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This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…

Optimization and Control · Mathematics 2025-11-11 Vladimir Solodkin , Andrew Veprikov , Aleksandr Beznosikov

Many differential equations with physical backgrounds are described as gradient systems, which are evolution equations driven by the gradient of some functionals, and such problems have energy conservation or dissipation properties. For…

Numerical Analysis · Mathematics 2023-08-07 Tomoya Kemmochi

In this paper, we develop a numerical algorithm for an inverse problem on determining fractional orders of time derivatives simultaneously in a coupled subdiffusion system. Following the theoretical uniqueness, we reformulate the order…

Numerical Analysis · Mathematics 2025-08-19 Yikan Liu

In this paper we construct two algorithms to approximate the minimizer of a discrete functional which comes from using a discontinuous Galerkin method for a variational problem related to the $p(x)$-Laplacian. We also make some numerical…

Numerical Analysis · Mathematics 2014-01-13 Leandro Del Pezzo , Sandra Martinez

This chapter presents some numerical methods to solve problems in the fractional calculus of variations and fractional optimal control. Although there are plenty of methods available in the literature, we concentrate mainly on approximating…

Optimization and Control · Mathematics 2014-05-19 Shakoor Pooseh , Ricardo Almeida , Delfim F. M. Torres

Many developments in Mathematics involve the computation of higher order derivatives of Gaussian density functions. The analysis of univariate Gaussian random variables is a well-established field whereas the analysis of their multivariate…

Computation · Statistics 2022-03-04 José E. Chacón , Tarn Duong

A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed…

Numerical Analysis · Mathematics 2019-10-02 Hailiang Liu , Peimeng Yin

In this paper, we present and analyze an interior penalty discontinuous Galerkin method for the distributed elliptic optimal control problems. It is based on a reconstructed discontinuous approximation which admits arbitrarily high-order…

Numerical Analysis · Mathematics 2026-01-05 Ruo Li , Haoyang Liu , Jun Yin

This paper discusses the computation of derivatives for optimization problems governed by linear hyperbolic systems of partial differential equations (PDEs) that are discretized by the discontinuous Galerkin (dG) method. An efficient and…

Numerical Analysis · Mathematics 2013-11-28 Lucas C. Wilcox , Georg Stadler , Tan Bui-Thanh , Omar Ghattas

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

Trigonometric polynomials are widely used for the approximation of a smooth function $f$ from a set of nonuniformly spaced samples $\{f(x_j)\}_{j=0}^{N-1}$. If the samples are perturbed by noise, controlling the smoothness of the…

Numerical Analysis · Mathematics 2025-10-20 Thomas Strohmer

The present work develops hybrid multigrid methods for high-order discontinuous Galerkin discretizations of elliptic problems. Fast matrix-free operator evaluation on tensor product elements is used to devise a computationally efficient PDE…

Computational Physics · Physics 2020-06-24 Niklas Fehn , Peter Munch , Wolfgang A. Wall , Martin Kronbichler

We investigate the problem of guaranteed estimation of values of linear continuous functionals defined on solutions to mixed variational equations generated by linear elliptic problems from indirect noisy observations of these solutions. We…

Analysis of PDEs · Mathematics 2014-11-14 Yuri Podlipenko , Yury Shestopalov

A $p$-adaptive discontinuous Galerkin time-domain method is developed to obtain high-order solutions to electromagnetic scattering problems. A novel feature of the proposed method is the use of divergence error to drive the $p$-adaptive…

Computational Physics · Physics 2022-11-15 Apurva Tiwari , Avijit Chatterjee

In this paper, we propose a tensor type of discretization and optimization process for solving high dimensional partial differential equations. First, we design the tensor type of trial function for the high dimensional partial differential…

Numerical Analysis · Mathematics 2022-12-01 Yangfei Liao , Yifan Wang , Hehu Xie

Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…

Numerical Analysis · Mathematics 2021-01-13 Ioannis P. A. Papadopoulos , Patrick E. Farrell , Thomas M. Surowiec

We consider a class of finite element approximations for fourth-order parabolic equations that can be written as a system of second-order equations by introducing an auxiliary variable. In our approach, we first solve a variational problem…

Numerical Analysis · Mathematics 2021-06-30 Sana Keita , Abdelaziz Beljadid , Yves Bourgault

This paper is devoted to find the numerical solutions of one dimensional general nonlinear system of third-order boundary value problems (BVPs) for the pair of functions using Galerkin weighted residual method. We derive mathematical…

Numerical Analysis · Mathematics 2024-04-24 Snigdha Dhar , Md. Shafiqul Islam

Given an approximation to a multiple isolated solution of a polynomial system of equations, we have provided a symbolic-numeric deflation algorithm to restore the quadratic convergence of Newton's method. Using first-order derivatives of…

Numerical Analysis · Mathematics 2007-05-23 Anton Leykin , Jan Verschelde , Ailing Zhao

We introduce a filtering technique for Discontinuous Galerkin approximations of hyperbolic problems. Following an approach already proposed for the Hamilton-Jacobi equations by other authors, we aim at reducing the spurious oscillations…

Numerical Analysis · Mathematics 2023-05-18 Giuseppe Orlando