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In this paper, we provide a novel Model-free approach based on Deep Neural Network (DNN) to accomplish point prediction and prediction interval under a general regression setting. Usually, people rely on parametric or non-parametric models…

Machine Learning · Statistics 2024-09-13 Kejin Wu , Dimitris N. Politis

We present a preconditioning method for the multi-dimensional Helmholtz equation with smoothly varying coefficient. The method is based on a frame of functions, that approximately separates components associated with different singular…

Numerical Analysis · Mathematics 2010-10-25 Christiaan C. Stolk

We consider the Dirichlet-Neumann iteration for partitioned simulation of thermal fluid-structure interaction, also called conjugate heat transfer. We analyze its convergence rate for two coupled fully discretized 1D linear heat equations…

Numerical Analysis · Mathematics 2017-05-16 Azahar Monge , Philipp Birken

Initial-boundary value problems for 1-dimensional `completely integrable' equations can be solved via an extension of the inverse scattering method, which is due to Fokas and his collaborators. A crucial feature of this method is that it…

Analysis of PDEs · Mathematics 2016-09-07 Dimitra C. Antonopoulou , Spyridon Kamvissis

We present a derivative-based algorithm for nonlinearly constrained optimization problems that is tolerant of inaccuracies in the data. The algorithm solves a semi-smooth set of nonlinear equations that are equivalent to the first-order…

Optimization and Control · Mathematics 2017-09-21 Jason E. Hicken , Pengfei Meng , Alp Dener

We prove the existence of a unique viscosity solution to certain systems of fully nonlinear parabolic partial differential equations with interconnected obstacles in the setting of Neumann boundary conditions. The method of proof builds on…

Analysis of PDEs · Mathematics 2022-05-24 Niklas L. P. Lundström , Marcus Olofsson

Quasi-Newton methods refer to a class of algorithms at the interface between first and second order methods. They aim to progress as substantially as second order methods per iteration, while maintaining the computational complexity of…

Optimization and Control · Mathematics 2024-05-14 Shida Wang , Jalal Fadili , Peter Ochs

The aim of this paper is to study the Dirichlet-to-Neumann operators in the context of Dirichlet forms and especially to figure out their probabilistic counterparts. Regarding irreducible Dirichlet forms, we will show that the…

Probability · Mathematics 2022-02-23 Liping Li

As second-order methods, Gauss--Newton-type methods can be more effective than first-order methods for the solution of nonsmooth optimization problems with expensive-to-evaluate smooth components. Such methods, however, often do not…

Optimization and Control · Mathematics 2020-09-01 Jyrki Jauhiainen , Petri Kuusela , Aku Seppänen , Tuomo Valkonen

A nonlinear operator equation $F(x)=0$, $F:H\to H,$ in a Hilbert space is considered. Continuous Newton's-type procedures based on a construction of a dynamical system with the trajectory starting at some initial point $x_0$ and becoming…

Numerical Analysis · Mathematics 2025-10-20 A. G. Ramm , A. B. Smirnova , A. Favini

We prove that there exists a diffusion process whose invariant measure is the three dimensional polymer measure $\nu_\lambda$ for all $\lambda>0$. We follow in part a previous incomplete unpublished work of the first named author with M.…

Probability · Mathematics 2025-07-25 Sergio Albeverio , Seiichiro Kusuoka , Song Liang , Makoto Nakashima

This paper is concerned with reconstruction issue of inverse obstacle problems governed by partial differential equations and consists of two parts. (i) The first part considers the foundation of the probe and enclosure methods for an…

Analysis of PDEs · Mathematics 2022-07-11 Masaru Ikehata

We consider implementational aspects of the mixed finite element method for a special class of nonlinear problems. We establish the equivalence of the hybridized formulation of the mixed finite element method to a nonconforming finite…

Numerical Analysis · Mathematics 2016-10-19 Peter Knabner , Gerhard Summ

In this paper, a backward Euler method combined with finite element discretization in spatial direction is discussed for the equations of motion arising in the $2D$ Oldroyd model of viscoelastic fluids of order one with the forcing term…

Numerical Analysis · Mathematics 2026-04-16 Bikram Bir , Deepjyoti Goswami , Amiya K. Pani

Quasi-Newton methods form an important class of methods for solving nonlinear optimization problems. In such methods, first order information is used to approximate the second derivative. The aim is to mimic the fast convergence that can be…

Optimization and Control · Mathematics 2025-02-20 Aban Ansari-Önnestam , Anders Forsgren

This paper is concerned with the asymptotic behavior of the solution to the Euler equations with time-depending damping on quadrant $(x,t)\in \mathbb{R}^+\times\mathbb{R}^+$, \begin{equation}\notag \partial_t v - \partial_x u=0, \qquad…

Analysis of PDEs · Mathematics 2017-08-31 Haibo Cui , Haiyan Yin , Changjiang Zhu , Limei Zhu

In this paper, we present a data-driven approach to iteratively solve the discrete heterogeneous Helmholtz equation at high wavenumbers. In our approach, we combine classical iterative solvers with convolutional neural networks (CNNs) to…

Numerical Analysis · Mathematics 2022-03-22 Yael Azulay , Eran Treister

We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of…

Optimization and Control · Mathematics 2021-07-21 Hao Hu , Haesol Im , Xinxin Li , Henry Wolkowicz

Non-overlapping domain decomposition methods are natural for solving interface problems arising from various disciplines, however, the numerical simulation requires technical analysis and is often available only with the use of high-quality…

Numerical Analysis · Mathematics 2023-05-18 Qi Sun , Xuejun Xu , Haotian Yi

We study the local convergence of classical quasi-Newton methods for nonlinear optimization. Although it was well established a long time ago that asymptotically these methods converge superlinearly, the corresponding rates of convergence…

Optimization and Control · Mathematics 2021-06-02 Anton Rodomanov , Yurii Nesterov
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