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We propose a second order, fully semi-Lagrangian method for the numerical solution of systems of advection-diffusion-reaction equations, which employs a semi-Lagrangian approach to approximate in time both the advective and the diffusive…

Numerical Analysis · Mathematics 2020-02-12 Luca Bonaventura , Elisabetta Carlini , Elisa Calzola , Roberto Ferretti

This work is devoted to the numerical approximation of high-dimensional advection-diffusion equations. It is well-known that classical methods, such as the finite volume method, suffer from the curse of dimensionality, and that their time…

Numerical Analysis · Mathematics 2025-11-26 Emmanuel Franck , Victor Michel-Dansac , Laurent Navoret , Vincent Vigon

This paper establishes the iteration-complexity of an inner accelerated inexact proximal augmented Lagrangian (IAIPAL) method for solving linearly-constrained smooth nonconvex composite optimization problems that is based on the classical…

Optimization and Control · Mathematics 2022-06-15 Jefferson G. Melo , Renato D. C. Monteiro , Weiwei Kong

This paper proposes and analyzes an accelerated inexact dampened augmented Lagrangian (AIDAL) method for solving linearly-constrained nonconvex composite optimization problems. Each iteration of the AIDAL method consists of: (i) inexactly…

Optimization and Control · Mathematics 2023-02-08 Weiwei Kong , Renato D. C. Monteiro

We study the Lagrangian trajectories of statistically isotropic, homogeneous, and stationary divergence free spatiotemporal random vector fields. We design this advecting Eulerian velocity field such that it gets asymptotically rough and…

Fluid Dynamics · Physics 2020-07-08 Jason Reneuve , Laurent Chevillard

An equation is obtained to find the Lagrangian for a one-dimensional autonomous system. The continuity of the first derivative of its constant of motion is assumed. This equation is solved for a generic nonconservative autonomous system…

Mathematical Physics · Physics 2009-11-10 G. Gonzalez

Stochastic processes are a flexible and widely used family of models for statistical modeling. While stochastic processes offer attractive properties such as inclusion of uncertainty properties, their inference is typically intractable,…

Methodology · Statistics 2026-02-10 Teemu Härkönen , Simo Särkkä

We present new convergence estimates for the iterated penalty method applied to structure-preserving discretizations of linear generalized saddle point systems. The method may be viewed as an Uzawa iteration on an augmented Lagrangian…

Numerical Analysis · Mathematics 2026-05-27 Patrick E. Farrell , Michael Neilan , Charles Parker , L. Ridgway Scott

We present high-resolution direct numerical simulations of turbulent three-dimensional Rayleigh-Benard convection with a focus on the Lagrangian properties of the flow. The volume is a Cartesian slab with an aspect ratio of four bounded by…

Fluid Dynamics · Physics 2009-05-05 Joerg Schumacher

We consider the numerical construction of minimal Lagrangian graphs, which is related to recent applications in materials science, molecular engineering, and theoretical physics. It is known that this problem can be formulated as an…

Numerical Analysis · Mathematics 2021-07-01 Brittany Froese Hamfeldt , Jacob Lesniewski

A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template…

Optimization and Control · Mathematics 2024-08-07 Alberto De Marchi , Patrick Mehlitz

We present a comparative analysis of several methods, known as local Lagrangian approximations, which are aimed to the description of the nonlinear evolution of large-scale structure. We have investigated various aspects of these…

Astrophysics · Physics 2009-11-06 Martin Makler , Takeshi Kodama , Mauricio O. Calvao

We address the calculation of dynamical correlation functions for many fermion systems at zero temperature, using the auxiliary-field quantum Monte Carlo method. The two-dimensional Hubbard hamiltonian is used as a model system. Although…

Strongly Correlated Electrons · Physics 2016-08-24 Ettore Vitali , Hao Shi , Mingpu Qin , Shiwei Zhang

We study the Lagrangian dynamics of systems of N point vortices and passive particles in a two-dimensional, doubly periodic domain. The probability distribution function of vortex velocity, p_N, has a slow-velocity Gaussian component and a…

chao-dyn · Physics 2009-10-31 Jeffrey B. Weiss , Antonello Provenzale , James C. McWilliams

We analyse the odd-intrinsic-parity effective Lagrangian of QCD valid for processes involving one pseudoscalar with two vector mesons described in terms of antisymmetric tensor fields. Substantial information on the odd-intrinsic-parity…

High Energy Physics - Phenomenology · Physics 2009-11-10 P. D. Ruiz-Femenia , A. Pich , J. Portoles

We establish exact inequalities for the structure-function scaling exponents of a passively advected scalar in both the inertial-convective and viscous-convective ranges. These inequalities involve the scaling exponents of the velocity…

chao-dyn · Physics 2009-10-28 Gregory L. Eyink

This work presents an adaptive superfast proximal augmented Lagrangian (AS-PAL) method for solving linearly-constrained smooth nonconvex composite optimization problems. Each iteration of AS-PAL inexactly solves a possibly nonconvex…

Optimization and Control · Mathematics 2022-10-07 Arnesh Sujanani , Renato D. C. Monteiro

Irreducible gauge theories in both the Lagrangian and Hamiltonian versions of the Sp(2)-covariant quantization method are studied. Solutions to generating equations are obtained in the form of expansions in power series of ghost and…

High Energy Physics - Theory · Physics 2007-05-23 P. M. Lavrov , P. Yu. Moshin , A. A. Reshetnyak

In a four-dimensional space I shall construct all of the conformally invariant, scalar-vector-tensor field theories that are consistent with conservation of charge, and flat space compatible. By the last assumption I mean that the…

General Relativity and Quantum Cosmology · Physics 2018-01-29 Gregory W. Horndeski

A parallel-in-time algorithm based on an augmented Lagrangian approach is proposed to solve four-dimensional variational (4D-Var) data assimilation problems. The assimilation window is divided into multiple sub-intervals that allows to…

Numerical Analysis · Computer Science 2016-04-20 Vishwas Rao , Adrian Sandu
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