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We present an algorithm for the approximation of a finite horizon optimal control problem for advection-diffusion equations. The method is based on the coupling between an adaptive POD representation of the solution and a Dynamic…

Optimization and Control · Mathematics 2016-02-22 Alessandro Alla , Maurizio Falcone

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The…

Numerical Analysis · Mathematics 2021-02-23 Nathanael Bosch , Philipp Hennig , Filip Tronarp

In this paper we present and analyze a weighted residual a posteriori error estimate for an optimal control problem. The problem involves a nondifferentiable cost functional, a state equation with an integral fractional Laplacian, and…

Numerical Analysis · Mathematics 2023-09-18 Fangyuan Wang , Qiming Wang , Zhaojie Zhou

In this work, we implement goal-oriented error control and spatial mesh adaptivity for stationary fluid-structure interaction. The a posteriori error estimator is realized using the dual-weighted residual method in which the adjoint…

Numerical Analysis · Mathematics 2021-05-25 Thomas Wick

The a posteriori error estimator using the least-squares functional can be used for adaptive mesh refinement and error control even if the numerical approximations are not obtained from the corresponding least-squares method. This suggests…

Numerical Analysis · Mathematics 2024-07-19 Ziyan Li , Shun Zhang

We present an adaptive multilevel Monte Carlo algorithm for solving the stochastic drift-diffusion-Poisson system with non-zero recombination rate. The a-posteriori error is estimated to enable goal-oriented adaptive mesh refinement for the…

Numerical Analysis · Mathematics 2020-07-15 Amirreza Khodadadian , Maryam Parvizi , Clemens Heitzinger

We present a detailed convergence analysis for an operator splitting scheme proposed in [C. Liu et al.,J. Comput. Phys., 436, 110253, 2021] for a reaction-diffusion system with detailed balance. The numerical scheme has been constructed…

Numerical Analysis · Mathematics 2021-05-21 Chun Liu , Cheng Wang , Yiwei Wang , Steven M. Wise

In this paper we investigate the numerical approximation of the fractional diffusion, advection, reaction equation on a bounded interval. Recently the explicit form of the solution to this equation was obtained. Using the explicit form of…

Numerical Analysis · Mathematics 2020-02-07 Xiangcheng Zheng , V. J. Ervin , Hong Wang

We consider the numerical approximation of the ill-posed data assimilation problem for stationary convection-diffusion equations and extend our previous analysis in [Numer. Math. 144, 451--477, 2020] to the convection-dominated regime.…

Numerical Analysis · Mathematics 2022-02-22 Erik Burman , Mihai Nechita , Lauri Oksanen

Consider a set of discounted optimal stopping problems for a one-parameter family of objective functions and a fixed diffusion process, started at a fixed point. A standard problem in stochastic control/optimal stopping is to solve for the…

Probability · Mathematics 2010-05-04 David Hobson , Martin Klimmek

In this work, we propose an a pointwise a posteriori error estimator for conforming finite element approximations of eigenfunctions corresponding to multiple and clustered eigenvalues of elliptic operators. It is proven that the pointwise a…

Numerical Analysis · Mathematics 2025-11-12 Zhenglei Li , Qigang Liang , Xuejun Xu

The paper is concerned with a posteriori error bounds for a wide class of numerical schemes, for $n\times n$ hyperbolic conservation laws in one space dimension. These estimates are achieved by a "post-processing algorithm", checking that…

Numerical Analysis · Mathematics 2021-04-28 Alberto Bressan , Maria Teresa Chiri , Wen Shen

We point out that the mixed-event method for two-particle acceptance correction, widely used in particle correlation measurements at RHIC and LHC, is wrong in cases where the single particle pseudorapidity distribution is significantly…

Nuclear Experiment · Physics 2014-01-03 Lingshan Xu , Chin-Hao Chen , Fuqiang Wang

The recent work [Kurz et al., Numer. Math., 147 (2021)] proposed functional a posteriori error estimates for boundary element methods (BEMs) together with a related adaptive mesh-refinement strategy. Unlike most a posteriori BEM error…

Numerical Analysis · Mathematics 2025-06-13 Alexander Freiszlinger , Dirk Pauly , Dirk Praetorius

We present goal-oriented a posteriori error estimates for the automatic variationally stable finite element (AVS FE) method for scalar-valued convection-diffusion problems. The AVS-FE method is a Petrov-Galerkin method in which the test…

Numerical Analysis · Mathematics 2021-05-12 Eirik Valseth , Albert Romkes

This work deals with the a posteriori error estimates for the Darcy-Forchheimer problem. We introduce the corresponding variational formulation and discretize it by using the finite-element method. A posteriori error estimate with two types…

Numerical Analysis · Mathematics 2022-02-24 Georges Semaan , Toni Sayah , Faouzi Triki

Score-based generative modeling, informally referred to as diffusion models, continue to grow in popularity across several important domains and tasks. While they provide high-quality and diverse samples from empirical distributions,…

Machine Learning · Statistics 2023-12-29 Jacopo Teneggi , Matthew Tivnan , J. Webster Stayman , Jeremias Sulam

In this paper we examine a control variate estimator for a quantity that can be expressed as the expectation of a functional of a random process, that is itself the solution of a differential equation driven by fast mean-reverting ergodic…

Probability · Mathematics 2020-08-10 Josselin Garnier , Laurent Mertz

We propose a new heuristic goal-oriented a posteriori error estimator that connects the dual weighted residual method with equilibrated a posteriori error estimation. Our numerical experiments demonstrate the practical reliability of the…

Numerical Analysis · Mathematics 2017-08-01 Martin Licht , Matthias Maier

We consider the monodomain model, a system of a parabolic semilinear reaction-diffusion equation coupled with a nonlinear ordinary differential equation, arising from the (simplified) mathematical description of the electrical activity of…

Numerical Analysis · Mathematics 2024-12-20 Luca Ratti , Marco Verani