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The aim of this paper is to establish the uniform convergence of the densities of a sequence of random variables, which are functionals of an underlying Gaussian process, to a normal density. Precise estimates for the uniform distance are…

Probability · Mathematics 2013-08-30 Yaozhong Hu , Fei Lu , David Nualart

We consider estimating the discretization error in a nonlinear functional $J(u)$ in the setting of an abstract variational problem: find $u \in \mathcal{V}$ such that $B(u,\varphi) = L(\varphi) \; \forall \varphi \in \mathcal{V}$, as…

Numerical Analysis · Mathematics 2025-11-07 Brian N. Granzow , Stephen D. Bond , D. Thomas Seidl , Bernhard Endtmayer

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

We study the continuity property of the generalized entropy as a function of the underlying probability distribution, defined with an action space and a loss function, and use this property to answer the basic questions in statistical…

Machine Learning · Computer Science 2022-01-04 Aolin Xu

We design an energy-stable and asymptotic-preserving finite volume scheme for the compressible Euler system. Using the relative energy framework, we establish rigorous error estimates that yield convergence of the numerical solutions in two…

Numerical Analysis · Mathematics 2026-03-31 Megala Anandan , K. R. Arun , Amogh Krishnamurthy , Mária Lukáčová-Medvid'ová

This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…

Numerical Analysis · Mathematics 2026-02-04 Lutz Angermann

In this article, we consider the problem of outlier-robust state estimation where the measurement noise can be correlated. Outliers in data arise due to many reasons like sensor malfunctioning, environmental behaviors, communication…

Signal Processing · Electrical Eng. & Systems 2024-08-21 Aamir Hussain Chughtai , Muhammad Tahir , Momin Uppal

In this paper we provide key estimates used in the stability and error analysis of discontinuous Galerkin finite element methods (DGFEMs) on domains with curved boundaries. In particular, we review trace estimates, inverse estimates,…

Numerical Analysis · Mathematics 2019-04-02 Ellya L. Kawecki

In the spectral stability analysis of localized patterns to singular perturbed evolution problems, one often encounters that the Evans function respects the scale separation. In such cases the Evans function of the full linear stability…

Analysis of PDEs · Mathematics 2021-01-14 Björn de Rijk , Arjen Doelman , Jens Rademacher

Motivated by many applications in complex domains with boundaries exposed to large topological changes or deformations, fictitious domain methods regard the actual domain of interest as being embedded in a fixed Cartesian background. This…

Numerical Analysis · Mathematics 2020-03-17 Georgios Katsouleas , Efthymios N. Karatzas , Fotios Travlopanos

This paper develops an enhanced finite element method for approximating a class of variational problems which exhibit the \textit{Lavrentiev gap phenomenon} in the sense that the minimum values of the energy functional have a nontrivial gap…

Numerical Analysis · Mathematics 2016-10-12 Xiaobing Feng , Stefan Schnake

Generalization error predictors (GEPs) aim to predict model performance on unseen distributions by deriving dataset-level error estimates from sample-level scores. However, GEPs often utilize disparate mechanisms (e.g., regressors,…

Machine Learning · Computer Science 2023-05-30 Puja Trivedi , Danai Koutra , Jayaraman J. Thiagarajan

We study rates of convergence in central limit theorems for partial sum of functionals of general stationary and non-stationary Gaussian sequences, using optimal tools from analysis on Wiener space. We apply our result to study drift…

Statistics Theory · Mathematics 2016-03-16 Khalifa Es-Sebaiy , Frederi Viens

We investigate the estimates of the density for the traditional Euler-Maruyama discretization of stochastic differential equations (SDEs) with multiplicative noise. Our estimates focus on two key aspects: (1) the $L^p$-upper bounds for…

Numerical Analysis · Mathematics 2025-08-11 Lei Li , Mengchao Wang , Yuliang Wang

In this work, we further develop multigoal-oriented a posteriori error estimation with two objectives in mind. First, we formulate goal-oriented mesh adaptivity for multiple functionals of interest for nonlinear problems in which both the…

Numerical Analysis · Mathematics 2018-04-05 B. Endtmayer , U. Langer , T. Wick

This paper presents a goal-oriented a posteriori error estimation framework for linear functionals in the stabilized finite element discretization of the stationary convection-diffusion-reaction (CDR) equation. The theoretical framework for…

Numerical Analysis · Mathematics 2025-05-07 Sheraz Ahmed Khan , Ramon Codina , Hauke Gravenkamp

Many applications like subseismic fault modeling, fractured reservoir modeling and interpretation/validation of fault connectivity involve the solution to an elliptic boundary value problem in a background medium perturbed by the presence…

Optimization and Control · Mathematics 2025-01-10 Trung Hau Hoang

In randomised trials, continuous endpoints are often measured with some degree of error. This study explores the impact of ignoring measurement error, and proposes methods to improve statistical inference in the presence of measurement…

Methodology · Statistics 2019-08-30 Linda Nab , Rolf H. H. Groenwold , Paco M. J. Welsing , Maarten van Smeden

The present contribution investigates multivariate bootstrap procedures for general stabilizing statistics, with specific application to topological data analysis. Existing limit theorems for topological statistics prove difficult to use in…

Statistics Theory · Mathematics 2023-11-28 Benjamin Roycraft , Johannes Krebs , Wolfgang Polonik

This work proposes a nonlinear finite element method whose nodal values preserve bounds known for the exact solution. The discrete problem involves a nonlinear projection operator mapping arbitrary nodal values into bound-preserving ones…

Numerical Analysis · Mathematics 2023-04-04 Gabriel Barrenechea , Emmanuil Georgoulis , Tristan Pryer , Andreas Veeser