combined with very accurate and stable…

Optimization and Control · Mathematics 2023-03-06 Kareem T. Elgindy

In this work we propose reduced order methods as a reliable strategy to efficiently solve parametrized optimal control problems governed by shallow waters equations in a solution tracking setting. The physical parametrized model we deal…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

We present a GPU-accelerated version of a high-order discontinuous Galerkin discretization of the unsteady incompressible Navier-Stokes equations. The equations are discretized in time using a semi-implicit scheme with explicit treatment of…

Numerical Analysis · Mathematics 2018-05-08 Ali Karakus , Noel Chalmers , Kasia Swirydowicz , Timothy Warburton

We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…

Optimization and Control · Mathematics 2025-10-14 Harshal D. Kaushik , Ming Jin

In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…

Numerical Analysis · Mathematics 2025-08-19 Yikan Liu

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

We present a scalable approach to solve a class of elliptic partial differential equation (PDE)-constrained optimization problems with bound constraints. This approach utilizes a robust full-space interior-point (IP)-Gauss-Newton…

Optimization and Control · Mathematics 2024-10-22 Tucker Hartland , Cosmin G. Petra , Noemi Petra , Jingyi Wang

Many scientific and engineering challenges can be formulated as optimization problems which are constrained by partial differential equations (PDEs). These include inverse problems, control problems, and design problems. As a major…

Optimization and Control · Mathematics 2017-12-25 Lasse Hjuler Christiansen , John Bagterp Jørgensen

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

This work proposes a general strategy for solving possibly nonlinear problems arising from implicit time discretizations as a sequence of explicit solutions. The resulting sequence may exhibit instabilities similar to those of the base…

Numerical Analysis · Mathematics 2025-10-21 Nicolas A. Barnafi , Felipe Galarce , Pablo Brubeck

Non-intrusive reduced-order modeling techniques are necessary for systems that are simulated using black-box solvers or known only from data. For systems exhibiting large transients and operating far away from equilibria, current…

Numerical Analysis · Mathematics 2026-03-24 Cole J. Errico , Alberto Padovan , Daniel J. Bodony

In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…

Numerical Analysis · Mathematics 2024-05-03 Fabio Zoccolan , Maria Strazzullo , Gianluigi Rozza

In this paper, a practicable simulation-free model order reduction method by nonlinear moment matching is developed. Based on the steady-state interpretation of linear moment matching, we comprehensively explain the extension of this…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Maria Cruz Varona , Raphael Gebhart , Julian Suk , Boris Lohmann

There is a wave of interest in using unsupervised neural networks for solving differential equations. The existing methods are based on feed-forward networks, {while} recurrent neural network differential equation solvers have not yet been…

Machine Learning · Computer Science 2021-09-07 Marios Mattheakis , Hayden Joy , Pavlos Protopapas

A full approximation scheme (FAS) nonlinear multigrid solver for two-phase flow and transport problems driven by wells with multiple perforations is developed. It is an extension to our previous work on FAS solvers for diffusion and…

Numerical Analysis · Mathematics 2023-08-02 Chak Shing Lee , François P. Hamon , Nicola Castelletto , Panayot S. Vassilevski , Joshua A. White

The finite cell method is a highly flexible discretization technique for numerical analysis on domains with complex geometries. By using a non-boundary conforming computational domain that can be easily meshed, automatized computations on a…

Recently, a family of models that couple multifluid systems to the full Maxwell equations draw a lot of attention in laboratory, space, and astrophysical plasma modeling. These models are more complete descriptions of the plasma than…

Computational Physics · Physics 2020-06-24 Liang Wang , Ammar Hakim , Jonathan Ng , Chuanfei Dong , Kai Germaschewski