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We design and analyze a Schwarz waveform relaxation algorithm for domain decomposition of advection-diffusion-reaction problems with strong heterogeneities. The interfaces are curved, and we use optimized Robin or Ventcell transmission…

Numerical Analysis · Mathematics 2010-07-28 Laurence Halpern , Jérémie Szeftel , Caroline Japhet

In this paper we discuss different transmission operators for the non-overlapping Schwarz method which are suited for solving the time-harmonic Helmholtz equation in cavities (i.e. closed domains which do not feature an outgoing wave…

Numerical Analysis · Mathematics 2023-03-20 Nicolas Marsic , Christophe Geuzaine , Herbert De Gersem

We present a branch-and-bound algorithm for globally solving parabolic optimal control problems with binary switches that have bounded variation and possibly need to satisfy further combinatorial constraints. More precisely, for a given…

Optimization and Control · Mathematics 2024-01-19 Christoph Buchheim , Alexandra Grütering , Christian Meyer

We study a linear-quadratic optimal control problem involving a parabolic equation with fractional diffusion and Caputo fractional time derivative of orders $s \in (0,1)$ and $\gamma \in (0,1]$, respectively. The spatial fractional…

Optimization and Control · Mathematics 2015-04-02 Harbir Antil , Enrique Otarola , Abner J. Salgado

In contrast with classical Schwarz theory, recent results have shown that for special domain geometries, one-level Schwarz methods can be scalable. This property has been proved for the Laplace equation and external Dirichlet boundary…

Numerical Analysis · Mathematics 2021-03-30 Gabriele Ciaramella , Luca Mechelli

We present a Waveform Relaxation (WR) version of the Neumann-Neumann algorithm for the wave equation in space-time. The method is based on a non-overlapping spatial domain decomposition, and the iteration involves subdomain solves in…

Analysis of PDEs · Mathematics 2015-07-19 Bankim C. Mandal

In this paper we propose a new methodology for solving a discrete time stochastic Markovian control problem under model uncertainty. By utilizing the Dirichlet process, we model the unknown distribution of the underlying stochastic process…

Optimization and Control · Mathematics 2022-03-29 Tao Chen , Jiyoun Myung

Efficient algorithms for the solution of partial differential equations on parallel computers are often based on domain decomposition methods. Schwarz preconditioners combined with standard Krylov space solvers are widely used in this…

High Energy Physics - Lattice · Physics 2009-11-10 Martin Lüscher

We present a temporal decomposition scheme for solving long-horizon optimal control problems. In the proposed scheme, the time domain is decomposed into a set of subdomains with partially overlapping regions. Subproblems associated with the…

Optimization and Control · Mathematics 2020-04-01 Sungho Shin , Timm Faulwasser , Mario Zanon , Victor M. Zavala

In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2012-03-13 Yvon Maday , Mohamed-Kamel Riahi , Julien Salomon

This work presents and analyzes space-time finite element methods on fully unstructured simplicial space-time meshes for the numerical solution of parabolic optimal control problems. Using Babu\v{s}ka's theorem, we show well-posedness of…

Numerical Analysis · Mathematics 2020-04-07 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

Solving parabolic optimal control problems can be inherently challenging in the field of science and engineering, especially with constraints on the nonsmooth distributed control. Motivated by the extensive applicability of the alternating…

Optimization and Control · Mathematics 2026-03-03 Haiming Song , Jinda Yang , Yuran Yang , Jianhua Yuan

A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We present here nonoverlapping optimized Schwarz methods applied to heat transfer problems with heterogeneous diffusion coefficients. After a Laplace transform in time, we derive the error equation and obtain the convergence factor. The…

Numerical Analysis · Mathematics 2025-05-29 Martin J. Gander , Liu-Di Lu , Tingting Wu

In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets…

Optimization and Control · Mathematics 2011-10-19 Yvon Maday , Julien Salomon , Kamel Riahi

We examine the use of the Dirichlet-to-Neumann coarse space within an additive Schwarz method to solve the Helmholtz equation in 2D. In particular, we focus on the selection of how many eigenfunctions should go into the coarse space. We…

Numerical Analysis · Mathematics 2021-07-08 Niall Bootland , Victorita Dolean

In this article, we analyse the convergence behaviour and scalability properties of the one-level Parallel Schwarz method (PSM) for domain decomposition problems in which the boundaries of many subdomains lie in the interior of the global…

Numerical Analysis · Mathematics 2019-10-21 Gabriele Ciaramella , Muhammad Hassan , Benjamin Stamm

This paper is concerned with global-in-time, nonoverlapping domain decomposition methods for the mixed formulation of the diffusion problem. Two approaches are considered: one uses the time-dependent Steklov-Poincar\'e operator and the…

Numerical Analysis · Mathematics 2013-12-30 Thi Thao Phuong Hoang , Jérôme Jaffré , Caroline Japhet , Michel Kern , Jean Roberts

We investigate the application of the additive overlapping Schwarz domain decomposition method as a preconditioner for the large sparse linear systems arising in graph-based nonlinear least-squares problems, specifically the pose-graph…

Numerical Analysis · Mathematics 2026-03-11 Stephan Köhler , Oliver Rheinbach , Yue Xiang Tee , Sebastian Zug

The aim of this paper is to develop new optimized Schwarz algorithms for the one dimensional Schr{\"o}dinger equation with linear or nonlinear potential. After presenting the classical algorithm which is an iterative process, we propose a…

Numerical Analysis · Mathematics 2016-03-02 F Xing