Related papers: A study of defect-based error estimates for the Kr…
Many scientific applications require the evaluation of the action of the matrix function over a vector and the most common methods for this task are those based on the Krylov subspace. Since the orthogonalization cost and memory requirement…
In this paper a new restarting method for Krylov subspace matrix exponential evaluations is proposed. Since our restarting technique essentially employs the residual, some convergence results for the residual are given. We also discuss how…
Dynamical spectral estimation is a well-established numerical approach for estimating eigenvalues and eigenfunctions of the Markov transition operator from trajectory data. Although the approach has been widely applied in biomolecular…
This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which…
In this paper we provide a priori error estimates in standard Sobolev (semi-)norms for approximation in spline spaces of maximal smoothness on arbitrary grids. The error estimates are expressed in terms of a power of the maximal grid…
In this paper, error estimates are presented for a certain class of optimal control problems with elliptic PDE-constraints. It is assumed that in the cost functional the state is measured in terms of the energy norm generated by the state…
Motivated by optimization with differential equations, we consider optimization problems with Hilbert spaces as decision spaces. As a consequence of their infinite dimensionality, the numerical solution necessitates finite dimensional…
We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…
We present an a posteriori estimator of the error in the L^2-norm for the numerical approximation of the Maxwell's eigenvalue problem by means of N\'ed\'elec finite elements. Our analysis is based on a Helmholtz decomposition of the error…
In a posteriori error analysis, the relationship between error and estimator is usually spoiled by so-called oscillation terms, which cannot be bounded by the error. In order to remedy, we devise a new approach where the oscillation has the…
We present a numerical method for rigorous over-approximation of a reachable set of differential inclusions. The method gives high-order error bounds for single step approximations and a uniform bound on the error over the finite time…
Hybrid quantum/molecular mechanics (QM/MM) models play a pivotal role in molecular simulations. These models provide a balance between accuracy, surpassing pure MM models, and computational efficiency, offering advantages over pure QM…
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…
We derive optimal order a posteriori error estimates for fully discrete approximations of the initial-boundary value problem for the heat equation. For the discretization in time we apply the fractional-step $\vartheta$-scheme and for the…
We develop and analyze a posteriori error estimators for a proper orthogonal decomposition-discrete empirical interpolation method (Pod-Deim) reduced order model applied to a parametric Poisson equation posed on a parameter-dependent domain…
A posteriori estimates give bounds on the error between the unknown solution of a partial differential equation and its numerical approximation. We present here the methodology based on H1-conforming potential and H(div)-conforming…
This paper is concerned with the derivation of computable and guaranteed upper and lower bounds of the difference between the exact and the approximate solution of a boundary value problem for static Maxwell equations. Our analysis is based…
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…
In this work we study a residual based a posteriori error estimation for the CutFEM method applied to an elliptic model problem. We consider the problem with non-polygonal boundary and the analysis takes into account the geometry and data…
We study the approximation error $\varepsilon(x)=\operatorname{li}_{*}(x)-\operatorname{li}(x)$ arising from the classical Stieltjes asymptotic expansion for the logarithmic integral. Our analysis is based on the discrete values…