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This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation…

Numerical Analysis · Mathematics 2015-06-16 Răzvan Ştefănescu , Adrian Sandu

This paper is focused on the convergence analysis of an adaptive stochastic collocation algorithm for the stationary diffusion equation with parametric coefficient. The algorithm employs sparse grid collocation in the parameter domain…

Numerical Analysis · Mathematics 2025-01-22 Alex Bespalov , Andrey Savinov

Sparse grids are tailored to the approximation of smooth high-dimensional functions. On a $d$-dimensional tensor product space, the number of grid points is $N = \mathcal O(h^{-1} |\log h|^{d-1})$, where $h$ is a mesh parameter. The…

Numerical Analysis · Mathematics 2011-06-09 Christoph Reisinger

We propose a sparse grids based adaptive noise reduction strategy for electrostatic particle-in-cell (PIC) simulations. Our approach is based on the key idea of relying on sparse grids instead of a regular grid in order to increase the…

This paper constructs adaptive sparse grid collocation method onto arbitrary order piecewise polynomial space. The sparse grid method is a popular technique for high dimensional problems, and the associated collocation method has been well…

Numerical Analysis · Mathematics 2019-12-10 Zhanjing Tao , Yan Jiang , Yingda Cheng

We consider second-order PDE problems set in unbounded domains and discretized by Lagrange finite elements on a finite mesh, thus introducing an artificial boundary in the discretization. Specifically, we consider the reaction diffusion…

Numerical Analysis · Mathematics 2025-03-31 T. Chaumont-Frelet

High-dimensional interpolation problems appear in various applications of uncertainty quantification, stochastic optimization and machine learning. Such problems are computationally expensive and request the use of adaptive grid generation…

Numerical Analysis · Mathematics 2025-05-26 Hendrik Wilka , Jens Lang

This paper considers sequential adaptive estimation of sparse signals under a constraint on the total sensing effort. The advantage of adaptivity in this context is the ability to focus more resources on regions of space where signal…

Methodology · Statistics 2013-04-03 Dennis Wei , Alfred O. Hero

A posteriori estimates for mixed finite element discretizations of the Navier-Stokes equations are derived. We show that the task of estimating the error in the evolutionary Navier-Stokes equations can be reduced to the estimation of the…

Numerical Analysis · Mathematics 2016-12-23 Javier de Frutos , Bosco García-Archilla , Julia Novo

This paper is concerned with adaptive mesh refinement strategies for the spatial discretization of parabolic problems with dynamic boundary conditions. This includes the characterization of inf-sup stable discretization schemes for a…

Numerical Analysis · Mathematics 2023-10-12 Robert Altmann , Christoph Zimmer

We propose a new numerical scheme for approximating level-sets of Lipschitz multivariate functions which is robust to stochastic noise. The algorithm's main feature is an adaptive grid-based stochastic approximation strategy which…

Numerical Analysis · Mathematics 2025-09-19 Matteo Croci , Abdul-Lateef Haji-Ali , Ian C. J. Powell

We investigate the application of a posteriori error estimates to a fractional optimal control problem with pointwise control constraints. Specifically, we address a problem in which the state equation is formulated as an integral form of…

Optimization and Control · Mathematics 2023-10-10 Fangyuan Wang , Qiming Wang , Zhaojie Zhou

The convergence analysis for least-squares finite element methods led to various adaptive mesh-refinement strategies: Collective marking algorithms driven by the built-in a posteriori error estimator or an alternative explicit…

Numerical Analysis · Mathematics 2023-09-18 Philipp Bringmann

This paper proposes and analyzes an a posteriori error estimator for the finite element multi-scale discretization approximation of the Steklov eigenvalue problem. Based on the a posteriori error estimates, an adaptive algorithm of shifted…

Numerical Analysis · Mathematics 2016-01-08 Hai Bi , Hao Li , Yidu Yang

This paper is concerned with goal-oriented a posteriori error estimation for nonlinear functionals in the context of nonlinear variational problems solved with continuous Galerkin finite element discretizations. A two-level, or discrete,…

Computational Engineering, Finance, and Science · Computer Science 2025-01-10 Brian N. Granzow , D. Thomas Seidl , Stephen D. Bond

Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Michael S. Eldred , Eric T. Phipps

We study the problem of estimating from data, a sparse approximation to the inverse covariance matrix. Estimating a sparsity constrained inverse covariance matrix is a key component in Gaussian graphical model learning, but one that is…

Machine Learning · Statistics 2011-06-28 Suvrit Sra , Dongmin Kim

In this paper we describe in detail the computational algorithm used by our parallel multigrid elliptic equation solver with adaptive mesh refinement. Our code uses truncation error estimates to adaptively refine the grid as part of the…

General Relativity and Quantum Cosmology · Physics 2009-11-10 J. David Brown , Lisa L. Lowe

We introduce a new $hp$-adaptive strategy for self-adjoint elliptic boundary value problems that does not rely on using classical a posteriori error estimators. Instead, our approach is based on a generally applicable prediction strategy…

Numerical Analysis · Mathematics 2023-11-23 Patrick Bammer , Andreas Schröder , Thomas P. Wihler

We consider a 1D periodic atomistic model, for which we formulate and analyze an adaptive variant of a quasicontinuum method. We establish a posteriori error estimates for the energy norm and for the energy, based on a posteriori residual…

Numerical Analysis · Mathematics 2017-02-15 Christoph Ortner , Hao Wang