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We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

The design space of dynamic multibody systems (MBSs), particularly those with flexible components, is considerably large. Consequently, having a means to efficiently explore this space and find the optimum solution within a feasible…

Optimization and Control · Mathematics 2025-01-08 Mehran Ebrahimi , Adrian Butscher , Hyunmin Cheong , Francesco Iorio

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Many metal manufacturing processes involve phase change phenomena, which include melting, boiling, and vaporization. These phenomena often occur concurrently. A prototypical 1D model for understanding the phase change phenomena is the…

Materials Science · Physics 2026-02-11 Yavkreet Swami , Jacob Barajas , Amneet Pal Singh Bhalla

The present study proposes a new efficient and robust algorithm for multi-objectives topology optimization of heat transfer surfaces to achieve heat transfer enhancement with a less pressure drop penalty based on a continuous adjoint…

Fluid Dynamics · Physics 2023-09-14 Di Chen , Prashant Kumar , Yukinori Kametani , Yosuke Hasegawa

We present iterative solvers to approximate the solution of numerical schemes for stochastic Stefan problems. After briefly talking about the convergence results, we tackle the question of efficient strategies for solving the nonlinear…

Numerical Analysis · Mathematics 2025-08-12 Muhammad Awais Khan , Jérôme Droniou , Kim-Ngan Le , Iuliu Sorin Pop

We report on recent work on adaptive timestep control for weakly instationary gas flows [16, 18, 17] carried out within SFB 401, TPA3. The method which we implement and extend is a space-time splitting of adjoint error representations for…

Numerical Analysis · Mathematics 2014-05-22 Sebastian Noelle , Christina Steiner

Multidisciplinary engineering system design typically employs a sequential process, progressing from system dynamics to design variables and control. However, this process is inefficient and may lead to a suboptimal design. We propose…

Optimization and Control · Mathematics 2026-02-18 Sicheng He , Shugo Kaneko , Max Howell , Nan Li , Joaquim R. R. A. Martins

We present a machine learning framework that blends image super-resolution technologies with passive, scalar transport in the level-set method. Here, we investigate whether we can compute on-the-fly, data-driven corrections to minimize…

Machine Learning · Computer Science 2022-09-29 Luis Ángel Larios-Cárdenas , Frédéric Gibou

We consider the incompressible Navier--Stokes equations with periodic boundary conditions and time-independent forcing. For this type of flow, we derive adjoint equations whose trajectories converge asymptotically to the equilibrium and…

Fluid Dynamics · Physics 2016-04-15 Mohammad Farazmand

The work in this paper concerns the study of different approximations for one-dimensional one-phase Stefan-like problems with a space-dependent latent heat. It is considered two different problems, which differ from each other in their…

Analysis of PDEs · Mathematics 2020-07-22 Julieta Bollati , Domingo A. Tarzia

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Optimization and Control · Mathematics 2025-12-24 Zepeng Wang , Juan Peypouquet

We consider the surface Stokes equation with Lagrange multiplier and approach it numerically. Using a Taylor-Hood surface finite element method, along with an appropriate estimate for the additional Lagrange multiplier, we derive a new…

Numerical Analysis · Mathematics 2025-07-03 Charles M. Elliott , Achilleas Mavrakis

We extend the unstructured LEvel set / froNT tracking (LENT) method for handling two-phase flows with strongly different densities (high-density ratios) by providing the theoretical basis for the numerical consistency between the mass and…

Fluid Dynamics · Physics 2024-03-18 Jun Liu , Tobias Tolle , Dieter Bothe , Tomislav Maric

In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…

Optimization and Control · Mathematics 2021-10-01 Louis Sharrock , Nikolas Kantas

This paper proposes a new algorithm -- the \underline{S}ingle-timescale Do\underline{u}ble-momentum \underline{St}ochastic \underline{A}pprox\underline{i}matio\underline{n} (SUSTAIN) -- for tackling stochastic unconstrained bilevel…

Optimization and Control · Mathematics 2021-06-16 Prashant Khanduri , Siliang Zeng , Mingyi Hong , Hoi-To Wai , Zhaoran Wang , Zhuoran Yang

Large-scale unconstrained optimization is a fundamental and important class of, yet not well-solved problems in numerical optimization. The main challenge in designing an algorithm is to require a few storage locations or very inexpensive…

Optimization and Control · Mathematics 2020-01-24 Zheng Li , Shi Shu , Jian-Ping Zhang

Stochastic bilevel optimization finds widespread applications in machine learning, including meta-learning, hyperparameter optimization, and neural architecture search. To extend stochastic bilevel optimization to distributed data, several…

Machine Learning · Computer Science 2026-05-26 Yihan Zhang , My T. Thai , Jie Wu , Hongchang Gao

We present a new method for stochastic shape optimisation of engineering structures. The method generalises an existing deterministic scheme, in which the structure is represented and evolved by a level-set method coupled with mathematical…

Statistical Mechanics · Physics 2017-09-13 Lester O. Hedges , H. Alicia Kim , Robert L. Jack

A high-order accurate adjoint-based optimization framework is presented for unsteady multiphysics problems. The fully discrete adjoint solver relies on the high-order, linearly stable, partitioned solver introduced in [1], where different…

Numerical Analysis · Mathematics 2019-01-01 Daniel Z. Huang , Per-Olof Persson , Matthew J. Zahr