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We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…

Statistics Theory · Mathematics 2008-07-31 Jean-Michel Loubes , Carenne Ludeña

A novel refinement measure for non-intrusive surrogate modelling of partial differential equations (PDEs) with uncertain parameters is proposed. Our approach uses an empirical interpolation procedure, where the proposed refinement measure…

Numerical Analysis · Mathematics 2019-07-10 Yous van Halder , Benjamin Sanderse , Barry Koren

We revisit three classical numerical methods for solving unconstrained optimal control problems - multiple shooting, single shooting, and differential dynamic programming - and examine their local convergence behaviour. In particular, we…

Optimization and Control · Mathematics 2023-04-05 Katrin Baumgärtner , Florian Messerer , Moritz Diehl

Consider the diffraction of an electromagnetic plane wave by a biperiodic structure where the wave propagation is governed by the three-dimensional Maxwell equations. Based on transparent boundary condition, the grating problem is…

Numerical Analysis · Mathematics 2018-12-03 Xue Jiang , Peijun Li , Junliang Lv , Zhoufeng Wang , Haijun Wu , Weiying Zheng

First order optimization algorithms play a major role in large scale machine learning. A new class of methods, called adaptive algorithms, were recently introduced to adjust iteratively the learning rate for each coordinate. Despite great…

Machine Learning · Computer Science 2019-10-01 André Belotto da Silva , Maxime Gazeau

Learning accurate numerical constants when developing algebraic models is a known challenge for evolutionary algorithms, such as Gene Expression Programming (GEP). This paper introduces the concept of adaptive symbols to the GEP framework…

In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…

Machine Learning · Statistics 2017-03-30 Jean Feng , Noah Simon

We propose a numerical method based on physics-informed Random Projection Neural Networks for the solution of Initial Value Problems (IVPs) of Ordinary Differential Equations (ODEs) with a focus on stiff problems. We address an Extreme…

This paper deals with an inertial proximal algorithm that contains a Tikhonov regularization term, in connection to the minimization problem of a convex lower semicontinuous function $f$. We show that for appropriate Tikhonov regularization…

Optimization and Control · Mathematics 2024-01-09 Szilárd Csaba László

We propose and analyze novel adaptive algorithms for the numerical solution of elliptic partial differential equations with parametric uncertainty. Four different marking strategies are employed for refinement of stochastic Galerkin finite…

Numerical Analysis · Mathematics 2019-10-08 Alex Bespalov , Dirk Praetorius , Leonardo Rocchi , Michele Ruggeri

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

Given a partial differential equation (PDE), goal-oriented error estimation allows us to understand how errors in a diagnostic quantity of interest (QoI), or goal, occur and accumulate in a numerical approximation, for example using the…

Machine Learning · Computer Science 2022-07-25 Joseph G. Wallwork , Jingyi Lu , Mingrui Zhang , Matthew D. Piggott

In this work we present and discuss a possible globalization concept for Newton-type methods. We consider nonlinear problems $f(x)=0$ in $\mathbb{R}^{n}$ using the concepts from ordinary differential equations as a basis for the proposed…

Numerical Analysis · Mathematics 2018-10-24 Mario Amrein

This paper introduces a novel inexact gradient descent method with momentum (IGDm) considered as a general framework for various first-order methods with momentum. This includes, in particular, the inexact proximal point method (IPPm),…

Optimization and Control · Mathematics 2025-05-07 Pham Duy Khanh , Boris Mordukhovich , Dat Ba Tran

In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

Optimization and Control · Mathematics 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

We study the inverse problem of recovering the spatial support of parameter variations in a system of partial differential equations (PDEs) from boundary measurements. A reconstruction method is developed based on the monotonicity…

Optimization and Control · Mathematics 2025-05-29 Houcine Meftahi , Chayma Nssibi

Building on existing $hp$-adaptive algorithms driven by equilibrated-flux estimators from [ESAIM Math. Model. Numer. Anal. 57 (2023), 329--366] and the references therein, we propose a novel $h$-adaptive algorithm for a fixed polynomial…

Numerical Analysis · Mathematics 2026-03-11 Théophile Chaumont-Frelet , Zhaonan Dong , Gregor Gantner , Martin Vohralík

A general framework for goal-oriented a posteriori error estimation for finite volume methods is presented. The framework does not rely on recasting finite volume methods as special cases of finite element methods, but instead directly…

Numerical Analysis · Mathematics 2011-08-24 Qingshan Chen , Max Gunzburger

We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…

Optimization and Control · Mathematics 2022-11-07 Yutong Dai , Daniel P. Robinson

We introduce an adaptive sampling method for the Deep Ritz method aimed at solving partial differential equations (PDEs). Two deep neural networks are used. One network is employed to approximate the solution of PDEs, while the other one is…

Machine Learning · Computer Science 2023-10-31 Xiaoliang Wan , Tao Zhou , Yuancheng Zhou