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We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…

Numerical Analysis · Mathematics 2016-09-21 Lauri Mustonen

This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…

Numerical Analysis · Mathematics 2016-01-22 Kevin Carlberg , Virginia Forstall , Ray Tuminaro

Backward parabolic equations, such as the backward heat equation, are classical examples of ill-posed problems where solutions may not exist or depend continuously on the data. In this work, we study a least squares finite element method to…

Numerical Analysis · Mathematics 2025-10-28 Harald Monsuur

A general method for accelerating fixed point schemes for problems related to partial differential equations is presented in this article. The speedup is obtained by training a reduced-order model on-the-fly, removing the need to do an…

Numerical Analysis · Mathematics 2025-12-01 Philippe-André Luneau , Jean Deteix

In this paper we want to propose practical numerical methods to solve a class of initial-boundary problem of time-space fractional convection-diffusion equations (TSFCDEs). To start with, an implicit difference method based on two-sided…

Numerical Analysis · Mathematics 2021-07-26 Xian-Ming Gu , Ting-Zhu Huang , Cui-Cui Ji , Bruno Carpentieri , Anatoly A. Alikhanov

In this paper, we propose a certified reduced basis (RB) method for quasilinear parabolic problems. The method is based on a space-time variational formulation. We provide a residual-based a-posteriori error bound on a space-time level and…

Numerical Analysis · Mathematics 2020-12-21 Michael Hinze , Denis Korolev

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

Numerical Analysis · Mathematics 2020-03-25 Drayton Munster , Eric de Sturler

In this paper, we develop an asymptotic expansion-regularization (AER) method for inverse source problems in two-dimensional nonlinear and nonstationary singularly perturbed partial differential equations (PDEs). The key idea of this…

Numerical Analysis · Mathematics 2022-10-14 Dmitrii Chaikovskii , Aleksei Liubavin , Ye Zhang

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

This work formulates a new approach to reduced modeling of parameterized, time-dependent partial differential equations (PDEs). The method employs Operator Inference, a scientific machine learning framework combining data-driven learning…

Computational Engineering, Finance, and Science · Computer Science 2025-06-16 Shane A McQuarrie , Parisa Khodabakhshi , Karen E Willcox

We propose and analyze a general framework for space-time finite element methods that is based on least-squares finite element methods for solving a first-order reformulation of the thick parabolic obstacle problem. Discretizations based on…

Numerical Analysis · Mathematics 2025-03-12 José Joaquín Carvajal , Davood Damircheli , Thomas Führer , Francisco Fuica , Michael Karkulik

In this paper, we consider a class of time-optimal control problems governed by linear parabolic equations with mixed control-state constraints and end-point constraints, and without Tikhonov regularization term in the objective function.…

Optimization and Control · Mathematics 2025-09-04 Huynh Khanh , Bui Trong Kien

The image reconstruction of chromophore concentrations using Diffuse Optical Tomography (DOT) data can be described mathematically as an ill-posed inverse problem. Recent work has shown that the use of hyperspectral DOT data, as opposed to…

Numerical Analysis · Mathematics 2014-10-16 Arvind K. Saibaba , Misha Kilmer , Eric Miller , Sergio Fantini

The primary focus of this paper is on designing an inexact first-order algorithm for solving constrained nonlinear optimization problems. By controlling the inexactness of the subproblem solution, we can significantly reduce the…

Optimization and Control · Mathematics 2019-11-19 Hao Wang , Fan Zhang , Jiashan Wang , Yuyang Rong

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…

Numerical Analysis · Mathematics 2010-01-20 Matteo Semplice , Marco Donatelli , Stefano Serra-Capizzano

The stable principal component pursuit (SPCP) problem is a non-smooth convex optimization problem, the solution of which has been shown both in theory and in practice to enable one to recover the low rank and sparse components of a matrix…

Optimization and Control · Mathematics 2015-03-19 Necdet Serhat Aybat , Donald Goldfarb , Garud Iyengar

We present a new a priori analysis of a class of collocation methods for parabolic PDEs that rely only on pointwise data of force term, boundary data, and initial data. Under Besov regularity assumptions, we characterize the optimal…

Numerical Analysis · Mathematics 2025-06-24 Shiv Mishra , Arbaz Khan

A methodology grounded in model reduction is presented for accelerating the gradient-based solution of a family of linear or nonlinear constrained optimization problems where the constraints include at least one linear Partial Differential…

Numerical Analysis · Mathematics 2020-04-15 Youngsoo Choi , Gabriele Boncoraglio , Spenser Anderson , David Amsallem , Charbel Farhat