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Adjoint methods have been the pillar of gradient-based optimization for decades. They enable the accurate computation of a gradient (sensitivity) of a quantity of interest with respect to all system's parameters in one calculation. When the…

Fluid Dynamics · Physics 2024-11-12 Defne E. Ozan , Luca Magri

We present a novel artificial diffusion method to circumvent the instabilities associated with the standard finite element approximation of convection-diffusion equations. Motivated by the micromorphic approach, we introduce an auxiliary…

Numerical Analysis · Mathematics 2025-06-19 Soheil Firooz , B. Daya Reddy , Paul Steinmann

The optimal control of thermally convective flows is usually modeled by an optimization problem with constraints of Boussinesq equations that consist of the Navier-Stokes equation and an advection-diffusion equation. This optimal control…

Optimization and Control · Mathematics 2022-11-29 Yongcun Song , Xiaoming Yuan , Hangrui Yue

The vertical gradient freeze crystal growth process is the main technique for the production of high quality compound semiconductors that are vital for today's electronic applications. A simplified model of this process consists of two 1D…

Optimization and Control · Mathematics 2025-02-11 Stefan Ecklebe , Nicole Gehring

In this paper, we describe a two-stage method for solving optimization problems with bound constraints. It combines the active-set estimate described in [Facchinei and Lucidi, 1995] with a modification of the non-monotone line search…

Optimization and Control · Mathematics 2016-11-08 Andrea Cristofari , Marianna De Santis , Stefano Lucidi , Francesco Rinaldi

The Heston model is a well-known two-dimensional financial model. Because the Heston model contains implicit parameters that cannot be determined directly from real market data, calibrating the parameters to real market data is challenging.…

Optimization and Control · Mathematics 2023-10-16 Anna Clevenhaus , Claudia Totzeck , Matthias Ehrhardt

The sharp increasing in fabrication capabilities of nanomaterials, and complex structures such as meta-surfaces and metalens, has opened to the possibility of employing them for accurately control the electromagnetic field, beyond the…

Numerical Analysis · Mathematics 2026-03-17 Vincenzo Mottola , Luisa Faella , Carlo Forestiere , Antonello Tamburrino

We investigate structure-preserving finite element discretizations of the steady-state Stefan--Maxwell diffusion problem which governs diffusion within a phase consisting of multiple species. An approach inspired by augmented Lagrangian…

Numerical Analysis · Mathematics 2020-06-08 Alexander Van-Brunt , Patrick E. Farrell , Charles W. Monroe

Meta-optics promises compact, high-performance imaging and color routing. However, designing high-performance structures is a high-dimensional optimization problem: mapping a desired optical output back to a physical 3D structure requires…

Machine Learning · Computer Science 2026-04-21 Chanik Kang , Hyewon Suk , Haejun Chung

In this work, we design and analyze a novel, provably conditionally stable, weakly coupled partitioned scheme to solve the conjugate heat transfer (CHT) problem. We consider a model CHT problem consisting of linear advection-diffusion and…

Numerical Analysis · Mathematics 2026-02-23 Sarah Nataj , David C. Del Rey Fernández , David Brown , Rajeev Jaiman

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

In contact mechanics computation, the constraint conditions on the contact surfaces are typically enforced by the Lagrange multiplier method, resulting in a saddle point system. Given that the saddle point matrix is indefinite, solving…

Numerical Analysis · Mathematics 2024-09-24 Xiaoyu Duan , Hengbin An

This paper presents the control design of the two-phase Stefan problem. The two-phase Stefan problem is a representative model of liquid-solid phase transition by describing the time evolutions of the temperature profile which is divided by…

Optimization and Control · Mathematics 2019-05-31 Shumon Koga , Miroslav Krstic

This study develops a novel multiscale computational method for heat conduction problems of composite structures with diverse periodic configurations in different subdomains. Firstly, the second-order two-scale (SOTS) solutions for these…

Numerical Analysis · Mathematics 2017-12-08 Hao Dong , Junzhi Cui , Yufeng Nie , Zihao Yang

As a common generalization of previously solved optimization problems concerning bipartite stable matchings, we describe a strongly polynomial network flow based algorithm for computing $\ell$ disjoint stable matchings with minimum total…

Computer Science and Game Theory · Computer Science 2025-11-14 Tamás Fleiner , András Frank , Tamás Király

We propose an algorithm using method of evolving junctions to solve the optimal path planning problems with piece-wise constant flow fields. In such flow fields with a convex Lagrangian in the objective function, we can prove that the…

Optimization and Control · Mathematics 2021-12-14 Haoyan Zhai , Mengxue Hou , Fumin Zhang , Haomin Zhou

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi

A scaled conjugate gradient method that accelerates existing adaptive methods utilizing stochastic gradients is proposed for solving nonconvex optimization problems with deep neural networks. It is shown theoretically that, whether with…

Machine Learning · Computer Science 2024-12-17 Naoki Sato , Koshiro Izumi , Hideaki Iiduka

This work develops a rigorous numerical framework for solving time-dependent Optimal Control Problems (OCPs) governed by partial differential equations, with a particular focus on biomedical applications. The approach deals with…

Optimization and Control · Mathematics 2025-10-23 Zahra Mirzaiyan , Pierfrancesco Siena , Pasquale Claudio Africa , Michele Girfoglio , Gianluigi Rozza

We exploit level set topology optimization to find the optimal material distribution for metamaterial-based heat manipulators. The level set function, geometry, and solution field are parameterized using the non-uniform rational B-spline…

Computational Engineering, Finance, and Science · Computer Science 2023-03-08 Chintan Jansari , Stéphane P. A. Bordas , Elena Atroshchenko
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