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This paper concerns the use of asymptotic expansions for the efficient solving of forward and inverse problems involving a nonlinear singularly perturbed time-dependent reaction--diffusion--advection equation. By using an asymptotic…

Numerical Analysis · Mathematics 2023-02-15 Dmitrii Chaikovskii , Ye Zhang

In this article, we develop and present a novel regularization scheme for ill-posed inverse problems governed by nonlinear time-dependent partial differential equations (PDEs). In our recent work, we introduced a bi-level regularization…

Numerical Analysis · Mathematics 2025-07-08 Tram Thi Ngoc Nguyen

For numerical approximation the reformulation of a PDE as a residual minimisation problem has the advantages that the resulting linear system is symmetric positive definite, and that the norm of the residual provides an a posteriori error…

Numerical Analysis · Mathematics 2023-05-29 Harald Monsuur , Rob Stevenson , Johannes Storn

We present a novel method for solving a class of time-inconsistent optimal stopping problems by reducing them to a family of standard stochastic optimal control problems. In particular, we convert an optimal stopping problem with a…

Optimization and Control · Mathematics 2016-11-15 Christopher W. Miller

Decentralized optimization is a powerful paradigm that finds applications in engineering and learning design. This work studies decentralized composite optimization problems with non-smooth regularization terms. Most existing gradient-based…

Optimization and Control · Mathematics 2019-10-29 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

In the present work we shall describe and apply the techniques of the Renormalization Group - based in data rescaling and operator renormalizing - and of Homogenization - that substitutes, in a certain limit, a periodically inhomogeneous…

Analysis of PDEs · Mathematics 2011-03-15 Leonardo Rolla

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

The article introduces a new algorithm for solving a class ofequilibrium problems involving strongly pseudomonotone bifunctions with Lipschitz-type condition. We describe how to incorporate the proximal-like regularized technique with…

Optimization and Control · Mathematics 2018-04-26 Dang Van Hieu

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

This work focuses on the regularization by nonlinear noise for a class of partial differential equations that may only have local solutions. In particular, we obtain the global existence, uniqueness and the Feller property for stochastic 3D…

Probability · Mathematics 2025-07-28 Wei Hong , Shihu Li , Wei Liu

We propose and analyze an a posteriori error estimator for a PDE-constrained optimization problem involving a nondifferentiable cost functional, fractional diffusion, and control-constraints. We realize fractional diffusion as the…

Numerical Analysis · Mathematics 2019-06-04 Enrique Otarola

In this paper we establish a connection between non-convex optimization methods for training deep neural networks and nonlinear partial differential equations (PDEs). Relaxation techniques arising in statistical physics which have already…

Machine Learning · Computer Science 2017-06-05 Pratik Chaudhari , Adam Oberman , Stanley Osher , Stefano Soatto , Guillaume Carlier

Conditional Diffusion Models are powerful surrogates for emulating complex spatiotemporal dynamics, yet they often fail to match the accuracy of deterministic neural emulators for high-precision tasks. In this work, we address two critical…

Machine Learning · Computer Science 2026-04-13 Constantin Le Cleï , Nils Thuerey , Xiaoxiang Zhu

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička

Modelling statistical relationships beyond the conditional mean is crucial in many settings. Conditional density estimation (CDE) aims to learn the full conditional probability density from data. Though highly expressive, neural network…

Machine Learning · Statistics 2020-02-17 Jonas Rothfuss , Fabio Ferreira , Simon Boehm , Simon Walther , Maxim Ulrich , Tamim Asfour , Andreas Krause

We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the…

Numerical Analysis · Mathematics 2022-11-23 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen

Recovering continuous-time dynamics from discrete observations is difficult because local supervision (e.g., pointwise regression targets, derivative approximations, or equation residuals) loses fidelity as the observation interval grows.…

Machine Learning · Computer Science 2026-05-12 Yuxiang Luo , Andrew Perrault

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

Previous papers have shown the impact of partial convergence of discretized PDE on the accuracy of tangent and adjoint linearizations. A series of papers suggested linearization of the fixed point iteration used in the solution process as a…

Numerical Analysis · Mathematics 2022-02-24 Emmett Padway , Dimitri Mavriplis