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State-space smoothing has found many applications in science and engineering. Under linear and Gaussian assumptions, smoothed estimates can be obtained using efficient recursions, for example Rauch-Tung-Striebel and Mayne-Fraser algorithms.…
Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…
In order to further enhance the computational efficiency of the implicit unified gas-kinetic scheme (IUGKS, JCP 315 (2016) 16-38) for multi-scale flow simulation, a two-step IUGKS is proposed in this paper. The multiscale solution of the…
We propose a variational framework for the resolution of a non-hydrostatic Saint-Venant type model with bottom topography. This model is a shallow water type approximation of the incompressible Euler system with free surface and slightly…
We analyze the semi-implicit scheme of high-index saddle dynamics, which provides a powerful numerical method for finding the any-index saddle points and constructing the solution landscape. Compared with the explicit schemes of saddle…
The paper deals with the implicit programming approach to a class of Mathematical Programs with Equilibrium Constraints (MPECs) and bilevel programs in the case when the corresponding reduced problems are solved using a bundle method of…
We propose a new approach to solving bilevel optimization problems, intermediate between solving full-system optimality conditions with a Newton-type approach, and treating the inner problem as an implicit function. The overall idea is to…
Recently, the impressive empirical success of policy gradient (PG) methods has catalyzed the development of their theoretical foundations. Despite the huge efforts directed at the design of efficient stochastic PG-type algorithms, the…
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for their stability properties, significantly relaxing…
A cell-centered implicit-explicit updated Lagrangian finite volume scheme on unstructured grids is proposed for a unified first order hyperbolic formulation of continuum fluid and solid mechanics. The scheme provably respects the stiff…
We present a new implicit asymptotic preserving time integration scheme for charged-particle orbit computation in arbitrary electromagnetic fields. The scheme is built on the Crank-Nicolson integrator and continues to recover full-orbit…
It is a very common practice to use semi-implicit schemes in various computations, which treat selected linear terms implicitly and the nonlinear terms explicitly. For phase-field equations, the principal elliptic operator is treated…
In this paper, we present a Newton-like method based on model reduction techniques, which can be used in implicit numerical methods for approximating the solution to ordinary differential equations. In each iteration, the Newton-like method…
We consider the aeroelastic simulation of flexible mechanical structures submerged in subsonic fluid flows at low Mach numbers. The nonlinear kinematics of flexible bodies are described in the total Lagrangian formulation and discretized by…
Multilevel optimization has gained renewed interest in machine learning due to its promise in applications such as hyperparameter tuning and continual learning. However, existing methods struggle with the inherent difficulty of efficiently…
Exponential integrators are time stepping schemes which exactly solve the linear part of a semilinear ODE system. This class of schemes requires the approxima- tion of a matrix exponential in every step, and one successful modern method is…
A transient magneto-quasistatic vector potential formulation involving nonlinear material is spatially discretized using the finite element method of first and second polynomial order. By applying a generalized Schur complement the…
Phase-field simulations are a practical but also expensive tool to calculate microstructural evolution. This work aims to compare explicit time integrators for a broad class of phase-field models involving coupling between the phase-field…
To estimate the smoothing distribution in a nonlinear state space model, we apply the conditional particle filter with ancestor sampling. This gives an iterative algorithm in a Markov chain Monte Carlo fashion, with asymptotic convergence…
In this study, an implicit scheme for the gas-kinetic scheme (GKS) on the unstructured hybrid mesh is proposed. The Spalart-Allmaras (SA) one equation turbulence model is incorporated into the implicit gas-kinetic scheme (IGKS) to predict…