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This paper is concerned with the recovery of (approximate) solutions to parabolic problems from incomplete and possibly inconsistent observational data, given on a time-space cylinder that is a strict subset of the computational domain…

Numerical Analysis · Mathematics 2021-07-13 Wolfgang Dahmen , Rob Stevenson , Jan Westerdiep

In this contribution we consider localized, robust and efficient a-posteriori error estimation of the localized reduced basis multi-scale (LRBMS) method for parametric elliptic problems with possibly heterogeneous diffusion coefficient. The…

Numerical Analysis · Mathematics 2019-10-30 Mario Ohlberger , Felix Schindler

We show how a posteriori goal oriented error estimation can be used to efficiently solve the subproblems occurring in a Model Predictive Control (MPC) algorithm. In MPC, only an initial part of a computed solution is implemented as a…

Optimization and Control · Mathematics 2022-03-02 Lars Grüne , Manuel Schaller , Anton Schiela

This paper introduces a novel optimization-based approach for parametric nonlinear system identification. Building upon the prediction error method framework, traditionally used for linear system identification, we extend its capabilities…

Optimization and Control · Mathematics 2024-03-27 Léo Simpson , Jonas Asprion , Simon Muntwiler , Johannes Köhler , Moritz Diehl

This paper is devoted to the a posteriori error analysis of multiharmonic finite element approximations to distributed optimal control problems with time-periodic state equations of parabolic type. We derive a posteriori estimates of…

Optimization and Control · Mathematics 2015-11-19 Ulrich Langer , Sergey Repin , Monika Wolfmayr

Bayesian inverse problems use data to update a prior probability distribution on uncertain parameter values to a posterior distribution. Such problems arise in many structural engineering applications, but computational solution of Bayesian…

Numerical Analysis · Mathematics 2026-05-26 Jakob Scheffels , Elizabeth Qian , Iason Papaioannou , Elisabeth Ullmann

This paper presents a method for jointly estimating the state, input, and parameters of linear systems in an online fashion. The method is specially designed for measurements that are corrupted with non-Gaussian noise or outliers, which are…

Systems and Control · Electrical Eng. & Systems 2022-04-13 Jean-Sébastien Brouillon , Keith Moffat , Florian Dörfler , Giancarlo Ferrari-Trecate

In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…

Numerical Analysis · Mathematics 2017-02-27 Kathrin Smetana , Mario Ohlberger

Online parameter identification is of importance, e.g., for model predictive control. Since the parameters have to be identified simultaneously to the process of the modeled system, dynamical update laws are used for state and parameter…

Numerical Analysis · Mathematics 2016-04-20 Romana Boiger , Barbara Kaltenbacher

In this work, we derive two-sided a posteriori error estimates for the dual-weighted residual (DWR) method. We consider both single and multiple goal functionals. Using a saturation assumption, we derive lower bounds yielding the efficiency…

Numerical Analysis · Mathematics 2018-11-20 Bernhard Endtmayer , Ulrich Langer , Thomas Wick

Trimming consists of cutting away parts of a geometric domain, without reconstructing a global parametrization (meshing). It is a widely used operation in computer aided design, which generates meshes that are unfitted with the described…

Numerical Analysis · Mathematics 2022-08-10 Annalisa Buffa , Ondine Chanon , Rafael Vázquez

Finite element based simulation of phenomena governed by partial differential equations is a standard tool in many engineering workflows today. However, the simulation of complex geometries is computationally expensive. Many engineering…

Numerical Analysis · Mathematics 2019-08-07 Andreas Buhr

We study estimation and prediction in linear models where the response and the regressor variable both take values in some Hilbert space. Our main objective is to obtain consistency of a principal components based estimator for the…

Statistics Theory · Mathematics 2014-04-17 Siegfried Hörmann , Łukasz Kidziński

Lower a posteriori error bounds obtained using the standard bubble function approach are reviewed in the context of anisotropic meshes. A numerical example is given that clearly demonstrates that the short-edge jump residual terms in such…

Numerical Analysis · Mathematics 2020-03-03 Natalia Kopteva

Model-based offline reinforcement learning approaches generally rely on bounds of model error. Estimating these bounds is usually achieved through uncertainty estimation methods. In this work, we combine parametric and nonparametric methods…

Machine Learning · Computer Science 2022-11-07 Guy Tennenholtz , Shie Mannor

An posteriori error analysis for the virtual element method (VEM) applied to general elliptic problems is presented. The resulting error estimator is of residual-type and applies on very general polygonal/polyhedral meshes. The estimator is…

Numerical Analysis · Mathematics 2017-04-26 Andrea Cangiani , Emmanuil H. Georgoulis , Tristan Pryer , Oliver J. Sutton

This paper presents a novel online identification algorithm for nonlinear regression models. The online identification problem is challenging due to the presence of nonlinear structure in the models. Previous works usually ignore the…

Optimization and Control · Mathematics 2022-07-21 Guang-Yong Chen , Min Gan , Jing Chen , Long Chen

Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…

Numerical Analysis · Mathematics 2014-10-09 Zhenying Zhang , Eduard Bader , Karen Veroy

Existing identification and estimation methods for semiparametric sample selection models rely heavily on exclusion restrictions. However, it is difficult in practice to find a credible excluded variable that has a correlation with…

Econometrics · Economics 2024-12-03 Zhewen Pan , Yifan Zhang

This paper considers a feedback-based projected gradient method for optimizing systems modeled as algebraic maps. The focus is on a setup where the gradient is corrupted by random errors that follow a sub-Weibull distribution, and where the…

Optimization and Control · Mathematics 2024-05-07 Ana M. Ospina , Nicola Bastianello , Emiliano Dall'Anese