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Transmission system operators employ reserves to deal with unexpected variations of demand and generation to guarantee the security of supply. The French transmission system operator RTE dynamically sizes the required margins using a…

Optimization and Control · Mathematics 2024-05-14 Jonathan Dumas

We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic…

Numerical Analysis · Mathematics 2024-04-08 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

We seek to accelerate and increase the size of simulations for fluid-structure interactions (FSI) by using multiple resolutions in the spatial discretization of the equations governing the time evolution of systems displaying two-way…

Fluid Dynamics · Physics 2017-08-02 Wei Hu , Wenxiao Pan , Milad Rakhsha , Qiang Tian , Haiyan Hu , Dan Negrut

Fusion energy offers the potential for the generation of clean, safe, and nearly inexhaustible energy. While notable progress has been made in recent years, significant challenges persist in achieving net energy gain. Improving plasma…

Numerical Analysis · Mathematics 2023-05-30 Lukas Einkemmer , Qin Li , Li Wang , Yunan Yang

Predictive modeling of stellarator plasmas is crucial for advancing nuclear fusion energy, yet it faces unique computational difficulties. One of the main challenges is accurately simulating the dynamics of specific particle species that…

Plasma Physics · Physics 2025-11-21 Luca Venerando Greco

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

Optimization and Control · Mathematics 2019-05-27 Michael R. Metel , Akiko Takeda

We consider solving the surface Helmholtz equation on a smooth two dimensional surface embedded into a three dimensional space meshed with tetrahedra. The mesh does not respect the surface and thus the surface cuts through the elements. We…

Numerical Analysis · Mathematics 2018-10-11 Erik Burman , Peter Hansbo , Mats G. Larson , Andre Massing

In this paper, we first prove a high probability bound rather than an expectation bound for stochastic optimization with smooth loss. Furthermore, the existing analysis requires the knowledge of optimal classifier for tuning the step size…

Machine Learning · Computer Science 2013-12-03 Rong Jin

In this paper, we propose a single-loop stochastic gradient algorithm for solving stochastic nonconvex-concave minimax optimization with nonlinear convex coupled constraints (MCC). The proposed method, SPACO (Stochastic Penalty-based…

Optimization and Control · Mathematics 2026-05-05 Qichao Cao , Shangzhi Zeng , Jin Zhang , Yuxuan Zhou

One key challenge for solving a general stochastic optimization problem with expectations in the objective and constraint functions using ordinary stochastic iterative methods lies in the infeasibility issue caused by the randomness over…

Information Theory · Computer Science 2019-08-30 Chencheng Ye , Ying Cui

A sequential quadratic optimization algorithm is proposed for solving smooth nonlinear equality constrained optimization problems in which the objective function is defined by an expectation of a stochastic function. The algorithmic…

Optimization and Control · Mathematics 2023-03-17 Albert S. Berahas , Frank E. Curtis , Michael J. O'Neill , Daniel P. Robinson

This article presents a new numerical scheme for the discretization of dissipative particle dynamics with conserved energy. The key idea is to reduce elementary pairwise stochastic dynamics (either fluctuation/dissipation or thermal…

Statistical Mechanics · Physics 2017-04-26 Gabriel Stoltz

The near-axis theory for quasi-isodynamic stellarator equilibria is reformulated in terms of geometric inputs, to allow greater control of the ``direct construction'' of quasi-isodynamic configurations, and to facilitate understanding of…

Plasma Physics · Physics 2025-08-19 G. G. Plunk , E. Rodríguez

This paper investigates energy-minimization finite-element approaches for the computation of nematic liquid crystal equilibrium configurations. We compare the performance of these methods when the necessary unit-length constraint is…

Numerical Analysis · Mathematics 2014-12-31 J. H. Adler , D. B. Emerson , S. P. MacLachlan , T. A. Manteuffel

We study the stochastic quantization of the system with first class constraints in phase space. Though the Langevin equations of the canonical variables are defined without ordinary gauge fixing procedure, gauge fixing conditions are…

High Energy Physics - Theory · Physics 2015-06-26 R. Mochizuki

This paper addresses optimal design problems governed by multi-state stationary diffusion equations, aiming at the simultaneous optimization of the domain shape and the distribution of two isotropic materials in prescribed proportions.…

Optimization and Control · Mathematics 2026-02-19 Marko Erceg , Petar Kunštek , Marko Vrdoljak

We describe a technique for solving the combined collisionless Boltzmann and Poisson equations in a discretised, or lattice, phase space. The time and the positions and velocities of `particles' take on integer values, and the forces are…

Astrophysics · Physics 2015-06-24 D. Syer , S. Tremaine

Extrapolation methods use the last few iterates of an optimization algorithm to produce a better estimate of the optimum. They were shown to achieve optimal convergence rates in a deterministic setting using simple gradient iterates. Here,…

Optimization and Control · Mathematics 2017-08-04 Damien Scieur , Alexandre d'Aspremont , Francis Bach

We design receding horizon control strategies for stochastic discrete-time linear systems with additive (possibly) unbounded disturbances, while obeying hard bounds on the control inputs. We pose the problem of selecting an appropriate…

Optimization and Control · Mathematics 2011-07-07 Debasish Chatterjee , Peter Hokayem , John Lygeros

We present a boundary integral equation solver for computing Taylor relaxed states in non-axisymmetric solid and shell-like toroidal geometries. The computation of Taylor states in these geometries is a key element for the calculation of…

Numerical Analysis · Mathematics 2019-09-04 Dhairya Malhotra , Antoine Cerfon , Lise-Marie Imbert-Gérard , Michael O'Neil