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A class of monotone operator equations, which can be decomposed into sum of the gradient of a strongly convex function and a linear and skew-symmetric operator, is considered in this work. Based on discretization of the generalized gradient…

Optimization and Control · Mathematics 2025-01-22 Long Chen , Jingrong Wei

We present a static-condensation method for time-implicit discretizations of the Discontinuous Galerkin Spectral Element Method on Gauss-Lobatto points (GL-DGSEM). We show that, when solving the compressible Navier-Stokes equations, it is…

Computational Physics · Physics 2019-12-16 Andrés M. Rueda-Ramírez , Esteban Ferrer , David A. Kopriva , Gonzalo Rubio , Eusebio Valero

We consider the construction of the stochastic moment matrices that appear in the typical elliptic diffusion problem considered in the setting of stochastic Galerkin finite element method (sGFEM). Algorithms for the efficient construction…

Numerical Analysis · Mathematics 2015-09-11 Harri Hakula , Matti Leinonen

Existing partial sequence labeling models mainly focus on max-margin framework which fails to provide an uncertainty estimation of the prediction. Further, the unique ground truth disambiguation strategy employed by these models may include…

Machine Learning · Computer Science 2022-09-21 Xiaolei Lu , Tommy W. S. Chow

In this paper, we consider a model reduction technique for stabilizable and detectable stochastic systems. It is based on a pair of Gramians that we analyze in terms of well-posedness. Subsequently, dominant subspaces of the stochastic…

Optimization and Control · Mathematics 2023-11-07 Tobias Damm , Martin Redmann

We present a technique for entropy optimization to calculate a distribution from its moments. The technique is based upon maximizing a discretized form of the Shannon entropy functional by mapping the problem onto a dual space where an…

Disordered Systems and Neural Networks · Physics 2009-11-10 K. Bandyopadhyay , A. K. Bhattacharya , Parthapratim Biswas , D. A. Drabold

A key challenge in spatial statistics is the analysis for massive spatially-referenced data sets. Such analyses often proceed from Gaussian process specifications that can produce rich and robust inference, but involve dense covariance…

Methodology · Statistics 2019-07-25 Shinichiro Shirota , Andrew O. Finley , Bruce D. Cook , Sudipto Banerjee

In the present work, we demonstrate how the pseudoinverse concept from linear algebra can be used to represent and analyze the boundary conditions of linear systems of partial differential equations. This approach has theoretical and…

Numerical Analysis · Mathematics 2024-01-05 Pelle Olsson

Embeddings in machine learning are low-dimensional representations of complex input patterns, with the property that simple geometric operations like Euclidean distances and dot products can be used for classification and comparison tasks.…

Machine Learning · Statistics 2018-02-28 Niko Brummer , Anna Silnova , Lukas Burget , Themos Stafylakis

Standard Gibbs sampling applied to a multivariate normal distribution with a specified precision matrix is equivalent in fundamental ways to the Gauss-Seidel iterative solution of linear equations in the precision matrix. Specifically, the…

Computation · Statistics 2015-05-14 Colin Fox , Albert Parker

High order schemes are known to be unstable in the presence of shock discontinuities or under-resolved solution features, and have traditionally required additional filtering, limiting, or artificial viscosity to avoid solution blow up.…

Numerical Analysis · Mathematics 2021-12-16 Xinhui Wu , Nathaniel Trask , Jesse Chan

In this paper, we study the placement of Phasor Measurement Units (PMU) for enhancing hybrid state estimation via the traditional Gauss-Newton method, which uses measurements from both PMU devices and Supervisory Control and Data…

Optimization and Control · Mathematics 2016-11-15 Xiao Li , Anna Scaglione , Tsung-Hui Chang

A fourth-order finite volume embedded boundary (EB) method is presented for the unsteady Stokes equations. The algorithm represents complex geometries on a Cartesian grid using EB, employing a technique to mitigate the "small cut-cell"…

Numerical Analysis · Mathematics 2022-09-08 Nathaniel Overton-Katz , Xinfeng Gao , Stephen Guzik , Oscar Antepara , Daniel T. Graves , Hans Johansen

We analyze combined Quasi-Monte Carlo quadrature and Finite Element approximations in Bayesian estimation of solutions to countably-parametric operator equations with holomorphic dependence on the parameters as considered in [Cl.~Schillings…

Numerical Analysis · Mathematics 2016-02-25 Josef Dick , Robert N. Gantner , Quoc T. Le Gia , Christoph Schwab

This paper develops a smoothing-based postprocessing method for superconvergence in finite element methods. The method applies a few smoothing iterations, such as damped Jacobi, Gauss-Seidel, or conjugate gradient, with initial guess being…

Numerical Analysis · Mathematics 2026-05-07 Yuwen Li , Han Shui , Ludmil Zikatanov

We present a novel technique for imposing non-linear entropy conservative and entropy stable wall boundary conditions for the resistive magnetohydrodynamic equations in the presence of an adiabatic wall or a wall with a prescribed heat…

Numerical Analysis · Mathematics 2025-06-19 Vladimir Pimanov , Lisandro Dalcin , Matteo Parsani

Entropy stable schemes ensure that physically meaningful numerical solutions also satisfy a semi-discrete entropy inequality under appropriate boundary conditions. In this work, we describe a discretization of viscous terms in the…

Numerical Analysis · Mathematics 2020-11-24 Jesse Chan , Yimin Lin , Tim Warburton

Semidefinite programs (SDPs) are powerful theoretical tools that have been studied for over two decades, but their practical use remains limited due to computational difficulties in solving large-scale, realistic-sized problems. In this…

Optimization and Control · Mathematics 2018-05-15 Richard Y. Zhang , Javad Lavaei

We present a new line-based discontinuous Galerkin (DG) discretization scheme for first- and second-order systems of partial differential equations. The scheme is based on fully unstructured meshes of quadrilateral or hexahedral elements,…

Numerical Analysis · Mathematics 2015-06-04 Per-Olof Persson

High-order accurate summation-by-parts (SBP) finite difference (FD) methods constitute efficient numerical methods for simulating large-scale hyperbolic wave propagation problems. Traditional SBP FD operators that approximate first-order…

Numerical Analysis · Mathematics 2021-07-27 Kenneth Duru , Frederick Fung , Christopher Williams
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