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In earlier work we have studied a method for discretization in time of a parabolic problem which consists in representing the exact solution as an integral in the complex plane and then applying a quadrature formula to this integral. In…

Numerical Analysis · Mathematics 2016-02-02 William McLean , Vidar Thomée

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

We study the solution of minimax problems $\min_x \max_y G(x) + \langle K(x),y\rangle - F^*(y)$ in finite-dimensional Hilbert spaces. The functionals $G$ and $F^*$ we assume to be convex, but the operator $K$ we allow to be non-linear. We…

Optimization and Control · Mathematics 2014-07-03 Tuomo Valkonen

We establish global Gaussian estimates for the Green's matrix of divergence form, second order parabolic systems in a cylindrical domain under the assumption that weak solutions of the system vanishing on a portion of the boundary satisfy a…

Analysis of PDEs · Mathematics 2012-01-12 Sungwon Cho , Hongjie Dong , Seick Kim

We consider the Cauchy problem for a second-order nonlinear evolution equation in a Hilbert space. This equation represents the abstract generalization of the Ball integro-differential equation. The general nonlinear case with respect to…

Numerical Analysis · Mathematics 2022-09-20 Jemal Rogava , Mikheil Tsiklauri , Zurab Vashakidze

In this paper, inexact Gauss-Newton like methods for solving injective-overdetermined systems of equations are studied. We use a majorant condition, defined by a function whose derivative is not necessarily convex, to extend and improve…

Optimization and Control · Mathematics 2014-12-10 M. L. N. Goncalves

The paper is devoted to investigating a Cauchy problem for nonlinear elliptic PDEs in the abstract Hilbert space. The problem is hardly solved by computation since it is severely ill-posed in the sense of Hadamard. We shall use a modified…

Analysis of PDEs · Mathematics 2015-12-10 Nguyen Huy Tuan , Le Duc Thang , Vo Anh Khoa

This paper presents a mathematical analysis of a doubly degenerate parabolic equation and its application to the Richards equation using a bounded auxiliary variable. We establish the existence of weak solutions using semi-implicit time…

Analysis of PDEs · Mathematics 2026-04-16 Abderrahmane Benfanich , Yves Bourgault , Abdelaziz Beljadid

We construct the fundamental solution or Green function for a divergence form elliptic system in two dimensions with bounded and measurable coefficients. We consider the elliptic system in a Lipschitz domain with mixed boundary conditions.…

Analysis of PDEs · Mathematics 2014-09-25 J. L. Taylor , S. Kim , R. M. Brown

In this study, a recursive solution technique in conjunction with generalized integrating factors is presented and applied to address first and second order linear differential equations. This approach demonstrates practical utility in…

Mathematical Physics · Physics 2025-03-03 Everardo Rivera-Oliva

We propose a family of gradient reconstruction schemes based on the solution of over-determined systems by orthogonal or oblique projections. In the case of orthogonal projections, we retrieve familiar weighted least-squares gradients, but…

In this article, a posteriori error analysis is developed for mixed finite element Galerkin approximations to a second order linear hyperbolic equation. Based on mixed elliptic reconstructions and an integration tool, which is a variation…

Numerical Analysis · Mathematics 2017-01-10 Samir Karaa , Amiya K. Pani

We propose a new numerical method for the solution of the problem of the reconstruction of the initial condition of a quasilinear parabolic equation from the measurements of both Dirichlet and Neumann data on the boundary of a bounded…

Analysis of PDEs · Mathematics 2020-09-29 Thuy T. Le , Loc H. Nguyen

This article studies Gauss-Newton-type methods for over-determined systems to find solutions to bilevel programming problems. To proceed, we use the lower-level value function reformulation of bilevel programs and consider necessary…

Optimization and Control · Mathematics 2020-03-09 Joerg Fliege , Andrey Tin , Alain Zemkoho

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

Numerical Analysis · Mathematics 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

We introduce a method for finding general solutions of third-order nonlinear differential equations by extending the modified Prelle-Singer method. We describe a procedure to deduce all the integrals of motion associated with the given…

Exactly Solvable and Integrable Systems · Physics 2009-11-11 V. K. Chandrasekar , M. Senthilvelan , M. Lakshmanan

Solving complex optimization problems in engineering and the physical sciences requires repetitive computation of multi-dimensional function derivatives. Commonly, this requires computationally-demanding numerical differentiation such as…

Numerical Analysis · Mathematics 2021-05-12 Danny Smyl , Tyler N. Tallman , Dong Liu , Andreas Hauptmann

We consider a non-linear extension of Biot's model for poromechanics, wherein both the fluid flow and mechanical deformation are allowed to be non-linear. We perform an implicit discretization in time (backward Euler) and propose two…

Numerical Analysis · Mathematics 2017-02-02 Manuel Borregales , Florin A. Radu , Kundan Kumar , Jan M. Nordbotten

A second order accurate numerical scheme is proposed and implemented for the Landau-Lifshitz-Gilbert equation, which models magnetization dynamics in ferromagnetic materials, with large damping parameters. The main advantages of this method…

Computational Physics · Physics 2022-01-26 Yongyong Cai , Jingrun Chen , Cheng Wang , Changjian Xie

We study two nonlinear methods for statistical linear inverse problems when the operator is not known. The two constructions combine Galerkin regularization and wavelet thresholding. Their performances depend on the underlying structure of…

Statistics Theory · Mathematics 2008-12-18 Marc Hoffmann , Markus Reiss
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