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This paper extends the Multilevel Monte Carlo variance reduction technique to nonlinear filtering. In particular, Multilevel Monte Carlo is applied to a certain variant of the particle filter, the Ensemble Transform Particle Filter. A key…

Numerical Analysis · Mathematics 2016-02-24 Alastair Gregory , Colin Cotter , Sebastian Reich

We introduce a framework based on bilevel programming that unifies gradient-based hyperparameter optimization and meta-learning. We show that an approximate version of the bilevel problem can be solved by taking into explicit account the…

Machine Learning · Statistics 2018-07-04 Luca Franceschi , Paolo Frasconi , Saverio Salzo , Riccardo Grazzi , Massimilano Pontil

This paper considers the finite element solution of the boundary value problem of Poisson's equation and proposes a guaranteed em a posteriori local error estimation based on the hypercircle method. Compared to the existing literature on…

Numerical Analysis · Mathematics 2021-12-17 Taiga Nakano , Xuefeng Liu

We introduce the Virtual Element Method (VEM) for elliptic eigenvalue problems. The main result of the paper states that VEM provides an optimal order approximation of the eigenmodes. A wide set of numerical tests confirm the theoretical…

Numerical Analysis · Mathematics 2017-03-21 Francesca Gardini , Giuseppe Vacca

In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…

Optimization and Control · Mathematics 2017-02-15 Shoham Sabach , Shimrit Shtern

This paper presents a finite element method that preserves (at the degrees of freedom) the eigenvalue range of the solution of tensor-valued time-dependent convection--diffusion equations. Starting from a high-order spatial baseline…

Numerical Analysis · Mathematics 2026-01-09 Abdolreza Amiri , Gabriel R. Barrenechea , Tristan Pryer

This work formulates the machine learning mechanism as a bi-level optimization problem. The inner level optimization loop entails minimizing a properly chosen loss function evaluated on the training data. This is nothing but the…

Machine Learning · Computer Science 2023-01-27 Maziar Raissi

We analyse the nonconforming Virtual Element Method (VEM) for the approximation of elliptic eigenvalue problems. The nonconforming VEM allow to treat in the same formulation the two- and three-dimensional case.We present two possible…

Numerical Analysis · Mathematics 2018-02-09 Francesca Gardini , Gianmarco Manzini , Giuseppe Vacca

The rectangular multiparameter eigenvalue problem (RMEP) involves rectangular coefficient matrices (usually with more rows than columns) and may potentially have no solution in its original form. A minimal perturbation framework is proposed…

Numerical Analysis · Mathematics 2025-08-11 Shanheng Han , Lei-Hong Zhang , Ren-Cang Li

We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…

Numerical Analysis · Mathematics 2014-09-11 Axel Malqvist , Daniel Peterseim

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

A simple third order compact finite element method is proposed for one-dimensional Sturm-Liouville boundary value problems. The key idea is based on the interpolation error estimate, which can be related to the source term. Thus, a simple…

Numerical Analysis · Mathematics 2021-08-17 Baiying Dong , Zhilin Li

This study proposes a class of augmented subspace schemes for the weak Galerkin (WG) finite element method used to solve eigenvalue problems. The augmented subspace is built with the conforming linear finite element space defined on the…

Numerical Analysis · Mathematics 2024-01-09 Yue Feng , Zhijin Guan , Hehu Xie , Chenguang Zhou

In this paper, we study a class of bilevel optimization problems, also known as simple bilevel optimization, where we minimize a smooth objective function over the optimal solution set of another convex constrained optimization problem.…

Optimization and Control · Mathematics 2023-04-25 Ruichen Jiang , Nazanin Abolfazli , Aryan Mokhtari , Erfan Yazdandoost Hamedani

Homogenization in terms of multiscale limits transforms a multiscale problem with $n+1$ asymptotically separated microscales posed on a physical domain $D \subset \mathbb{R}^d$ into a one-scale problem posed on a product domain of dimension…

Numerical Analysis · Mathematics 2020-06-03 V. Kazeev , I. Oseledets , M. Rakhuba , Ch. Schwab

In this paper we study a system of advection-diffusion equations in a bulk domain coupled to an advection-diffusion equation on an embedded surface. Such systems of coupled partial differential equations arise in, for example, the modeling…

Numerical Analysis · Mathematics 2014-12-09 Sven Gross , Maxim A. Olshanskii , Arnold Reusken

This paper is concerned with the value function approach to multiobjective bilevel optimization which exploits a lower level frontier-type mapping in order to replace the hierarchical model of two interdependent multiobjective optimization…

Optimization and Control · Mathematics 2023-10-30 Daniel Hoff , Patrick Mehlitz

The finite element method can be viewed as a machine that automates the discretization of differential equations, taking as input a variational problem, a finite element and a mesh, and producing as output a system of discrete equations.…

Numerical Analysis · Mathematics 2011-12-05 Anders Logg

This paper is devoted to the computation of transmission eigenvalues in the inverse acoustic scattering theory. This problem is first reformulated as a two by two boundary system of boundary integral equations. Next, utilizing the Schur…

Numerical Analysis · Mathematics 2021-03-02 Yunyun Ma , Fuming Ma , Yukun Guo , Jingzhi Li

We derive efficient and reliable goal-oriented error estimations, and devise adaptive mesh procedures for the finite element method that are based on the localization of a posteriori estimates. In our previous work [SIAM J. Sci. Comput.,…

Numerical Analysis · Mathematics 2020-03-23 Bernhard Endtmayer , Ulrich Langer , Thomas Wick
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