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We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a…

Optimization and Control · Mathematics 2014-12-31 Miguel Á. Carreira-Perpiñán

The concept of effective order is a popular methodology in the deterministic literature for the construction of efficient and accurate integrators for differential equations over long times. The idea is to enhance the accuracy of a…

Numerical Analysis · Mathematics 2016-08-18 Gilles Vilmart

In this paper, based on the combination of tensor neural network and a posteriori error estimator, a novel type of machine learning method is proposed to solve high-dimensional boundary value problems with homogeneous and non-homogeneous…

Numerical Analysis · Mathematics 2024-05-07 Yifan Wang , Zhongshuo Lin , Yangfei Liao , Haochen Liu , Hehu Xie

While many methods exist to discretize nonlinear time-dependent partial differential equations (PDEs), the rigorous estimation and adaptive control of their discretization errors remains challenging. In this paper, we present a methodology…

Numerical Analysis · Mathematics 2017-06-15 Xunxun Wu , Kristoffer van der Zee , Gorkem Simsek , Harald Van Brummelen

In this paper, we propose a certified reduced basis (RB) method for quasilinear parabolic problems. The method is based on a space-time variational formulation. We provide a residual-based a-posteriori error bound on a space-time level and…

Numerical Analysis · Mathematics 2020-12-21 Michael Hinze , Denis Korolev

We consider approximations to the solutions of differential Riccati equations in the context of linear quadratic regulator problems, where the state equation is governed by a multiscale operator. Similarly to elliptic and parabolic…

Numerical Analysis · Mathematics 2018-08-14 Axel Målqvist , Anna Persson , Tony Stillfjord

This work reviews goal-oriented a posteriori error control, adaptivity and solver control for finite element approximations to boundary and initial-boundary value problems for stationary and non-stationary partial differential equations,…

Numerical Analysis · Mathematics 2024-12-02 Bernhard Endtmayer , Ulrich Langer , Thomas Richter , Andreas Schafelner , Thomas Wick

We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…

Numerical Analysis · Mathematics 2017-04-24 Alejandro Allendes , Enrique Otarola , Richard Rankin

This paper addresses the problem of efficiently computing higher-order variational integrators in simulation and trajectory optimization of mechanical systems as those often found in robotic applications. We develop $O(n)$ algorithms to…

Robotics · Computer Science 2019-04-30 Taosha Fan , Jarvis Schultz , Todd Murphey

In this work, we consider space-time goal-oriented a posteriori error estimation for parabolic problems. Temporal and spatial discretizations are based on Galerkin finite elements of continuous and discontinuous type. The main objectives…

Numerical Analysis · Mathematics 2024-02-06 Jan Philipp Thiele , Thomas Wick

Accurate error estimation is crucial in model order reduction, both to obtain small reduced-order models and to certify their accuracy when deployed in downstream applications such as digital twins. In existing a posteriori error estimation…

Numerical Analysis · Mathematics 2023-07-24 Sridhar Chellappa , Lihong Feng , Peter Benner

We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…

Numerical Analysis · Mathematics 2015-04-28 Benjamin Kehlet , Anders Logg

Truncated Taylor series representations of invariant manifolds are abundant in numerical computations. We present an aposteriori method to compute the convergence radii and error estimates of analytic parametrisations of non-resonant local…

Dynamical Systems · Mathematics 2011-03-09 Tomas Johnson , Warwick Tucker

High-performance computing trends towards many-core systems are expected to continue over the next decade. As a result, parallel-in-time methods, mathematical formulations which exploit additional degrees of parallelism in the time…

Numerical Analysis · Computer Science 2019-02-05 Martin Schreiber , Nathanaël Schaeffer , Richard Loft

We propose an efficient algorithmic framework for time domain circuit simulation using exponential integrator. This work addresses several critical issues exposed by previous matrix exponential based circuit simulation research, and makes…

Computational Engineering, Finance, and Science · Computer Science 2016-11-17 Hao Zhuang , Wenjian Yu , Ilgweon Kang , Xinan Wang , Chung-Kuan Cheng

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

Numerical Analysis · Mathematics 2023-01-27 Sebastian Franz , Natalia Kopteva

We present an a posteriori estimator of the error in the L^2-norm for the numerical approximation of the Maxwell's eigenvalue problem by means of N\'ed\'elec finite elements. Our analysis is based on a Helmholtz decomposition of the error…

Numerical Analysis · Mathematics 2016-02-02 Daniele Boffi , Lucia Gastaldi , Rodolfo Rodríguez , Ivana Šebestová

In this paper, we develop a new residual-based pointwise a posteriori error estimator of the quadratic finite element method for the Signorini problem. The supremum norm a posteriori error estimates enable us to locate the singularities…

Numerical Analysis · Mathematics 2024-01-05 Rohit Khandelwal , Kamana Porwal , Tanvi Wadhawan

Nowadays, a posteriori error control methods have formed a new important part of the numerical analysis. Their purpose is to obtain computable error estimates in various norms and error indicators that show distributions of global and local…

Numerical Analysis · Mathematics 2021-11-16 Johannes Kraus , Sergey Repin

The goal of this project is to compare the performance of exponential time integrators with traditional methods such as diagonally implicit Runge-Kutta methods in the context of solving the system of reduced magnetohydrodynamics (RMHD). In…

Numerical Analysis · Mathematics 2022-07-07 Valentin Dallerit , Mayya Tokman , Ilon Joseph