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A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

In this article, firstly we develop a method for a type of difference equations, applicable to solve approximately a class of first order ordinary differential equation systems. In a second step, we apply the results obtained to solve a…

Numerical Analysis · Mathematics 2017-12-12 Fabio Botelho

We analyze stochastic conditional gradient methods for constrained optimization problems arising in over-parametrized machine learning. We show that one could leverage the interpolation-like conditions satisfied by such models to obtain…

Optimization and Control · Mathematics 2022-01-28 Tesi Xiao , Krishnakumar Balasubramanian , Saeed Ghadimi

Stochastic interpolants offer a robust framework for continuously transforming samples between arbitrary data distributions, holding significant promise for generative modeling. Despite their potential, rigorous finite-time convergence…

Machine Learning · Computer Science 2025-08-12 Yuhao Liu , Rui Hu , Yu Chen , Longbo Huang

We provide of a method to integrate first order non-linear systems of differential equations with variable coefficients. It determines approximate solutions given initial or boundary conditions or even for Sturm-Liouville problems. This…

Classical Analysis and ODEs · Mathematics 2025-03-05 Manuel Gadella , Luis P. Lara

This paper proposes an arc-search interior-point algorithm for the nonlinear constrained optimization problem. The proposed algorithm uses the second-order derivatives to construct a search arc that approaches the optimizer. Because the arc…

Optimization and Control · Mathematics 2025-06-13 Yaguang Yang

The present work proposes an extension of the third medium contact method for solving structural topology optimization problems that involve and exploit self-contact. A new regularization of the void region, which acts as the contact…

Computational Engineering, Finance, and Science · Computer Science 2021-03-15 Gore Lukas Bluhm , Ole Sigmund , Konstantinos Poulios

The design of numerical boundary conditions is a challenging problem that has been tackled in different ways depending on the nature of the problem and the numerical scheme used to solve it. In this paper we present a new weighted…

Numerical Analysis · Mathematics 2025-01-29 Antonio Baeza , Pep Mulet , David Zorío

Since shape optimization methods have been proven useful for identifying interfaces in models governed by partial differential equations, we show how shape optimization techniques can also be applied to an interface identification problem…

Optimization and Control · Mathematics 2024-06-14 Matthias Schuster , Volker Schulz

This paper provides approximation orders for a class of nonlinear interpolation procedures for univariate data sampled over $\sigma$ quasi-uniform grids. The considered interpolation is built using both essentially nonoscillatory (ENO) and…

Numerical Analysis · Mathematics 2026-04-10 J. A. Padilla , J. C. Trillo

This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

This paper develops an asymptotic expansion technique in momentum space for stochastic filtering. It is shown that Fourier transformation combined with a polynomial-function approximation of the nonlinear terms gives a closed recursive…

Computational Finance · Quantitative Finance 2013-03-26 Masaaki Fujii

This paper details a methodology to transcribe an optimal control problem into a nonlinear program for generation of the trajectories that optimize a given functional by approximating only the highest order derivatives of a given system's…

Optimization and Control · Mathematics 2025-09-09 Thomas L. Ahrens , Ian M. Down , Manoranjan Majji

In this paper we introduce an integer-valued degree for second order fully nonlinear elliptic operators with nonlinear oblique boundary conditions. We also give some applications to the existence of solutions of certain nonlinear elliptic…

Analysis of PDEs · Mathematics 2015-09-09 Yanyan Li , Jiakun Liu , Luc Nguyen

In this paper we design a neural interpolation operator to improve the boundary data for regional weather models, which is a challenging problem as we are required to map multi-scale dynamics between grid resolutions. In particular, we…

Machine Learning · Computer Science 2025-05-20 James Jackaman , Oliver Sutton

We present a new technique for the interpolation of discretely-sampled non-negat ive scalar fields across regions of missing data. Any set of basis functions can be used, though the method is fastest when they are close to orthogonal. We…

Astrophysics · Physics 2007-05-23 Will Saunders , Bill E. Ballinger

The Performance Estimation Problem (PEP) approach consists in computing worst-case performance bounds on optimization algorithms by solving an optimization problem: one maximizes an error criterion over all initial conditions allowed and…

Optimization and Control · Mathematics 2024-02-13 Anne Rubbens , Nizar Bousselmi , Sebastien Colla , Julien M. Hendrickx

We tersely review a recently introduced technique to identify systems of two nonlinearly-coupled Ordinary Di{\S}erential Equations (ODEs) solvable by algebraic operations; and we report some specifc examples of this kind, namely systems of…

Mathematical Physics · Physics 2020-01-08 Francesco Calogero , Farrin Payandeh

Variational data assimilation technique applied to the identification of the optimal discretization of interpolation operators and derivatives in the nodes adjacent to the boundary of the domain is discussed in frames of the linear shallow…

Atmospheric and Oceanic Physics · Physics 2009-05-29 Eugene Kazantsev

This paper deals with the optimization of Bolza problem with a system of convex and nonconvex, discrete and differential state variable inequality constraints of second order by deriving necessary and sufficient conditions for optimality.…

Optimization and Control · Mathematics 2020-09-17 Elimhan N. Mahmudov , S. Demir Saglam
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