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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

Rapid changes in Earth's cryosphere caused by human activity can lead to significant environmental impacts. Computer models provide a useful tool for understanding the behavior and projecting the future of Arctic and Antarctic ice sheets.…

Methodology · Statistics 2019-08-01 Won Chang , Bledar A. Konomi , Georgios Karagiannis , Yawen Guan , Murali Haran

Motivated by a recently proposed error estimator for the transfer function of the reduced-order model of a given linear dynamical system, we further develop more theoretical results in this work. Furthermore, we propose several variants of…

Numerical Analysis · Mathematics 2023-01-16 Lihong Feng , Peter Benner

Atmosphere modelling applications become increasingly memory-bound due to the inconsistent development rates between processor speeds and memory bandwidth. In this study, we mitigate memory bottlenecks and reduce the computational load of…

Atmospheric and Oceanic Physics · Physics 2024-04-16 Siyuan Chen , Yi Zhang , Yiming Wang , Zhuang Liu , Xiaohan Li , Wei Xue

This paper presents a new discretization error quantification method for the numerical integration of ordinary differential equations. The error is modelled by using the Wishart distribution, which enables us to capture the correlation…

Methodology · Statistics 2023-08-15 Naoki Marumo , Takeru Matsuda , Yuto Miyatake

We deal with the numerical solution of linear partial differential equations (PDEs) with focus on the goal-oriented error estimates including algebraic errors arising by an inaccurate solution of the corresponding algebraic systems. The…

Numerical Analysis · Mathematics 2020-01-08 Vít Dolejší , Petr Tichý

We consider a class of stochastic gradient optimization schemes. Assuming that the objective function is strongly convex, we prove weak error estimates which are uniform in time for the error between the solution of the numerical scheme,…

Numerical Analysis · Mathematics 2026-01-27 Charles-Edouard Bréhier , Marc Dambrine , Nassim En-Nebbazi

We consider a sensor scheduling and remote estimation problem with one sensor and one estimator. At each time step, the sensor makes an observation on the state of a source, and then decides whether to transmit its observation to the…

Systems and Control · Computer Science 2015-10-02 Xiaobin Gao , Emrah Akyol , Tamer Basar

The study addresses the problem of precision in floating-point (FP) computations. A method for estimating the errors which affect intermediate and final results is proposed and a summary of many software simulations is discussed. The basic…

Numerical Analysis · Computer Science 2012-01-31 Glauco Masotti

We address the problem of estimating the inputs of a dynamical system from measurements of the system's outputs. To this end, we introduce a novel estimation algorithm that explicitly trades off bias and variance to optimally reduce the…

Machine Learning · Computer Science 2019-09-20 Sebastian Curi , Kfir Y. Levy , Andreas Krause

The efficiency of exact simulation methods for the reaction-diffusion master equation (RDME) is severely limited by the large number of diffusion events if the mesh is fine or if diffusion constants are large. Furthermore, inherent…

Numerical Analysis · Computer Science 2015-06-15 Andreas Hellander , Michael Lawson , Brian Drawert , Linda Petzold

The numerical simulation of complex physical processes requires the use of economical discrete models. This lecture presents a general paradigm of deriving a posteriori error estimates for the Galerkin finite element approximation of…

Numerical Analysis · Mathematics 2025-10-20 Rolf Rannacher

The demands of accuracy in measurements and engineering models today, renders the condition number of problems larger. While a corresponding increase in the precision of floating point numbers ensured a stable computing, the uncertainty in…

Numerical Analysis · Mathematics 2022-09-12 Puneet Jain , Krishna Manglani , Murugesan Venkatapathi

In this work, we consider space-time goal-oriented a posteriori error estimation for parabolic problems. Temporal and spatial discretizations are based on Galerkin finite elements of continuous and discontinuous type. The main objectives…

Numerical Analysis · Mathematics 2024-02-06 Jan Philipp Thiele , Thomas Wick

We consider initial value problems where we are interested in a quantity of interest (QoI) that is the integral in time of a functional of the solution of the IVP. For these, we look into local error based time adaptivity. We derive a goal…

Numerical Analysis · Mathematics 2018-05-09 Peter Meisrimel , Philipp Birken

Snow is a crucial element of the sea ice system, affecting sea ice growth and decay due to its low thermal conductivity and high albedo. Despite its importance, present-day climate models have an idealized representation of snow, often…

Atmospheric and Oceanic Physics · Physics 2024-09-13 Ayush Prasad , Ioanna Merkouriadi , Aleksi Nummelin

We propose a new heuristic goal-oriented a posteriori error estimator that connects the dual weighted residual method with equilibrated a posteriori error estimation. Our numerical experiments demonstrate the practical reliability of the…

Numerical Analysis · Mathematics 2017-08-01 Martin Licht , Matthias Maier

In many real-world continuous action domains, human agents must decide which actions to attempt and then execute those actions to the best of their ability. However, humans cannot execute actions without error. Human performance in these…

Artificial Intelligence · Computer Science 2024-08-21 Delma Nieves-Rivera , Christopher Archibald

For the model problem of the heat equation discretized by an implicit Euler method in time and a conforming finite element method in space, we prove the efficiency of a posteriori error estimators with respect to the energy norm of the…

Numerical Analysis · Mathematics 2026-03-12 Iain Smears

The aim of this work is to derive a priori error estimates for finite element discretizations of control--constrained optimal control problems that involve the Stokes system and Dirac measures. The first problem entails the minimization of…

Numerical Analysis · Mathematics 2020-04-29 Francisco Fuica , Enrique Otarola , Daniel Quero