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We develop randomized (block) coordinate descent (CD) methods for linearly constrained convex optimization. Unlike most CD methods, we do not assume the constraints to be separable, but let them be coupled linearly. To our knowledge, ours…

Optimization and Control · Mathematics 2015-06-11 Sashank Reddi , Ahmed Hefny , Carlton Downey , Avinava Dubey , Suvrit Sra

This paper proposes and analyzes a finite difference method based on compact schemes for the Euler-Bernoulli beam equation with damping terms. The method achieves fourth-order accuracy in space and second-order accuracy in time, while…

Numerical Analysis · Mathematics 2025-07-01 Wenjie Huang , Hao Wang , Shiquan Zhang , Qinyi Zhang

Computer experiments are pivotal for modeling complex real-world systems. Maximizing information extraction and ensuring accurate surrogate modeling necessitates space-filling designs, where design points extensively cover the input domain.…

Methodology · Statistics 2025-08-01 Hui Lan , Xu He

The paper is concerned with guaranteed a posteriori error estimates for a class of evolutionary problems related to poroelastic media governed by the quasi-static linear Biot equations. The system is decoupled employing the fixed-stress…

Numerical Analysis · Mathematics 2020-01-22 Kundan Kumar , Svetlana Kyas , Jan Nordbotten , Sergey Repin

We establish optimal order a priori error estimates for implicit-explicit BDF methods for abstract semilinear parabolic equations with time-dependent operators in a complex Banach space settings, under a sharp condition on the…

Numerical Analysis · Mathematics 2016-06-07 Georgios Akrivis , Buyang Li

This study proposes a high-order multi-scale method tailored for time-dependent nonlinear thermo-electro-mechanical coupling problems of composite structures with highly spatial heterogeneity, which incorporate temperature-dependent…

Numerical Analysis · Mathematics 2026-04-22 Hao Dong

This paper studies discretization of time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Most of the analysis in the literature has been performed on fully-discrete…

Numerical Analysis · Mathematics 2024-03-12 Bosco Garcia-Archilla , Volker John , Julia Novo

In this paper, we present a new control model for optimizing pressure and water quality operations in water distribution networks. Our formulation imposes a set of time-coupling constraints to manage temporal pressure variations, which are…

Optimization and Control · Mathematics 2024-09-24 Bradley Jenks , Aly-Joy Ulusoy , Filippo Pecci , Ivan Stoianov

A new class of non-monotone finite difference (FD) approximation methods for approximating solutions to non-degenerate stationary Hamilton-Jacobi problems with Dirichlet boundary conditions is proposed and analyzed. The new FD methods add a…

Numerical Analysis · Mathematics 2025-02-07 T. Lewis , X. Xue

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

Optimization and Control · Mathematics 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

Optimization and Control · Mathematics 2026-01-15 Leandro Farias Maia

Many systems exhibit a mixture of continuous and discrete dynamics. We consider a family of mixed-integer non-convex non-linear optimisation problems obtained in discretisations of optimal control of such systems. For this family, a…

Optimization and Control · Mathematics 2020-01-23 Jorn Baayen , Jakub Marecek

The stability and convergence analysis of high-order numerical approximations for the one- and two-dimensional nonlocal wave equations on unbounded spatial domains are considered. We first use the quadrature-based finite difference schemes…

Numerical Analysis · Mathematics 2022-11-09 Jihong Wang , Jerry Zhijian Yang , Jiwei Zhang

This paper introduces a novel method for the automatic detection and handling of nonlinearities in a generic transformation. A nonlinearity index that exploits second order Taylor expansions and polynomial bounding techniques is first…

Numerical Analysis · Mathematics 2024-02-05 Matteo Losacco , Alberto Fossà , Roberto Armellin

In this paper, a nonlinear system of fractional ordinary differential equations with multiple scales in time is investigated. We are interested in the effective long-term computation of the solution. The main challenge is how to obtain the…

Numerical Analysis · Mathematics 2022-01-07 Zhaoyang Wang , Ping Lin

Results on unconditional convergence in the Maximum norm for ADI-type methods, such as the Douglas method, applied to the time integration of semilinear parabolic problems are quite difficult to get, mainly when the number of space…

Numerical Analysis · Mathematics 2021-02-25 S. Gonzalez Pinto , D. Hernandez Abreu

This paper introduces a novel distributed optimization technique for networked systems, which removes the dependency on specific parameter choices, notably the learning rate. Traditional parameter selection strategies in distributed…

Optimization and Control · Mathematics 2024-04-23 Rodrigo Aldana-López , Alessandro Macchelli , Giuseppe Notarstefano , Rosario Aragüés , Carlos Sagüés

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

Numerical Analysis · Mathematics 2022-10-26 Siyang Wang , Gunilla Kreiss

In this paper, an alternative approximation to the innovation method is introduced for the parameter estimation of diffusion processes from partial and noisy observations. This is based on a convergent approximation to the first two…

Optimization and Control · Mathematics 2013-12-19 J. C. Jimenez

We are interested in high-order linear multistep schemes for time discretization of adjoint equations arising within optimal control problems. First we consider optimal control problems for ordinary differential equations and show loss of…

Numerical Analysis · Mathematics 2018-07-24 Giacomo Albi , Michael Herty , Lorenzo Pareschi