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In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

In this article we consider one-dimensional random systems of hyperbolic conservation laws. We first establish existence and uniqueness of random entropy admissible solutions for initial value problems of conservation laws which involve…

Numerical Analysis · Mathematics 2020-03-16 Jan Giesselmann , Fabian Meyer , Christian Rohde

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

Numerical Analysis · Mathematics 2018-07-31 Andreas Buhr , Kathrin Smetana

We use asymptotically optimal \emph{adaptive} numerical methods (here specifically a wavelet scheme) for snapshot computations within the offline phase of the Reduced Basis Method (RBM). The resulting discretizations for each snapshot…

Numerical Analysis · Mathematics 2015-09-24 Mazen Ali , Kristina Steih , Karsten Urban

In this work, we analyze the residual-based a posteriori error estimation of the multi-scale cancer invasion model, which is a system of three non-stationary reaction-diffusion equations. We present the numerical results of a study on a…

Numerical Analysis · Mathematics 2023-11-07 Gopika P. B. , Nishant Ranwan , Nagaiah Chamakuri

We propose new a posteriori error estimators for non-conforming finite element discretizations of second-order elliptic PDE problems. These estimators are based on novel reformulations of the standard Prager-Synge identity, and enable to…

Numerical Analysis · Mathematics 2026-01-22 T. Chaumont-Frelet

We establish rigorous \emph{a posteriori} error bounds for a space-time finite element method of arbitrary order discretising linear wave problems in second order formulation. The method combines standard finite elements in space and…

Numerical Analysis · Mathematics 2026-04-24 Zhaonan Dong , Emmanuil H. Georgoulis , Lorenzo Mascotto , Zuodong Wang

This work focuses on developing methods for approximating the solution operators of a class of parametric partial differential equations via neural operators. Neural operators have several challenges, including the issue of generating…

Numerical Analysis · Mathematics 2023-11-17 Prashant K. Jha

For the model problem of the heat equation discretized by an implicit Euler method in time and a conforming finite element method in space, we prove the efficiency of a posteriori error estimators with respect to the energy norm of the…

Numerical Analysis · Mathematics 2026-03-12 Iain Smears

We introduce and analyze a parallel sequential Monte Carlo methodology for the numerical solution of optimization problems that involve the minimization of a cost function that consists of the sum of many individual components. The proposed…

Computation · Statistics 2022-01-04 Ömer Deniz Akyildiz , Dan Crisan , Joaquín Míguez

In this paper we propose a recursive online algorithm for estimating the parameters of a time-varying ARCH process. The estimation is done by updating the estimator at time point $t-1$ with observations about the time point $t$ to yield an…

Statistics Theory · Mathematics 2009-09-29 Rainer Dahlhaus , Suhasini Subba Rao

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

This paper is devoted to the a posteriori error analysis of multiharmonic finite element approximations to distributed optimal control problems with time-periodic state equations of parabolic type. We derive a posteriori estimates of…

Optimization and Control · Mathematics 2015-11-19 Ulrich Langer , Sergey Repin , Monika Wolfmayr

This paper derives a posteriori error estimates for the mixed numerical approximation of the Laplace eigenvalue problem with homogeneous Dirichlet boundary conditions. In particular, the resulting error estimator constitutes an upper bound…

Numerical Analysis · Mathematics 2021-01-26 Fleurianne Bertrand , Daniele Boffi , Rolf Stenberg

We consider an elliptic linear-quadratic parameter estimation problem with a finite number of parameters. A novel a priori bound for the parameter error is proved and, based on this bound, an adaptive finite element method driven by an a…

Numerical Analysis · Mathematics 2022-09-05 Roland Becker , Michael Innerberger , Dirk Praetorius

We propose a new loss function for supervised and physics-informed training of neural networks and operators that incorporates a posteriori error estimate. More specifically, during the training stage, the neural network learns additional…

Numerical Analysis · Mathematics 2024-02-09 Vladimir Fanaskov , Alexander Rudikov , Ivan Oseledets

In a previous work, we introduced a discretization scheme for a constrained optimal control problem involving the fractional Laplacian. For such a control problem, we derived optimal a priori error estimates that demand the convexity of the…

Optimization and Control · Mathematics 2016-03-31 Harbir Antil , Enrique Otarola

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

Time-fractional parabolic equations with a Caputo time derivative are considered. For such equations, we explore and further develop the new methodology of the a-posteriori error estimation and adaptive time stepping proposed in [7]. We…

Numerical Analysis · Mathematics 2023-01-27 Sebastian Franz , Natalia Kopteva

Probabilistic solvers for ordinary differential equations assign a posterior measure to the solution of an initial value problem. The joint covariance of this distribution provides an estimate of the (global) approximation error. The…

Numerical Analysis · Mathematics 2021-02-23 Nathanael Bosch , Philipp Hennig , Filip Tronarp