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Related papers: A Posteriori Error Estimates for Non-Stationary No…

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Parameter estimation in linear errors-in-variables models typically requires that the measurement error distribution be known (or estimable from replicate data). A generalized method of moments approach can be used to estimate model…

Methodology · Statistics 2018-12-04 Linh Nghiem , Michael Byrd , Cornelis Potgieter

We consider a nonparametric Bayesian approach to estimate the diffusion coefficient of a stochastic differential equation given discrete time observations over a fixed time interval. As a prior on the diffusion coefficient, we employ a…

Statistics Theory · Mathematics 2020-07-22 Shota Gugushvili , Frank van der Meulen , Moritz Schauer , Peter Spreij

In this article we discuss nonstationary models for inhomogeneous liquid crystals driven out of equilibrium by flow. Emphasis is put on those models which are used in the mathematics as well as in the physics literature, the overall goal…

Soft Condensed Matter · Physics 2018-12-20 Etienne Emmrich , Sabine H. L. Klapp , Robert Lasarzik

We present new gradient estimates and Harnack inequalities for positive solutions to nonlinear slow diffusion equations. The framework is that of a smooth metric measure space $(\mathscr M,g,d\mu)$ with invariant weighted measure…

Analysis of PDEs · Mathematics 2025-05-21 Ali Taheri , Vahideh Vahidifar

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 study the well-posedness of a nonlinear reaction diffusion partial differential equation system on the half-line coupled with a stochastic dynamical boundary condition, a random system arising from the description of the chemical…

Probability · Mathematics 2025-05-12 Mario Maurelli , Daniela Morale , Stefania Ugolini

Parameter estimation, which represents a classical inverse problem, is often ill-posed as different parameter combinations can yield identical outputs. This non-uniqueness poses a critical barrier to accurate and unique identification. This…

Artificial Intelligence · Computer Science 2025-10-02 Feiqin Zhu , Dmitrii Torbunov , Zhongjing Jiang , Tianqiao Zhao , Amirthagunaraj Yogarathnam , Yihui Ren , Meng Yue

We consider linear reaction--diffusion problems with mixed Diriclet-Neumann-Robin conditions. The diffusion matrix, reaction coefficient, and the coefficient in the Robin boundary condition are defined with an uncertainty which allow…

Numerical Analysis · Mathematics 2014-07-29 O. Mali , S. Repin

A posteriori estimates for mixed finite element discretizations of the Navier-Stokes equations are derived. We show that the task of estimating the error in the evolutionary Navier-Stokes equations can be reduced to the estimation of the…

Numerical Analysis · Mathematics 2016-12-23 Javier de Frutos , Bosco García-Archilla , Julia Novo

A nonlinear diffusion equation is proposed to account for thermalization in fermionic and bosonic systems through analytical solutions. For constant transport coefficients, exact time-dependent solutions are derived through nonlinear…

High Energy Physics - Phenomenology · Physics 2022-11-28 Georg Wolschin

In this paper, a residual-type a posteriori error estimator is proposed and analyzed for a modified weak Galerkin finite element method solving linear elasticity problems. The estimator is proven to be both reliable and efficient because it…

Numerical Analysis · Mathematics 2023-02-21 Liu Chunmei , Zhong Liuqiang , Xie Yingying Xie , Zhou Liping

Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

Analysis of PDEs · Mathematics 2024-04-05 Katy Craig , Matt Jacobs , Olga Turanova

This paper is focused on the convergence analysis of an adaptive stochastic collocation algorithm for the stationary diffusion equation with parametric coefficient. The algorithm employs sparse grid collocation in the parameter domain…

Numerical Analysis · Mathematics 2025-01-22 Alex Bespalov , Andrey Savinov

We consider some reaction-diffusion equations describing systems with the nonlocal consumption of resources and the intraspecific competition. Sharp conditions on the coefficients are obtained to ensure the stability and instability of…

Analysis of PDEs · Mathematics 2024-09-06 Yuming Chen , Vitali Vougalter

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

Numerical Analysis · Mathematics 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

We consider the problem of the Bayesian inference of drift and diffusion coefficient functions in a stochastic differential equation given discrete observations of a realisation of its solution. We give conditions for the well-posedness and…

Statistics Theory · Mathematics 2020-04-10 Jean-Charles Croix , Masoumeh Dashti , Istvàn Zoltàn Kiss

In order to analyze numerically inverse problems several techniques based on linear and nonlinear stability analysis are presented. These techniques are illustrated on the problem of estimating mobilities and capillary pressure in…

Numerical Analysis · Computer Science 2014-02-12 Jianfeng Zhang , Guy Chavent , Jérôme Jaffré

This paper derives a posteriori error estimators for the nonlinear first-order optimality conditions associated with the Frank-Oseen elastic free-energy model of nematic and cholesteric liquid crystals, where the required unit-length…

Numerical Analysis · Mathematics 2017-09-20 D. B. Emerson

A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for…

Data Analysis, Statistics and Probability · Physics 2020-10-08 Rudi Schäfer , Sonja Barkhofen , Thomas Guhr , Hans-Jürgen Stöckmann , Ulrich Kuhl

Nonlinear response occurs naturally when a strong perturbation takes a system far from equilibrium. Despite of its omnipresence in nanoscale systems, it is difficult to predict in a general and efficient way. Here we introduce a way to…

Statistical Mechanics · Physics 2019-07-24 Chloe Ya Gao , David T. Limmer