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In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

This work studies a posteriori error estimates and their use for time-dependent acoustic scattering problems, formulated as a time-dependent boundary integral equation based on a single-layer ansatz. The integral equation is discretized by…

Numerical Analysis · Mathematics 2025-09-05 Théophile Chaumont-Frelet , Heiko Gimperlein , Ignacio Labarca-Figueroa , Jörg Nick

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

Numerical Analysis · Mathematics 2014-01-21 Carsten Carstensen , Asha K. Dond , Neela Nataraj , Amiya K. Pani

Tests for structural breaks in time series should ideally be sensitive to breaks in the parameter of interest, while being robust to nuisance changes. Statistical analysis thus needs to allow for some form of nonstationarity under the null…

Methodology · Statistics 2022-12-02 Fabian Mies

We consider the a posteriori error analysis of approximations of parabolic problems based on arbitrarily high-order conforming Galerkin spatial discretizations and arbitrarily high-order discontinuous Galerkin temporal discretizations.…

Numerical Analysis · Mathematics 2020-11-25 Alexandre Ern , Iain Smears , Martin Vohralík

The problem of the mean-square optimal linear estimation of the functional $A\xi=\ \int\limits_{R^s}a(t)\xi(-t)dt,$ which depends on the unknown values of stochastic stationary process $\xi(t)$ from observations of the process…

Statistics Theory · Mathematics 2025-10-21 Mykhailo Moklyachuk , Maria Sidei

An integro-differential equation of hyperbolic type, with mixed boundary conditions, is considered. A continuous space-time finite element method of degree one is formulated. A posteriori error representations based on space-time cells is…

Numerical Analysis · Mathematics 2012-11-16 Fardin Saedpanah

We study a Bayesian approach to nonparametric estimation of the periodic drift function of a one-dimensional diffusion from continuous-time data. Rewriting the likelihood in terms of local time of the process, and specifying a Gaussian…

Methodology · Statistics 2013-02-14 Y. Pokern , A. M. Stuart , J. H. van Zanten

We derive a posteriori error estimates for a fully discrete time-implicit finite element approximation of the stochastic total variaton flow (STVF) with additive space time noise. The estimates are first derived for an implementable fully…

Numerical Analysis · Mathematics 2022-11-09 Ľubomír Baňas , André Wilke

In this work, we study an inverse problem of recovering a space-time dependent diffusion coefficient in the subdiffusion model from the distributed observation, where the mathematical model involves a Djrbashian-Caputo fractional derivative…

Numerical Analysis · Mathematics 2022-09-23 Bangti Jin , Zhi Zhou

We present reduced basis approximations and rigorous a posteriori error bounds for the instationary Stokes equations. We shall discuss both a method based on the standard formulation as well as a method based on a penalty approach, which…

Numerical Analysis · Mathematics 2012-11-06 Anna-Lena Gerner , Arnold Reusken , Karen Veroy

We introduce novel a posteriori error indicators for a nonlinear least-squares solver for smooth solutions of the Monge--Amp\`ere equation on convex polygonal domains in $\mathbb{R}^2$. At each iteration, our iterative scheme decouples the…

Numerical Analysis · Mathematics 2025-09-09 Alexandre Caboussat , Anna Peruso , Marco Picasso

This work is concerned with a posteriori error estimates of the functional type for approximations constructed by space-time IgA scheme presented in paper by Langer, Neumueller, and Moore (2016). We consider approxima- tions in the…

Numerical Analysis · Mathematics 2017-05-01 Ulrich Langer , Svetlana Matculevich , Sergey Repin

We propose a novel a posteriori error estimator for conforming finite element discretizations of two- and three-dimensional Helmholtz problems. The estimator is based on an equilibrated flux that is computed by solving patchwise mixed…

Numerical Analysis · Mathematics 2021-05-05 T. Chaumont-Frelet , A. Ern , M. Vohralík

This study handles spatial three-dimensional solution of the nonlinear diffusion equation without particular initial conditions. The functional behavior of the equation and the concentration have been studied in new ways. An auxiliary…

General Mathematics · Mathematics 2020-03-16 Henrik Stenlund

The problem of the mean-square optimal linear estimation of the functional $A\xi=\ \int\limits_{R^s}a(t)\xi(-t)dt,$ which depends on the unknown values of stochastic stationary process $\xi(t)$ from observations of the process…

Statistics Theory · Mathematics 2024-02-13 Mikhail Moklyachuk , Maria Sidei

For the finite element solution of Poisson's equation, a local a posteriori error estimation based on the Hypercircle method is proposed. Even for the solution of Poisson's equation without the $H^2$ regularity, this method can provide…

Numerical Analysis · Mathematics 2019-05-24 Taiga Nakano , Xuefeng Liu

We consider the approximation of singularly perturbed linear second-order boundary value problems by $hp$-finite element methods. In particular, we include the case where the associated differential operator may not be coercive. Within this…

Numerical Analysis · Mathematics 2015-04-30 Jens M. Melenk , Thomas P. Wihler

We propose an analysis for the stabilized finite element methods proposed in, E. Burman, Stabilized finite element methods for nonsymmetric, noncoercive, and ill-posed problems. Part I: Elliptic equations. SIAM J. Sci. Comput., 35(6) 2013,…

Numerical Analysis · Mathematics 2014-06-18 Erik Burman

The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…

Statistics Theory · Mathematics 2008-06-19 Ouerdia Arkoun , Serguei Pergamenchtchikov
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