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It is quite common that a nonlinear partial differential equation (PDE) admits multiple distinct solutions and each solution may carry a unique physical meaning. One typical approach for finding multiple solutions is to use the Newton…

数值分析 · 数学 2023-02-14 Lin Li , Lilian Wang , Huiyuan Li

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

数值分析 · 数学 2019-01-23 Anthony Nouy , Florent Pled

In this paper, we first propose a new Levenberg-Marquardt method for solving constrained (and not necessarily square) nonlinear systems. Basically, the method combines the unconstrained Levenberg-Marquardt method with a type of feasible…

最优化与控制 · 数学 2019-08-20 Douglas S. Gonçalves , Max L. N. Gonçalves , Fabrícia R. Oliveira

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

数值分析 · 数学 2015-04-17 Stefania Bellavia , Benedetta Morini

Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…

最优化与控制 · 数学 2021-05-31 E. Bergou , Y. Diouane , V. Kungurtsev , C. W. Royer

A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…

数值分析 · 数学 2017-03-29 Hehu Xie , Fei Xu

In this article we propose a novel strategy for choosing the Lagrange multipliers in the Levenberg-Marquardt method for solving ill-posed problems modeled by nonlinear operators acting between Hilbert spaces. Convergence analysis results…

数值分析 · 数学 2020-11-12 A. Leitao , F. Margotti , B. F. Svaiter

The Levenberg-Marquardt algorithm is one of the most popular algorithms for finding the solution of nonlinear least squares problems. Across different modified variations of the basic procedure, the algorithm enjoys global convergence, a…

最优化与控制 · 数学 2020-04-08 E. Bergou , Y. Diouane , V. Kungurtsev

In these notes we propose and analyze an inertial type method for obtaining stable approximate solutions to nonlinear ill-posed operator equations. The method is based on the Levenberg-Marquardt (LM) iteration. The main obtained results…

数值分析 · 数学 2024-06-12 Antonio Leitão , Joel C. Rabelo , Dirk A. Lorenz , Maximilian Winkler

Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper,…

系统与控制 · 电气工程与系统科学 2022-03-24 Mark Haring , Esten Ingar Grøtli , Signe Riemer-Sørensen , Katrine Seel , Kristian Gaustad Hanssen

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

数值分析 · 数学 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

In this paper we study multiplicity and qualitative behavior of solutions for semilinear elliptic problems with neumann boundary condition and asymptotically linear smooth nonlinearity. We provide sufficient conditions on the number of…

偏微分方程分析 · 数学 2018-01-08 Oscar Agudelo , Santiago Correa , Daniel Restrepo , Carlos Velez

In this article a modified Levenberg-Marquardt method coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations is investigated. We show that the proposed method is a convergent…

数值分析 · 数学 2020-11-20 J. Baumeister , B. Kaltenbacher , A. Leitao

Deep learning method is of great importance in solving partial differential equations. In this paper, inspired by the failure-informed idea proposed by Gao et.al. (SIAM Journal on Scientific Computing 45(4)(2023)) and as an improvement, a…

数值分析 · 数学 2024-04-30 Jingyong Ying , Yaqi Xie , Jiao Li , Hongqiao Wang

The Levenberg-Marquardt algorithm is a flexible iterative procedure used to solve non-linear least squares problems. In this work we study how a class of possible adaptations of this procedure can be used to solve maximum likelihood…

统计计算 · 统计学 2014-10-06 Marco Giordan , Federico Vaggi , Ron Wehrens

We consider large-scale nonlinear least squares problems with sparse residuals, each of them depending on a small number of variables. A decoupling procedure which results in a splitting of the original problems into a sequence of…

最优化与控制 · 数学 2023-01-12 Natasa Krejic , Greta Malaspina , Lense Swaenen

Differentiable systems in this paper means systems of equations that are described by differentiable real functions in real matrix variables. This paper proposes algorithms for finding minimal rank solutions to such systems over (arbitrary…

最优化与控制 · 数学 2017-05-30 Thanh Hieu Le

This paper investigates two inexact Levenberg-Marquardt (LM) methods for solving systems of nonlinear equations. Both approaches compute approximate search directions by solving the LM linear system inexactly, subject to specific…

最优化与控制 · 数学 2025-07-23 Bas Symoens , Morteza Rahimi , Masoud Ahookhosh

Inspired by certain regularization techniques for linear inverse problems, in this work we investigate the convergence properties of the Levenberg-Marquardt method using singular scaling matrices. Under a completeness condition, we show…

数值分析 · 数学 2024-06-11 Everton Boos , Douglas S. Goncalves , Fermin S. V. Bazan

In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its solution which, in contrast to the existing literature, does…

最优化与控制 · 数学 2023-11-10 Lateef O. Jolaoso , Patrick Mehlitz , Alain B. Zemkoho
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