English
Related papers

Related papers: Diffusive Corrections to Pn Approximations

200 papers

Reduced order modeling methods are often used as a mean to reduce simulation costs in industrial applications. Despite their computational advantages, reduced order models (ROMs) often fail to accurately reproduce complex dynamics…

The Koopman operator provides a powerful framework for data-driven analysis of dynamical systems. In the last few years, a wealth of numerical methods providing finite-dimensional approximations of the operator have been proposed (e.g.…

Dynamical Systems · Mathematics 2021-02-16 Marvyn Gulina , Alexandre Mauroy

It is one of the most challenging issues in applied mathematics to approximately solve high-dimensional partial differential equations (PDEs) and most of the numerical approximation methods for PDEs in the scientific literature suffer from…

Probability · Mathematics 2024-06-04 Fabian Hornung , Arnulf Jentzen , Diyora Salimova

We study the approximation of certain stochastic integrals with respect to a d-dimensional diffusion by corresponding stochastic integrals with piece-wise constant integrands. In finance this corresponds to replacing a continuously adjusted…

Probability · Mathematics 2007-05-23 Mika Hujo

The main object of this paper is to construct new Durrmeyer type operators which have better features than the classical one. Some results concerning the rate of convergence and asymptotic formulas of the new operator are given. Finally,…

Numerical Analysis · Mathematics 2018-10-17 Ana Maria Acu , Vijay Gupta , Gancho Tachev

In our previous work [Singler, SIAM J. Numer. Anal. 52 (2014), no. 2, 852-876], we considered the proper orthogonal decomposition (POD) of time varying PDE solution data taking values in two different Hilbert spaces. We considered various…

Numerical Analysis · Mathematics 2021-02-01 Sarah Locke , John Singler

We present a numerical discretisation of the coupled moment systems, previously introduced in Dahm and Helzel, which approximate the kinetic multi-scale model by Helzel and Tzavaras for sedimentation in suspensions of rod-like particles for…

Numerical Analysis · Mathematics 2024-01-29 Sina Dahm , Jan Giesselmann , Christiane Helzel

It is a challenging topic in applied mathematics to solve high-dimensional nonlinear partial differential equations (PDEs). Standard approximation methods for nonlinear PDEs suffer under the curse of dimensionality (COD) in the sense that…

Machine Learning · Computer Science 2024-06-18 Julia Ackermann , Arnulf Jentzen , Benno Kuckuck , Joshua Lee Padgett

Deep Neural Networks (DNNs) are very popular because of their high performance in various cognitive tasks in Machine Learning (ML). Recent advancements in DNNs have brought beyond human accuracy in many tasks, but at the cost of high…

Hardware Architecture · Computer Science 2022-03-18 Giorgos Armeniakos , Georgios Zervakis , Dimitrios Soudris , Jörg Henkel

We propose a finite-dimensional control-based method to approximate solution operators for evolutional partial differential equations (PDEs), particularly in high-dimensions. By employing a general reduced-order model, such as a deep neural…

Numerical Analysis · Mathematics 2024-01-22 Nathan Gaby , Xiaojing Ye

Various methods have been proposed to approximate a solution to the truncated Hausdorff moment problem. In this paper, we establish a method of comparison for the performance of the approximations. Three ways of producing random moment…

Numerical Analysis · Mathematics 2025-10-01 Xinyun Wang , Martin Haenggi

In \cite{cheung2019optimally}, the authors presented two finite element methods for approximating second order boundary value problems on polytopial meshes with optimal accuracy without having to utilize curvilinear mappings. This was done…

Numerical Analysis · Mathematics 2023-01-11 James Cheung

This paper considers computing partial eigenpairs of differential eigenvalue problems (DEPs) such that eigenvalues are in a certain region on the complex plane. Recently, based on a "solve-then-discretize" paradigm, an operator analogue of…

Numerical Analysis · Mathematics 2023-02-21 Akira Imakura , Keiichi Morikuni , Akitoshi Takayasu

We study the problem of computing the value function from a discretely-observed trajectory of a continuous-time diffusion process. We develop a new class of algorithms based on easily implementable numerical schemes that are compatible with…

Machine Learning · Computer Science 2024-07-09 Wenlong Mou , Yuhua Zhu

We propose a very general framework for deriving rigorous bounds on the approximation error for physics-informed neural networks (PINNs) and operator learning architectures such as DeepONets and FNOs as well as for physics-informed operator…

Machine Learning · Computer Science 2022-10-11 Tim De Ryck , Siddhartha Mishra

We trained deep neural networks (DNNs) as a function of the neutrino energy density, flux, and the fluid velocity to reproduce the Eddington tensor for neutrinos obtained in our first-principles core-collapse supernova (CCSN) simulations.…

High Energy Astrophysical Phenomena · Physics 2022-02-09 Akira Harada , Shota Nishikawa , Shoichi Yamada

While it is widely known that neural networks are universal approximators of continuous functions, a less known and perhaps more powerful result is that a neural network with a single hidden layer can approximate accurately any nonlinear…

Machine Learning · Computer Science 2021-11-03 Lu Lu , Pengzhan Jin , George Em Karniadakis

In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…

Systems and Control · Electrical Eng. & Systems 2021-05-06 Giordano Scarciotti , Andrew R. Teel

Existing deterministic variational inference approaches for diffusion processes use simple proposals and target the marginal density of the posterior. We construct the variational process as a controlled version of the prior process and…

Machine Learning · Computer Science 2021-03-02 Christian Wildner , Heinz Koeppl

Consider the scattering of a time-harmonic elastic plane wave by a bi-periodic rigid surface. The displacement of elastic wave motion is modeled by the three-dimensional Navier equation in an open domain above the surface. Based on the…

Numerical Analysis · Mathematics 2020-07-28 Gang Bao , Xue Jiang , Peijun Li , Xiaokai Yuan