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We introduce a new numerical method to approximate the solution of a finite horizon deterministic optimal control problem. We exploit two Hamilton-Jacobi-Bellman PDE, arising by considering the dynamics in forward and backward time. This…

Optimization and Control · Mathematics 2023-04-21 Marianne Akian , Stéphane Gaubert , Shanqing Liu

We use the Method of Difference Potentials (MDP) to solve a non-overlapping domain decomposition formulation of the Helmholtz equation. The MDP reduces the Helmholtz equation on each subdomain to a Calderon's boundary equation with…

Numerical Analysis · Mathematics 2021-03-24 Evan North , Semyon Tsynkov , Eli Turkel

We present a domain decomposition method (DDM) devoted to the iterative solution of time-harmonic electromagnetic scattering problems, involving large and resonant cavities. This DDM uses the electric field integral equation (EFIE) for the…

Numerical Analysis · Mathematics 2012-06-27 François Alouges , Jennifer Bourguignon-Mirebeau , David P. Levadoux

The purpose of this research is to describe an efficient iterative method suitable for obtaining high accuracy solutions to high frequency time-harmonic scattering problems. The method allows for both refinement of local polynomial degree…

Computational Physics · Physics 2018-12-26 Ryan Galagusz , Steve McFee

We present an a posteriori estimator of the error in the L^2-norm for the numerical approximation of the Maxwell's eigenvalue problem by means of N\'ed\'elec finite elements. Our analysis is based on a Helmholtz decomposition of the error…

Numerical Analysis · Mathematics 2016-02-02 Daniele Boffi , Lucia Gastaldi , Rodolfo Rodríguez , Ivana Šebestová

Obtaining high-precision guaranteed lower eigenvalue bounds remains difficult, even though the standard high-order conforming finite element (FEM) easily yields extremely sharp upper bounds. Recently developed rigorous approaches using such…

Numerical Analysis · Mathematics 2025-12-30 Xuefeng Liu , Michael Plum

We propose one finite element method for both second order linear uniformly elliptic PDE in non-divergence form and the uniformly elliptic Hamilton-Jacobi-Bellman (HJB) equation. For both linear elliptic PDE in non-divergence form and the…

Numerical Analysis · Mathematics 2026-04-28 Weifeng Qiu

In this article, a two-level overlapping domain decomposition preconditioner is developed for solving linear algebraic systems obtained from simulating Darcy flow in high-contrast media. Our preconditioner starts at a mixed finite element…

Numerical Analysis · Mathematics 2024-03-29 Changqing Ye , Shubin Fu , Eric T. Chung , Jizu Huang

In this work, we consider the time-harmonic Maxwell's equations and their numerical solution with a domain decomposition method. As an innovative feature, we propose a feedforward neural network-enhanced approximation of the interface…

Numerical Analysis · Mathematics 2023-03-07 T. Knoke , S. Kinnewig , S. Beuchler , A. Demircan , U. Morgner , T. Wick

Each iteration in Jacobi-Davidson method for solving large sparse eigenvalue problems involves two phases, called subspace expansion and eigen pair extraction. The subspace expansion phase involves solving a correction equation. We propose…

Numerical Analysis · Mathematics 2019-02-07 Mashetti Ravibabu

We propose a parallel algorithm for the numerical solution of a class of second order semi-linear equations coming from stochastic optimal control problems, by means of a dynamic domain decomposition technique. The new method is an…

Numerical Analysis · Mathematics 2016-02-11 Simone Cacace , Maurizio Falcone

Optimal control problems are crucial in various domains, including path planning, robotics, and humanoid control, demonstrating their broad applicability. The connection between optimal control and Hamilton-Jacobi (HJ) partial differential…

Optimization and Control · Mathematics 2024-03-06 Tingwei Meng , Siting Liu , Wuchen Li , Stanley Osher

We consider the numerical solution of large scale time-harmonic Maxwell equations. To this day, this problem remains difficult, in particular because the equations are neither Hermitian nor semi-definite. Our approach is to compare…

Numerical Analysis · Mathematics 2025-07-18 Elise Fressart , Sébastien Dubois , Loïc Gouarin , Marc Massot , Michel Nowak , Nicole Spillane

This is the first in a series of papers in which we study an efficient approximation scheme for solving the Hamilton-Jacobi-Bellman equation for multi-dimensional problems in stochastic control theory. The method is a combination of a WKB…

Computational Finance · Quantitative Finance 2014-06-26 Sakda Chaiworawitkul , Patrick S. Hagan , Andrew Lesniewski

In this paper, we develop algorithms to overcome the curse of dimensionality in possibly non-convex state-dependent Hamilton-Jacobi equations (HJ PDEs) arising from optimal control and differential game problems. The subproblems are…

Optimization and Control · Mathematics 2018-02-19 Yat Tin Chow , Jerome Darbon , Stanley Osher , Wotao Yin

An algebraic multilevel iteration method for solving system of linear algebraic equations arising in $H(\mathrm{curl})$ and $H(\mathrm{div})$ spaces are presented. The algorithm is developed for the discrete problem obtained by using the…

Numerical Analysis · Mathematics 2013-12-02 S. K. Tomar

In this work, we propose and analyze two two-level hybrid Schwarz preconditioners for solving the Helmholtz equation with high wave number in two and three dimensions. Both preconditioners are defined over a set of overlapping subdomains,…

Numerical Analysis · Mathematics 2025-02-26 Peipei Lu , Xuejun Xu , Bowen Zheng , Jun Zou

In this paper, we propose and analyze a mixed virtual element method for the approximation of the eigenvalues and eigenfunctions of the two-dimensional elasticity eigenvalue problem. Under standard assumptions on polygonal meshes, we prove…

Numerical Analysis · Mathematics 2026-03-24 Felipe Lepe , Gonzalo Rivera

This paper rigorously analyses preconditioners for the time-harmonic Maxwell equations with absorption, where the PDE is discretised using curl-conforming finite-element methods of fixed, arbitrary order and the preconditioner is…

Numerical Analysis · Mathematics 2020-03-23 Marcella Bonazzoli , Victorita Dolean , Ivan G. Graham , Euan A. Spence , Pierre-Henri Tournier

Bilevel optimization has arisen as a powerful tool in modern machine learning. However, due to the nested structure of bilevel optimization, even gradient-based methods require second-order derivative approximations via Jacobian- or/and…

Machine Learning · Computer Science 2022-06-07 Daouda Sow , Kaiyi Ji , Yingbin Liang