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Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires…

Methodology · Statistics 2018-09-12 Oscar García

We consider an abstract framework for the numerical solution of optimal control problems (OCPs) subject to partial differential equations (PDEs). Examples include not only the distributed control of elliptic PDEs such as the Poisson…

Numerical Analysis · Mathematics 2025-05-27 Ulrich Langer , Richard Löscher , Olaf Steinbach , Huidong Yang

In this paper we consider a class of unfitted finite element methods for discretization of partial differential equations on surfaces. In this class of methods known as the Trace Finite Element Method (TraceFEM), restrictions or traces of…

Numerical Analysis · Mathematics 2017-07-06 Maxim A. Olshanskii , Arnold Reusken

There are many practical applications based on the Least Square Error (LSE) approximation. It is based on a square error minimization 'on a vertical' axis. The LSE method is simple and easy also for analytical purposes. However, if data…

Graphics · Computer Science 2018-02-22 Vaclav Skala

We present a comprehensive study of radial basis function (RBF) approximations for elliptic and obstacle-type boundary value problems under a variational formulation. Our focus is on practical accuracy, robustness and efficiency. To address…

Numerical Analysis · Mathematics 2026-04-23 Tan Phuong Dong Le , Giang Tran , Hans De Sterck

We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…

Numerical Analysis · Mathematics 2018-02-09 Niklas Behringer , Dominik Meidner , Boris Vexler

In this paper we discuss spectral properties of operators associated with the least-squares finite element approximation of elliptic partial differential equations. The convergence of the discrete eigenvalues and eigenfunctions towards the…

Numerical Analysis · Mathematics 2020-02-20 Fleurianne Bertrand , Daniele Boffi

In this work, we propose a reduced basis method for efficient solution of parametric linear systems. The coefficient matrix is assumed to be a linear matrix-valued function that is symmetric and positive definite for admissible values of…

Numerical Analysis · Mathematics 2021-09-28 Antti Autio , Antti Hannukainen

We develop a finite element method for the Laplace--Beltrami operator on a surface described by a set of patchwise parametrizations. The patches provide a partition of the surface and each patch is the image by a diffeomorphism of a…

Numerical Analysis · Mathematics 2017-08-02 Tobias Jonsson , Mats G. Larson , Karl Larsson

We introduce a new Partition of Unity Method for the numerical homogenization of elliptic partial differential equations with arbitrarily rough coefficients. We do not restrict to a particular ansatz space or the existence of a finite…

Numerical Analysis · Mathematics 2016-05-04 Daniel Peterseim , Patrick Henning , Philipp Morgenstern

The Finite Element Method (FEM) is widely used to solve discrete Partial Differential Equations (PDEs) in engineering and graphics applications. The popularity of FEM led to the development of a large family of variants, most of which…

Numerical Analysis · Computer Science 2022-03-10 Teseo Schneider , Yixin Hu , Xifeng Gao , Jeremie Dumas , Denis Zorin , Daniele Panozzo

We present and analyze a novel sparse polynomial technique for the simultaneous approximation of parameterized partial differential equations (PDEs) with deterministic and stochastic inputs. Our approach treats the numerical solution as a…

Numerical Analysis · Mathematics 2020-01-22 Nick Dexter , Hoang Tran , Clayton Webster

In this work, we propose to efficiently solve time dependent parametrized optimal control problems governed by parabolic partial differential equations through the certified reduced basis method. In particular, we will exploit an error…

Numerical Analysis · Mathematics 2021-03-10 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

We combine the parameterization method for invariant manifolds with the finite element method for elliptic PDEs,to obtain a new computational framework for high order approximation of invariant manifolds attached to unstable equilibrium…

Dynamical Systems · Mathematics 2022-03-08 Jorge Gonzalez , J. D Mireles-James , Necibe Tuncer

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. Mixed generalized multiscale finite element method (GMsFEM)…

Numerical Analysis · Mathematics 2017-04-05 Lijian Jiang , Qiuqi Li

The paper introduces an adaptive version of the stabilized Trace Finite Element Method (TraceFEM) designed to solve low-regularity elliptic problems on level-set surfaces using a shape-regular bulk mesh in the embedding space. Two…

Numerical Analysis · Mathematics 2024-08-21 Timo Heister , Maxim A. Olshanskii , Vladimir Yushutin

We present a framework for solving partial different equations on evolving surfaces. Based on the grid-based particle method (GBPM) [18], the method can naturally resample the surface even under large deformation from the motion law. We…

Numerical Analysis · Mathematics 2024-07-25 Ningchen Ying , Shingyu Leung

In this work, we present a novel regularized L$_1$ (RL$_1$) finite element spatial discretization scheme for radiation transport problems. We review the recently developed least-squares finite element method in nuclear applications. We then…

Computational Physics · Physics 2016-12-19 Weixiong Zheng , Ryan G. McClarren

We propose a new first-order-system least squares (FOSLS) finite-element discretization for singularly perturbed reaction-diffusion equations. Solutions to such problems feature layer phenomena, and are ubiquitous in many areas of applied…

Numerical Analysis · Mathematics 2019-09-19 James H. Adler , Scott MacLachlan , Niall Madden

We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Zhiwen Zhang
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