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In this paper, by combining the algorithm New Q-Newton's method - developed in previous joint work of the author - with Armijo's Backtracking line search, we resolve convergence issues encountered by Newton's method (e.g. convergence to a…

Optimization and Control · Mathematics 2022-09-13 Tuyen Trung Truong

The focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton's method. There is a trade-off between solving Newton systems…

Optimization and Control · Mathematics 2023-05-04 David Ek , Anders Forsgren

A 3D coefficient inverse problem for a hyperbolic equation with non-overdetermined data is considered. The forward problem is the Cauchy problems with the initial condition the delta function concentrated at a single plane (i.e. the plane…

Analysis of PDEs · Mathematics 2022-03-23 Michael V. Klibanov , Vladimir G. Romanov

As second-order methods, Gauss--Newton-type methods can be more effective than first-order methods for the solution of nonsmooth optimization problems with expensive-to-evaluate smooth components. Such methods, however, often do not…

Optimization and Control · Mathematics 2020-09-01 Jyrki Jauhiainen , Petri Kuusela , Aku Seppänen , Tuomo Valkonen

In this paper, we study the null controllability of weakly degenerate coupled parabolic systems with two different diffusion coefficients and one control force. To obtain this aim, we develop first new global Carleman estimates for…

Analysis of PDEs · Mathematics 2011-11-17 E. M. Ait Ben Hassi , F. Ammar Khodja , A. Hajjaj , L. Maniar

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…

Numerical Analysis · Mathematics 2021-10-18 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

We consider a parametric quasi-variational inequality (QVI) without any convexity assumption. Using the concept of \emph{optimal value function}, we transform the problem into that of solving a nonsmooth system of inequalities. Based on…

Optimization and Control · Mathematics 2024-08-21 Joydeep Dutta , Lahoussine Lafhim , Alain Zemkoho , Shenglong Zhou

The numerical solution of problems in nonlinear magnetostatics is typically based on a variational formulation in terms of magnetic potentials, the discretization by finite elements, and iterative solvers like the Newton method. The vector…

Numerical Analysis · Mathematics 2024-05-03 Herbert Egger , Felix Engertsberger , Bogdan Radu

Capturing solution near the singular point of any nonlinear SBVPs is challenging because coefficients involved in the differential equation blow up near singularities. In this article, we aim to construct a general method based on…

Numerical Analysis · Mathematics 2021-09-21 Amit K. Verma , Diksha Tiwari , Carlo Cattani

In this paper, we study an inverse problem for linear parabolic system with variable diffusion coefficients subject to dynamic boundary conditions. We prove a global Lipschitz stability for the inverse problem involving a simultaneous…

Analysis of PDEs · Mathematics 2022-01-04 E. M. Ait Ben Hassi , S. E. Chorfi , L. Maniar , O. Oukdach

An effective numerical method is presented for optimizing model parameters that can be applied to any type of system of non-linear equations and any number of data-points, which does not require explicit formulation of the objective…

Numerical Analysis · Mathematics 2022-03-09 M. H. A. Piro , J. S. Bell , M. Poschmann , A. Prudil , P. Chan

We introduce a new framework for analyzing (Quasi-}Newton type methods applied to non-smooth optimization problems. The source of randomness comes from the evaluation of the (approximation) of the Hessian. We derive, using a variant of…

Optimization and Control · Mathematics 2025-03-05 Titus Pinta

In this article we combine the projective Landweber method, recently proposed by the authors, with Kaczmarz's method for solving systems of non-linear ill-posed equations. The underlying assumption used in this work is the tangential cone…

Numerical Analysis · Mathematics 2020-11-12 A. Leitao , B. F. Svaiter

In this paper we show uniqueness of the conductivity for the quasilinear Calder\'on's inverse problem. The nonlinear conductivity depends, in a nonlinear fashion, of the potential itself and its gradient. Under some structural assumptions…

Analysis of PDEs · Mathematics 2018-06-26 Claudio Muñoz , Gunther Uhlmann

We study the Levenberg-Marquardt (L-M) method for solving the highly nonlinear and ill-posed inverse problem of identifying the Robin coefficients in elliptic and parabolic systems. The L-M method transforms the Tikhonov regularized…

Numerical Analysis · Mathematics 2016-08-03 Jiang Daijun , Feng Hui , Zou Jun

Bayesian methods are actively used for parameter identification and uncertainty quantification when solving nonlinear inverse problems with random noise. However, there are only few theoretical results justifying the Bayesian approach.…

Statistics Theory · Mathematics 2020-02-04 Vladimir Spokoiny

Two new approaches to solving first-order quasilinear elliptic systems of PDEs in many dimensions are proposed. The first method is based on an analysis of multimode solutions expressible in terms of Riemann invariants, based on links…

Mathematical Physics · Physics 2014-10-01 A. M. Grundland , V. Lamothe

We propose a numerical method for solving high dimensional fully nonlinear partial differential equations (PDEs). Our algorithm estimates simultaneously by backward time induction the solution and its gradient by multi-layer neural…

Optimization and Control · Mathematics 2021-01-27 Huyen Pham , Xavier Warin , Maximilien Germain

We study increasing stability in the inverse source problems for the Helmholtz equation and the classical Lame system from (minimal) boundary data at multiple wave numbers. By using the Fourier transform with respect to wave numbers,…

Analysis of PDEs · Mathematics 2018-09-03 Mozhgan Nora Entrekhabi , Victor Isakov

In this article we consider an inverse boundary value problem for the time-harmonic Maxwell equations. We show that the electromagnetic material parameters are determined by boundary measurements where part of the boundary data is measured…

Analysis of PDEs · Mathematics 2015-02-06 Francis J. Chung , Petri Ola , Mikko Salo , Leo Tzou
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