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A framework is presented for fitting inverse problem models via variational Bayes approximations. This methodology guarantees flexibility to statistical model specification for a broad range of applications, good accuracy and reduced model…

Methodology · Statistics 2024-09-05 Luca Maestrini , Robert G. Aykroyd , Matt P. Wand

We perform a systematic comparison of various numerical schemes for the approximation of interface problems. We consider unfitted approaches in view of their application to possibly moving configurations. Particular attention is paid to the…

Numerical Analysis · Mathematics 2023-04-25 Daniele Boffi , Andrea Cangiani , Marco Feder , Lucia Gastaldi , Luca Heltai

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

This work aims to provide a comprehensive and unified numerical analysis for non linear system of parabolic variational inequalities (PVIs) subject to Dirichlet boundary condition. This analysis enables us to establish an existence of the…

Analysis of PDEs · Mathematics 2021-11-30 Yahya Alnashri

In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial…

Optimization and Control · Mathematics 2023-02-21 Haiming Song , Jiachuan Zhang , Yongle Hao

A probabilistic representation for initial value semilinear parabolic problems based on generalized random trees has been derived. Two different strategies have been proposed, both requiring generating suitable random trees combined with a…

Numerical Analysis · Mathematics 2024-02-13 Juan A. Acebron , Angel Rodriguez-Rozas

Distributed model fitting refers to the process of fitting a mathematical or statistical model to the data using distributed computing resources, such that computing tasks are divided among multiple interconnected computers or nodes, often…

Computation · Statistics 2024-06-04 Xiaofei Wu , Rongmei Liang , Fabio Roli , Marcello Pelillo , Jing Yuan

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

Variational inequalities are a universal optimization paradigm that is interesting in itself, but also incorporates classical minimization and saddle point problems. Modern realities encourage to consider stochastic formulations of…

Optimization and Control · Mathematics 2024-03-27 Alexander Pichugin , Maksim Pechin , Aleksandr Beznosikov , Alexander Gasnikov

We introduce a new system of split variational inequality problems which is a natural extension of split variational inequality problem in semi-inner product spaces. We use the retraction technique to propose an iterative algorithm for…

Functional Analysis · Mathematics 2017-01-20 K. R. Kazmi , Mohd Furkan

We introduce an optimisation method for variational quantum algorithms and experimentally demonstrate a 100-fold improvement in efficiency compared to naive implementations. The effectiveness of our approach is shown by obtaining…

A fast algorithm (linear in the degrees of freedom) for the solution of linear variable-coefficient rational-order fractional integral and differential equations is described. The approach is related to the ultraspherical method for…

Numerical Analysis · Mathematics 2017-12-04 Nicholas Hale , Sheehan Olver

Difference schemes for the time-fractional diffusion equation with variable coefficients and nonlocal boundary conditions containing real parameters $\alpha$ and $\beta$ are considered. By the method of energy inequalities, for the solution…

Numerical Analysis · Mathematics 2015-03-27 A. A. Alikhanov

We study an approximation method to solve nonlinear multi-term fractional differential equations with initial conditions or boundary conditions. First, we transform the nonlinear multi-term fractional differential equations with initial…

Mathematical Physics · Physics 2013-03-21 Hui-Chol Choe , Yong-Suk Kang

The convergence of various operator splitting procedures, such as the sequential, the Strang and the weighted splitting, is investigated in the presence of a spatial approximation. To this end a variant of Chernoff's product formula is…

Functional Analysis · Mathematics 2009-06-21 András Bátkai , Petra Csomós , Gregor Nickel

The variational approach to fracture is effective for simulating the nucleation and propagation of complex crack patterns, but is computationally demanding. The model is a strongly nonlinear non-convex variational inequality that demands…

Numerical Analysis · Mathematics 2016-05-18 Patrick E. Farrell , Corrado Maurini

In this paper, numerical analysis is carried out for a class of history-dependent variational-hemivariational inequalities arising in contact problems. Three different numerical treatments for temporal discretization are proposed to…

Numerical Analysis · Mathematics 2020-04-07 Shufen Wang , Wei Xu , Weimin Han , Wenbin Chen

This papers deals with a construction and convergence analysis of a finite difference scheme for solving time-fractional porous medium equation. The governing equation exhibits both nonlocal and nonlinear behaviour making the numerical…

Numerical Analysis · Mathematics 2019-04-05 Łukasz Płociniczak

A numerical framework based on network partition and operator splitting is developed to solve nonlinear differential equations of large-scale dynamic processes encountered in physics, chemistry and biology. Under the assumption that those…

Computational Physics · Physics 2018-01-22 Shucheng Pan , Jianhang Wang , Xiangyu Hu , Nikolaus A. Adams

We consider the numerical integration of non-autonomous separable parabolic equations using high order splitting methods with complex coefficients (methods with real coefficients of order greater than two necessarily have negative…

Numerical Analysis · Mathematics 2014-05-20 Muaz Seydaoğlu , Sergio Blanes