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This paper introduces a novel approach to compute the numerical fluxes at the cell boundaries in the finite volume approach. Explicit gradients used in deriving the reconstruction polynomials are replaced by high-order gradients computed by…

Numerical Analysis · Mathematics 2021-06-04 Amareshwara Sainadh Chamarthi , Steven H. Frankel , Abhishek Chintagunta

In this paper the application of the multi-level Monte Carlo (MLMC) method on numerical simulations of turbulent flows with uncertain parameters is investigated. Several strategies for setting up the MLMC method are presented, and the…

Computation · Statistics 2016-08-22 Qingsha Chen , Ju Ming

We investigate two common numerical techniques for integrating reversible moist processes in atmospheric flows in the context of solving the fully compressible Euler equations. The first is a one-step, coupled technique based on using…

Atmospheric and Oceanic Physics · Physics 2015-05-11 Max Duarte , Ann S. Almgren , Kaushik Balakrishnan , John B. Bell , David M. Romps

Continual learning (CL) presents a fundamental challenge in training neural networks on sequential tasks without experiencing catastrophic forgetting. Traditionally, the dominant approach in CL has been gradient-based optimization, where…

Machine Learning · Computer Science 2025-04-03 Grzegorz Rypeść

In this paper, acceleration of gradient methods for convex optimization problems with weak levels of convexity and smoothness is considered. Starting from the universal fast gradient method which was designed to be an optimal method for…

Optimization and Control · Mathematics 2022-06-10 Jongho Park

Model predictive control (MPC) has established itself as the primary methodology for constrained control, enabling general-purpose robot autonomy in diverse real-world scenarios. However, for most problems of interest, MPC relies on the…

In this paper, we investigate optimal control problems governed by semilinear elliptic variational inequalities involving constraints on the state, and more precisely the obstacle problem. Since we adopt a numerical point of view, we first…

Optimization and Control · Mathematics 2020-07-10 El Hassene Osmani , Mounir Haddou , Naceurdine Bensalem

We discuss the issue of finding a good mathematical programming solver configuration for a particular instance of a given problem, and we propose a two-phase approach to solve it. In the first phase we learn the relationships between the…

Optimization and Control · Mathematics 2024-01-11 Gabriele Iommazzo , Claudia D'Ambrosio , Antonio Frangioni , Leo Liberti

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

We study gradient flows of general functionals with linear growth with very weak assumptions. Classical results concerning characterisation of solutions require differentiability of the Lagrangian, as for the time-dependent minimal surface…

Analysis of PDEs · Mathematics 2025-03-19 Wojciech Górny , José M. Mazón

MLPGradientFlow is a software package to solve numerically the gradient flow differential equation $\dot \theta = -\nabla \mathcal L(\theta; \mathcal D)$, where $\theta$ are the parameters of a multi-layer perceptron, $\mathcal D$ is some…

Machine Learning · Computer Science 2023-01-26 Johanni Brea , Flavio Martinelli , Berfin Şimşek , Wulfram Gerstner

In this paper, the mathematical programs with vanishing constraints or MPVC are considered. We prove that an MPVC-tailored penalty function, introduced in [5], is still exact under a very weak and new constraint qualification. Most…

Optimization and Control · Mathematics 2018-06-11 Triloki Nath , Abeka Khare

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

We propose a novel method for planning shortest length piecewise-linear motions through complex environments punctured with static, moving, or even morphing obstacles. Using a moment optimization approach, we formulate a hierarchy of…

Robotics · Computer Science 2020-10-19 Bachir El Khadir , Jean Bernard Lasserre , Vikas Sindhwani

In this paper, we design and analyze a new family of adaptive subgradient methods for solving an important class of weakly convex (possibly nonsmooth) stochastic optimization problems. Adaptive methods that use exponential moving averages…

Optimization and Control · Mathematics 2020-05-26 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis

This paper is devoted to the variational inequality problems. We consider two classes of problems, the first is classical constrained variational inequality and the second is the same problem with functional (inequality type) constraints.…

Optimization and Control · Mathematics 2025-06-04 Mohammad S. Alkousa , Belal A. Alashqar , Fedor S. Stonyakin , Tarek Nabhani , Seydamet S. Ablaev

We consider the (sub-Riemannian type) control problem of finding a path going from an initial point $x$ to a target point $y$, by only moving in certain admissible directions. We assume that the corresponding vector fields satisfy the…

Optimization and Control · Mathematics 2025-12-16 Paul Gassiat , Florin Suciu

Real-time motion detection in non-stationary scenes is a difficult task due to dynamic background, changing foreground appearance and limited computational resource. These challenges degrade the performance of the existing methods in…

Computer Vision and Pattern Recognition · Computer Science 2018-11-22 Junjie Huang , Wei Zou , Zheng Zhu , Jiagang Zhu

The mathematical formulation, basic concept and numerical implementation of a new meshless method for solving three dimensional fluid flow and related heat transfer problems are presented in this paper. Moving least squares approximation is…

Computational Physics · Physics 2018-09-10 Cheng-An Wang , Hamou Sadat , Christian Prax

Sequential Monte Carlo (SMC) methods are a class of Monte Carlo methods that are used to obtain random samples of a high dimensional random variable in a sequential fashion. Many problems encountered in applications often involve different…

Methodology · Statistics 2018-12-20 Chencheng Cai , Rong Chen , Ming Lin