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In this paper, we analyze the convergence of several discretize-then-optimize algorithms, based on either a second-order or a fourth-order finite difference discretization, for solving elliptic PDE-constrained optimization or optimal…

Numerical Analysis · Mathematics 2018-08-14 Jun Liu , Zhu Wang

On the example of the Poynting-Thomson-Zener rheological model for solids, which exhibits both dissipation and wave propagation - with nonlinear dispersion relation -, we introduce and investigate a finite difference numerical scheme. Our…

Classical Physics · Physics 2020-02-19 Tamás Fülöp , Róbert Kovács , Mátyás Szücs , Mohammad Fawaier

We study the posterior distribution of the Bayesian multiple change-point regression problem when the number and the locations of the change-points are unknown. While it is relatively easy to apply the general theory to obtain the…

Statistics Theory · Mathematics 2008-08-21 Heng Lian

This work presents a Finite Element Model Updating inverse methodology for reconstructing heterogeneous material distributions based on an efficient isogeometric shell formulation. It uses nonlinear hyperelastic material models suitable for…

Computational Engineering, Finance, and Science · Computer Science 2022-01-21 Bartosz Borzeszkowski , Izabela Lubowiecka , Roger A. Sauer

Applying an original megaideal-based version of the algebraic method, we compute the point-symmetry pseudogroup of the dispersionless (potential symmetric) Nizhnik equation. This is the first example of this kind in the literature, where…

Exactly Solvable and Integrable Systems · Physics 2024-02-27 Vyacheslav M. Boyko , Roman O. Popovych , Oleksandra O. Vinnichenko

In statistical mechanics, evaluating finite-size macroscopic fluctuations typically relies on Edgeworth expansions. However, these perturbative methods append additive polynomial corrections that inevitably break down in the large deviation…

Information Theory · Computer Science 2026-04-15 Hiroki Suyari

We introduce a novel discretization technique for both elliptic and parabolic fractional diffusion problems based on double exponential quadrature formulas and the Riesz-Dunford functional calculus. Compared to related schemes, the new…

Numerical Analysis · Mathematics 2020-12-11 Alexander Rieder

We introduce a family of hybrid discretisations for the numerical approximation of optimal control problems governed by the equations of immiscible displacement in porous media. The proposed schemes are based on mixed and discontinuous…

Numerical Analysis · Mathematics 2019-05-02 S. Kumar , R. Ruiz Baier , R. Sandilya

Based on the weighted and shifted Gr\"{u}nwald difference (WSGD) operators [24], we further construct the compact finite difference discretizations for the fractional operators. Then the discretization schemes are used to approximate the…

Numerical Analysis · Mathematics 2014-01-30 Han Zhou , WenYi Tian , Weihua Deng

We consider the energy norm arising from elliptic problems with discontinuous piecewise constant diffusion. We prove that under the quasi-monotonicity property on the diffusion coefficient, the best approximation error with continuous…

Numerical Analysis · Mathematics 2021-05-18 Francesca Tantardini , Rüdiger Verfürth

In distributed optimization and distributed numerical linear algebra, we often encounter an inversion bias: if we want to compute a quantity that depends on the inverse of a sum of distributed matrices, then the sum of the inverses does not…

Machine Learning · Computer Science 2019-05-29 Michał Dereziński , Michael W. Mahoney

The nonlocal Allen-Cahn (NAC) equation is a generalization of the classic Allen-Cahn equation by replacing the Laplacian with a parameterized nonlocal diffusion operator, and satisfies the maximum principle as its local counterpart. In this…

Numerical Analysis · Mathematics 2019-02-14 Qiang Du , Lili Ju , Xiao Li , Zhonghua Qiao

We introduce a randomized iterative fragmentation procedure for finite metric spaces, which is guaranteed to result in a polynomially large subset that is $D$-equivalent to an ultrametric, where $D\in (2,\infty)$ is a prescribed target…

Metric Geometry · Mathematics 2010-03-23 Assaf Naor , Terence Tao

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

Numerical Analysis · Mathematics 2014-01-21 Carsten Carstensen , Asha K. Dond , Neela Nataraj , Amiya K. Pani

This paper introduces discrete-holomorphic Perfectly Matched Layers (PMLs) specifically designed for high-order finite difference (FD) discretizations of the scalar wave equation. In contrast to standard PDE-based PMLs, the proposed method…

Numerical Analysis · Mathematics 2024-05-30 Vicente A. Hojas , Carlos Pérez-Arancibia , Manuel A. Sánchez

In this paper, we obtain the global well-posedness and scattering for the radial solution to the defocusing conformal invariant nonlinear wave equation with initial data in the critical Besov space…

Analysis of PDEs · Mathematics 2020-03-25 Changxing Miao , Jianwei Yang , Tengfei Zhao

The most common way to sample from a probability distribution is to use Monte-Carlo methods. For distributions on a continuous state space, one can find diffusions with the target distribution as equilibrium measure, so that the state of…

Probability · Mathematics 2015-10-28 Chii-Ruey Hwang , Raoul Normand , Sheng-Jhih Wu

Distributed optimization utilizes local computation and communication to realize a global aim of optimizing the sum of local objective functions. This article addresses a class of constrained distributed nonconvex optimization problems…

Optimization and Control · Mathematics 2024-05-07 Zhiyu He , Jianping He , Cailian Chen , Xinping Guan

A local convergence rate is established for an orthogonal collocation method based on Gauss quadrature applied to an unconstrained optimal control problem. If the continuous problem has a sufficiently smooth solution and the Hamiltonian…

Optimization and Control · Mathematics 2016-07-12 William W. Hager , Hongyan Hou , Anil V. Rao

We propose a novel non-compact, positivity-preserving scheme for linear non-divergence form parabolic equations. Based on the Feynman-Kac formula, the solution is expressed as a conditional expectation of an associated diffusion process.…

Numerical Analysis · Mathematics 2026-01-19 Haoran Xu , Jie Ren , Xingye Yue
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