Nonlinear preconditioning techniques for full-space Lagrange--Newton solution of PDE-constrained optimization problems

H Yang, FN Hwang, XC Cai - SIAM Journal on Scientific Computing, 2016 - SIAM
The full-space Lagrange--Newton algorithm is one of the numerical algorithms for solving
problems arising from optimization problems constrained by nonlinear partial differential …

Parallel adaptive multilevel sampling algorithms for the Bayesian analysis of mathematical models

E Prudencio, SH Cheung - International Journal for Uncertainty …, 2012 - dl.begellhouse.com
In recent years, Bayesian model updating techniques based on measured data have been
applied to many engineering and applied science problems. At the same time, parallel …

Domain decomposition in time for PDE-constrained optimization

AT Barker, M Stoll - Computer Physics Communications, 2015 - Elsevier
PDE-constrained optimization problems have a wide range of applications, but they lead to
very large and ill-conditioned linear systems, especially if the problems are time dependent …

Two-level space–time domain decomposition methods for three-dimensional unsteady inverse source problems

X Deng, XC Cai, J Zou - Journal of Scientific Computing, 2016 - Springer
As the number of processor cores on supercomputers becomes larger and larger, algorithms
with high degree of parallelism attract more attention. In this work, we propose a two-level …

A parallel space-time domain decomposition method for unsteady source inversion problems

X Deng, XC Cai, J Zou - arXiv preprint arXiv:1508.06064, 2015 - arxiv.org
In this paper, we propose a parallel space-time domain decomposition method for solving
an unsteady source identification problem governed by the linear convection-diffusion …

Smooth and robust solutions for Dirichlet boundary control of fluid–solid conjugate heat transfer problems

Y Yan, DE Keyes - Journal of Computational Physics, 2015 - Elsevier
We study a new optimization scheme that generates smooth and robust solutions for
Dirichlet velocity boundary control (DVBC) of conjugate heat transfer (CHT) processes. The …

Parallel generalized Lagrange–Newton method for fully coupled solution of PDE-constrained optimization problems with bound-constraints

HJ Zhao, H Yang, J Huang - Applied Numerical Mathematics, 2023 - Elsevier
In large-scale simulations of optimization problems constrained by partial differential
equations (PDEs), the class of fully coupled methods is attracting great attention due to their …

An adaptive nonlinear elimination preconditioned inexact Newton algorithm for highly local nonlinear multicomponent PDE systems

H Yang, FN Hwang - Applied Numerical Mathematics, 2018 - Elsevier
This work aims to develop an adaptive nonlinear elimination preconditioned inexact Newton
method as the numerical solution of large sparse multi-component partial differential …

[HTML][HTML] Semismooth Newton methods with domain decomposition for American options

HJ Zhao, H Yang - Journal of Computational and Applied Mathematics, 2018 - Elsevier
In this paper, we develop a class of parallel semismooth Newton algorithms for the
numerical solution of the American option under the Black–Scholes–Merton pricing …

Two-level space–time domain decomposition methods for flow control problems

H Yang, XC Cai - Journal of Scientific Computing, 2017 - Springer
For time-dependent control problems, the class of sub-optimal algorithms is popular and the
parallelization is usually applied in the spatial dimension only. In the paper, we develop a …