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We present a robust and efficient numerical framework based on a median filter scheme for solving a broad class of interface-related optimization problems, from image segmentation to topology optimization. A key innovation of our work is…

Numerical Analysis · Mathematics 2026-02-24 Sihao Cheng , Ziming Shao , Dong Wang

For the first time, a nonlinear interface problem on an unbounded domain with nonmonotone set-valued transmission conditions is analyzed. The investigated problem involves a nonlinear monotone partial differential equation in the interior…

Numerical Analysis · Mathematics 2022-09-19 J. Gwinner , N. Ovcharova

We present a kernel-based linear matrix inequality (LMI) approach for the approximate solution of Hamilton--Jacobi--Bellman (HJB) equations arising in nonlinear optimal control. The method represents the gradient of the value function in a…

Dynamical Systems · Mathematics 2026-05-19 Boumediene Hamzi , Umesh Vaidya

The accuracy of information transmission while solving domain decomposed problems is crucial to smooth transition of a solution around the interface/overlapping region. This paper describes a systematical study on an accuracy enhancing…

Numerical Analysis · Mathematics 2021-12-17 Wenbin Dong , Yingjie Liu , Hansong Tang

Many optimization algorithms$\unicode{x2013}$including gradient descent, proximal methods, and operator splitting techniques$\unicode{x2013}$can be formulated as fixed-point iterations (FPI) of continuous operators. When these operators are…

Optimization and Control · Mathematics 2025-11-03 Kira van Treek , Javier F. Peña , Juan C. Vera , Luis F. Zuluaga

We consider the discretization of a stationary Stokes interface problem in a velocity-pressure formulation. The interface is described implicitly as the zero level of a scalar function as it is common in level set based methods. Hence, the…

Numerical Analysis · Mathematics 2016-05-16 Philip Lederer , Carl-Martin Pfeiler , Christoph Wintersteiger , Christoph Lehrenfeld

In this paper we present a method to treat interface jump conditions for constant coefficients Poisson problems that allows the use of standard "black box" solvers, without compromising accuracy. The basic idea of the new approach is…

Numerical Analysis · Mathematics 2011-09-30 Alexandre Noll Marques , Jean-Christophe Nave , Rodolfo Ruben Rosales

Strongly coupled immersed boundary (IB) methods solve the nonlinear fluid and structural equations of motion simultaneously for strongly enforcing the no-slip constraint on the body. Handling this constraint requires solving several large…

Fluid Dynamics · Physics 2021-03-12 Nirmal Jayaprasad Nair , Andres Goza

This paper presents a mini immersed finite element (IFE) method for solving two- and three-dimensional two-phase Stokes problems on Cartesian meshes. The IFE space is constructed from the conventional mini element, with shape functions…

Numerical Analysis · Mathematics 2024-09-02 Haifeng Ji , Dong Liang , Qian Zhang

This paper examines inverse Cauchy problems that are governed by a kind of elliptic partial differential equation. The inverse problems involve recovering the missing data on an inaccessible boundary from the measured data on an accessible…

Numerical Analysis · Mathematics 2023-12-01 Rongfang Gong , Min Wang , Qin Huang , Ye Zhang

In this paper we consider constrained optimization problems where both the objective and constraint functions are of the black-box type. Furthermore, we assume that the nonlinear inequality constraints are non-relaxable, i.e. their values…

Optimization and Control · Mathematics 2026-01-13 Andrea Brilli , Giampaolo Liuzzi , Stefano Lucidi

We first review the convolution fast-Fourier-transform (CFFT) approach for the numerical solution of backward stochastic differential equations (BSDEs) introduced in (Hyndman and Oyono Ngou, 2017). We then propose a method for improving the…

Numerical Analysis · Mathematics 2026-01-01 Xiang Gao , Cody Hyndman

We prove and implement stochastic solution (or Feynman-Kac) formulas for boundary value problems involving the spectral fractional Laplacian with nonzero Dirichlet boundary condition. The main tools used in the proofs are the abstract…

Numerical Analysis · Mathematics 2018-12-05 Mamikon Gulian , Guofei Pang

In this paper, we propose a mesh-free method to solve interface problems using the deep learning approach. Two interface problems are considered. The first one is an elliptic PDE with a discontinuous and high-contrast coefficient. While the…

Computational Physics · Physics 2024-12-20 Zhongjian Wang , Zhiwen Zhang

We introduce Flat Hilbert Bayesian Inference (FHBI), an algorithm designed to enhance generalization in Bayesian inference. Our approach involves an iterative two-step procedure with an adversarial functional perturbation step and a…

Machine Learning · Computer Science 2025-06-10 Tuan Truong , Quyen Tran , Quan Pham-Ngoc , Nhat Ho , Dinh Phung , Trung Le

In this paper, we present numerical methods to implement the probabilistic representation of third kind (Robin) boundary problem for the Laplace equations. The solution is based on a Feynman-Kac formula for the Robin problem which employs…

Numerical Analysis · Mathematics 2016-10-31 Yijing Zhou , Wei Cai

The Ohta-Kawasaki model for diblock-copolymers is well known to the scientific community of diffuse-interface methods. To accurately capture the long-time evolution of the moving interfaces, we present a derivation of the corresponding…

Numerical Analysis · Mathematics 2024-03-11 Amlan K. Barua , Ray Chew , Shuwang Li , John Lowengrub , Andreas Münch , Barbara Wagner

This work presents blind constrained constant modulus (CCM) adaptive algorithms based on the set-membership filtering (SMF) concept and incorporates dynamic bounds {for interference suppression} applications. We develop stochastic gradient…

Information Theory · Computer Science 2015-06-12 Rodrigo C. de Lamare , Paulo S. R. Diniz

In this article, a novel barrier function is introduced to convert the box-constrained convex optimization problem to an unconstrained problem. For each double-sided bounded variable, a single monomial function is added as a barrier…

Optimization and Control · Mathematics 2024-01-31 Hatem Fayed

The matched interface and boundary (MIB) method has a proven ability for delivering the second order accuracy in handling elliptic interface problems with arbitrarily complex interface geometries. However, its collocation formulation…

Numerical Analysis · Mathematics 2015-09-04 Yin Cao , Bao Wang , Kelin Xia , Guowi Wei