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We derive error estimates for a linear-quadratic elliptic distributed optimal control problem with pointwise control constraints that can be applied to standard finite element methods and multiscale finite element methods.

Optimization and Control · Mathematics 2024-10-08 Susanne C. Brenner , Li-yeng Sung

This paper derives a posteriori error estimators for the nonlinear first-order optimality conditions associated with the electrically and flexoelectrically coupled Frank-Oseen model of liquid crystals, building on the results of [14] for…

Numerical Analysis · Mathematics 2018-06-19 D. B. Emerson

This paper introduces a new algorithm for numerically computing equilibrium (i.e. stationary) distributions for Markov chains and Markov jump processes with either a very large finite state space or a countably infinite state space. The…

Probability · Mathematics 2022-08-31 Alex Infanger , Peter W. Glynn

Splitting methods constitute a widely used class of numerical integrators for ordinary and partial differential equations, particularly well suited to problems that can be decomposed into simpler subproblems. High-order splitting schemes…

Numerical Analysis · Mathematics 2026-04-02 Fernando Casas , Ander Murua

Numerical solution of the chemical master equation for stochastic reaction networks typically suffers from the state space explosion problem due to the curse of dimensionality and from stiffness due to multiple time scales. The dimension of…

Molecular Networks · Quantitative Biology 2019-07-25 Linar Mikeev , Werner Sandmann

To facilitate the numerical analysis of particle methods, we derive truncation error estimates for the approximate operators in a generalized particle method. Here, a generalized particle method is defined as a meshfree numerical method…

Numerical Analysis · Mathematics 2019-07-09 Yusuke Imoto

We investigate time-adaptive Magnus-type integrators for the numerical approximation of a Mott transistor. The rapidly attenuating electromagnetic field calls for adaptive choice of the time steps. As a basis for step selection,…

In this work, we explore the application of multilinear algebra in reducing the order of multidimentional linear time-invariant (MLTI) systems. We use tensor Krylov subspace methods as key tools, which involve approximating the system…

Numerical Analysis · Mathematics 2023-05-19 M. A. Hamadi , K. Jbilou , A. Ratnani

In this contribution we consider localized, robust and efficient a-posteriori error estimation of the localized reduced basis multi-scale (LRBMS) method for parametric elliptic problems with possibly heterogeneous diffusion coefficient. The…

Numerical Analysis · Mathematics 2019-10-30 Mario Ohlberger , Felix Schindler

This paper introduces a novel error estimator for the Proper Generalized Decomposition (PGD) approximation of parametrized equations. The estimator is intrinsically random: It builds on concentration inequalities of Gaussian maps and an…

Numerical Analysis · Mathematics 2019-10-28 Kathrin Smetana , Olivier Zahm

The Arnoldi process provides an efficient framework for approximating functions of a matrix applied to a vector, i.e., of the form $f(M)\bm{b}$, by repeated matrix-vector multiplications. In this paper, we derive error estimates for…

Numerical Analysis · Mathematics 2026-01-27 James H. Adler , Xiaozhe Hu , Wenxiao Pan , Zhongqin Xue

We present a class of exponential integrators to compute solutions of the stochastic Schr\"odinger equation arising from the modeling of open quantum systems. In order to be able to implement the methods within the same framework as the…

Computational Physics · Physics 2020-02-05 Jingze Li , Xiantao Li

This paper introduces a new computational methodology for determining a-posteriori multi-objective error estimates for finite-element approximations, and for constructing corresponding (quasi-)optimal adaptive refinements of finite-element…

Numerical Analysis · Mathematics 2016-11-23 E. H. van Brummelen , S. Zhuk , G. J. van Zwieten

Krylov subspace methods for approximating a matrix function $f(A)$ times a vector $v$ are analyzed in this paper. For the Arnoldi approximation to $e^{-\tau A}v$, two reliable a posteriori error estimates are derived from the new bounds and…

Numerical Analysis · Mathematics 2015-05-20 Zhongxiao Jia , Hui Lv

Matrix exponential discriminant analysis (EDA) is a generalized discriminant analysis method based on matrix exponential. It can essentially overcome the intrinsic difficulty of small sample size problem that exists in the classical linear…

Numerical Analysis · Mathematics 2015-12-22 Gang Wu , Ting-ting Feng , Li-jia Zhang , Meng Yang

In this paper, we will present advanced discretization methods for solving retarded potential integral equations. We employ a $C^{\infty}$-partition of unity method in time and a conventional boundary element method for the spatial…

Numerical Analysis · Mathematics 2014-04-10 Stefan Sauter , Alexander Veit

In this work, a space-time scheme for goal-oriented a posteriori error estimation is proposed. The error estimator is evaluated using a partition-of-unity dual-weighted residual method. As application, a low mach number combustion equation…

Numerical Analysis · Mathematics 2021-12-24 Jan Philipp Thiele , Thomas Wick

We consider elliptic variational inequalities generated by obstacle type problems with thin obstacles. For this class of problems, we deduce estimates of the distance (measured in terms of the natural energy norm) between the exact solution…

Analysis of PDEs · Mathematics 2018-09-18 Darya E. Apushkinskaya , Sergey I. Repin

We consider a Markov process in continuous time with a finite number of discrete states. The time-dependent probabilities of being in any state of the Markov chain are governed by a set of ordinary differential equations, whose dimension…

Optimization and Control · Mathematics 2014-10-31 Fernando Lopez-Caamal , Tatiana T. Marquez-Lago

In this paper we study the numerical method and the convergence for solving the time-dependent Maxwell-Schr\"{o}dinger equations under the Lorentz gauge. An alternating Crank-Nicolson finite element method for solving the problem is…

Numerical Analysis · Mathematics 2017-03-08 Chupeng Ma , Liqun Cao , Yanping Lin