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A method is presented for the numerical solution of optimal boundary control problems governed by parabolic partial differential equations. The continuous space-time optimal control problem is transcribed into a sparse nonlinear programming…

Optimization and Control · Mathematics 2026-03-17 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

Applications · Statistics 2008-04-06 Amandine Marrel , Bertrand Iooss , Francois Van Dorpe , Elena Volkova

We derive a compatible discretization method that relies heavily on the underlying geometric structure, and obeys the topological sequences and commuting properties that are constructed. As a sample problem we consider the…

Mathematical Physics · Physics 2013-04-29 Jasper Kreeft , Marc Gerritsma

A novel discontinuous Galerkin (DG) method is developed to solve time-dependent bi-harmonic type equations involving fourth derivatives in one and multiple space dimensions. We present the spatial DG discretization based on a mixed…

Numerical Analysis · Mathematics 2019-10-02 Hailiang Liu , Peimeng Yin

This review discusses progress in efficient solvers which have as their foundation a representation in real space, either through finite-difference or finite-element formulations. The relationship of real-space approaches to linear-scaling…

Materials Science · Physics 2009-10-31 Thomas L. Beck

A numerical method, based on the discrete lattice Boltzmann equation, is presented for solving the volume-averaged Navier-Stokes equations. With a modified equilibrium distribution and an additional forcing term, the volume-averaged…

Fluid Dynamics · Physics 2014-07-10 Jingfeng Zhang , Limin Wang , Jie Ouyang

Geometric discretizations that preserve certain Hamiltonian structures at the discrete level has been proven to enhance the accuracy of numerical schemes. In particular, numerous symplectic and multi-symplectic schemes have been proposed to…

Classical Physics · Physics 2013-04-23 Denys Dutykh , Marx Chhay , Francesco Fedele

Numerical simulation of compressible fluid flows is performed using the Euler equations. They include the scalar advection equation for the density, the vector advection equation for the velocity and a given pressure dependence on the…

Computational Engineering, Finance, and Science · Computer Science 2018-01-22 Petr N. Vabishchevich

The paper studies the optimal density steering problem for nonlinear continuous-time stochastic systems. To accurately capture nonlinear dynamics in high-uncertainty regions that deviate significantly from a nominal linearization point, we…

Systems and Control · Electrical Eng. & Systems 2026-04-27 Mattia Mosso , George Rapakoulias , Yue Guan , Panagiotis Tsiotras

We present a numerical study of the relation between the cosmic peculiar velocity field and the gravitational acceleration field. We show that on mildly non-linear scales (4-10 Mpc Gaussian smoothing), the distribution of the Cartesian…

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

Optimization and Control · Mathematics 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao

We approximate the solution of the Stokes equations by a new quasi-optimal and pressure robust discontinuous Galerkin discretization of arbitrary order. This means quasi-optimality of the velocity error independent of the pressure.…

Numerical Analysis · Mathematics 2020-02-27 Christian Kreuzer , Rüdiger Verfürth , Pietro Zanotti

Off-lattice Boltzmann methods increase the flexibility and applicability of lattice Boltzmann methods by decoupling the discretizations of time, space, and particle velocities. However, the velocity sets that are mostly used in off-lattice…

Computational Physics · Physics 2021-06-30 Dominik Wilde , Andreas Krämer , Mario Bedrunka , Dirk Reith , Holger Foysi

We show that the semi-implicit time discretization approaches previously introduced for multilayer shallow water models for the barotropic case can be also applied to the variable density case with Boussinesq approximation. Furthermore,…

Numerical Analysis · Mathematics 2021-04-27 Luca Bonaventura , José Garres-Díaz

In this work, we propose and computationally investigate a monolithic space-time multirate scheme for coupled problems. The novelty lies in the monolithic formulation of the multirate approach as this requires a careful design of the…

Numerical Analysis · Mathematics 2024-02-27 Julian Roth , Martyna Soszyńska , Thomas Richter , Thomas Wick

We study the iterative methods for large moment systems derived from the linearized Boltzmann equation. By Fourier analysis, it is shown that the direct application of the block symmetric Gauss-Seidel (BSGS) method has slower convergence…

Numerical Analysis · Mathematics 2024-07-11 Xiaoyu Dong , Zhenning Cai

We present a systematic procedure for the construction of relativistic lattice Boltzmann models (R-SLB) appropriate for the simulation of flows of massless particles. Quadrature rules are used for the discretization of the momentum space in…

Fluid Dynamics · Physics 2018-09-24 Victor E. Ambrus , Robert Blaga

Wave propagation problems for heterogeneous media are known to have many applications in physics and engineering. Recently, there has been an increasing interest in stochastic effects due to the uncertainty, which may arise from impurities…

Numerical Analysis · Mathematics 2019-02-20 Ching-Shan Chou , Yukun Li , Dongbin Xiu

In the recent paper by Bernardini et al. [J. Comput. Phys. 232 (2013), 1-6] the discrepancy in the performance of finite difference and spectral models for simulations of flows with a preferential direction of propagation was studied. In a…

Numerical Analysis · Mathematics 2015-06-12 Alexander Bihlo , Jean-Christophe Nave

A GPU-accelerated version of the lattice Boltzmann method for efficient simulation of soft materials is introduced. Unlike standard approaches, this method reconstructs the distribution functions from available hydrodynamic variables…

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