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In this work, we develop implicit rank-adaptive schemes for time-dependent matrix differential equations. The dynamic low rank approximation (DLRA) is a well-known technique to capture the dynamic low rank structure based on Dirac-Frenkel…

Numerical Analysis · Mathematics 2025-01-27 Daniel Appelö , Yingda Cheng

The simulation of soil-structure interaction problems involving two-phase materials poses significant challenges in geotechnical engineering. These challenges arise due to differences in material stiffnesses, the interaction between…

Numerical Analysis · Mathematics 2023-03-03 Chihun Sung , Shyamini Kularathna , Krishna Kumar

This paper proposes a novel proximal-gradient algorithm for a decentralized optimization problem with a composite objective containing smooth and non-smooth terms. Specifically, the smooth and nonsmooth terms are dealt with by gradient and…

Optimization and Control · Mathematics 2021-02-02 Zhi Li , Wei Shi , Ming Yan

In biochemically reactive systems with small copy numbers of one or more reactant molecules, the dynamics is dominated by stochastic effects. To approximate those systems, discrete state-space and stochastic simulation approaches have been…

Numerical Analysis · Mathematics 2020-07-13 Chiheb Ben Hammouda , Alvaro Moraes , Raul Tempone

In this paper, we introduce a multilevel algorithm for approximating variational formulations of symmetric saddle point systems. The algorithm is based on availability of families of stable finite element pairs and on the availability of…

Numerical Analysis · Mathematics 2013-05-14 Constantin Bacuta

When two stiff inclusions are closely located, the gradient of the solution to the Lam\'{e} system, in other words the stress, may become arbitrarily large as the distance between two inclusions tends to zero. To compute the gradient of the…

Numerical Analysis · Mathematics 2024-07-10 Xiaofei Li , Shengqi Lin , Haojie Wang

In this paper, we study the numerical algorithm for a nonlinear poroelasticity model with nonlinear stress-strain relations. By using variable substitution, the original problem can be reformulated to a new coupled fluid-fluid system, that…

Numerical Analysis · Mathematics 2022-05-17 Zhihao Ge , Hairun Li , Tingting Li

Stochastic MPECs have found increasing relevance for modeling a broad range of settings in engineering and statistics. Yet, there seem to be no efficient first/zeroth-order schemes equipped with non-asymptotic rate guarantees for resolving…

Optimization and Control · Mathematics 2022-06-23 Shisheng Cui , Uday V. Shanbhag , Farzad Yousefian

A single-step high-order implicit time integration scheme with controllable numerical dissipation at high frequencies is presented for the transient analysis of structural dynamic problems. The amount of numerical dissipation is controlled…

Numerical Analysis · Mathematics 2023-09-29 Chongmin Song , Xiaoran Zhang , Sascha Eisenträger , Ankit Ankit

The simulation of multi-body systems with frictional contacts is a fundamental tool for many fields, such as robotics, computer graphics, and mechanics. Hard frictional contacts are particularly troublesome to simulate because they make the…

Robotics · Computer Science 2022-04-19 Bilal Hammoud , Luca Olivieri , Ludovic Righetti , Justin Carpentier , Andrea Del Prete

Bilevel optimization is a powerful tool for many machine learning problems, such as hyperparameter optimization and meta-learning. Estimating hypergradients (also known as implicit gradients) is crucial for developing gradient-based methods…

Optimization and Control · Mathematics 2025-05-06 Youran Dong , Junfeng Yang , Wei Yao , Jin Zhang

In subsurface multiphase flow simulations, poor nonlinear solver performance is a significant runtime sink. The system of fully implicit mass balance equations is highly nonlinear and often difficult to solve for the nonlinear solver,…

Numerical Analysis · Mathematics 2021-11-24 Sebastian B. M. Bosma , Francois P. Hamon , Brad T. Mallison , Hamdi A. Tchelepi

In numerical time-integration with implicit-explicit (IMEX) methods, a within-step adaptable decomposition called residual balanced decomposition is introduced. With this decomposition, the requirement of a small enough residual in the…

Numerical Analysis · Mathematics 2019-02-11 Savio B. Rodrigues

We present a framework to train a structured prediction model by performing smoothing on the inference algorithm it builds upon. Smoothing overcomes the non-smoothness inherent to the maximum margin structured prediction objective, and…

Machine Learning · Statistics 2019-02-11 Krishna Pillutla , Vincent Roulet , Sham M. Kakade , Zaid Harchaoui

New implicit and implicit-explicit time-stepping methods for the wave equation in second-order form are described with application to two and three-dimensional problems discretized on overset grids. The implicit schemes are single step,…

Numerical Analysis · Mathematics 2024-04-24 Allison M. Carson , Jeffrey W. Banks , William D. Henshaw , Donald W. Schwendeman

In this paper, we propose an operator-inference-based reduction approach for contact problems, leveraging snapshots from simulations without active contact. Contact problems are solved using adjoint methods, by switching to the dual system,…

Numerical Analysis · Mathematics 2025-05-26 Diana Manvelyan-Stroot , Yevgeniya Filanova , Igor Pontes Duff , Peter Benner , Utz Wever

We propose Hierarchical Optimization Time Integration (HOT) for efficient implicit time-stepping of the Material Point Method (MPM) irrespective of simulated materials and conditions. HOT is an MPM-specialized hierarchical optimization…

Graphics · Computer Science 2020-04-28 Xinlei Wang , Minchen Li , Yu Fang , Xinxin Zhang , Ming Gao , Min Tang , Danny M. Kaufman , Chenfanfu Jiang

The typical multi-task learning methods for spatio-temporal data prediction involve low-rank tensor computation. However, such a method have relatively weak performance when the task number is small, and we cannot integrate it into…

Machine Learning · Computer Science 2019-10-14 Qichen Li , Jiaxin Pei , Jianding Zhang , Bo Han

The Mapper algorithm is an essential tool for visualizing complex, high dimensional data in topology data analysis (TDA) and has been widely used in biomedical research. It outputs a combinatorial graph whose structure implies the shape of…

Machine Learning · Computer Science 2025-04-24 Yuyang Tao , Shufei Ge

The recent literature on first order methods for smooth optimization shows that significant improvements on the practical convergence behaviour can be achieved with variable stepsize and scaling for the gradient, making this class of…

Numerical Analysis · Mathematics 2015-06-17 Silvia Bonettini , Alessandro Benfenati , Valeria Ruggiero