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By a high-order numerical homogenization method, a heterogeneous multiscale scheme was developed in Jin & Li (2022) for evolving differential equations containing two time scales. In this paper, we further explore the technique to propose…

Numerical Analysis · Mathematics 2025-09-25 Bojin Chen , Zeyu Jin , Ruo Li

Online linear programming (OLP) has found broad applications in revenue management and resource allocation. State-of-the-art OLP algorithms achieve low regret by repeatedly solving linear programming (LP) subproblems that incorporate…

Machine Learning · Statistics 2025-11-04 Jingruo Sun , Wenzhi Gao , Ellen Vitercik , Yinyu Ye

This article is concerned with uniform $C^{1,\alpha}$ and $C^{1,1}$ estimates in periodic homogenization of fully nonlinear elliptic equations. The analysis is based on the compactness method, which involves linearization of the operator at…

Analysis of PDEs · Mathematics 2021-12-24 Sunghan Kim , Ki-Ahm Lee

The goal of this paper is to develop a numerical algorithm that solves a two-dimensional elliptic partial differential equation in a polygonal domain using tensor methods and ideas from isogeometric analysis. The proposed algorithm is based…

Numerical Analysis · Mathematics 2018-02-09 L. Markeeva , I. Tsybulin , I. Oseledets

The purpose of this work is two-fold. First, we introduce an efficient homogenization-based approach to perform topology optimization of coated structures with orthotropic infill material. By making use of the relaxed design space, we can…

Computational Engineering, Finance, and Science · Computer Science 2018-08-15 Jeroen Groen , Jun Wu , Ole Sigmund

We present a numerical method to efficiently solve optimization problems governed by large-scale nonlinear systems of equations, including discretized partial differential equations, using projection-based reduced-order models accelerated…

Optimization and Control · Mathematics 2023-04-26 Tianshu Wen , Matthew J. Zahr

In this paper, we propose a novel mesh-free numerical method for solving the elliptic interface problems based on deep learning. We approximate the solution by the neural networks and, since the solution may change dramatically across the…

Numerical Analysis · Mathematics 2020-05-12 Cuiyu He , Xiaozhe Hu , Lin Mu

The accuracy of the reduced-order model (ROM) mainly depends on the selected basis. Therefore, it is essential to compute an appropriate basis with an efficient numerical procedure when applying ROM to nonlinear problems. In this paper, we…

Numerical Analysis · Mathematics 2021-05-05 Jun-Geol Ahn , Hyun-Ik Yang , Jin-Gyun Kim

In this paper we propose a new approach to obtain mixing least square regression estimate by means of stochastic online mirror descent in non-euclidian set-up.

Optimization and Control · Mathematics 2017-03-24 Anastasia Bayandina , Elena Chernousova , Alexander Gasnikov , Ekaterina Krymova

We present a new approach to the numerical upscaling for elliptic problems with rough diffusion coefficient at high contrast. It is based on the localizable orthogonal decomposition of $H^1$ into the image and the kernel of some novel…

Numerical Analysis · Mathematics 2016-01-26 Daniel Peterseim , Robert Scheichl

In this paper, we discuss adaptive approximations of an elliptic eigenvalue optimization problem in a phase-field setting by a conforming finite element method. An adaptive algorithm is proposed and implemented in several two dimensional…

Numerical Analysis · Mathematics 2025-03-10 Jing Li , Yifeng Xu , Shengfeng Zhu

We introduce a novel method for online smoothing in state-space models that utilises a fixed-lag approximation to overcome the well known issue of path degeneracy. Unlike classical fixed-lag techniques that only approximate certain…

Methodology · Statistics 2022-03-22 Samuel Duffield , Sumeetpal S. Singh

We develop a cut finite element method for a second order elliptic coupled bulk-surface model problem. We prove a priori estimates for the energy and $L^2$ norms of the error. Using stabilization terms we show that the resulting algebraic…

Numerical Analysis · Mathematics 2014-03-27 Erik Burman , Peter Hansbo , Mats G. Larson , Sara Zahedi

Streaming data often exhibit heterogeneity due to heteroscedastic variances or inhomogeneous covariate effects. Online renewable quantile and expectile regression methods provide valuable tools for detecting such heteroscedasticity by…

Methodology · Statistics 2026-02-27 Wei Cao , Shanshan Wanga , Xiaoxue Hua

A new algorithm for solving large-scale convex optimization problems with a separable objective function is proposed. The basic idea is to combine three techniques: Lagrangian dual decomposition, excessive gap and smoothing. The main…

Optimization and Control · Mathematics 2011-12-01 Tran Dinh Quoc , Carlo Savorgnan , Moritz Diehl

This paper provides an a~priori error analysis of a localized orthogonal decomposition method (LOD) for the numerical stochastic homogenization of a model random diffusion problem. If the uniformly elliptic and bounded random coefficient…

Numerical Analysis · Mathematics 2020-12-03 Julian Fischer , Dietmar Gallistl , Daniel Peterseim

Here we present practical methods for simulation and reconstruction of in-line digital holograms recorded with plane and spherical waves. The algorithms described here are applicable to holographic imaging of an object exhibiting absorption…

Optics · Physics 2023-06-29 Tatiana Latychevskaia , Hans-Werner Fink

A new efficient numerical algorithm for interacting fermion systems is proposed and examined in detail. The ground state is expressed approximately by a linear combination of numerically chosen basis states in a truncated Hilbert space. Two…

Strongly Correlated Electrons · Physics 2007-05-23 Tsuyoshi Kashima , Masatoshi Imada

The analysis of digital images using homological procedures is an outstanding topic in the area of Computational Algebraic Topology. In this paper, we describe a certified reduction strategy to deal with digital images, but preserving their…

Logic in Computer Science · Computer Science 2016-08-11 María Poza , César Domínguez , Jónathan Heras , Julio Rubio

A structure preserving proper orthogonal decomposition reduce-order modeling approach has been developed in [Gong et al. 2017] for the Hamiltonian system, which uses the traditional framework of Galerkin projection-based model reduction but…

Numerical Analysis · Mathematics 2021-03-03 Zhu Wang