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In this paper, we consider a multi-block generalized alternating direction method of multiplier (GADMM) algorithm for minimizing a linearly constrained separable nonconvex and possibly nonsmooth optimization problem. The GADMM generalizes…

Optimization and Control · Mathematics 2021-09-02 Maryam Yashtini

This paper proposes a homogeneous second-order descent framework (HSODF) for nonconvex and convex optimization based on the generalized homogeneous model (GHM). In comparison to the Newton steps, the GHM can be solved by extremal symmetric…

Optimization and Control · Mathematics 2025-05-13 Chang He , Yuntian Jiang , Chuwen Zhang , Dongdong Ge , Bo Jiang , Yinyu Ye

In this paper, we consider flow and transport problems in thin domains. The mathematical model considered in the paper is described by a system of equations for velocity, pressure, and concentration, where the flow is described by the…

Numerical Analysis · Mathematics 2021-07-07 Maria Vasilyeva , Valentin Alekseev , Eric T. Chung , Yalchin Efendiev

In this work, we extend deep learning-based numerical methods to fully coupled forward-backward stochastic differential equations (FBSDEs) within a non-Markovian framework. Error estimates and convergence are provided. In contrast to the…

Mathematical Finance · Quantitative Finance 2025-11-25 Hasib Uddin Molla , Matthew Backhouse , Ankit Banarjee , Jinniao Qiu

In this paper we study stochastic optimal control problems of fully coupled forward-backward stochastic differential equations (FBSDEs). The recursive cost functionals are defined by controlled fully coupled FBSDEs. We study two cases of…

Optimization and Control · Mathematics 2013-02-06 Juan Li , Qingmeng Wei

We develop stochastic mixed finite element methods for spatially adaptive simulations of fluid-structure interactions when subject to thermal fluctuations. To account for thermal fluctuations, we introduce a discrete fluctuation-dissipation…

Mesoscale and Nanoscale Physics · Physics 2023-02-28 Pat Plunkett , Jon Hu , Chris Siefert , Paul J. Atzberger

Experimental and field investigations for solution mining processes have improved intensely in recent years. Due to today's computing capacities, three-dimensional simulations of potential salt solution caverns can further enhance the…

Fluid Dynamics · Physics 2020-08-26 Isabel Michel , Tobias Seifarth , Joerg Kuhnert , Pratik Suchde

The paper deals with the 3D Stokes problem with Navier-Tresca stick-slip boundary conditions. A weak formulation of this problem leads to a variational inequality of the second kind, coupled with an equality constraint. This problem is then…

Numerical Analysis · Mathematics 2026-04-01 V. Arzt , P. Beremlijski , H. Gfrerer , J. V. Outrata

In this study, we present a simulation-based numerical method for solving a class of singularly perturbed second-order differential equations that come from a simplified biologically motivated model of human gait. Important physical factors…

Numerical Analysis · Mathematics 2025-09-01 Shubhangini Gupta , Sourav Banerjee , Tamal Pramanick

The Generalized Finite Element Method (GFEM) is an extension of the Finite Element Method (FEM), where the standard finite element space is augmented with a space of non-polynomial functions, called the enrichment space. The functions in…

Numerical Analysis · Mathematics 2016-03-30 Kenan Kergrene , Ivo Babuška , Uday Banerjee

The paper extends a stabilized fictitious domain finite element method initially developed for the Stokes problem to the incompressible Navier-Stokes equations coupled with a moving solid. This method presents the advantage to predict an…

Numerical Analysis · Mathematics 2017-07-12 Sébastien Court , Michel Fournié

We consider a Navier-Stokes fluid-plate interaction (FSI) system which describes the evolutions of the fluid contained within a 3D cavity, as it interacts with a deformable elastic membrane on the ``free" upper boundary of the cavity. These…

Analysis of PDEs · Mathematics 2025-07-04 Pelin G. Geredeli , Quyuan Lin , Dylan Mcknight , Mohammad Mahabubur Rahman

We investigate several robust preconditioners for solving the saddle-point linear systems that arise from spatial discretization of unsteady and steady variable-coefficient Stokes equations on a uniform staggered grid. Building on the…

Numerical Analysis · Mathematics 2016-08-24 M. Cai , A. J. Nonaka , J. B. Bell , B. E. Griffith , A. Donev

In this paper, a diffuse-interface lattice Boltzmann method (DI-LBM) is developed for fluid-particle interaction problems. In this method, the sharp interface between the fluid and solid is replaced by a thin but nonzero thickness…

Computational Physics · Physics 2021-06-17 Jiao Liu , Changsheng Huang , Zhenhua Chai , Baochang Shi

Alternating direction method of multipliers (ADMM) is a popular first-order method owing to its simplicity and efficiency. However, similar to other proximal splitting methods, the performance of ADMM degrades significantly when the scale…

Optimization and Control · Mathematics 2021-08-11 Fengmiao Bian , Jingwei Liang , Xiaoqun Zhang

We develop a universally applicable embedded boundary finite difference method, which results in a symmetric positive definite linear system and does not suffer from small cell stiffness. Our discretization is efficient for the wave, heat…

Numerical Analysis · Mathematics 2022-04-14 Zhichao Peng , Daniel Appelö , Shuang Liu

We present a stability and error analysis of an embedded-hybridized discontinuous Galerkin (EDG-HDG) finite element method for coupled Stokes--Darcy flow and transport. The flow problem, governed by the Stokes--Darcy equations, is…

Numerical Analysis · Mathematics 2023-07-07 Aycil Cesmelioglu , Sander Rhebergen

In this paper, we study efficient approximate sampling for probability distributions known up to normalization constants. We specifically focus on a problem class arising in Bayesian inference for large-scale inverse problems in science and…

Machine Learning · Computer Science 2024-10-14 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

A finite difference numerical method is investigated for fractional order diffusion problems in one space dimension. For this, a mathematical model is developed to incorporate homogeneous Dirichlet and Neumann type boundary conditions. The…

Numerical Analysis · Mathematics 2014-11-07 Béla J. Szekeres , Ferenc Izsák

The diffuse-domain, or smoothed boundary, method is an attractive approach for solving partial differential equations in complex geometries because of its simplicity and flexibility. In this method the complex geometry is embedded into a…

Numerical Analysis · Mathematics 2019-12-02 Fei Yu , Zhenlin Guo , John Lowengrub
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