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We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

Statistics Theory · Mathematics 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

Solutions to inverse problems that are ill-conditioned or ill-posed may have significant intrinsic uncertainty. Unfortunately, analysing and quantifying this uncertainty is very challenging, particularly in high-dimensional problems. As a…

Methodology · Statistics 2016-07-12 Marcelo Pereyra

We consider parameterized variational inverse problems that are constrained by partial differential equations (PDEs). We seek to efficiently compute the solution of the inverse problem when auxiliary model parameters, which appear in the…

Numerical Analysis · Mathematics 2026-01-29 Joseph Hart , Alen Alexanderian , Bart van Bloemen Waanders

We consider the convolution operator for a measure supported on complex curves. The measure which we consider here is an analogue of the affine arclength measure for real curves. By modifying a combinatorial argument called the band…

Classical Analysis and ODEs · Mathematics 2015-03-31 Hyunuk Chung , Seheon Ham

Probabilistic solvers for ordinary differential equations (ODEs) have emerged as an efficient framework for uncertainty quantification and inference on dynamical systems. In this work, we explain the mathematical assumptions and detailed…

Machine Learning · Statistics 2021-10-25 Nicholas Krämer , Nathanael Bosch , Jonathan Schmidt , Philipp Hennig

For a broad class of the Levy processes the new form (convolution type) of the infinitesimal generators is introduced. It leads to the new notions: a truncated generator, a quasi-potential. The probability of the Levy process remaining…

Probability · Mathematics 2015-09-07 Lev Sakhnovich

Motivated by recent progress in the numerical inversion of the Laplace transform, we investigate applications of finite-volume smeared spectral densities. These include the tuning of operator smearing, and the study of the finite-volume…

High Energy Physics - Lattice · Physics 2022-12-16 Luigi Del Debbio , Alessandro Lupo , Marco Panero , Nazario Tantalo

A new method for the solution of initial-boundary value problems for evolution PDEs recently introduced by Fokas is generalised to multidimensions. Also the relation of this method with the method of images and with the classical integral…

Condensed Matter · Physics 2007-05-23 Athanassios S. Fokas , Daniel ben-Avraham

The objective in this paper is to demonstrate that four of the most used techniques in applied mathematics, viz., Fourier series, Fourier transform, Laplace transform and the Fourier-Laplace transform can be introduced using eigenvalue…

Spectral Theory · Mathematics 2014-06-18 Bilal Chanane

We investigate the variable-exponent Abel integral equations and corresponding fractional Cauchy problems. The main contributions of the work are enumerated as follows: (i) We develop an approximate inversion technique for variable-exponent…

Classical Analysis and ODEs · Mathematics 2021-10-12 Xiangcheng Zheng

We study computing the convolution of a private input $x$ with a public input $h$, while satisfying the guarantees of $(\epsilon, \delta)$-differential privacy. Convolution is a fundamental operation, intimately related to Fourier…

Data Structures and Algorithms · Computer Science 2013-01-29 Nadia Fawaz , S. Muthukrishnan , Aleksandar Nikolov

We initiate the study of \emph{inverse} problems in approximate uniform generation, focusing on uniform generation of satisfying assignments of various types of Boolean functions. In such an inverse problem, the algorithm is given uniform…

Computational Complexity · Computer Science 2012-11-09 Anindya De , Ilias Diakonikolas , Rocco A. Servedio

The classical Density Functional Theory (DFT) is introduced as an application of entropic inference for inhomogeneous fluids at thermal equilibrium. It is shown that entropic inference reproduces the variational principle of DFT when…

Statistical Mechanics · Physics 2021-09-14 Ahmad Yousefi , Ariel Caticha

We prove an inverse relation and a family of convolution formulas involving partial Bell polynomials. Known and some presumably new combinatorial identities of convolution type are discussed. Our approach relies on an interesting…

Combinatorics · Mathematics 2013-07-23 Daniel Birmajer , Juan B. Gil , Michael D. Weiner

It is one of the most challenging problems in applied mathematics to approximatively solve high-dimensional partial differential equations (PDEs). Recently, several deep learning-based approximation algorithms for attacking this problem…

Numerical Analysis · Mathematics 2023-02-10 Christian Beck , Martin Hutzenthaler , Arnulf Jentzen , Benno Kuckuck

In this work, we introduce a new generalized integral transform involving many potentially known or new transforms as special cases. Basic properties of the new integral transform, that investigated in this work, include the existence…

Classical Analysis and ODEs · Mathematics 2022-07-28 Mohamed Akel

The emergent field of probabilistic numerics has thus far lacked clear statistical principals. This paper establishes Bayesian probabilistic numerical methods as those which can be cast as solutions to certain inverse problems within the…

Methodology · Statistics 2019-11-15 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

The convolution potential arises in a wide variety of application areas, and its efficient and accurate evaluation encounters three challenges: singularity, nonlocality and anisotropy. We introduce a fast algorithm based on a far-field…

Numerical Analysis · Mathematics 2025-04-29 Xin Liu , Yong Zhang

Probabilistic numerical solvers for ordinary differential equations compute posterior distributions over the solution of an initial value problem via Bayesian inference. In this paper, we leverage their probabilistic formulation to…

Machine Learning · Statistics 2021-10-22 Nathanael Bosch , Filip Tronarp , Philipp Hennig

Although very successfully used in conventional machine learning, convolution based neural network architectures -- believed to be inconsistent in function space -- have been largely ignored in the context of learning solution operators of…

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