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 …
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 …
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 …
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 …
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 …
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 …
This work aims to develop an adaptive nonlinear elimination preconditioned inexact Newton method as the numerical solution of large sparse multi-component partial differential …
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 …
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 …