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Recently, a new class of BDF schemes proposed in [F. Huang and J. Shen, SIAM J Numer. Anal., 62.4, 1609--1637] for the parabolic type equations are studied in this paper. The basic idea is based on the Taylor expansions at time…
We develop a gradient-like algorithm to minimize a sum of peer objective functions based on coordination through a peer interconnection network. The coordination admits two stages: the first is to constitute a gradient, possibly with…
Parabolic optimal control problems with control constraints are generally challenging, from either theoretical analysis or algorithmic design perspectives. Conceptually, the well-known alternating direction method of multipliers (ADMM) can…
Implicit methods for the numerical solution of initial-value problems may admit multiple solutions at any given time step. Accordingly, their nonlinear solvers may converge to any of these solutions. Below a critical timestep, exactly one…
In this paper we construct a third order method for solving additively split autonomous stiff systems of ordinary differential equations. The constructed additive method is L-stable with respect to the implicit part and allows to use an…
The explicit two-stage fourth-order (TSFO) temporal-spatial coupling method is efficient and compact but suffers severe time-step restrictions for stiff problems with multiple scales. To address Professor Jiequan Li's call for an implicit…
This work uniquely combines an affine linear decision rule known from adjustable robustness with min-max-regret robustness. By doing so, the advantages of both concepts can be obtained with an adjustable solution that is not…
This paper proposes an implicit family of sub-step integration algorithms grounded in the explicit singly diagonally implicit Runge-Kutta (ESDIRK) method. The proposed methods achieve third-order consistency per sub-step and thus the…
In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…
This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…
We prove that the two-step backward differentiation formula (BDF2) method is stable on arbitrary time grids; while the variable-step BDF3 scheme is stable if almost all adjacent step ratios are less than 2.553. These results relax the…
Designing controllers that achieve task objectives while ensuring safety is a key challenge in control systems. This work introduces Opt-ODENet, a Neural ODE framework with a differentiable Quadratic Programming (QP) optimization layer to…
We present a novel method to compute unstable periodic orbits (UPOs) that optimize the infinite-time average of a given quantity for polynomial ODE systems. The UPO search procedure relies on polynomial optimization to construct nonnegative…
Optimal control of the singular nonlinear parabolic PDE which is a distributional formulation of multidimensional and multiphase Stefan-type free boundary problem is analyzed. Approximating sequence of finite-dimensional optimal control…
In this paper we will consider distributed Linear-Quadratic Optimal Control Problems dealing with Advection-Diffusion PDEs for high values of the P\'eclet number. In this situation, computational instabilities occur, both for steady and…
Learning neural ODEs often requires solving very stiff ODE systems, primarily using explicit adaptive step size ODE solvers. These solvers are computationally expensive, requiring the use of tiny step sizes for numerical stability and…
A self-learning algebraic multigrid method for dominant and minimal singular triplets and eigenpairs is described. The method consists of two multilevel phases. In the first, multiplicative phase (setup phase), tentative singular triplets…
New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…
In this paper, we propose two novel non-stationary first-order primal-dual algorithms to solve nonsmooth composite convex optimization problems. Unlike existing primal-dual schemes where the parameters are often fixed, our methods use…
Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…