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Nonlinearity continuation method, applied to boundary value problems for steady-state Richards equation, gradually approaches the solution through a series of intermediate problems. Originally, the Newton method with simple line search…

Numerical Analysis · Mathematics 2021-05-27 Denis Anuprienko

In this article we consider a special class of Nash equilibrium problems that cannot be reduced to a single player control problem. Problems of this type can be solved by a semi-smooth Newton method. Applying results from the established…

Optimization and Control · Mathematics 2018-11-09 Veronika Karl , Frank Pörner

The Newton's method for solving stationary Navier-Stokes equations (NSE) is known to convergent fast, however, may fail due to a bad initial guess. This work presents a simple-to-implement nonlinear preconditioning of Newton's iteration,…

Numerical Analysis · Mathematics 2025-08-01 Muhammad Mohebujjaman , Mengying Xiao , Cheng Zhang

We present a monolithic parallel Newton-multigrid solver for nonlinear three dimensional fluid-structure interactions in Arbitrary Lagrangian Eulerian formulation. We start with a finite element discretization of the coupled problem, based…

Numerical Analysis · Mathematics 2020-08-11 L. Failer , T. Richter

This article aims at developing a high order pressure-based solver for the solution of the 3D compressible Navier-Stokes system at all Mach numbers. We propose a cell-centered discretization of the governing equations that splits the fluxes…

Numerical Analysis · Mathematics 2021-03-17 Walter Boscheri , Lorenzo Pareschi

Robust optimization has been established as a leading methodology to approach decision problems under uncertainty. To derive a robust optimization model, a central ingredient is to identify a suitable model for uncertainty, which is called…

Optimization and Control · Mathematics 2021-09-10 Marc Goerigk , Jannis Kurtz

We propose a high-order spacetime wavelet method for the solution of nonlinear partial differential equations with a user-prescribed accuracy. The technique utilizes wavelet theory with a priori error estimates to discretize the problem in…

Numerical Analysis · Mathematics 2025-01-14 Cody D. Cochran , Karel Matous

A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…

Optimization and Control · Mathematics 2021-01-12 William W. Hager , Davoud Ataee Tarzanagh

Unconstrained convex optimization problems have enormous applications in various field of science and engineering. Different iterative methods are available in literature to solve such problem, and Newton method is among the oldest and…

Optimization and Control · Mathematics 2023-11-10 Santoshi Subhalaxmi Ray , Manideepa Saha

We introduce a collection of benchmark problems in 2D and 3D (geometry description and boundary conditions), including simple cases with known analytic solution, classical experimental setups, and complex geometries with fabricated…

Computational Engineering, Finance, and Science · Computer Science 2021-12-13 Zizhou Huang , Teseo Schneider , Minchen Li , Chenfanfu Jiang , Denis Zorin , Daniele Panozzo

The focus in this work is on interior-point methods for inequality-constrained quadratic programs, and particularly on the system of nonlinear equations to be solved for each value of the barrier parameter. Newton iterations give high…

Optimization and Control · Mathematics 2024-01-24 David Ek , Anders Forsgren

We describe stochastic Newton and stochastic quasi-Newton approaches to efficiently solve large linear least-squares problems where the very large data sets present a significant computational burden (e.g., the size may exceed computer…

Numerical Analysis · Mathematics 2017-02-27 Julianne Chung , Matthias Chung , J. Tanner Slagel , Luis Tenorio

We present a new hybrid direct/iterative approach to the solution of a special class of saddle point matrices arising from the discretization of the steady incompressible Navier-Stokes equations on an Arakawa C-grid. The two-level method…

Numerical Analysis · Mathematics 2010-06-10 Fred Wubs , Jonas Thies

We propose a new type of multilevel method for solving eigenvalue problems based on Newton iteration. With the proposed iteration method, solving eigenvalue problem on the finest finite element space is replaced by solving a small scale…

Numerical Analysis · Mathematics 2015-11-13 Yunhui He , Yu Li , Hehu Xie

This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…

Optimization and Control · Mathematics 2025-02-04 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…

Optimization and Control · Mathematics 2021-01-01 Boris Mordukhovich , Ebrahim Sarabi

Geometrically parametrized Partial Differential Equations are nowadays widely used in many different fields as, for example, shape optimization processes or patient specific surgery studies. The focus of this work is on some advances for…

Fluid Dynamics · Physics 2021-07-21 Matteo Zancanaro , Markus Mrosek , Giovanni Stabile , Carsten Othmer , Gianluigi Rozza

Over the last few decades, existing Partial Differential Equation (PDE) solvers have demonstrated a tremendous success in solving complex, non-linear PDEs. Although accurate, these PDE solvers are computationally costly. With the advances…

Computational Physics · Physics 2020-05-19 Rishikesh Ranade , Chris Hill , Jay Pathak

A general class of Newton algorithms on Gra{\ss}mann and Lagrange-Gra{\ss}mann manifolds is introduced, that depends on an arbitrary pair of local coordinates. Local quadratic convergence of the algorithm is shown under a suitable condition…

Optimization and Control · Mathematics 2011-11-10 Uwe Helmke , Knut Hüper , Jochen Trumpf

We present an efficient deep learning technique for the model reduction of the Navier-Stokes equations for unsteady flow problems. The proposed technique relies on the Convolutional Neural Network (CNN) and the stochastic gradient descent…

Fluid Dynamics · Physics 2018-08-16 Tharindu P. Miyanawala , Rajeev K. Jaiman