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In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…

Optimization and Control · Mathematics 2012-09-05 Michel Baes , Timm Oertel , Christian Wagner , Robert Weismantel

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

We consider the numerical approximation of acoustic wave propagation problems by mixed BDM(k+1)-P(k) finite elements on unstructured meshes. Optimal convergence of the discrete velocity and super-convergence of the pressure by one order are…

Numerical Analysis · Mathematics 2019-05-27 Herbert Egger , Bogdan Radu

We propose and study a scheme combining the finite element method and machine learning techniques for the numerical approximations of coupled nonlinear forward-backward stochastic partial differential equations (FBSPDEs) with homogeneous…

Numerical Analysis · Mathematics 2020-12-16 Hasib Uddin Molla , Jinniao Qiu

In the present paper non-convex multi-objective parameter optimization problems are considered which are governed by elliptic parametrized partial differential equations (PDEs). To solve these problems numerically the Pascoletti-Serafini…

Numerical Analysis · Mathematics 2022-01-20 Stefan Banholzer , Luca Mechelli , Stefan Volkwein

In this paper, we study the numerical approximation of a general second order semilinear stochastic partial differential equation (SPDE) driven by a additive fractional Brownian motion (fBm) with Hurst parameter $H>\frac 12$ and Poisson…

Numerical Analysis · Mathematics 2020-01-01 Aurelien Junior Noupelah , Antoine Tambue

Solutions to many important partial differential equations satisfy bounds constraints, but approximations computed by finite element or finite difference methods typically fail to respect the same conditions. Chang and Nakshatrala enforce…

Numerical Analysis · Mathematics 2024-03-14 Robert C. Kirby , Daniel Shapero

This paper presents a general framework of high-order finite difference (HFD) schemes for the tempered fractional Laplacian (TFL) based on new generating functions obtained from the discrete symbols. Specifically, for sufficiently smooth…

Numerical Analysis · Mathematics 2026-01-30 Mingyi Wang , Dongling Wang

This paper presents the convergence analysis of the spatial finite difference method (FDM) for the stochastic Cahn--Hilliard equation with Lipschitz nonlinearity and multiplicative noise. Based on fine estimates of the discrete Green…

Numerical Analysis · Mathematics 2026-04-14 Jialin Hong , Diancong Jin , Derui Sheng

This paper is devoted to the numerical analysis of a fully discrete finite element approximation for the stochastic Benjamin-Bona-Mahony equation driven by multiplicative noise. We first establish the existence and uniqueness of solutions…

Numerical Analysis · Mathematics 2026-03-10 Hung D. Nguyen , Thoa Thieu , Liet Vo

In this paper we study elliptic partial differential equations with rapidly varying diffusion coefficient that can be represented as a perturbation of a reference coefficient. We develop a numerical method for efficiently solving multiple…

Numerical Analysis · Mathematics 2020-12-21 Fredrik Hellman , Tim Keil , Axel Målqvist

The Poisson-Nernst-Planck (PNP) equations are one of the most effective model for describing electrostatic interactions and diffusion processes in ion solution systems, and have been widely used in the numerical simulations of biological…

Numerical Analysis · Mathematics 2023-12-19 Yang Liu , Shi Shu , Ying Yang

Mesh refinement in pseudospectral (PS) optimal control is embarrassingly easy --- simply increase the order $N$ of the Lagrange interpolating polynomial and the mathematics of convergence automates the distribution of the grid points.…

Optimization and Control · Mathematics 2019-05-01 N. Koeppen , I. M. Ross , L. C. Wilcox , R. J. Proulx

The proximal bundle method (PBM) is a fundamental and computationally effective algorithm for solving optimization problems with nonsmooth components. In this paper, we conduct a theoretical investigation of a modified proximal bundle…

Optimization and Control · Mathematics 2025-05-13 David Fersztand , Xu Andy Sun

We present a new refinement strategy for locally refined B-splines which ensures the local linear independence of the basis functions. The strategy also guarantees the spanning of the full spline space on the underlying locally refined…

Numerical Analysis · Mathematics 2022-03-28 Francesco Patrizi

Finite element method is one of powerful numerical methods to solve PDE. Usually, if a finite element solution to a Poisson equation based on a triangulation of the underlying domain is not accurate enough, one will discard the solution and…

Numerical Analysis · Mathematics 2007-05-23 Ming-Jun Lai , Haipeng Liu

We develop a new method called affine facial reduction (FR) for recovering Slater's condition for semidefinite programming (SDP) relaxations of combinatorial optimization (CO) problems. Affine FR is a user-friendly method, as it is fully…

Optimization and Control · Mathematics 2025-11-05 Hao Hu , Boshi Yang

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

Optimization methods that make use of derivatives of the objective function up to order $p > 2$ are called tensor methods. Among them, ones that minimize a regularized $p$th-order Taylor expansion at each step have been shown to possess…

Optimization and Control · Mathematics 2025-10-30 Karl Welzel , Yang Liu , Raphael A. Hauser , Coralia Cartis

This paper proposes a strategy to solve the problems of the conventional s-version of finite element method (SFEM) fundamentally. Because SFEM can reasonably model an analytical domain by superimposing meshes with different spatial…

Numerical Analysis · Mathematics 2023-10-09 Nozomi Magome , Naoki Morita , Shigeki Kaneko , Naoto Mitsume