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Adam is a popular variant of stochastic gradient descent for finding a local minimizer of a function. In the constant stepsize regime, assuming that the objective function is differentiable and non-convex, we establish the convergence in…

Machine Learning · Statistics 2020-05-15 Anas Barakat , Pascal Bianchi

We propose and analyse a new type of fully discrete surface finite element approximation of a class of linear parabolic stochastic evolution equations with additive noise. Our discretization uses a surface finite element approximation of…

Numerical Analysis · Mathematics 2025-10-10 Øyvind Stormark Auestad , Geir-Arne Fuglstad , Annika Lang

Gutzwiller wavefunction is a physically well motivated trial wavefunction for describing correlated electron systems. In this work, a new approximation is introduced to facilitate evaluation of the expectation value of any operator within…

Strongly Correlated Electrons · Physics 2015-08-25 Jun Liu , Yongxin Yao , Cai-Zhuang Wang , Kai-Ming Ho

In this paper, we aim to study the optimal weak convergence order for the finite element approximation to a stochastic Allen-Cahn equation driven by multiplicative white noise. We first construct an auxiliary equation based on the…

Numerical Analysis · Mathematics 2025-03-25 Minxing Zhang , Yongkui Zou , Ran Zhang , Yanzhao Cao

In the context of Discontinuous Galerkin methods, we study approximations of nonlinear variational problems associated with convex energies. We propose element-wise nonconforming finite element methods to discretize the continuous…

Numerical Analysis · Mathematics 2025-02-05 Georgios Grekas , Konstantinos Koumatos , Charalambos Makridakis , Andreas Vikelis

For overdamped Langevin systems subjected to weak thermal noise and nonconservative forces, we establish a connection between Freidlin-Wentzell large deviations theory and stochastic thermodynamics. First, we derive a series expansion of…

Statistical Mechanics · Physics 2024-09-13 Davide Santolin , Nahuel Freitas , Massimiliano Esposito , Gianmaria Falasco

We prove the quasi-optimal convergence of a standard adaptive finite element method (AFEM) for nonlinear elliptic second-order equations of monotone type. The adaptive algorithm is based on residual-type a posteriori error estimators and…

Numerical Analysis · Mathematics 2010-10-07 Eduardo M. Garau , Pedro Morin , Carlos Zuppa

In this paper, we consider the generalized Forchheimer flows for slightly compressible fluids in porous media. Using Muskat's and Ward's general form of Forchheimer equations, we describe the flow of a single-phase fluid in $\mathbb R^d,…

Numerical Analysis · Mathematics 2016-06-13 Thinh Kieu

The minimum action method (MAM) is to calculate the most probable transition path in randomly perturbed stochastic dynamics, based on the idea of action minimization in the path space. The accuracy of the numerical path between different…

Computational Physics · Physics 2017-05-26 Y Sun , X Zhou

In this paper, authors shall introduce a finite element method by using a weakly defined gradient operator over discontinuous functions with heterogeneous properties. The use of weak gradients and their approximations results in a new…

Numerical Analysis · Mathematics 2012-11-14 Junping Wang , Xiu Ye

In this paper we investigate the problem of recovering the source term in an elliptic system from a measurement of the state on a part of the boundary. For the particular interest in reconstructing probably discontinuous sources, we use the…

Numerical Analysis · Mathematics 2020-01-08 Michael Hinze , Tran Nhan Tam Quyen

This paper presents a finite difference quasi-Newton method for the minimization of noisy functions. The method takes advantage of the scalability and power of BFGS updating, and employs an adaptive procedure for choosing the differencing…

Optimization and Control · Mathematics 2019-01-09 Albert S. Berahas , Richard H. Byrd , Jorge Nocedal

The stochastic composition optimization proposed recently by Wang et al. [2014] minimizes the objective with the compositional expectation form: $\min_x~(\mathbb{E}_iF_i \circ \mathbb{E}_j G_j)(x).$ It summarizes many important applications…

Optimization and Control · Mathematics 2017-05-23 Xiangru Lian , Mengdi Wang , Ji Liu

We consider the well-known minimizing-movement approach to the definition of a solution of gradient-flow type equations by means of an implicit Euler scheme depending on an energy and a dissipation term. We perturb the energy by considering…

Analysis of PDEs · Mathematics 2019-10-09 Andrea Braides , Antonio Tribuzio

This work considers the nodal finite element approximation of peridynamics, in which the nodal displacements satisfy the peridynamics equation at each mesh node. For the nonlinear bond-based peridynamics model, it is shown that, under the…

Numerical Analysis · Mathematics 2024-11-26 Prashant K. Jha , Patrick Diehl , Robert Lipton

A numerical method for approximating weak solutions of an aggregation equation with degenerate diffusion is introduced. The numerical method consists of a stabilized finite element method together with a mass lumping technique and an extra…

With reference to a baseline parametrization, we explore highly efficient fractional factorial designs for inference on the main effects and, perhaps, some interactions. Our tools include approximate theory together with certain carefully…

Statistics Theory · Mathematics 2014-05-14 Rahul Mukerjee , S. Huda

We propose and analyze a mixed finite element method for the spatial approximation of a time-fractional Fokker--Planck equation in a convex polyhedral domain, where the given driving force is a function of space. Taking into account the…

Numerical Analysis · Mathematics 2024-03-26 Samir Karaa , Kassem Mustapha , Naveed Ahmed

Fuzzy relational identification builds a relational model describing systems behaviour by a nonlinear mapping between its variables. In this paper, we propose a new fuzzy relational algorithm based on simplified max-min relational equation.…

Robotics · Computer Science 2007-05-23 P. J. Costa Branco , J. A. Dente

We propose a new approximation for the relaxed energy $E$ of the Dirichlet energy and prove that the minimizers of the approximating functionals converge to a minimizer $u$ of the relaxed energy, and that $u$ is partially regular without…

Analysis of PDEs · Mathematics 2009-11-24 Mariano Giaquinta , Min-Chun Hong , Hao Yin