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In this paper we consider variational regularization methods for inverse problems with large noise that is in general unbounded in the image space of the forward operator. We introduce a Banach space setting that allows to define a…

Numerical Analysis · Mathematics 2018-02-09 Martin Burger , Tapio Helin , Hanne Kekkonen

This contribution provides numerical experiments for a finite volume scheme for an approximation of the stochastic Allen-Cahn equation with homogeneous Neumann boundary conditions. The approximation is done by a Yosida approximation of the…

Numerical Analysis · Mathematics 2026-02-02 Niklas Sapountzoglou , Aleksandra Zimmermann

We study spectral Galerkin approximations of an Allen--Cahn equation over the two-dimensional torus perturbed by weak space-time white noise of strength $\sqrt{\varepsilon}$. We introduce a Wick renormalisation of the equation in order to…

Probability · Mathematics 2017-05-01 Nils Berglund , Giacomo Di Gesù , Hendrik Weber

We study interface fluctuations for the $1$D stochastic Allen-Cahn equation perturbed by half a spatial derivative of the spacetime white noise. This half derivative makes the solution distribution-valued, so that proper renormalization is…

Probability · Mathematics 2025-08-22 Weijun Xu , Shuhan Zhou

This work considers the two-dimensional Allen-Cahn equation $$ \partial_t u = \frac{1}{2}\Delta u + \mathfrak{m}\, u -u^3\;, \quad u(0,x)= \eta (x)\;, \qquad \forall (t,x) \in [0, \infty) \times \mathbb{R}^{2} \;, $$ where the initial…

Probability · Mathematics 2025-07-21 Simon Gabriel , Tommaso Rosati , Nikos Zygouras

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

Higher-order regularization problem formulations are popular frameworks used in machine learning, inverse problems and image/signal processing. In this paper, we consider the computational problem of finding the minimizer of the Sobolev…

Numerical Analysis · Mathematics 2023-10-20 Adrien Weihs , Jalal Fadili , Matthew Thorpe

In this paper, a two-step regularization method is used to solve an ill-posed spherical pseudo-differential equation in the presence of noisy data. For the first step of regularization we approximate the data by means of a spherical…

Numerical Analysis · Mathematics 2015-01-05 Hui Cao , Sergei V. Pereverzyev , Ian H. Sloan , Pavlo Tkachenko

We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…

Numerical Analysis · Mathematics 2021-09-16 Zhengqi Zhang , Zhi Zhou

In this paper, we propose a quantized learning equation with a monotone increasing resolution of quantization and stochastic analysis for the proposed algorithm. According to the white noise hypothesis for the quantization error with dense…

Machine Learning · Computer Science 2021-12-28 Jinwuk Seok , Jeong-Si Kim

We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…

Numerical Analysis · Mathematics 2013-12-02 Charles-Edouard Bréhier , Marie Kopec

This paper develops and analyzes some fully discrete mixed finite element methods for the stochastic Cahn-Hilliard equation with gradient-type multiplicative noise that is white in time and correlated in space. The stochastic Cahn-Hilliard…

Numerical Analysis · Mathematics 2019-03-14 Xiaobing Feng , Yukun Li , Yi Zhang

When solving stochastic partial differential equations (SPDEs) driven by additive spatial white noise, the efficient sampling of white noise realizations can be challenging. Here, we present a new sampling technique that can be used to…

Numerical Analysis · Mathematics 2023-01-10 Matteo Croci , Michael B. Giles , Marie E. Rognes , Patrick E. Farrell

The present work introduces and investigates an explicit time discretization scheme, called the projected Euler method,to numerically approximate random periodic solutions of semi-linear SDEs under non-globally Lipschitz conditions. The…

Numerical Analysis · Mathematics 2024-11-26 Yujia Guo , Xiaojie Wang , Yue Wu

The Allen-Cahn equation is a fundamental model for phase transitions, offering critical insights into the dynamics of interface evolution in various physical systems. This paper investigates the stability and robustness of frequently…

Numerical Analysis · Mathematics 2025-04-11 Wenrui Hao , Sun Lee , Xiaofeng Xu , Zhiliang Xu

This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…

Numerical Analysis · Mathematics 2020-08-10 Ruisheng Qi , Xiaojie Wang

In this paper, by means of a standard model problem, we devise an approach to computing approximate dual bounds for use in global optimization of coefficient identification in partial differential equations (PDEs) by, e.g., (spatial)…

Numerical Analysis · Mathematics 2026-03-20 Barbara Kaltenbacher , Paul Manns

To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…

Numerical Analysis · Mathematics 2024-04-18 Jianbo Cui

This paper investigates the stochastic Cahn-Hilliard equation (SCHE) driven by additive space-time white noise. We first refine the analytical ergodic theory by proving that the continuum equation admits a unique invariant measure in the…

Numerical Analysis · Mathematics 2025-12-09 Nan Deng , Yibo Wang , Wanrong Cao

The scientific literature contains a number of numerical approximation results for stochastic partial differential equations (SPDEs) with superlinearly growing nonlinearities but, to the best of our knowledge, none of them prove strong or…

Probability · Mathematics 2024-06-10 Sebastian Becker , Benjamin Gess , Arnulf Jentzen , Peter E. Kloeden
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