Related papers: Numerical approximation of elliptic problems with …
We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method…
We consider a class of nonlinear elliptic problems associated with models in biophysics, which are described by the Poisson-Boltzmann equation (PBE). We prove mathematical correctness of the problem, study a suitable class of…
A systematic numerical study on weak Galerkin (WG) finite element method for second order linear parabolic problems is presented by allowing polynomial approximations with various degrees for each local element. Convergence of both…
The simulation of complex stochastic network dynamics arising, for instance, from models of coupled biomolecular processes remains computationally challenging. Often, the necessity to scan a models' dynamics over a large parameter space…
An approximation method is presented for probabilistic inference with continuous random variables. These problems can arise in many practical problems, in particular where there are "second order" probabilities. The approximation, based on…
In this paper the numerical solution of non-autonomous semilinear stochastic evolution equations driven by an additive Wiener noise is investigated. We introduce a novel fully discrete numerical approximation that combines a standard…
In this paper we propose a finite element method for solving elliptic equations with the observational Dirichlet boundary data which may subject to random noises. The method is based on the weak formulation of Lagrangian multiplier. We show…
The authors propose and analyze a well-posed numerical scheme for a type of ill-posed elliptic Cauchy problem by using a constrained minimization approach combined with the weak Galerkin finite element method. The resulting Euler-Lagrange…
We introduce in this paper a technique for the reduced order approximation of parametric symmetric elliptic partial differential equations. For any given dimension, we prove the existence of an optimal subspace of at most that dimension…
This paper develops and analyzes an efficient numerical method for solving elliptic partial differential equations, where the diffusion coefficients are random perturbations of deterministic diffusion coefficients. The method is based upon…
Elliptic partial differential equations must be solved numerically for many problems in numerical relativity, such as initial data for every simulation of merging black holes and neutron stars. Existing elliptic solvers can take multiple…
In this paper, we introduce a numerical solution of a stochastic partial differential equation (SPDE) of elliptic type using polynomial chaos along side with polynomial approximation at Sinc points. These Sinc points are defined by a…
The paper introduces a novel, hierarchical preconditioner based on nested dissection and hierarchical matrix compression. The preconditioner is intended for continuous and discontinuous Galerkin formulations of elliptic problems. We exploit…
A probabilistic method is derived for solution of ohmic circuit problems. It is compared to the standard approach, which is construction and solution of a set of coupled, linear equations manifesting Kirchhoff's laws. An example is made of…
In this paper, we present and analyze an interior penalty discontinuous Galerkin method for the distributed elliptic optimal control problems. It is based on a reconstructed discontinuous approximation which admits arbitrarily high-order…
We present a new approach to using neural networks to approximate the solutions of variational equations, based on the adaptive construction of a sequence of finite-dimensional subspaces whose basis functions are realizations of a sequence…
Latent Gaussian process (GP) models are flexible probabilistic non-parametric function models. Vecchia approximations are accurate approximations for GPs to overcome computational bottlenecks for large data, and the Laplace approximation is…
The analyses of interior penalty discontinuous Galerkin methods of any order k for solving elliptic and parabolic problems with Dirac line sources are presented. For the steady state case, we prove convergence of the method by deriving a…
Given n elements with nonnegative integer weights w1,..., wn and an integer capacity C, we consider the counting version of the classic knapsack problem: find the number of distinct subsets whose weights add up to at most the given…
In this paper we study rare events associated to solutions of elliptic partial differential equations with spatially varying random coefficients. The random coefficients follow the lognormal distribution, which is determined by a Gaussian…