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We study efficient simulation of steady state for rarefied gas flow, which is modeled by the Boltzmann equation with BGK-type collision term. A nonlinear multigrid solver is proposed to resolve the efficiency issue by the following…

Numerical Analysis · Mathematics 2022-06-28 Zhicheng Hu , Guanghan Li

The article is devoted to the development of numerical methods for solving saddle point problems and variational inequalities with simplified requirements for the smoothness conditions of functionals. Recently there were proposed some…

Optimization and Control · Mathematics 2023-11-22 Alexander Titov , Fedor Stonyakin , Mohammad Alkousa , Alexander Gasnikov

This work introduces a moving anchor acceleration technique to extragradient algorithms for smooth structured minimax problems. The moving anchor is introduced as a generalization of the original algorithmic anchoring framework, i.e. the…

Optimization and Control · Mathematics 2025-06-03 James K. Alcala , Yat Tin Chow , Mahesh Sunkula

We present families of space-time finite element methods (STFEMs) for a coupled hyperbolic-parabolic system of poro- or thermoelasticity. Well-posedness of the discrete problems is proved. Higher order approximations inheriting most of the…

Numerical Analysis · Mathematics 2023-03-14 Mathias Anselmann , Markus Bause , Nils Margenberg , Pavel Shamko

We study stochastic convex optimization subjected to linear equality constraints. Traditional Stochastic Alternating Direction Method of Multipliers and its Nesterov's acceleration scheme can only achieve ergodic O(1/\sqrt{K}) convergence…

Optimization and Control · Mathematics 2017-04-25 Cong Fang , Feng Cheng , Zhouchen Lin

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are…

Optimization and Control · Mathematics 2023-06-27 Ziyi Chen , Yi Zhou , Yingbin Liang , Zhaosong Lu

In the following paper, we present a consistent Newton-Schur solution approach for variational multiscale formulations of the time-dependent Navier-Stokes equations in three dimensions. The main contributions of this work are a systematic…

Numerical Analysis · Mathematics 2008-09-30 D. Z. Turner , K. B. Nakshatrala , K. D. Hjelmstad

Recently, Bai and Benzi proposed a class of regularized Hermitian and skew-Hermitian splitting methods (RHSS) iteration methods for solving the nonsingular saddle point problem. In this paper, we apply this method to solve the singular…

Numerical Analysis · Mathematics 2017-10-26 Zhen Chao , Guoliang Chen

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

Optimization and Control · Mathematics 2024-03-05 Yuxuan Zeng , Jianchao Bai , Shengjia Wang , Zhiguo Wang

We study the Stokes problem in a bounded planar domain $\Omega$ with a friction type boundary condition that switches between a slip and no-slip stage. Unlike our previous work [6], in the present paper the threshold value may depend on the…

Analysis of PDEs · Mathematics 2016-01-22 Jaroslav Haslinger , Jan Stebel

Problems arising in Earth's mantle convection involve finding the solution to Stokes systems with large viscosity contrasts. These systems contain localized features which, even with adaptive mesh refinement, result in linear systems that…

Numerical Analysis · Mathematics 2020-08-20 Thomas C. Clevenger , Timo Heister

The paper introduces a new adaptive version of the Frank-Wolfe algorithm for relatively smooth convex functions. It is proposed to use the Bregman divergence other than half the square of the Euclidean norm in the formula for step-size.…

Optimization and Control · Mathematics 2024-07-23 Alexander Vyguzov , Fedor Stonyakin

The aim of this paper is to analyze a mixed formulation for the two dimensional Stokes eigenvalue problem where the unknowns are the stress and the velocity, whereas the pressure can be recovered with a simple postprocess of the stress. The…

Numerical Analysis · Mathematics 2022-03-03 Felipe Lepe , Gonzalo Rivera , Jesus Vellojin

We propose a fast bivariate smoothing approach for symmetric surfaces that has a wide range of applications. We show how it can be applied to estimate the covariance function in longitudinal data as well as multiple additive covariances in…

Computation · Statistics 2016-09-23 Jona Cederbaum , Fabian Scheipl , Sonja Greven

Science and engineering problems subject to uncertainty are frequently both computationally expensive and feature nonsmooth parameter dependence, making standard Monte Carlo too slow, and excluding efficient use of accelerated uncertainty…

Numerical Analysis · Mathematics 2021-10-01 Per Pettersson , Sebastian Krumscheid

A numerical algorithm for solving mantle convection problems with strongly variable viscosity is presented. Equations for conservation of mass and momentum for highly viscous and incompressible fluids are solved iteratively by a multigrid…

Geophysics · Physics 2009-11-10 Masanori Kameyama , Akira Kageyama , Tetsuya Sato

Existing analysis of AdaGrad and other adaptive methods for smooth convex optimization is typically for functions with bounded domain diameter. In unconstrained problems, previous works guarantee an asymptotic convergence rate without an…

Machine Learning · Computer Science 2023-10-05 Zijian Liu , Ta Duy Nguyen , Alina Ene , Huy L. Nguyen

In this paper, we consider a broad class of nonconvex and nonsmooth optimization problems, where one objective component is a nonsmooth weakly convex function composed with a linear operator. By integrating variable smoothing techniques…

Optimization and Control · Mathematics 2025-11-03 Xian-Jun Long , Kang Zeng , Gao-Xi Li , Minh N. Dao , Zai-Yun Peng

Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…

Optimization and Control · Mathematics 2025-09-11 Wei Liu , Yangyang Xu

In this paper, we present a hybrid neural-network and MAC (Marker-And-Cell) scheme for solving Stokes equations with singular forces on an embedded interface in regular domains. As known, the solution variables (the pressure and velocity)…

Numerical Analysis · Mathematics 2025-03-20 Che-Chia Chang , Chen-Yang Dai , Wei-Fan Hu , Te-Sheng Lin , Ming-Chih Lai