Related papers: An optimal method for high order mixed derivatives…
In this work, a complete error analysis is presented for fully discrete solutions of the subdiffusion equation with a time-dependent diffusion coefficient, obtained by the Galerkin finite element method with conforming piecewise linear…
We reconsider the variational integration of optimal control problems for mechanical systems based on a direct discretization of the Lagrange-d'Alembert principle. This approach yields discrete dynamical constraints which by construction…
We deal with the efficient parallelization of Bayesian global optimization algorithms, and more specifically of those based on the expected improvement criterion and its variants. A closed form formula relying on multivariate Gaussian…
The tempered fractional diffusion equation could be recognized as the generalization of the classic fractional diffusion equation that the truncation effects are included in the bounded domains. This paper focuses on designing the high…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
This paper can be seen as an attempt of rethinking the {\em Extra-Gradient Philosophy} for solving Variational Inequality Problems. We show that the properly defined {\em Reduced Gradients} can be used instead for finding approximate…
The analysis of second-order optimization methods based either on sub-sampling, randomization or sketching has two serious shortcomings compared to the conventional Newton method. The first shortcoming is that the analysis of the iterates…
We propose a block finite difference, error inhibiting scheme that is fourth-order accurate for short to moderate times and has a six-order convergence rate for long times. This scheme outperforms the standard fourth-order Finite Difference…
In this paper, we develop a low-rank method with high-order temporal accuracy using spectral deferred correction (SDC) to compute linear matrix differential equations. In [1], a low rank numerical method is proposed to correct the modeling…
We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…
The optimization of mixed-variable problems remains a significant challenge. We propose an extension of the policy-based optimization method that handles mixed-variables problems in a natural way, through a simple policy combination. This…
Discontinuous Galerkin (DG) discretizations with exact representation of the geometry and local polynomial degree adaptivity are revisited. Hybridization techniques are employed to reduce the computational cost of DG approximations and…
This article presents a high order conservative flux optimization (CFO) finite element method for the elliptic diffusion equations. The numerical scheme is based on the classical Galerkin finite element method enhanced by a flux…
We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…
We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to…
We present and analyze a discontinuous Galerkin method for the numerical solution of a class of second-order linear mixed-type partial differential equations, i.e. equations that change their nature from elliptic to hyperbolic through the…
An H(div) conforming finite element method for solving the linear Biot equations is analyzed. Formulations for the standard mixed method are combined with formulation of interior penalty discontinuous Galerkin method to obtain a consistent…
We propose a nodal discontinuous Galerkin method for solving the nonlinear Riesz space fractional Schr\"{o}dinger equation and the strongly coupled nonlinear Riesz space fractional Schr\"{o}dinger equations. These problems have been…
We devise and analyze two hybrid high-order (HHO) methods for the numerical approximation of the biharmonic problem. The methods support polyhedral meshes, rely on the primal formulation of the problem, and deliver $O(h^{k+1})$ $H^2$-error…
We leverage the proximal Galerkin algorithm (Keith and Surowiec, Foundations of Computational Mathematics, 2024, DOI: 10.1007/s10208-024-09681-8), a recently introduced mesh-independent algorithm, to obtain a high-order finite element…