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The Inverse Problem for the estimation of a point-wise approximation error occurring at the discretization and solving of the system of partial differential equations is addressed. The set of the differences between the numerical solutions…

Numerical Analysis · Mathematics 2021-01-05 Aleksey Alekseev , Alexander Bondarev

The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…

Probability · Mathematics 2022-09-01 Xuda Ye , Zhennan Zhou

In the numerical renormalization group (NRG) calculations of the spectral functions of quantum impurity models, the results are affected by discretization and truncation errors. The discretization errors can be alleviated by averaging over…

Strongly Correlated Electrons · Physics 2011-11-15 Rok Zitko

Further development of the method of computational experiments for solving ill-posed problems is given. The effective (unoverstated) estimate for solution error of the first-kind equation is obtained using the truncating singular numbers…

Numerical Analysis · Mathematics 2015-09-22 V. S. Sizikov , A. V. Stepanov

In the context of Discontinuous Galerkin Spectral Element Methods (DGSEM), $\tau$-estimation has been successfully used for p-adaptation algorithms. This method estimates the truncation error of representations with different polynomial…

Numerical Analysis · Computer Science 2018-06-25 Andrés M. Rueda-Ramírez , Gonzalo Rubio , Esteban Ferrer , Eusebio Valero

We propose a general error analysis related to the low-rank approximation of a given real matrix in both the spectral and Frobenius norms. First, we derive deterministic error bounds that hold with some minimal assumptions. Second, we…

Numerical Analysis · Mathematics 2022-06-22 Youssef Diouane , Selime Gürol , Alexandre Scotto Di Perrotolo , Xavier Vasseur

Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…

Systems and Control · Electrical Eng. & Systems 2025-07-28 Rodrigo A. González , Angel L. Cedeño , Koen Tiels , Tom Oomen

Measurement error is a pervasive issue which renders the results of an analysis unreliable. The measurement error literature contains numerous correction techniques, which can be broadly divided into those which aim to produce exactly…

Methodology · Statistics 2021-11-08 Dylan Spicker , Michael P Wallace , Grace Y Yi

The problems of optimal recovery of unbounded operators are studied. Optimality means the highest possible accuracy and the minimal amount of discrete information involved. It is established that the truncation method, when certain…

Numerical Analysis · Mathematics 2025-05-13 Oleg Davydov , Sergei Solodky

A reaction-diffusion problem with a Caputo time derivative is considered. An integral discretization scheme on a graded mesh along with a decomposition of the exact solution is proposed. The truncation error estimate of the discretization…

Numerical Analysis · Mathematics 2018-10-19 Zhongdi Cen , Jian Huang , Anbo Le , Aimin Xu

We introduce a new distance and we use it to parameter estimation purposes. We observe how it operates and we use in its place the usual methods of estimation which we call the methods of the new approach. We realize that we obtain a…

Statistics Theory · Mathematics 2008-12-08 Ahmed Guellil , Tewfik Kernane

Model order reduction involves constructing a reduced-order approximation of a high-order model while retaining its essential characteristics. This reduced-order model serves as a substitute for the original one in various applications such…

Systems and Control · Electrical Eng. & Systems 2024-03-06 Qiu-Yan Song , Umair Zulfiqar , Zhi-Hua Xiao , Mohammad Monir Uddin , Victor Sreeram

Reduced numerical precision is a common technique to reduce computational cost in many Deep Neural Networks (DNNs). While it has been observed that DNNs are resilient to small errors and noise, no general result exists that is capable of…

Machine Learning · Statistics 2018-05-04 Zhaoqi Li , Yu Ma , Catalina Vajiac , Yunkai Zhang

In this paper, we consider finite difference approximations of the second order wave equation. We use finite difference operators satisfying the summation-by-parts property to discretize the equation in space. Boundary conditions and grid…

Numerical Analysis · Mathematics 2015-09-04 Siyang Wang , Gunilla Kreiss

We apply polynomial approximation methods -- known in the numerical PDEs context as spectral methods -- to approximate the vector-valued function that satisfies a linear system of equations where the matrix and the right hand side depend on…

Numerical Analysis · Mathematics 2013-05-21 Paul G. Constantine , David F. Gleich , Gianluca Iaccarino

In this work we consider a model problem of deep neural learning, namely the learning of a given function when it is assumed that we have access to its point values on a finite set of points. The deep neural network interpolant is the the…

Machine Learning · Statistics 2023-06-27 Michail Loulakis , Charalambos G. Makridakis

A methodology is proposed for the calculation of the truncation error of finite volume discretisations of the incompressible Navier-Stokes equations on colocated grids. The truncation error is estimated by restricting the solution obtained…

Computational Physics · Physics 2015-08-13 Alexandros Syrakos , Apostolos Goulas

In this paper we consider approximations to the popular Pitman-Yor process obtained by truncating the stick-breaking representation. The truncation is determined by a random stopping rule that achieves an almost sure control on the…

Statistics Theory · Mathematics 2019-07-16 Julyan Arbel , Pierpaolo De Blasi , Igor Pruenster

We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…

Probability · Mathematics 2010-04-08 Jérôme Lelong

We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…

Probability · Mathematics 2010-03-23 Jérôme Lelong