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This paper is concerned with a posteriori error bounds for linear transport equations and related questions of contriving corresponding adaptive solution strategies in the context of Discontinuous-Petrov-Galerkin schemes. After indicating…

Numerical Analysis · Mathematics 2019-02-22 W. Dahmen , R. P. Stevenson

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…

Machine Learning · Statistics 2020-03-03 Jonathan H. Huggins , Mikołaj Kasprzak , Trevor Campbell , Tamara Broderick

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

Optimization and Control · Mathematics 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

In this paper, based on the combination of tensor neural network and a posteriori error estimator, a novel type of machine learning method is proposed to solve high-dimensional boundary value problems with homogeneous and non-homogeneous…

Numerical Analysis · Mathematics 2024-05-07 Yifan Wang , Zhongshuo Lin , Yangfei Liao , Haochen Liu , Hehu Xie

In this note, we study the utility maximization problem on the terminal wealth under proportional transaction costs and bounded random endowment. In particular, we restrict ourselves to the num\'eraire-based model and work with utility…

Mathematical Finance · Quantitative Finance 2016-02-05 Lingqi Gu , Yiqing Lin , Junjian Yang

This work is concerned with a posteriori error estimates of the functional type for approximations constructed by space-time IgA scheme presented in paper by Langer, Neumueller, and Moore (2016). We consider approxima- tions in the…

Numerical Analysis · Mathematics 2017-05-01 Ulrich Langer , Svetlana Matculevich , Sergey Repin

We study parallel algorithms for the problem of maximizing a non-negative submodular function. Our main result is an algorithm that achieves a nearly-optimal $1/2 -\epsilon$ approximation using $O(\log(1/\epsilon) / \epsilon)$ parallel…

Data Structures and Algorithms · Computer Science 2018-12-05 Alina Ene , Huy L. Nguyen , Adrian Vladu

We provide a posteriori error estimates for a discontinuous Galerkin scheme for the parabolic-elliptic Keller-Segel system in 2 or 3 space dimensions. The estimates are conditional, in the sense that an a posteriori computable quantity…

Numerical Analysis · Mathematics 2024-06-12 Jan Giesselmann , Kiwoong Kwon

We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…

Numerical Analysis · Mathematics 2021-04-28 Leopold Lautsch , Thomas Richter

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

Methodology · Statistics 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

We perform a posteriori error analysis in the supremum norm for the quadratic discontinuous Galerkin method for the elliptic obstacle problem. We define two discrete sets (motivated by Gaddam, Gudi and Kamana [1]), one set having integral…

Numerical Analysis · Mathematics 2022-09-13 Rohit Khandelwal , Kamana Porwal , Ritesh Singla

We present reduced basis approximations and rigorous a posteriori error bounds for the instationary Stokes equations. We shall discuss both a method based on the standard formulation as well as a method based on a penalty approach, which…

Numerical Analysis · Mathematics 2012-11-06 Anna-Lena Gerner , Arnold Reusken , Karen Veroy

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

Optimization and Control · Mathematics 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…

Numerical Analysis · Mathematics 2022-07-19 Xuefeng Liu , Tomáš Vejchodský

A posteriori residual and hierarchical upper bounds for the error estimates were proved when solving the hypersingular integral equation on the unit sphere by using the Galerkin method with spherical splines. Based on these a posteriori…

Numerical Analysis · Mathematics 2024-12-20 Duong Thanh Pham , Tung Le

Richardson extrapolation is applied to a simple first-order upwind difference scheme for the approximation of solutions of singularly perturbed convection-diffusion problems in one dimension. Robust a posteriori error bounds are derived for…

Numerical Analysis · Mathematics 2023-08-07 Torsten Linß , Goran Radojev

In this work, new theoretical results on functional type a posteriori estimates for elliptic optimal control problems with control constraints are presented. More precisely, we derive new, sharp, guaranteed and fully computable lower bounds…

Optimization and Control · Mathematics 2015-06-02 Monika Wolfmayr

The aim in model order reduction is to approximate an input-output map described by a large-scale dynamical system with a low-dimensional and cheaper-to-evaluate reduced order model. While high fidelity can be achieved by a variety of…

Dynamical Systems · Mathematics 2023-01-04 Björn Liljegren-Sailer

In this paper, we propose a general approach for explicit a posteriori error representation for convex minimization problems using basic convex duality relations. Exploiting discrete orthogonality relations in the space of element-wise…

Numerical Analysis · Mathematics 2023-07-11 Sören Bartels , Alex Kaltenbach

We consider a mixed variational formulation recently proposed for the coupling of the Brinkman--Forchheimer and Darcy equations and develop the first reliable and efficient residual-based a posteriori error estimator for the 2D version of…

Numerical Analysis · Mathematics 2024-12-02 Sergio Caucao , Paulo Zúñiga
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