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We propose a novel stochastic gradient descent method for solving linear least squares problems with partially observed data. Our method uses submatrices indexed by a randomly selected pair of row and column index sets to update the iterate…
We propose a discontinuous least squares finite element method for solving the Helmholtz equation. The method is based on the L2 norm least squares functional with the weak imposition of the continuity across the interior faces as well as…
We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…
Using the T-coercivity theory as advocated in [Chesnel, Ciarlet, T -coercivity and continuous Galerkin methods: application to transmission problems with sign changing coefficients (2013)], we propose a new variational formulation of the…
We study the weak Galerkin finite element method for Stokes problem. A new weak Galerkin finite element velocity-pressure space pair is presented which satisfies the discrete inf-sup condition. Based on this space pair, we establish a…
This article proposes modifications to standard low order finite element approximations of the Stokes system with the goal of improving both the approximation quality and the parallel algebraic solution process. Different from standard…
In this work, we develop a Legendre spectral element method (LSEM) for solving the stochastic nonlinear system of advection-reaction-diffusion models. The used basis functions are based on a class of Legendre functions such that their mass…
In this paper, we develop a high order numerical method for the numerical solutions of scattering problems with slightly perturbed periodic surfaces in two dimensional spaces. Based on the regularity property introduced in Part I, the…
A new spectral conjugate subgradient method is presented to solve nonsmooth unconstrained optimization problems. The method combines the spectral conjugate gradient method for smooth problems with the spectral subgradient method for…
This paper introduces a novel optimization algorithm designed for nonlinear least-squares problems. The method is derived by preconditioning the gradient descent direction using the Singular Value Decomposition (SVD) of the Jacobian. This…
A solenoidal basis is constructed to compute velocities using a certain finite element method for the Stokes problem. The method is conforming, with piecewise linear velocity and piecewise constant pressure on the Powell-Sabin split of a…
Spectroscopically measuring low levels of non-equilibrium phenomena (e.g. emission in the presence of a large thermal background) can be problematic due to an unfavorable signal-to-noise ratio. An approach is presented to use time-series…
In this paper, we construct and analyze divergence-free finite element methods for the Stokes problem on smooth domains. The discrete spaces are based on the Scott-Vogelius finite element pair of arbitrary polynomial degree greater than…
A new weak Galerkin finite element method, called generalized weak Galerkin method ({g}WG), is introduced for Stokes equations in this paper by using a new definition of the weak gradient. Error estimates in energy norm and $L^2$ norm for…
The Stokes problem with non-homogeneous Dirichlet boundary condition is solved numerically using conforming discretizations and an approximation of the boundary datum in the corresponding trace space. Optimal discretization error estimates…
In this paper, a piecewise quadratic nonconforming finite element method on rectangular grids for a fourth-order elliptic singular perturbation problem is presented. This proposed method is robustly convergent with respect to the…
In this paper, we propose a high-order extension of the multiscale method introduced by the authors in [SIAM J. Numer. Anal., 63(4) (2025), pp. 1617--1641] for heterogeneous Stokes problems, while also providing several other improvements,…
A step-search sequential quadratic programming method is proposed for solving nonlinear equality constrained stochastic optimization problems. It is assumed that constraint function values and derivatives are available, but only stochastic…
We present a variational algorithm for solving the classical inverse Sturm-Liouville problem in one dimension when two spectra are given. All critical points of the least squares functional are at global minima, which which suggests…
This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…