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This paper investigates numerical methods for solving stochastic linear quadratic (SLQ) optimal control problems governed by stochastic partial differential equations (SPDEs). Two distinct approaches, the open-loop and closed-loop ones, are…

最优化与控制 · 数学 2024-11-19 Andreas Prohl , Yanqing Wang

We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…

信号处理 · 电气工程与系统科学 2025-02-25 Yunsong Liu , Debdut Mandal , Congyu Liao , Kawin Setsompop , Justin P. Haldar

In this paper we analyze a space-time unfitted finite element method for the discretization of scalar surface partial differential equations on evolving surfaces. For higher order approximations of the evolving surface we use the technique…

数值分析 · 数学 2024-11-26 Arnold Reusken , Hauke Sass

Cauchy problems with SPDEs on the whole space are localized to Cauchy problems on a ball of radius $R$. This localization reduces various kinds of spatial approximation schemes to finite dimensional problems. The error is shown to be…

数值分析 · 数学 2017-04-25 Máté Gerencsér , István Gyöngy

In shape optimisation it is desirable to obtain deformations of a given mesh without negative impact on the mesh quality. We propose a new algorithm using least square formulations of the Cauchy-Riemann equations. Our method allows to…

最优化与控制 · 数学 2021-06-09 José A. Iglesias , Kevin Sturm , Florian Wechsung

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

数值分析 · 数学 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

Modeling real-world problems with partial differential equations (PDEs) is a prominent topic in scientific machine learning. Classic solvers for this task continue to play a central role, e.g. to generate training data for deep learning…

机器学习 · 计算机科学 2024-06-10 Tim Weiland , Marvin Pförtner , Philipp Hennig

Although many machine learning algorithms involve learning subspaces with particular characteristics, optimizing a parameter matrix that is constrained to represent a subspace can be challenging. One solution is to use Riemannian…

机器学习 · 计算机科学 2017-03-10 Stephen Giguere , Francisco Garcia , Sridhar Mahadevan

Shape optimization is a challenging task in many engineering fields, since the numerical solutions of parametric system may be computationally expensive. This work presents a novel optimization procedure based on reduced order modeling,…

数值分析 · 数学 2018-11-07 Nicola Demo , Marco Tezzele , Gianluca Gustin , Gianpiero Lavini , Gianluigi Rozza

Correlated with the trend of increasing degrees of freedom in robotic systems is a similar trend of rising interest in Spatio-Temporal systems described by Partial Differential Equations (PDEs) among the robotics and control communities.…

机器人学 · 计算机科学 2021-02-19 Ethan N. Evans , Andrew P. Kendall , Evangelos A. Theodorou

Imposing additional constraints on low-rank optimization has garnered growing interest. However, the geometry of coupled constraints hampers the well-developed low-rank structure and makes the problem intricate. To this end, we propose a…

最优化与控制 · 数学 2025-10-01 Yan Yang , Bin Gao , Ya-xiang Yuan

Shape-constrained optimization arises in a wide range of problems including distributionally robust optimization (DRO) that has surging popularity in recent years. In the DRO literature, these problems are usually solved via reduction into…

最优化与控制 · 数学 2024-06-13 Henry Lam , Zhenyuan Liu , Dashi I. Singham

The computation of correspondences between shapes is a principal task in shape analysis. To this end, methods based on partial differential equations (PDEs) have been established, encompassing e.g. the classic heat kernel signature as well…

数值分析 · 数学 2023-12-22 Alexander Köhler , Michael Breuß

We propose a novel Riemannian method for solving the Extreme multi-label classification problem that exploits the geometric structure of the sparse low-dimensional local embedding models. A constrained optimization problem is formulated as…

最优化与控制 · 数学 2021-10-01 Jayadev Naram , Tanmay Kumar Sinha , Pawan Kumar

Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…

数值分析 · 数学 2018-10-15 Samy Wu Fung , Lars Ruthotto

We propose a space mapping-based optimization algorithm for microscopic interacting particle dynamics which are inappropriate for direct optimization. This is of relevance for example in applications with bounded domains such that the…

最优化与控制 · 数学 2021-02-23 Jennifer Weißen , Simone Göttlich , Claudia Totzeck

Meshless methods are commonly used to determine numerical solutions to partial differential equations (PDEs) for problems involving free surfaces and/or complex geometries, approximating spatial derivatives at collocation points via local…

数值分析 · 数学 2025-10-24 H. Broadley , J. R. C. King , S. J. Lind

We introduce suitable coordinate systems for pipes and their variants that allow us to transform partial differential equations (PDEs) on the pipe surfaces or in the solid pipes into computational domains with fixed limits/ranges. Such a…

数值分析 · 数学 2025-09-09 Shuaifei Hu , Yujian Jiao , Desong Kong , Li-Lian Wang

In this work, we investigate the performance CutFEM as a high fidelity solver as well as we construct a competent and economical reduced order solver for PDE-constrained optimization problems in parametrized domains that live in a fixed…

数值分析 · 数学 2022-04-11 Georgios Katsouleas , Efthymios N. Karatzas , Fotios Travlopanos

Shape optimization involves the minimization of a cost function defined over a set of shapes, often governed by a partial differential equation (PDE). In the absence of closed-form solutions, one relies on numerical methods to approximate…

数值分析 · 数学 2025-02-21 Eloi Martinet , Leon Bungert