Related papers: Fast Parallel-in-Time Quasi-Boundary Value Methods…
We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…
In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…
This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…
This work presents an algorithmic scheme for solving the infinite-time constrained linear quadratic regulation problem. We employ an accelerated version of a popular proximal gradient scheme, commonly known as the Forward-Backward Splitting…
We present an efficient integral equation approach to solve the heat equation, $u_t (\x) - \Delta u(\x) = F(\x,t)$, in a two-dimensional, multiply connected domain, and with Dirichlet boundary conditions. Instead of using integral equations…
We shall derive and propose several efficient overlapping domain decomposition methods for solving some typical linear inverse problems, including the identiffication of the flux, the source strength and the initial temperature in second…
Direct numerical simulation of diffusion through heterogeneous media can be difficult due to the computational cost of resolving fine-scale heterogeneities. One method to overcome this difficulty is to homogenize the model by replacing the…
In this article, we propose novel boundary treatment algorithms to avoid order reduction when implicit-explicit Runge-Kutta time discretization is used for solving convection-diffusion-reaction problems with time-dependent Di\-richlet…
In this paper, we develop regularized discrete least squares collocation and finite volume methods for solving two-dimensional nonlinear time-dependent partial differential equations on irregular domains. The solution is approximated using…
A method is developed for solving quasilinear convection diffusion problems starting on a coarse mesh where the data and solution-dependent coefficients are unresolved, the problem is unstable and approximation properties do not hold. The…
The boundary integral method is an efficient approach for solving time-harmonic acoustic obstacle scattering problems. The main computational task is the evaluation of an oscillatory boundary integral at each discretization point of the…
We propose a new method for linear second-order cone programs. It is based on the sequential quadratic programming framework for nonlinear programming. In contrast to interior point methods, it can capitalize on the warm-start capabilities…
In this short communication, we announce an algorithmic procedure for constructing non-uniqueness counter-examples of classical solutions to initial-boundary-value problems for a wide class of linear evolution partial differential…
We present novel coupling schemes for partitioned multi-physics simulation that combine four important aspects for strongly coupled problems: implicit coupling per time step, fast and robust acceleration of the corresponding iterative…
We consider a numerical approximation of a linear quadratic control problem constrained by the stochastic heat equation with non-homogeneous Neumann boundary conditions. This involves a combination of distributed and boundary control, as…
In the recent developments of regularization theory for inverse and ill-posed problems, a variational quasi-reversibility (QR) method has been designed to solve a class of time-reversed quasi-linear parabolic problems. Known as a PDE-based…
A semilinear initial-boundary value problem with a Caputo time derivative of fractional order $\alpha\in(0,1)$ is considered, solutions of which typically exhibit a singular behaviour at an initial time. For L1-type discretizations of this…
This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…
We present and analyze a parallel implementation of a parallel-in-time collocation method based on $\alpha$-circulant preconditioned Richardson iterations. While many papers explore this family of single-level, time-parallel "all-at-once"…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…