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This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…

Numerical Analysis · Mathematics 2019-06-28 Weifeng Qiu , Shun Zhang

In this work, new finite difference schemes are presented for dealing with the upper-convected time derivative in the context of the generalized Lie derivative. The upper-convected time derivative, which is usually encountered in the…

Numerical Analysis · Mathematics 2023-03-31 Debora O. Medeiros , Hirofumi Notsu , Cassio M. Oishi

We derive a formula for the adjoint $\overline{A}$ of a square-matrix operation of the form $C=f(A)$, where $f$ is holomorphic in the neighborhood of each eigenvalue. We then apply the formula to derive closed-form expressions in particular…

Computational Finance · Quantitative Finance 2021-09-13 Andrei Goloubentsev , Dmitri Goloubentsev , Evgeny Lakshtanov

We formulate higher order variations of a Lagrangian in the geometric framework of jet prolongations of fibered manifolds. Our formalism applies to Lagrangians which depend on an arbitrary number of independent and dependent variables,…

Mathematical Physics · Physics 2022-01-03 M. Francaviglia , M. Palese , R. Vitolo

We study the shape differentiability of a general functional depending on the solution of a bidimensional stationary Stokes-Elasticity system, with respect to the reference domain of the elastic structure immersed in a viscous fluid. The…

Analysis of PDEs · Mathematics 2022-10-13 V. Calisti , I. Lucardesi , J. -F. Scheid

This paper is concerned with the study of a class of nonsmooth cost functions subject to a quasi-linear PDE in Lipschitz domains in dimension two. We derive the Eulerian semi-derivative of the cost function by employing the averaged adjoint…

Optimization and Control · Mathematics 2016-04-05 Kevin Sturm

Gradient-based techniques are becoming increasingly critical in quantitative fields, notably in statistics and computer science. The utility of these techniques, however, ultimately depends on how efficiently we can evaluate the derivatives…

Computation · Statistics 2020-02-04 Michael Betancourt , Charles C. Margossian , Vianey Leos-Barajas

First-order optimization algorithms, often preferred for large problems, require the gradient of the differentiable terms in the objective function. These gradients often involve linear operators and their adjoints, which must be applied…

Optimization and Control · Mathematics 2017-07-10 James Folberth , Stephen Becker

This work focuses on the numerical assessment of the accuracy of an adjoint-based gradient in the perspective of variational data assimilation and parameter identification in glaciology. Using noisy synthetic data, we quantify the ability…

Classical Physics · Physics 2014-03-11 Nathan Martin , Jérôme Monnier

We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…

Numerical Analysis · Mathematics 2013-10-11 Yalchin Efendiev , Raytcho Lazarov , Ke Shi

The implementation of the discrete adjoint method for exponential time differencing (ETD) schemes is considered. This is important for parameter estimation problems that are constrained by stiff time-dependent PDEs when the discretized PDE…

Optimization and Control · Mathematics 2016-10-11 Kai Rothauge , Eldad Haber , Uri Ascher

We derive normal approximation results for a class of stabilizing functionals of binomial or Poisson point process, that are not necessarily expressible as sums of certain score functions. Our approach is based on a flexible notion of the…

Probability · Mathematics 2022-10-20 Zhaoyang Shi , Krishnakumar Balasubramanian , Wolfgang Polonik

This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…

Numerical Analysis · Mathematics 2018-01-19 Xiaobing Feng , Thomas Lewis

Adjoint systems are widely used to inform control, optimization, and design in systems described by ordinary differential equations or differential-algebraic equations. In this paper, we explore the geometric properties and develop methods…

Optimization and Control · Mathematics 2023-12-20 Brian Tran , Melvin Leok

Many important physical problems, such as fluid structure interaction or conjugate heat transfer, require numerical methods that compute boundary derivatives or fluxes to high accuracy. This paper proposes a novel alternative to calculating…

Numerical Analysis · Mathematics 2018-03-12 David Wells , Jeffrey Banks

Model-based control for robots has increasingly been dependent on optimization-based methods like Differential Dynamic Programming and iterative LQR (iLQR). These methods can form the basis of Model-Predictive Control (MPC), which is…

Robotics · Computer Science 2023-02-14 Shubham Singh , Ryan P. Russell , Patrick M. Wensing

This paper proposes a new approach for the calibration of material parameters in local elastoplastic constitutive models. The calibration is posed as a constrained optimization problem, where the constitutive model evolution equations for a…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Ryan Yan , D. Thomas Seidl , Reese E. Jones , Panayiotis Papadopoulos

In this paper we introduce the topological state derivative for general topological dilatations and explore its relation to standard optimal control theory. We show that for a class of partial differential equations, the shape dependent…

Optimization and Control · Mathematics 2022-11-21 Phillip Baumann , Idriss Mazari-Fouquer , Kevin Sturm

The manuscript is concerned with a continuous adjoint complement to two-dimensional, incompressible, first-order boundary-layer equations for a flat plate boundary-layer. The text is structured into three parts. The first part demonstrates,…

Fluid Dynamics · Physics 2021-03-31 Niklas Kühl , Peter M. Müller , Thomas Rung

In this paper we develop accelerated first-order methods for convex optimization with locally Lipschitz continuous gradient (LLCG), which is beyond the well-studied class of convex optimization with Lipschitz continuous gradient. In…

Optimization and Control · Mathematics 2023-04-12 Zhaosong Lu , Sanyou Mei