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In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…

Optimization and Control · Mathematics 2020-12-17 Daniel Luft , Volker H. Schulz , Kathrin Welker

Stochastic differential equations (SDEs) using jump-diffusion processes describe many natural phenomena at the microscopic level. Since they are commonly used to model economic and financial evolutions, the calibration and optimal control…

Optimization and Control · Mathematics 2025-05-08 Jan Bartsch , Alfio Borzi , Gabriele Ciaramella , Jan Reichle

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

Adjoint-based sensitivity analysis is of interest in computational science due to its ability to compute sensitivities at a lower cost with respect to several design parameters. However, conventional sensitivity analysis methods fail in the…

Numerical Analysis · Mathematics 2025-07-15 Pranshul Thakur , Siva Nadarajah

We study multilevel techniques, commonly used in PDE multigrid literature, to solve structured optimization problems. For a given hierarchy of levels, we formulate a coarse model that approximates the problem at each level and provides a…

Optimization and Control · Mathematics 2025-05-19 Ferdinand Vanmaele , Yara Elshiaty , Stefania Petra

In topology optimization, the state of structures is typically obtained by numerically evaluating a discretized PDE-based model. The degrees of freedom of such a model can be partitioned in free and prescribed sets to define the boundary…

Computational Engineering, Finance, and Science · Computer Science 2022-04-06 Stijn Koppen , Matthijs Langelaar , Fred van Keulen

The fully discrete adjoint equations and the corresponding adjoint method are derived for a globally high- order accurate discretization of conservation laws on parametrized, deforming domains. The conservation law on the deforming domain…

Optimization and Control · Mathematics 2016-09-20 Matthew J. Zahr , Per-Olof Persson

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 introduce a novel algorithm that converges to level-set convex viscosity solutions of high-dimensional Hamilton-Jacobi equations. The algorithm is applicable to a broad class of curvature motion PDEs, as well as a recently developed…

Numerical Analysis · Mathematics 2023-11-15 Jeff Calder , Wonjun Lee

Adjoint systems are widely used to inform control, optimization, and design in systems described by ordinary differential equations or differential-algebraic equations. In this paper, we explore the geometric properties and develop methods…

Optimization and Control · Mathematics 2023-12-20 Brian Tran , Melvin Leok

Seismic traveltime tomography represents a popular and useful tool for unravelling the structure of the subsurface across the scales. In this work we address the case where the forward model is represented by the eikonal equation and derive…

Geophysics · Physics 2025-08-21 Andrea Zunino , Scott Keating , Andreas Fichtner

Existing hybrid Level Set / Front Tracking methods have been developed for structured meshes and successfully used for efficient and accurate simulations of complex multiphase flows. This contribution extends the capability of hybrid Level…

Computational Physics · Physics 2023-11-22 Tobias Tolle , Dieter Bothe , Tomislav Maric

The Discrete Element Method is widely employed for simulating granular flows, but conventional integration techniques may produce unphysical results for simulations with static friction when particle size ratios exceed $R \approx 3$. These…

Computational Physics · Physics 2025-09-16 Dhairya R. Vyas , Julio M. Ottino , Richard M. Lueptow , Paul B. Umbanhowar

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 use the adjoint methods to study the static Hamilton-Jacobi equations and to prove the speed of convergence for those equations. The main new ideas are to introduce adjoint equations corresponding to the formal linearizations of…

Analysis of PDEs · Mathematics 2012-01-04 Hung Vinh Tran

Stochastic bilevel optimization, which captures the inherent nested structure of machine learning problems, is gaining popularity in many recent applications. Existing works on bilevel optimization mostly consider either unconstrained…

Machine Learning · Computer Science 2023-02-14 Quan Xiao , Han Shen , Wotao Yin , Tianyi Chen

A gradient-based method for shape optimization problems constrained by the acoustic wave equation is presented. The method makes use of high-order accurate finite differences with summation-by-parts properties on multiblock curvilinear…

Numerical Analysis · Mathematics 2024-05-09 Gustav Eriksson , Vidar Stiernström

We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…

Optimization and Control · Mathematics 2019-12-17 Andreas Fischer , Alain B. Zemkoho , Shenglong Zhou

This paper presents a topology optimization framework for structural problems subjected to transient loading. The mechanical model assumes a linear elastic isotropic material, infinitesimal strains, and a dynamic response. The optimization…

Classical Physics · Physics 2017-05-05 Reza Behrou , James K. Guest

We extend the discontinuous Galerkin (DG) framework to the analysis of first-order hyperbolic and advection-dominated problems posed on implicitly defined surfaces. The focus will be on the hyperbolic part, which is discretised using a…

Numerical Analysis · Mathematics 2015-05-27 Andreas Dedner , Pravin Madhavan