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In this paper we genealize the fast semi-Lagrangian scheme developed in [J. Comput. Phys., Vol. 255, 2013, pp 680-698] to the case of high order reconstructions of the distribution function. The original first order accurate semi-Lagrangian…

Numerical Analysis · Mathematics 2016-03-16 Giacomo Dimarco , Cory Hauck , Raphaël Loubère

We consider the initial/boundary value problem for a diffusion equation involving multiple time-fractional derivatives on a bounded convex polyhedral domain. We analyze a space semidiscrete scheme based on the standard Galerkin finite…

Numerical Analysis · Mathematics 2015-06-18 Bangti Jin , Raytcho Lazarov , Yikan Liu , Zhi Zhou

Motivated by broad applications in various fields of engineering, we study a network resource allocation problem where the goal is to optimally allocate a fixed quantity of resources over a network of nodes. We consider large scale networks…

Optimization and Control · Mathematics 2018-08-06 Thinh T. Doan , Carolyn L. Beck

We propose an efficient semi-Lagrangian method for solving the two-dimensional incompressible Euler equations with high precision on a coarse grid. The new approach evolves the flow map using the gradient-augmented level set method (GALSM).…

Numerical Analysis · Mathematics 2023-02-21 Xi-Yuan Yin , Olivier Mercier , Badal Yadav , Kai Schneider , Jean-Christophe Nave

We examine stability properties of primal-dual gradient flow dynamics for composite convex optimization problems with multiple, possibly nonsmooth, terms in the objective function under the generalized consensus constraint. The proposed…

Optimization and Control · Mathematics 2026-01-14 Ibrahim K. Ozaslan , Panagiotis Patrinos , Mihailo R. Jovanović

In this article, we discuss the numerical solution of diffusion equations on random surfaces within the isogeometric framework. We describe in detail, how diffusion problems on random surfaces can be modelled and how quantities of interest…

Numerical Analysis · Mathematics 2022-04-28 Wei Huang , Michael Multerer

In this paper, a nonlinear 2D Optimal Control Problem (2DOCP) is considered. The quadratic performance index of a nonlinear cost function is endowed with the state and control functions. In this problem, the dynamic constraint of the system…

Numerical Analysis · Mathematics 2018-02-14 Kourosh Parand , Sobhan Latifi , Mehdi Delkhosh , Mohammad M. Moayeri

The $hp$ local discontinuous Galerkin (LDG) method proposed by Castillo et al. [Math. Comp.,~71 (238): 455-478, 2002] has been shown to be an efficient approach for solving convection-diffusion equations. However, theoretical analysis…

Numerical Analysis · Mathematics 2026-03-05 Wenjie Liu , Ruiyi Xie , Li-Lian Wang , Zhimin Zhang

In this paper we propose a new method to stabilise non-symmetric indefinite problems. The idea is to solve a forward and an adjoint problem simultaneously using a suitable stabilised finite element method. Both stabilisation of the element…

Numerical Analysis · Mathematics 2013-08-05 Erik Burman

A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…

Optimization and Control · Mathematics 2011-12-01 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

We present an innovative numerical discretization of the equations of inviscid potential flow for the simulation of three dimensional unsteady and nonlinear water waves generated by a ship hull advancing in water. The equations of motion…

Numerical Analysis · Mathematics 2013-02-06 Andrea Mola , Luca Heltai , Antonio DeSimone

We propose and analyze a seamless extended Discontinuous Galerkin (DG) discretization of advection-diffusion equations on semi-infinite domains. The semi-infinite half line is split into a finite subdomain where the model uses a standard…

Numerical Analysis · Mathematics 2021-07-23 Federico Vismara , Tommaso Benacchio , Luca Bonaventura

This study presents the Fourier-Gegenbauer Integral-Galerkin (FGIG) method, a novel and efficient numerical framework for solving the one-dimensional advection-diffusion equation with periodic boundary conditions. The FGIG method uniquely…

Numerical Analysis · Mathematics 2025-01-07 Kareem T. Elgindy

We study the hybridizable discontinuous Galerkin (HDG) method for the spatial discretization of time fractional diffusion models with Caputo derivative of order $0<\alpha<1$. For each time $t \in [0,T]$, the HDG approximations are taken to…

Numerical Analysis · Mathematics 2014-12-08 Kassem Mustapha , Maher Nour , Bernardo Cockburn

We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the…

Optimization and Control · Mathematics 2013-02-19 Valentin Nedelcu , Ion Necoara , Quoc Tran Dinh

A new high order accurate semi-implicit space-time Discontinuous Galerkin method on staggered grids, for the simulation of viscous incompressible flows on two-dimensional domains is presented. The designed scheme is of the Arbitrary…

Numerical Analysis · Mathematics 2020-03-17 Francesco Lohengrin Romeo

In this paper, we propose an inexact perturbed path-following algorithm in the framework of Lagrangian dual decomposition for solving large-scale structured convex optimization problems. Unlike the exact versions considered in literature,…

Optimization and Control · Mathematics 2011-09-16 Quoc Tran Dinh , Ion Necoara , Carlo Savorgnan , Moritz Diehl

In many real world applications, data are characterized by a complex structure, that can be naturally encoded as a graph. In the last years, the popularity of deep learning techniques has renewed the interest in neural models able to…

Machine Learning · Computer Science 2020-04-20 Matteo Tiezzi , Giuseppe Marra , Stefano Melacci , Marco Maggini , Marco Gori

In this paper, we propose and analyze a numerically stable and convergent scheme for a convection-diffusion-reaction equation in the convection-dominated regime. Discontinuous Galerkin (DG) methods are considered since standard finite…

Numerical Analysis · Mathematics 2024-04-10 Satyajith Bommana Boyana , Thomas Lewis , Sijing Liu , Yi Zhang

We propose a semi-proximal augmented Lagrangian based decomposition method for convex composite quadratic conic programming problems with primal block angular structures. Using our algorithmic framework, we are able to naturally derive…

Optimization and Control · Mathematics 2018-12-13 Xin-Yee Lam , Defeng Sun , Kim-Chuan Toh