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We propose a space-time scheme that combines an unfitted finite element method in space with a discontinuous Galerkin time discretisation for the accurate numerical approximation of parabolic problems with moving domains or interfaces. We…

Numerical Analysis · Mathematics 2023-01-23 Santiago Badia , Hridya Dilip , Francesc Verdugo

The degenerate parabolic Generalized Porous Medium Equation (GPME) poses numerical challenges due to self-sharpening and its sharp corner solutions. For these problems, we show results for two subclasses of the GPME with differentiable…

Numerical Analysis · Mathematics 2018-02-14 Danielle Maddix , Luiz Sampaio , Margot Gerritsen

We study the classical optimization problem $\min_{x \in \mathbb{R}^d} f(x)$ and analyze the gradient descent (GD) method in both nonconvex and convex settings. It is well-known that, under the $L$-smoothness assumption ($\|\nabla^2 f(x)\|…

Optimization and Control · Mathematics 2025-06-30 Alexander Tyurin

Nowadays, a posteriori error control methods have formed a new important part of the numerical analysis. Their purpose is to obtain computable error estimates in various norms and error indicators that show distributions of global and local…

Numerical Analysis · Mathematics 2021-11-16 Johannes Kraus , Sergey Repin

We propose a new stochastic optimization framework for empirical risk minimization problems such as those that arise in machine learning. The traditional approaches, such as (mini-batch) stochastic gradient descent (SGD), utilize an…

Machine Learning · Statistics 2020-02-04 Kenji Kawaguchi , Haihao Lu

Recently a procedure by generalized density matrix (GDM) is proposed for calculating a collective/bosonic Hamiltonian microscopically from the shell-model Hamiltonian. In this work we examine the validity of the method by comparing the GDM…

Nuclear Theory · Physics 2015-06-04 L. Y. Jia , V. G. Zelevinsky

The simulation of complex systems, such as gas transport in large pipeline networks, often involves solving PDEs posed on intricate graph structures. Such problems require considerable computational and memory resources. The Random Batch…

Numerical Analysis · Mathematics 2025-09-01 Martín Hernández

In the context of the analysis of measured data, one is often faced with the task to differentiate data numerically. Typically, this occurs when measured data are concerned or data are evaluated numerically during the evolution of partial…

Computational Physics · Physics 2007-05-23 Karsten Ahnert , Markus Abel

The generalised linear model (GLM) is a very important tool for analysing real data in biology, sociology, agriculture, engineering and many other application domain where the relationship between the response and explanatory variables may…

Methodology · Statistics 2016-07-04 Abhik Ghosh , Ayanendranath Basu

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

Numerical Analysis · Mathematics 2015-11-19 Adam M. Oberman , Ian Zwiers

Uncertainty quantification for partial differential equations is traditionally grounded in discretization theory, where solution error is controlled via mesh/grid refinement. Physics-informed neural networks fundamentally depart from this…

Machine Learning · Computer Science 2026-03-20 Amartya Mukherjee , Maxwell Fitzsimmons , David C. Del Rey Fernández , Jun Liu

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

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

The solution to partial differential equations using deep learning approaches has shown promising results for several classes of initial and boundary-value problems. However, their ability to surpass, particularly in terms of accuracy,…

Numerical Analysis · Mathematics 2023-08-23 Ziad Aldirany , Régis Cottereau , Marc Laforest , Serge Prudhomme

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple…

Statistics Theory · Mathematics 2008-12-02 Michel Broniatowski , Amor Keziou

We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…

Numerical Analysis · Mathematics 2020-03-23 Ulrich Langer , Andreas Schafelner

In this paper, we present error estimates of fully discrete Runge--Kutta discontinuous Galerkin (DG) schemes for linear time-dependent partial differential equations. The analysis applies to explicit Runge--Kutta time discretizations of any…

Numerical Analysis · Mathematics 2020-01-07 Zheng Sun , Chi-Wang Shu

In this work, the authors introduce a generalized weak Galerkin (gWG) finite element method for the time-dependent Oseen equation. The generalized weak Galerkin method is based on a new framework for approximating the gradient operator.…

Numerical Analysis · Mathematics 2022-09-14 Wenya Qi , Padmanabhan Seshaiyer , Junping Wang

We obtain non-symmetric upper and lower bounds on the rate of convergence of general monotone approximation/numerical schemes for parabolic Hamilton Jacobi Bellman Equations by introducing a new notion of consistency. We apply our general…

Analysis of PDEs · Mathematics 2009-11-11 Guy Barles , Espen R. Jakobsen

In this paper we use the GeneralizedMultiscale Finite ElementMethod (GMsFEM) framework, introduced in [20], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing…

Analysis of PDEs · Mathematics 2016-08-24 Yalchin Efendiev , Juan Galvis , Guanglian Li , Michael Presho