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Implicit numerical integration of nonlinear ODEs requires solving a system of nonlinear algebraic equations at each time step. Each of these systems is often solved by a Newton-like method, which incurs a sequence of linear-system solves.…

Numerical Analysis · Mathematics 2014-10-24 Kevin Carlberg , Jaideep Ray , Bart van Bloemen Waanders

This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…

Optimization and Control · Mathematics 2014-03-03 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

We propose a novel decomposition framework for the distributed optimization of general nonconvex sum-utility functions arising naturally in the system design of wireless multiuser interfering systems. Our main contributions are: i) the…

Information Theory · Computer Science 2016-11-18 Gesualdo Scutari , Francisco Facchinei , Peiran Song , Daniel P. Palomar , Jong-Shi Pang

In this paper we apply the Fast Iterative Method (FIM) for solving general Hamilton-Jacobi-Bellman (HJB) equations and we compare the results with an accelerated version of the Fast Sweeping Method (FSM). We find that FIM can be indeed used…

Numerical Analysis · Mathematics 2016-02-19 Simone Cacace , Emiliano Cristiani , Maurizio Falcone

We present a new numerical method for the isometric embedding of 2-geometries specified by their 2-metrics in three dimensional Euclidean space. Our approach is to directly solve the fundamental embedding equation supplemented by six…

General Relativity and Quantum Cosmology · Physics 2015-06-23 Wolfgang Tichy , Jonathan R. McDonald , Warner A. Miller

Parallel simulation and control of large-scale robotic systems often rely on partitioned time stepping, yet finite-iteration coupling can inject spurious energy by violating power consistency--even when each subsystem is passive. This…

Robotics · Computer Science 2026-03-18 Qi Wei , Jianfeng Tao , Hongyu Nie , Wangtao Tan

We study and derive algorithms for nonlinear eigenvalue problems, where the system matrix depends on the eigenvector, or several eigenvectors (or their corresponding invariant subspace). The algorithms are derived from an implicit…

Numerical Analysis · Mathematics 2020-03-02 Elias Jarlebring , Parikshit Upadhyaya

We present a new efficient computational approach for time-dependent first-order Hamilton-Jacobi-Bellman PDEs. Since our method is based on a time-implicit Eulerian discretization, the numerical scheme is unconditionally stable, but…

Numerical Analysis · Mathematics 2013-06-18 Alexander Vladimirsky , Changxi Zheng

In this work, we develop Crank-Nicolson-type iterative decoupled algorithms for a three-field formulation of Biot's consolidation model using total pressure. We begin by constructing an equivalent fully implicit coupled algorithm using the…

Numerical Analysis · Mathematics 2024-09-30 Huipeng Gu , Mingchao Cai , Jingzhi Li

In the fermion loop formulation the contributions to the partition function naturally separate into topological equivalence classes with a definite sign. This separation forms the basis for an efficient fermion simulation algorithm using a…

High Energy Physics - Lattice · Physics 2015-09-14 David Baumgartner , Urs Wenger

Cosimulation methods allow combination of simulation tools of physical systems running in parallel to act as a single simulation environment for a big system. As data is passed across subsystem boundaries instead of solving the system as…

Computational Engineering, Finance, and Science · Computer Science 2017-03-21 Dirk Scharff , Thilo Moshagen , Jaroslav Vondřejc

Koopman analysis of a general dynamics system provides a linear Koopman operator and an embedded eigenfunction space, enabling the application of standard techniques from linear analysis. However, in practice, deriving exact operators and…

Systems and Control · Electrical Eng. & Systems 2025-04-29 Alexander Estornell , Leonard Jung , Alenna Spiro , Mario Sznaier , Michael Everett

The pseudopotential model within the Lattice Boltzmann Method (LBM) framework has emerged as a prominent approach in computational fluid dynamics due to its dual strengths in physical intuitiveness and computational tractability. However,…

Fluid Dynamics · Physics 2025-09-03 Yizhong Chen , Zhibin Wang

The pseudomode framework provides an exact description of the dynamics of an open quantum system coupled to a non-Markovian environment. Using this framework, the influence of the environment on the system is studied in an equivalent model,…

Quantum Physics · Physics 2024-09-12 Paul Menczel , Ken Funo , Mauro Cirio , Neill Lambert , Franco Nori

Here, we study the flow of energy between coupled simulators in a co-simulation environment using the concept of power bonds. We introduce energy residuals which are a direct expression of the coupling errors and hence the accuracy of…

Systems and Control · Computer Science 2016-11-22 Severin Sadjina , Lars T. Kyllingstad , Eilif Pedersen , Stian Skjong

We propose and analyze an implicit mass-matrix penalization (IMMP) technique which enables efficient and exact sampling of the (Boltzmann/Gibbs) canonical distribution associated to Hamiltonian systems with fast degrees of freedom (fDOFs).…

Numerical Analysis · Mathematics 2008-11-04 Petr Plechac , Mathias Rousset

The recent advancements of the automotive sector demand robust co-simulation methodologies that enable early validation and seamless integration across hardware and software domains. However, the lack of standardized interfaces and the…

In the reinforcement learning literature, strong theoretical guarantees have been obtained for algorithms applicable to LTI systems. However, in the nonlinear case only weaker results have been obtained for algorithms that mostly rely on…

Systems and Control · Electrical Eng. & Systems 2026-04-01 Victor G. Lopez , Malte Heinrich , Matthias A. Müller

Flexible filaments and fibres are essential components of important complex fluids that appear in many biological and industrial settings. Direct simulations of these systems that capture the motion and deformation of many immersed…

Computational Physics · Physics 2020-09-25 S. F. Schoeller , A. K. Townsend , T. A. Westwood , E. E. Keaveny

The sequential fully implicit (SFI) method was introduced along with the development of the multiscale finite volume (MSFV) framework, and has received considerable attention in recent years. Each time step for SFI consists of an outer loop…

Computational Physics · Physics 2020-09-02 Jiamin Jiang , Hamdi A. Tchelepi
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