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The empirical success of derivative-free methods in reinforcement learning for planning through contact seems at odds with the perceived fragility of classical gradient-based optimization methods in these domains. What is causing this gap,…

Robotics · Computer Science 2022-01-25 H. J. Terry Suh , Tao Pang , Russ Tedrake

Modelling the large deformation of hyperelastic solids under plane stress conditions for arbitrary compressible and nearly incompressible material models is challenging. This is in contrast to the case of full incompressibility where the…

Numerical Analysis · Mathematics 2024-10-31 Masoud Ahmadi , Andrew McBride , Paul Steinmann , Prashant Saxena

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

An iterative coupling algorithm based on restricted additive Schwarz domain decomposition is investigated to co-simulate electrical circuits with hybrid electromagnetic (EMT) and transient stability (TS) modeled using dynamic phasors. This…

Numerical Analysis · Mathematics 2022-12-13 Héléna Shourick , Damien Tromeur-Dervout , Laurent Chédot

In the context of state-space models, skeleton-based smoothing algorithms rely on a backward sampling step which by default has a $\mathcal O(N^2)$ complexity (where $N$ is the number of particles). Existing improvements in the literature…

Computation · Statistics 2023-03-08 Hai-Dang Dau , Nicolas Chopin

The space nonlocal Allen-Cahn equation is a famous example of fractional reaction-diffusion equations. It is also an extension of the classical Allen-Cahn equation, which is widely used in physics to describe the phenomenon of two-phase…

Numerical Analysis · Mathematics 2025-02-05 Yuxin Zhang , Hengfei Ding

The novel contribution of this paper relies in the proposal of a fully implicit numerical method designed for nonlinear degenerate parabolic equations, in its convergence/stability analysis, and in the study of the related computational…

Numerical Analysis · Mathematics 2010-01-20 Matteo Semplice , Marco Donatelli , Stefano Serra-Capizzano

The numerical integration of stiff equations is a challenging problem that needs to be approached by specialized numerical methods. Exponential integrators form a popular class of such methods since they are provably robust to stiffness and…

Numerical Analysis · Mathematics 2024-05-15 Benjamin Carrel , Bart Vandereycken

Gradient-based iterative optimization methods are the workhorse of modern machine learning. They crucially rely on careful tuning of parameters like learning rate and momentum. However, one typically sets them using heuristic approaches…

Machine Learning · Computer Science 2025-12-05 Dravyansh Sharma

In many applications, the governing PDE to be solved numerically contains a stiff component. When this component is linear, an implicit time stepping method that is unencumbered by stability restrictions is often preferred. On the other…

Numerical Analysis · Mathematics 2021-04-27 Kevin Chow , Steven J. Ruuth

An optimization-based approach for the Tucker tensor approximation of parameter-dependent data tensors and solutions of tensor differential equations with low Tucker rank is presented. The problem of updating the tensor decomposition is…

Optimization and Control · Mathematics 2019-05-31 Lukas Exl

We develop a fully-coupled, fully-implicit approach for phase-field modeling of solidification in metals and alloys. Predictive simulation of solidification in pure metals and metal alloys remains a significant challenge in the field of…

Computational Engineering, Finance, and Science · Computer Science 2021-10-05 Supriyo Ghosh , Christopher K. Newman , Marianne M. Francois

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite…

Numerical Analysis · Mathematics 2016-11-03 Mingchao Cai , Luca F. Pavarino

A Newton-type active set algorithm for large-scale minimization subject to polyhedral constraints is proposed. The algorithm consists of a gradient projection step, a second-order Newton-type step in the null space of the constraint matrix,…

Optimization and Control · Mathematics 2021-01-12 William W. Hager , Davoud Ataee Tarzanagh

We use backward error analysis for differential equations to obtain modified or distorted equations describing the behaviour of the Newmark scheme applied to the transient structural dynamics equation. Based on the newly derived distorted…

Numerical Analysis · Mathematics 2024-11-12 Donát M. Takács , Tamás Fülöp

We propose an iterative algorithm for low-rank matrix completion that can be interpreted as an iteratively reweighted least squares (IRLS) algorithm, a saddle-escaping smoothing Newton method or a variable metric proximal gradient method…

Optimization and Control · Mathematics 2021-06-07 Christian Kümmerle , Claudio Mayrink Verdun

This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…

Computational Engineering, Finance, and Science · Computer Science 2026-02-27 Marcel Warzecha , Sebastian Resch-Schopper , Gerhard Müller

Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…

Optimization and Control · Mathematics 2019-07-30 Adrian Lewis , Calvin Wylie

We prove error estimates for the semi-implicit numerical scheme of sphere-constrained high-index saddle dynamics, which serves as a powerful instrument in finding saddle points and constructing the solution landscapes of constrained systems…

Numerical Analysis · Mathematics 2023-07-04 Lei Zhang , Pingwen Zhang , Xiangcheng Zheng

An adaptive scheme to generate reduced-order models for parametric nonlinear dynamical systems is proposed. It aims to automatize the POD-Greedy algorithm combined with empirical interpolation. At each iteration, it is able to adaptively…

Numerical Analysis · Mathematics 2021-10-13 Sridhar Chellappa , Lihong Feng , Peter Benner
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