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In this paper, we discuss the ambiguous chance constrained based portfolio optimization problems, in which the perturbations associated with the input parameters are stochastic in nature, but their distributions are not known precisely. We…

Optimization and Control · Mathematics 2023-11-09 Pulak Swain , Akshay Kumar Ojha

This paper studies the problem of estimation from relative measurements in a graph, in which a vector indexed over the nodes has to be reconstructed from pairwise measurements of differences between its components associated to nodes…

Systems and Control · Computer Science 2018-07-27 Chiara Ravazzi , Nelson P. K. Chan , Paolo Frasca

We introduce a class of stochastic advection problems amenable to analysis of turbulent transport. The statistics of the flow field are represented as a continuous time Markov process, a choice that captures the intuitive notion of…

Fluid Dynamics · Physics 2022-12-01 Andre N. Souza , Tyler Lutz , Glenn R. Flierl

This paper studies spatial patterns formed by proximate population migration driven by real wage gradients and other idiosyncratic factors. The model consists of a tractable core-periphery model incorporating a quasi-linear log utility…

Theoretical Economics · Economics 2025-07-23 Kensuke Ohtake

We consider some (anisotropic and piecewise constant) convection-diffusion-reaction problems in domains of R2, approximated by a discontinuous Galerkin method with polynomials of any degree. We propose two a posteriori error estimators…

Numerical Analysis · Mathematics 2010-11-04 Emmanuel Creusé , Serge Nicaise

This article presents a priori error estimates of the miscible displacement of one compressible fluid by another in a porous medium. The study utilizes the $H(\rm div)$ conforming virtual element method (VEM) for the approximation of the…

Numerical Analysis · Mathematics 2024-05-13 Sarvesh Kumar , Devika Shylaja

In a posteriori error analysis, the relationship between error and estimator is usually spoiled by so-called oscillation terms, which cannot be bounded by the error. In order to remedy, we devise a new approach where the oscillation has the…

Numerical Analysis · Mathematics 2019-03-15 Christian Kreuzer , Andreas Veeser

In this paper, we propose a new formulation and a suitable finite element method for the steady coupling of viscous flow in deformable porous media using divergence-conforming filtration fluxes. The proposed method is based on the use of…

Numerical Analysis · Mathematics 2025-10-23 Ruben Caraballo , Chansophea Wathanak In , Alberto F. Martín , Ricardo Ruiz-Baier

We consider planar traveling fronts between stable steady states in two-component singularly perturbed reaction-diffusion-advection equations, where a small quantity $\delta^2$ represents the ratio of diffusion coefficients. The fronts…

Analysis of PDEs · Mathematics 2023-10-24 Paul Carter

We formulate a stabilized quasi-optimal Petrov-Galerkin method for singularly perturbed convection-diffusion problems based on the variational multiscale method. The stabilization is of Petrov-Galerkin type with a standard finite element…

Numerical Analysis · Mathematics 2016-06-16 Guanglian Li , Daniel Peterseim , Mira Schedensack

Motivated by stochastic convection-diffusion problems we derive a posteriori error estimates for non-stationary non-linear convection-diffusion equations acting as a deterministic paradigm. The problem considered here neither fits into the…

Numerical Analysis · Mathematics 2018-02-08 Rüdiger Verfürth

This paper is concerned with numerical solution of transport problems in heterogeneous porous media. A semi-discrete continuous-in-time formulation of the linear advection-diffusion equation is obtained by using a mixed hybrid finite…

Numerical Analysis · Mathematics 2021-10-05 Thi-Thao-Phuong Hoang

The Virtual Element Method for diffusion-convection-reaction problems is considered. In order to design a quasi-robust scheme also in the convection-dominated regime, a Continuous Interior Penalty approach is employed. Due to the presence…

Numerical Analysis · Mathematics 2023-07-11 L. Beirao da Veiga , C. Lovadina , M. Trezzi

This paper deals with the problem of outliers in high frequency observation data from diffusion processes. Robust estimation methods are needed because the inclusion of outliers can lead to incorrect statistical inference even in the…

Methodology · Statistics 2026-03-06 Tomoyuki Nakagawa , Yusuke Shimizu

The performance of learning models often deteriorates when deployed in out-of-sample environments. To ensure reliable deployment, we propose a stability evaluation criterion based on distributional perturbations. Conceptually, our stability…

Machine Learning · Statistics 2024-05-07 Jose Blanchet , Peng Cui , Jiajin Li , Jiashuo Liu

We combine a systematic approach for deriving general a posteriori error estimates for convex minimization problems based on convex duality relations with a recently derived generalized Marini formula. The a posteriori error estimates are…

Numerical Analysis · Mathematics 2022-04-25 Sören Bartels , Alex Kaltenbach

In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…

Numerical Analysis · Mathematics 2021-11-01 Asha K Dond , Thirupathi Gudi , Ramesh Ch. Sau

We propose a robust a posteriori error estimator for the hybridizable discontinuous Galerkin (HDG) method for convection-diffusion equations with dominant convection. The reliability and efficiency of the estimator are established for the…

Numerical Analysis · Mathematics 2014-12-18 Huangxin Chen , Jingzhi Li , Weifeng Qiu

This paper investigates an elliptic interface problem with discontinuous diffusion coefficients on unfitted meshes, employing the CutFEM method. The main contribution is the a posteriori error analysis based on equilibrated fluxes belonging…

Numerical Analysis · Mathematics 2026-03-03 Daniela Capatina , Aimene Gouasmi

When comparing measurements to numerical simulations of moisture transfer through porous materials a rush of the experimental moisture front is commonly observed in several works shown in the literature, with transient models that consider…

Computational Engineering, Finance, and Science · Computer Science 2020-02-20 Julien Berger , Suelen Gasparin , Denys Dutykh , Nathan Mendes