Related papers: Convergence analysis of the Schwarz alternating me…
The generalized optimised Schwarz method proposed in [Claeys & Parolin, 2022] is a variant of the Despr\'es algorithm for solving harmonic wave problems where transmission conditions are enforced by means of a non-local exchange operator.…
We propose and analyze a monotone finite element method for an elliptic distributed optimal control problem constrained by a convection-diffusion-reaction equation in the convection-dominated regime. The method is based on the edge-averaged…
First, let $u_{g}$ be the unique solution of an elliptic variational inequality with source term $g$. We establish, in the general case, the error estimate between $u_{3}(\mu)=\mu u_{g_{1}}+ (1-\mu)u_{g_{2}}$ %(the convex combination of two…
Recently there were proposed some innovative convex optimization concepts, namely, relative smoothness [1] and relative strong convexity [2,3]. These approaches have significantly expanded the class of applicability of gradient-type methods…
The article examines a linear-quadratic Neumann control problem that is governed by a non-coercive elliptic equation. Due to the non-self-adjoint nature of the linear control-to-state operator, it is necessary to independently study both…
Pricing American options is more complicated than pricing European options, because they can be exercised at any time, and one thus needs to solve a linear complementarity problem instead of simply doing time stepping for computing European…
We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…
This paper proposes a two-level restricted additive Schwarz (RAS) method for multiscale PDEs, built on top of a multiscale spectral generalized finite element method (MS-GFEM). The method uses coarse spaces constructed from optimal local…
We propose and analyze an unfitted finite element method for solving elliptic problems on domains with curved boundaries and interfaces. The approximation space on the whole domain is obtained by the direct extension of the finite element…
In this paper we develop a Neumann-Neumann type domain decomposition method for elliptic problems on metric graphs. We describe the iteration in the continuous and discrete setting and rewrite the latter as a preconditioner for the Schur…
We consider the finite element discretization of an optimal Dirichlet boundary control problem for the Laplacian, where the control is considered in $H^{1/2}(\Gamma)$. To avoid computing the latter norm numerically, we realize it using the…
We derive a priori error estimates for Nitsche's method applied to elliptic problems on approximate domains. Such approximations arise, for example, in unfitted finite element methods, data-driven simulations, and evolving domain problems,…
This paper is concerned with the discretization error analysis of semilinear Neumann boundary control problems in polygonal domains with pointwise inequality constraints on the control. The approximations of the control are piecewise…
The $\ell_p$ regularization problem with $0< p< 1$ has been widely studied for finding sparse solutions of linear inverse problems and gained successful applications in various mathematics and applied science fields. The proximal gradient…
The Sinkhorn algorithm is the most popular method for solving the entropy minimization problem called the Schr\"odinger problem: in the non-degenerate cases, the latter admits a unique solution towards which the algorithm converges…
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…
We study for the first time Schwarz domain decomposition methods for the solution of the Navier equations modeling the propagation of elastic waves. These equations in the time harmonic regime are difficult to solve by iterative methods,…
In this paper, elliptic control problems with integral constraint on the gradient of the state and box constraints on the control are considered. The optimal conditions of the problem are proved. To numerically solve the problem, we use the…
We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…
The averaged alternating modified reflections (AAMR) method is a projection algorithm for finding the closest point in the intersection of convex sets to any arbitrary point in a Hilbert space. This method can be seen as an adequate…