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We address the application of stochastic optimization methods for the simultaneous control of parameter-dependent systems. In particular, we focus on the classical Stochastic Gradient Descent (SGD) approach of Robbins and Monro, and on the…

Optimization and Control · Mathematics 2023-02-08 Umberto Biccari , Ana Navarro-Quiles , Enrique Zuazua

The objective of this paper is to introduce and demonstrate a robust method for multi-constrained topology optimization. The method is derived by combining the topological sensitivity with the classic augmented Lagrangian formulation. The…

Computational Engineering, Finance, and Science · Computer Science 2022-03-31 Shiguang Deng , Krishnan Suresh

This paper studies the continuous-time dynamics generated by control-theoretic Lagrangian methods for equality-constrained optimization. In particular, we consider dynamics induced by proportional-integral and feedback linearization…

Optimization and Control · Mathematics 2026-05-26 Simone Pirrera , Francesco Ripa , Daniele Astolfi , Vito Cerone , Sophie M. Fosson , Diego Regruto

The high-order numerical solution of the non-linear shallow water equations (and of hyperbolic systems in general) is susceptible to unphysical Gibbs oscillations that form in the proximity of strong gradients. The solution to this problem…

Numerical Analysis · Mathematics 2016-07-18 Simone Marras , Michal A. Kopera , Emil M. Constantinescu , Jenny Suckale , Francis X. Giraldo

In this article we present a new family of high order accurate Arbitrary Lagrangian-Eulerian one-step WENO finite volume schemes for the solution of stiff hyperbolic balance laws. High order accuracy in space is obtained with a standard…

Numerical Analysis · Mathematics 2014-11-24 Michael Dumbser , Ariunaa Uuriintsetseg , Olindo Zanotti

Stochastic gradient method (SGM) has been popularly applied to solve optimization problems with objective that is stochastic or an average of many functions. Most existing works on SGMs assume that the underlying problem is unconstrained or…

Optimization and Control · Mathematics 2019-06-19 Yangyang Xu

Robust optimization (RO) is one of the key paradigms for solving optimization problems affected by uncertainty. Two principal approaches for RO, the robust counterpart method and the adversarial approach, potentially lead to excessively…

Optimization and Control · Mathematics 2024-09-05 Krzysztof Postek , Shimrit Shtern

We present two stochastic descent algorithms that apply to unconstrained optimization and are particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained…

Optimization and Control · Mathematics 2019-04-30 David Kozak , Stephen Becker , Alireza Doostan , Luis Tenorio

The Lagrangian-Hamiltonian unified formalism of R. Skinner and R. Rusk was originally stated for autonomous dynamical systems in classical mechanics. It has been generalized for non-autonomous first-order mechanical systems, as well as for…

Mathematical Physics · Physics 2015-12-15 Pedro D. Prieto-Martínez , Narciso Román-Roy

We present a complete theory of higher-order autonomous contact mechanics, which allows us to describe higher-order dynamical systems with dissipation. The essential tools for the theory are the extended higher-order tangent bundles, ${\rm…

Mathematical Physics · Physics 2021-02-02 Manuel de León , Jordi Gaset , Manuel Laínz , Miguel C. Muñoz-Lecanda , Narciso Román-Roy

The paper presents necessary and sufficient conditions for the order reduction of optimal control systems. Exploring the corresponding Hamiltonian system allows to solve the order reduction problem in terms of dynamical systems,…

Optimization and Control · Mathematics 2007-05-23 Igor Borovikov

This paper develops a primal-dual dynamical system where the coefficients are designed in closed-loop way for solving a convex optimization problem with linear equality constraints. We first introduce a ``second-order primal" +…

Optimization and Control · Mathematics 2026-03-03 Huan Zhang , Xiangkai Sun , Shengjie Li , Kok Lay Teo

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with oblique boundary conditions. These equations appear naturally in…

Numerical Analysis · Mathematics 2021-09-22 Elisa Calzola , Elisabetta Carlini , Xavier Dupuis , Francisco J. Silva

In this paper we develop hydrodynamic models using spectral differential operators to investigate the spatial stability of swirling fluid systems. Including viscosity as a valid parameter of the fluid, the hydrodynamic model is derived…

Spectral Theory · Mathematics 2012-04-02 Diana Alina Bistrian , Florica Ioana Dragomirescu , George Savii

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

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

Optimization and Control · Mathematics 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

We construct a high-order adaptive time stepping scheme for vesicle suspensions with viscosity contrast. The high-order accuracy is achieved using a spectral deferred correction (SDC) method, and adaptivity is achieved by estimating the…

Numerical Analysis · Mathematics 2014-09-02 Bryan Quaife , George Biros

We review recent developments in holographic hydrodynamics. We start from very basic discussion on hydrodynamic systems and motivate why string theory is an essential tool to deal with these systems when they are strongly coupled. The main…

High Energy Physics - Theory · Physics 2011-12-23 Nabamita Banerjee , Suvankar Dutta

An interesting family of geometric integrators for Lagrangian systems can be defined using discretizations of the Hamilton's principle of critical action. This family of geometric integrators is called variational integrators. In this…

Mathematical Physics · Physics 2015-06-16 Leonardo Colombo , David Martín de Diego , Marcela Zuccalli