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math.OC2024
Variable-Stepsize Implicit Peer Triplets in ODE Constrained Optimal Control
Jens Lang, Bernhard A. Schmitt
This paper is concerned with the theory, construction and application of implicit Peer two-step methods that are super-convergent for variable stepsizes, i.e., preserve their class…
math.NA2024
Adaptive hp-Polynomial Based Sparse Grid Collocation Algorithms for Piecewise Smooth Functions with Kinks
Hendrik Wilka, Jens Lang
High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationall…