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This work recasts time-dependent optimal control problems governed by partial differential equations in a Dynamic Mode Decomposition with control framework. Indeed, since the numerical solution of such problems requires a lot of…
Imposition methods of interface conditions for the second-order wave equation with non-conforming grids is considered. The spatial discretization is based on high order finite differences with summation-by-parts properties. Previously…
In ecological studies of pattern formation, models of the competitive-diffusion type are generally singularly perturbed, and the numerical approximation of such models is challenging. In this paper, we present finite element discretization…
In the theory and practice of inverse problems for partial differential equations (PDEs) much attention is paid to the problem of the identification of coefficients from some additional information. This work deals with the problem of…
We present a novel framework based on semi-bounded spatial operators for analyzing and discretizing initial boundary value problems on moving and deforming domains. This development extends an existing framework for well-posed problems and…
In this paper, we propose a parallel space-time domain decomposition method for solving an unsteady source identification problem governed by the linear convection-diffusion equation. Traditional approaches require to solve repeatedly a…
In this work, we consider the coupled systems of linear unsteady partial differential equations, which arise in the modeling of poroelasticity processes. Stability estimates of weighted difference schemes for the coupled system of equations…
In this paper we continue our work on adaptive timestep control for weakly non- stationary problems. The core of the method is a space-time splitting of adjoint error representations for target functionals due to S\"uli and Hartmann. The…
This work aims to construct an efficient and highly accurate numerical method to address the time singularity at $t=0$ involved in a class of time-fractional parabolic integro-partial differential equations in one and two dimensions. The…
This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…
In this paper, we develop two fast implicit difference schemes for solving a class of variable-coefficient time-space fractional diffusion equations with integral fractional Laplacian (IFL). The proposed schemes utilize the graded $L1$…
High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…
We are interested in the numerical solution of nonsymmetric linear systems arising from the discretization of convection-diffusion partial differential equations with separable coefficients and dominant convection. Preconditioners based on…
We present a novel space-time isogeometric discretization of the acoustic wave equation in second-order formulation that is intrinsically unconditionally stable. The method relies on a variational framework inspired by [Walkington 2014],…
In this paper, a higher-order time-discretization scheme is proposed, where the iterates approximate the solution of the stochastic semilinear wave equation driven by multiplicative noise with general drift and diffusion. We employ a…
We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…
We study Cauchy problems of fractional differential equations in both space and time variables by expressing the solution in terms of ``stochastic composition" of the solutions to two simpler problems. These Cauchy sub-problems respectively…
This work introduces novel unconditionally stable operator splitting methods for solving the time dependent nonlinear Poisson-Boltzmann (NPB) equation for the electrostatic analysis of solvated biomolecules. In a pseudo-transient…
We study the speed of convergence of the explicit and implicit space-time discretization schemes of the solution $u(t,x)$ to a parabolic partial differential equation in any dimension perturbed by a space-correlated Gaussian noise. The…
In this work, we propose two-level space-time domain decomposition preconditioners for parabolic problems discretized using finite elements. They are motivated as an extension to space-time of balancing domain decomposition by constraints…