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We propose a study of structured non-convex non-concave min-max problems which goes beyond standard first-order approaches. Inspired by the tight understanding established in recent works [Adil et al., 2022, Lin and Jordan, 2022b], we…

Optimization and Control · Mathematics 2023-04-18 Abhijeet Vyas , Brian Bullins

Finite volume methods are proposed for computing approximate pathwise entropy/kinetic solutions to conservation laws with a rough path dependent flux function. For a convex flux, it is demonstrated that rough path oscillations may lead to…

Numerical Analysis · Mathematics 2018-02-05 Håkon Hoel , Kenneth Hvistendahl Karlsen , Nils Henrik Risebro , Erlend Briseid Storrøsten

This paper presents the Safe Sequential Quadratically Constrained Quadratic Programming (SS-QCQP) algorithm, a first-order method for smooth inequality-constrained nonconvex optimization that guarantees feasibility at every iteration. The…

Optimization and Control · Mathematics 2025-11-26 Jiarui Wang , Mahyar Fazlyab

Accurate numerical solutions of the equations of hydrodynamics play an ever more important role in many fields of astrophysics. In this work, we reinvestigate the accuracy of the moving-mesh code \textsc{Arepo} and show how its convergence…

In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…

Numerical Analysis · Mathematics 2020-07-17 Santolo Leveque , John W. Pearson

We introduce new optimized first-order methods for smooth unconstrained convex minimization. Drori and Teboulle recently described a numerical method for computing the $N$-iteration optimal step coefficients in a class of first-order…

Optimization and Control · Mathematics 2019-06-14 Donghwan Kim , Jeffrey A. Fessler

Lack of conservation has been the biggest drawback in meshfree generalized finite difference methods (GFDMs). In this paper, we present a novel modification of classical meshfree GFDMs to include local balances which produce an approximate…

Numerical Analysis · Mathematics 2018-02-02 Pratik Suchde , Joerg Kuhnert , Simon Schroeder , Axel Klar

We develop a rigorous theory for a structure-preserving discretisation of the incompressible Euler and Navier--Stokes equations, based on discrete exterior calculus on prismatic Delaunay--Voronoi meshes over closed Riemannian manifolds. The…

Analysis of PDEs · Mathematics 2026-05-22 Peter Korn

We introduce an efficient first-order primal-dual method for the solution of nonsmooth PDE-constrained optimization problems. We achieve this efficiency through not solving the PDE or its linearisation on each iteration of the optimization…

Optimization and Control · Mathematics 2024-06-11 Bjørn Jensen , Tuomo Valkonen

This paper considers the distributed smooth optimization problem in which the objective is to minimize a global cost function formed by a sum of local smooth cost functions, by using local information exchange. The standard assumption for…

Optimization and Control · Mathematics 2019-09-10 Xinlei Yi , Shengjun Zhang , Tao Yang , Karl H. Johansson , Tianyou Chai

In a recent work [10], we have introduced a pressure-robust Hybrid High-Order method for the numerical solution of the incompressible Navier-Stokes equations on matching simplicial meshes. Pressure-robust methods are characterized by error…

Numerical Analysis · Mathematics 2026-01-22 Daniel Castanon Quiroz , Daniele A. Di Pietro

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

The nonlinear Schr\"{o}dinger (NLS) equation possesses an infinite hierarchy of conserved densities and the numerical preservation of some of these quantities is critical for accurate long-time simulations, particularly for multi-soliton…

Numerical Analysis · Mathematics 2023-09-06 Abhijit Biswas , David I. Ketcheson

In this article, we study the semi discrete and fully discrete formulations for a Kirchhoff type quasilinear integro-differential equation involving time-fractional derivative of order $\alpha \in (0,1) $. For the semi discrete formulation…

Numerical Analysis · Mathematics 2023-05-08 Lalit Kumar , Sivaji Ganesh Sista , Konijeti Sreenadh

We propose an arbitrarily high-order accurate numerical method for conservation laws that is based on a continuous approximation of the solution. The degrees of freedom are point values at cell interfaces and moments of the solution inside…

Numerical Analysis · Mathematics 2023-01-10 Rémi Abgrall , Wasilij Barsukow

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

This thesis focuses on developing and analyzing accelerated and inexact first-order methods for solving or finding stationary points of various nonconvex composite optimization (NCO) problems. The main tools mainly come from variational and…

Optimization and Control · Mathematics 2021-12-28 Weiwei Kong

We develop a pathwise theory for scalar conservation laws with quasilinear multiplicative rough path dependence, a special case being stochastic conservation laws with quasilinear stochastic dependence. We introduce the notion of pathwise…

Analysis of PDEs · Mathematics 2013-09-10 Pierre-Louis Lions , Benoit Perthame , Panagiotis E. Souganidis

We describe a fourth-order accurate finite-difference time-domain scheme for solving dispersive Maxwell's equations with nonlinear multi-level carrier kinetics models. The scheme is based on an efficient single-step three time-level…

Machine learned partial differential equation (PDE) solvers trade the reliability of standard numerical methods for potential gains in accuracy and/or speed. The only way for a solver to guarantee that it outputs the exact solution is to…

Numerical Analysis · Mathematics 2023-03-30 Nick McGreivy , Ammar Hakim
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