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In this paper, we show a way to exploit sparsity in the problem data in a primal-dual potential reduction method for solving a class of semidefinite programs. When the problem data is sparse, the dual variable is also sparse, but the primal…

Numerical Analysis · Mathematics 2025-10-20 Gun Srijuntongsiri , Stephen A. Vavasis

The pooled data problem asks to identify the unknown labels of a set of items from condensed measurements. More precisely, given $n$ items, assume that each item has a label in $\cbc{0,1,\ldots, d}$, encoded via the ground-truth $\SIGMA$.…

Probability · Mathematics 2023-12-25 Max Hahn-Klimroth , Remco van der Hofstad , Noela Müller , Connor Riddlesden

The aim of this paper is to extend the global error estimation and control addressed in Lang and Verwer [SIAM J. Sci. Comput. 29, 2007] for initial value problems to finite difference solutions of semilinear parabolic partial differential…

Numerical Analysis · Mathematics 2018-02-16 Kristian Debrabant , Jens Lang

We propose, analyze, and test new robust iterative solvers for systems of linear algebraic equations arising from the space-time finite element discretization of reduced optimality systems defining the approximate solution of hyperbolic…

Numerical Analysis · Mathematics 2024-04-08 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

In this paper, we develop a randomized algorithm and theory for learning a sparse model from large-scale and high-dimensional data, which is usually formulated as an empirical risk minimization problem with a sparsity-inducing regularizer.…

Machine Learning · Computer Science 2016-10-18 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

This paper addresses the problem of identifying a lower dimensional space where observed data can be sparsely represented. This under-complete dictionary learning task can be formulated as a blind separation problem of sparse sources…

Methodology · Statistics 2010-08-30 Nicolas Dobigeon , Jean-Yves Tourneret

We study an asymptotic preserving scheme for the temporal discretization of a system of parabolic semilinear SPDEs with two time scales. Owing to the averaging principle, when the time scale separation $\epsilon$ vanishes, the slow…

Numerical Analysis · Mathematics 2022-03-22 Charles-Edouard Bréhier

In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very…

Numerical Analysis · Mathematics 2022-12-21 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

The presence of corners in the computational domain, in general, reduces the regularity of solutions of parabolic problems and diminishes the convergence properties of the finite element approximation introducing a so-called "pollution…

Numerical Analysis · Mathematics 2019-03-19 Piotr Swierczynski , Barbara Wohlmuth

The main goal of the paper is to establish time semidiscrete and space-time fully discrete maximal parabolic regularity for the time discontinuous Galerkin solution of linear parabolic equations. Such estimates have many applications. They…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

Consider an n-dimensional linear system where it is known that there are at most k<n non-zero components in the initial state. The observability problem, that is the recovery of the initial state, for such a system is considered. We obtain…

Information Theory · Computer Science 2012-04-17 Wei Dai , Serdar Yüksel

In the present work, we consider a nonlinear inverse problem of identifying the lowest coefficient of a parabolic equation. The desired coefficient depends on spatial variables only. Additional information about the solution is given at the…

Numerical Analysis · Computer Science 2018-04-11 Petr N. Vabishchevich

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

Computation · Statistics 2026-03-20 Baptiste Simandoux , Nikolas Kantas , Dan Crisan

In this paper we establish a best approximation property of fully discrete Galerkin finite element solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

Numerical Analysis · Mathematics 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

We study an identification problem which estimates the parameters of the underlying random distribution for uncertain scalar conservation laws. The hyperbolic equations are discretized with the so-called discontinuous stochastic Galerkin…

Numerical Analysis · Mathematics 2020-06-18 Louisa Schlachter , Claudia Totzeck

In this paper we present and analyze a weighted residual a posteriori error estimate for an optimal control problem. The problem involves a nondifferentiable cost functional, a state equation with an integral fractional Laplacian, and…

Numerical Analysis · Mathematics 2023-09-18 Fangyuan Wang , Qiming Wang , Zhaojie Zhou

This work presents a Finite Element Model Updating inverse methodology for reconstructing heterogeneous material distributions based on an efficient isogeometric shell formulation. It uses nonlinear hyperelastic material models suitable for…

Computational Engineering, Finance, and Science · Computer Science 2022-01-21 Bartosz Borzeszkowski , Izabela Lubowiecka , Roger A. Sauer

We study a sample complexity vs. conditioning tradeoff in modern signal recovery problems (including sparse recovery, low-rank matrix sensing, covariance estimation, and abstract phase retrieval), where convex optimization problems are…

Optimization and Control · Mathematics 2024-07-19 Lijun Ding , Alex L. Wang
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