Related papers: Instance optimality of the adaptive maximum strate…
This work discusses the finite element discretization of an optimal control problem for the linear wave equation with time-dependent controls of bounded variation. The main focus lies on the convergence analysis of the discretization…
We consider a stationary process (with either discrete or continuous time) and find an adaptive approximating stationary process combining approximation quality and supplementary good properties that can be interpreted as additional…
The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…
A novel high-frequency market-making approach in discrete time is proposed that admits closed-form solutions. By taking advantage of demand functions that are linear in the quoted bid and ask spreads with random coefficients, we model the…
We show that adaptive least-squares finite element methods driven by the canonical least-squares functional converge under weak conditions on PDE operator, mesh-refinement, and marking strategy. Contrary to prior works, our plain…
We develop a framework which allows us to prove the essential general quasi-orthogonality for the non-symmetric Johnson-Nedelec finite element/boundary element coupling. General quasi-orthogonality was first proposed in [Axioms of…
We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…
The Poisson-Boltzmann equation is a widely used model to study the electrostatics in molecular solvation. Its numerical solution using a boundary integral formulation requires a mesh on the molecular surface only, yielding accurate…
We explore the question of how to learn an optimal search strategy within the example of a parking problem where parking opportunities arrive according to an unknown inhomogeneous Poisson process. The optimal policy is a threshold-type…
We propose a simple and efficient scheme based on adaptive finite elements over conforming quadtree meshes for collapse plastic analysis of structures. Our main interest in kinematic limit analysis is concerned with both purely…
The existence of optimal strategy in robust utility maximization is addressed when the utility function is finite on the entire real line. A delicate problem in this case is to find a "good definition" of admissible strategies, so that an…
We consider a mixed finite element method for a biharmonic equation with clamped boundary conditions based on biorthogonal systems with weakly imposed Dirichlet boundary condition. We show that the weak imposition of the boundary condition…
We propose a proof of convergence of an adaptive method used in molecular dynamics to compute free energy profiles. Mathematically, it amounts to studying the long-time behavior of a stochastic process which satisfies a non-linear…
I describe a framework for adaptive scientific exploration based on iterating an Observation--Inference--Design cycle that allows adjustment of hypotheses and observing protocols in response to the results of observation on-the-fly, as data…
This paper presents the development and analysis of an asymptotically compatible (AC) unfitted finite element method for one-dimensional nonlocal elliptic interface problems. The proposed method achieves optimal error estimates through…
We formulate and analyze a goal-oriented adaptive finite element method (GOAFEM) for a semilinear elliptic PDE and a linear goal functional. The strategy involves the finite element solution of a linearized dual problem, where the…
This paper deals with the general discounted impulse control problem of a piecewise deterministic Markov process. We investigate a new family of epsilon-optimal strategies. The construction of such strategies is explicit and only…
Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…
In this paper, we describe a stable finite element formulation for advection-diffusion-reaction problems that allows for robust automatic adaptive strategies to be easily implemented. We consider locally vanishing, heterogeneous, and…
A type of adaptive finite element method for the eigenvalue problems is proposed based on the multilevel correction scheme. In this method, adaptive finite element method to solve eigenvalue problems involves solving associated boundary…