Related papers: On Adaptive Grad-Div Parameter Selection
We address the weak numerical solution of stochastic differential equations driven by independent Brownian motions (SDEs for short). This paper develops a new methodology to design adaptive strategies for determining automatically the…
The recent literature on first order methods for smooth optimization shows that significant improvements on the practical convergence behaviour can be achieved with variable stepsize and scaling for the gradient, making this class of…
Using limited observations of the velocity field of the two-dimensional Navier-Stokes equations, we successfully reconstruct the steady body force that drives the flow. The number of observed data points is less than 10\% of the number of…
A machine-learning strategy for investigating the stability of fluid flow problems is proposed herein. The goal is to provide a simple yet robust methodology to find a nonlinear mapping from the parametric space to an indicator representing…
This paper investigates the two-dimensional stochastic steady-state Navier-Stokes(NS) equations with additive random noise. We introduce an innovative splitting method that decomposes the stochastic NS equations into a deterministic NS…
The automatic selection of an appropriate time step size has been considered extensively in the literature. However, most of the strategies developed operate under the assumption that the computational cost (per time step) is independent of…
Numerical resolution of high-dimensional nonlinear PDEs remains a huge challenge due to the curse of dimensionality. Starting from the weak formulation of the Lawson-Euler scheme, this paper proposes a stochastic particle method (SPM) by…
Several classical adaptive optimization algorithms, such as line search and trust region methods, have been recently extended to stochastic settings where function values, gradients, and Hessians in some cases, are estimated via stochastic…
We introduce and analyze a Statically Condensed Iterated Penalty (SCIP) method for solving incompressible flow problems discretized with $p$th-order Scott-Vogelius elements. While the standard iterated penalty method is often the preferred…
In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…
We consider a stabilization method for divergence-conforming B-spline discretizations of the incompressible Navier--Stokes problem wherein jumps in high-order normal derivatives of the velocity field are penalized across interior mesh…
This report presents adaptive artificial compression methods in which the time-step and artificial compression parameter $\varepsilon $ are independently adapted. The resulting algorithms are supported by analysis and numerical tests. The…
This paper develops a parameter-free adaptive proximal bundle method with two important features: 1) adaptive choice of variable prox stepsizes that "closely fits" the instance under consideration; and 2) adaptive criterion for making the…
We investigate parameteric Navier-Stokes equations for a viscous, incompressible flow in bounded domains. The coefficients of the equations are perturbed by high-dimensional random parameters, this fits in particular for modelling flows in…
We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE…
We present an effective adaptive procedure for the numerical approximation of the steady-state Gross-Pitaevskii equation. Our approach is solely based on energy minimization, and consists of a combination of gradient flow iterations and…
This paper proposes a novel approach to adaptive step sizes in stochastic gradient descent (SGD) by utilizing quantities that we have identified as numerically traceable -- the Lipschitz constant for gradients and a concept of the local…
Reducing the variance of the gradient estimator is known to improve the convergence rate of stochastic gradient-based optimization and sampling algorithms. One way of achieving variance reduction is to design importance sampling strategies.…
A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…
Recent advances in the application of physics-informed learning into the field of fluid mechanics have been predominantly grounded in the Newtonian framework, primarly leveraging Navier-Stokes Equation or one of its various derivative to…