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This article is a review on basic concepts and tools devoted to a posteriori error estimation for problems solved with the Finite Element Method. For the sake of simplicity and clarity, we mostly focus on linear elliptic diffusion problems,…

Numerical Analysis · Mathematics 2021-10-06 Ludovic Chamoin , Frederic Legoll

Different relaxation approximations to partial differential equations, including conservation laws, Hamilton-Jacobi equations, convection-diffusion problems, gas dynamics problems, have been recently proposed. The present paper focuses onto…

Numerical Analysis · Mathematics 2007-05-23 Fausto Cavalli , Matteo Semplice

This paper presents a nonparametric statistical modeling method for quantifying uncertainty in stochastic gradient systems with isotropic diffusion. The central idea is to apply the diffusion maps algorithm to a training data set to produce…

Dynamical Systems · Mathematics 2015-02-10 Tyrus Berry , John Harlim

Nonintegrable systems thermalize, leading to the emergence of fluctuating hydrodynamics. Typically, this hydrodynamics is diffusive. We use the effective field theory (EFT) of diffusion to compute higher-point functions of conserved…

Strongly Correlated Electrons · Physics 2024-02-14 Luca V. Delacretaz , Ruchira Mishra

The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…

Analysis of PDEs · Mathematics 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

Optimization methodologies for training large-scale neural architectures often rely on uniform gradient propagation mechanisms that fail to align with hierarchical linguistic structures, limiting their capacity to generalize across diverse…

Computation and Language · Computer Science 2025-03-26 Daphne Quillington , Kingsley Fairbrother , Xavier Tattershall , Irin Kabakum

We learn parameterized nonlinear elasticity on curved surfaces using a physics-informed neural network that enforces governing equations and boundary conditions directly through the loss function, enabling a single trained model to…

Biological Physics · Physics 2026-04-15 Yankang Liu , Ke Zhang , Maziar Raissi , Roya Zandi

Stochastic gradient methods are scalable for solving large-scale optimization problems that involve empirical expectations of loss functions. Existing results mainly apply to optimization problems where the objectives are one- or two-level…

Optimization and Control · Mathematics 2018-01-15 Shuoguang Yang , Mengdi Wang , Ethan X. Fang

This paper presents an algorithm for efficient training of sparse linear models with elastic net regularization. Extending previous work on delayed updates, the new algorithm applies stochastic gradient updates to non-zero features only,…

Machine Learning · Computer Science 2015-07-06 Zachary C. Lipton , Charles Elkan

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

We study the rate of convergence of an explicit and an implicit-explicit finite difference scheme for linear stochastic integro-differential equations of parabolic type arising in non-linear filtering of jump-diffusion processes. We show…

Probability · Mathematics 2016-09-09 Konstantinos Dareiotis , James-Michael Leahy

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

The first paper of this series [J. Chem. Phys. 158, 034103 (2023)] demonstrated that excess entropy scaling holds for both fine-grained and corresponding coarse-grained (CG) systems. Despite its universality, a more exact determination of…

Chemical Physics · Physics 2023-01-18 Jaehyeok Jin , Kenneth S. Schweizer , Gregory A. Voth

In this paper we propose several adaptive gradient methods for stochastic optimization. Unlike AdaGrad-type of methods, our algorithms are based on Armijo-type line search and they simultaneously adapt to the unknown Lipschitz constant of…

Graph structures offer a versatile framework for representing diverse patterns in nature and complex systems, applicable across domains like molecular chemistry, social networks, and transportation systems. While diffusion models have…

Machine Learning · Computer Science 2024-06-10 Adrien Carrel

We propose a new simple and explicit numerical scheme for time-homogeneous stochastic differential equations. The scheme is based on sampling increments at each time step from a skew-symmetric probability distribution, with the level of…

Probability · Mathematics 2025-07-08 Yuga Iguchi , Samuel Livingstone , Nikolas Nüsken , Giorgos Vasdekis , Rui-Yang Zhang

In this work, we propose a numerical approach for simulations of large deformations of interfaces in a level set framework. To obtain a fast and viable numerical solution in both time and space, temporal discretization is based on the…

General Mathematics · Mathematics 2023-05-30 Aymen Laadhari , Ahmad Deeb

We present a detailed analysis of the class of regression decision tree algorithms which employ a regulized piecewise-linear node-splitting criterion and have regularized linear models at the leaves. From a theoretic standpoint, based on…

Machine Learning · Computer Science 2019-07-02 Leonidas Lefakis , Oleksandr Zadorozhnyi , Gilles Blanchard

This paper considers generalized linear models using rule-based features, also referred to as rule ensembles, for regression and probabilistic classification. Rules facilitate model interpretation while also capturing nonlinear dependences…

Machine Learning · Computer Science 2019-06-06 Dennis Wei , Sanjeeb Dash , Tian Gao , Oktay Günlük