3 papers
math.OC2025
Taylor Approximation Variance Reduction for Approximation Errors in PDE-constrained Bayesian Inverse Problems
Ruanui Nicholson, Radoslav Vuchkov, Umberto Villa +1
In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial dif…
math.OC2025
A Parallel-in-Time Multigrid Preconditioner for Optimal Control
Radoslav Vuchkov, Eric C. Cyr, Aurya Javeed +1
We develop a parallel-in-time multigrid preconditioner for augmented systems. These saddle-point systems are foundational to numerical optimization. Our preconditioner, when paired…
math.NA2024
Space-Time Spectral Element Tensor Network Approach for Time Dependent Convection Diffusion Reaction Equation with Variable Coefficients
Dibyendu Adak, Duc P. Truong, Radoslav Vuchkov +5
In this paper, we present a new space-time Petrov-Galerkin-like method. This method utilizes a mixed formulation of Tensor Train (TT) and Quantized Tensor Train (QTT), designed for…