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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…