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In this study, we consider an optimization problem with uncertainty dependent on decision variables, which has recently attracted attention due to its importance in machine learning and pricing applications. In this problem, the gradient of…

Optimization and Control · Mathematics 2024-12-31 Yuya Hikima , Akiko Takeda

It is known that the maximum diameter for the rupture-risk assessment of the abdominal aortic aneurysm is a generally good method, but not sufficient. Alternative features obtained with computational modeling may provide additional useful…

Computational Engineering, Finance, and Science · Computer Science 2020-03-16 Shanlin Qin , Rongliang Chen , Bokai Wu , Jia Liu , Wen-Shin Shiu , Zhengzheng Yan , Xiao-Chuan Cai

In this paper, we propose, analyze, and test a new fully discrete, efficient, decoupled, stable, and practically second-order time-stepping algorithm for computing MHD ensemble flow averages under uncertainties in the initial conditions and…

Numerical Analysis · Mathematics 2021-01-19 Muhammad Mohebujjaman

We investigate the global existence and optimal time decay rate of solution to the one-dimensional (1D) two-phase flow described by compressible Euler equations coupled with compressible Navier-Stokes equations through the relaxation drag…

Analysis of PDEs · Mathematics 2024-11-28 Xushan Huang , Yi Wang

The alternating direction method of multipliers (ADMM) has emerged as a powerful technique for large-scale structured optimization. Despite many recent results on the convergence properties of ADMM, a quantitative characterization of the…

Optimization and Control · Mathematics 2016-11-17 Euhanna Ghadimi , André Teixeira , Iman Shames , Mikael Johansson

We give the first almost-linear total time algorithm for deciding if a flow of cost at most $F$ still exists in a directed graph, with edge costs and capacities, undergoing decremental updates, i.e., edge deletions, capacity decreases, and…

Data Structures and Algorithms · Computer Science 2024-07-16 Jan van den Brand , Li Chen , Rasmus Kyng , Yang P. Liu , Simon Meierhans , Maximilian Probst Gutenberg , Sushant Sachdeva

This paper introduces new parameter-free first-order methods for convex optimization problems in which the objective function exhibits H\"{o}lder smoothness. Inspired by the recently proposed distance-over-gradient (DOG) technique, we…

Optimization and Control · Mathematics 2025-10-28 Yijin Ren , Haifeng Xu , Qi Deng

We are interested in a reduced order method for the efficient simulation of blood flow in arteries. The blood dynamics is modeled by means of the incompressible Navier-Stokes equations. Our algorithm is based on an approximated…

Numerical Analysis · Mathematics 2021-04-07 Luca Pegolotti , Martin Pfaller , Alison Marsden , Simone Deparis

We investigate a complex system involving multiple shapes to be optimized in a domain, taking into account geometric constraints on the shapes and uncertainty appearing in the physics. We connect the differential geometry of product shape…

Optimization and Control · Mathematics 2023-08-16 Caroline Geiersbach , Tim Suchan , Kathrin Welker

The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…

Optimization and Control · Mathematics 2024-01-02 Jintao Song , Wenqi Lu , Yunwen Lei , Yuchao Tang , Zhenkuan Pan , Jinming Duan

Flow matching has emerged as a powerful framework for generative modeling, offering computational advantages over diffusion models by leveraging deterministic Ordinary Differential Equations (ODEs) instead of stochastic dynamics. While…

Machine Learning · Computer Science 2025-03-13 Chengyue Gong , Xiaoyu Li , Yingyu Liang , Jiangxuan Long , Zhenmei Shi , Zhao Song , Yu Tian

We study the numerical solution of the quasi-static linear Biot's equations solved iteratively by the fixed-stress splitting scheme. In each iteration the mechanical and flow problems are decoupled, where the flow problem is solved by…

Numerical Analysis · Mathematics 2021-05-24 Jakub Wiktor Both , Uwe Köcher

Slurry transportation via pipelines is essential for global industries, offering efficiency and environmental benefits. Specifically, the precise calibration of physical parameters for transporting raw phosphate material to fertilizer…

Fluid Dynamics · Physics 2024-06-13 Marwane Elkarii , Radouan Boukharfane , Nabil El Moçayd

In this paper, the coupled and decoupled BDF2 finite element discrete schemes are obtained for the time-dependent bioconvection flows problem with concentration dependent viscosity, which consisting of the Navier-Stokes equation coupled…

Numerical Analysis · Mathematics 2025-05-22 Chenyang Li , Yuze Lu , Haibiao Zheng

This paper addresses the numerical aspects of adaptive filtering (AF) techniques for simultaneous state and parameters estimation arising in the design of dynamic positioning systems in many areas of research. The AF schemes consist of a…

Optimization and Control · Mathematics 2017-01-02 Maria V. Kulikova , Julia V. Tsyganova

In this paper, a new implicit-explicit local method with an arbitrary order is produced for stiff initial value problems. Here, a general method for one-step time integrations has been created, considering a direction free approach for…

Numerical Analysis · Mathematics 2021-04-14 Huseyin Tunc , Murat Sari

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

Numerical Analysis · Mathematics 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin

In the recent years, various gradient descent algorithms including the methods of gradient descent, gradient descent with momentum, adaptive gradient (AdaGrad), root-mean-square propagation (RMSProp) and adaptive moment estimation (Adam)…

Machine Learning · Computer Science 2024-09-19 Abel C. H. Chen

In a wide range of applications it is desirable to optimally control a dynamical system with respect to concurrent, potentially competing goals. This gives rise to a multiobjective optimal control problem where, instead of computing a…

Optimization and Control · Mathematics 2020-12-18 Sebastian Peitz , Sina Ober-Blöbaum , Michael Dellnitz

When applying the finite-differences method to numerically solve the one-dimensional diffusion equation, one must choose discretization steps $\Delta x$, $\Delta t$ in space and time, respectively. By applying large-deviation theory on the…

Statistical Mechanics · Physics 2024-04-09 Naftali R. Smith