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We present an abstract framework for analyzing the weak error of fully discrete approximation schemes for linear evolution equations driven by additive Gaussian noise. First, an abstract representation formula is derived for sufficiently…

Numerical Analysis · Mathematics 2013-07-17 M. Kovács , S. Larsson , F. Lindgren

We propose and analyze a novel framework for learning sparse representations, based on two statistical techniques: kernel smoothing and marginal regression. The proposed approach provides a flexible framework for incorporating feature…

Machine Learning · Statistics 2012-10-04 Krishnakumar Balasubramanian , Kai Yu , Guy Lebanon

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

In this paper we present and analyze a weighted residual a posteriori error estimate for an optimal control problem. The problem involves a nondifferentiable cost functional, a state equation with an integral fractional Laplacian, and…

Numerical Analysis · Mathematics 2023-09-18 Fangyuan Wang , Qiming Wang , Zhaojie Zhou

An adaptive refinement strategy, based on an equilibrated flux a posteriori error estimator, is proposed in the context of defeaturing problems. Defeaturing consists of removing features from complex domains to simplify mesh generation and…

Numerical Analysis · Mathematics 2026-03-04 Annalisa Buffa , Denise Grappein , Rafael Vázquez

We study a general class of singular degenerate parabolic stochastic partial differential equations (SPDEs) which include, in particular, the stochastic porous medium equations and the stochastic fast diffusion equation. We propose a fully…

Numerical Analysis · Mathematics 2020-12-23 Ľubomír Baňas , Benjamin Gess , Christian Vieth

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

A classic approach for solving differential equations with neural networks builds upon neural forms, which employ the differential equation with a discretisation of the solution domain. Making use of neural forms for time-dependent…

Neural and Evolutionary Computing · Computer Science 2022-09-02 Toni Schneidereit , Michael Breuß

We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated…

Numerical Analysis · Mathematics 2018-07-17 Fabio Nobile , Raul Tempone , Soeren Wolfers

This article investigates residual a posteriori error estimates and adaptive mesh refinements for time-dependent boundary element methods for the wave equation. We obtain reliable estimates for Dirichlet and acoustic boundary conditions…

Numerical Analysis · Mathematics 2020-10-01 Heiko Gimperlein , Ceyhun Oezdemir , David Stark , Ernst P. Stephan

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

Compressive Sensing (CS) stipulates that a sparse signal can be recovered from a small number of linear measurements, and that this recovery can be performed efficiently in polynomial time. The framework of model-based compressive sensing…

Information Theory · Computer Science 2015-04-22 Chinmay Hegde , Piotr Indyk , Ludwig Schmidt

The finite element method can be viewed as a machine that automates the discretization of differential equations, taking as input a variational problem, a finite element and a mesh, and producing as output a system of discrete equations.…

Numerical Analysis · Mathematics 2011-12-05 Anders Logg

We present a modification to the Berger and Oliger adaptive mesh refinement algorithm designed to solve systems of coupled, non-linear, hyperbolic and elliptic partial differential equations. Such systems typically arise during constrained…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Frans Pretorius , Matthew W. Choptuik

In this paper we revisit one of the classical problems of compressed sensing. Namely, we consider linear under-determined systems with sparse solutions. A substantial success in mathematical characterization of an $\ell_1$ optimization…

Information Theory · Computer Science 2015-07-17 Mihailo Stojnic

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Machine Learning · Computer Science 2020-03-23 Luiz F. O. Chamon , Yonina C. Eldar , Alejandro Ribeiro

In this document, we present key findings in structured matrix approximation theory, with applications to the regressive representation of dynamic financial processes. Initially, we explore a comprehensive approach involving generic…

Systems and Control · Electrical Eng. & Systems 2025-10-28 Fredy Vides , Idelfonso B. R. Nogueira , Gabriela Lopez Gutierrez , Lendy Banegas , Evelyn Flores

The discovery of partial differential equations (PDEs) is a challenging task that involves both theoretical and empirical methods. Machine learning approaches have been developed and used to solve this problem; however, it is important to…

Machine Learning · Statistics 2023-06-09 Kalpesh More , Tapas Tripura , Rajdip Nayek , Souvik Chakraborty

Recently, sparsity has become a key concept in various areas of applied mathematics, computer science, and electrical engineering. One application of this novel methodology is the separation of data, which is composed of two (or more)…

Numerical Analysis · Mathematics 2011-02-23 Gitta Kutyniok

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou