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We implement an Augmented Lagrangian method to minimize a constrained least-squares cost function designed to find polyadic decompositions of the matrix multiplication tensor. We use this method to obtain new discrete decompositions and…

Numerical Analysis · Mathematics 2023-10-05 Charlotte Vermeylen , Marc Van Barel

We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…

Statistical Mechanics · Physics 2018-04-26 Jeroen Wouters , Georg A. Gottwald

The Smectic-A (SmA) phase is modeled by a modified Landau-de Gennes (mLdG) model proposed by Xia et al. [Phys. Rev. Lett., 126 (2021), 177801], in which a tensor order parameter Q for the orientational order is coupled with a real scalar…

Numerical Analysis · Mathematics 2026-04-22 Wenshuai Hu , Guanghua Ji , Xiao Li

In real-world decision-making, uncertainty is important yet difficult to handle. Stochastic dominance provides a theoretically sound approach for comparing uncertain quantities, but optimization with stochastic dominance constraints is…

Machine Learning · Statistics 2023-02-28 Hanjun Dai , Yuan Xue , Niao He , Bethany Wang , Na Li , Dale Schuurmans , Bo Dai

We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…

Systems and Control · Computer Science 2017-09-19 Weipin Wu , Jianjun Gao , Duan Li , Yun Shi

Current bundle adjustment solvers such as the Levenberg-Marquardt (LM) algorithm are limited by the bottleneck in solving the Reduced Camera System (RCS) whose dimension is proportional to the camera number. When the problem is scaled up,…

Computer Vision and Pattern Recognition · Computer Science 2023-02-28 Lei Zhou , Zixin Luo , Mingmin Zhen , Tianwei Shen , Shiwei Li , Zhuofei Huang , Tian Fang , Long Quan

Meshless methods are often used in numerical simulations of systems of partial differential equations (PDEs), particularly those which involve complex geometries or free surfaces. Here we present a novel compact scheme based on the local…

Numerical Analysis · Mathematics 2026-03-13 Henry M. Broadley , Steven J. Lind , Jack R. C. King

Rechargeable battery electrodes have highly complex microstructures, consisting of nonuniform electrode particles, tortuous electrolyte channels, and irregular particle-electrolyte interfaces. Moreover, the electrochemical processes involve…

Materials Science · Physics 2026-03-26 Hui-Chia Yu , Bernardo Orvananos , Scott Cronin , Martin Bazant , Scott Barnett , K. Thornton

We investigate the hydrodynamic recovery of Lattice Boltzmann Method (LBM) by analyzing exact balance relations for energy and enstrophy derived from averaging the equations of motion on sub-volumes of different sizes. In the context of 2D…

We seek to accelerate and increase the size of simulations for fluid-structure interactions (FSI) by using multiple resolutions in the spatial discretization of the equations governing the time evolution of systems displaying two-way…

Fluid Dynamics · Physics 2017-08-02 Wei Hu , Wenxiao Pan , Milad Rakhsha , Qiang Tian , Haiyan Hu , Dan Negrut

The augmented Lagrange method is employed to address the optimal control problem involving pointwise state constraints in parabolic equations. The strong convergence of the primal variables and the weak convergence of the dual variables are…

Optimization and Control · Mathematics 2024-12-02 Weilong You , Fu Zhang

The lattice field theory approach to the statistical mechanics of a classical Coulomb gas [R. Coalson and A. Duncan, J. Chem. Phys. 97,5653(1992)] is generalized to include charged polymer chains. Saddle-point analysis is done on the…

Condensed Matter · Physics 2007-05-23 R. D. Coalson , A. Duncan , S. Tsonchev

We extend the semi-Lagrangian discontinuous Galerkin (SLDG) method of Einkemmer to velocity grids with adaptive mesh refinement (AMR) and to three-dimensional velocity space. The original SLDG formulation assumes uniform cell widths, which…

Numerical Analysis · Mathematics 2026-03-23 Mark F. Adams

In this paper we discuss the adjoint stabilised finite element method introduced in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive and ill-posed problems. Part I: elliptic equations, SIAM Journal on Scientific…

Numerical Analysis · Mathematics 2015-12-10 Erik Burman

We consider the reconstruction problem in compressed sensing in which the observations are recorded in a finite number of bits. They may thus contain quantization errors (from being rounded to the nearest representable value) and saturation…

Machine Learning · Statistics 2013-10-11 Ji Liu , Stephen J. Wright

We apply results of Malliavin-Thalmaier-Watanabe for strong and weak Taylor expansions of solutions of perturbed stochastic differential equations (SDEs). In particular, we work out weight expressions for the Taylor coefficients of the…

Computational Finance · Quantitative Finance 2008-12-10 Maria Siopacha , Josef Teichmann

Machine-learning (ML) based discretization has been developed to simulate complex partial differential equations (PDEs) with tremendous success across various fields. These learned PDE solvers can effectively resolve the underlying solution…

Numerical Analysis · Mathematics 2023-09-12 Yongsheng Chen , Wei Guo , Xinghui Zhong

A second-order many-body perturbation correction to the relativistic Dirac-Hartree-Fock energy is evaluated stochastically by integrating 13-dimensional products of four-component spinors and Coulomb potentials. The integration in the real…

Quantum Physics · Physics 2022-06-16 J. César Cruz , Jorge Garza , Takeshi Yanai , So Hirata

An original spectral study of the compressible hybrid lattice Boltzmann method (HLBM) on standard lattice is proposed. In this framework, the mass and momentum equations are addressed using the lattice Boltzmann method (LBM), while finite…

Computational Physics · Physics 2020-06-16 Florian Renard , Gauthier Wissocq , Jean-François Boussuge , Pierre Sagaut

The magnetohydrodynamics (MHD) equations are generally known to be difficult to solve numerically, due to their highly nonlinear structure and the strong coupling between the electromagnetic and hydrodynamic variables, especially for high…

Numerical Analysis · Mathematics 2022-11-11 Fabian Laakmann , Patrick E. Farrell , Lawrence Mitchell