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Deep reinforcement learning excels in numerous large-scale practical applications. However, existing performance analyses ignores the unique characteristics of continuous-time control problems, is unable to directly estimate the…

Machine Learning · Computer Science 2024-03-08 Shuyu Yin , Qixuan Zhou , Fei Wen , Tao Luo

Nitsche's method is a popular approach to implement Dirichlet-type boundary conditions in situations where a strong imposition is either inconvenient or simply not feasible. The method is widely applied in the context of unfitted finite…

Numerical Analysis · Mathematics 2019-12-17 Frits de Prenter , Christoph Lehrenfeld , André Massing

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

The inverse Robin problem covers the determination of the Robin parameter in an elliptic partial differential equation posed on a domain $\Omega$. Given the solution of the Robin problem on a subdomain $\omega \subset \Omega$ together with…

Numerical Analysis · Mathematics 2025-09-23 Erik Burman , Marvin Knöller , Lauri Oksanen

For the principal eigenvalue with bilateral Dirichlet boundary condition, the so-called basic estimates were originally obtained by capacitary method. The Neumann case (i.e., the ergodic case) is even harder, and was deduced from the…

Probability · Mathematics 2012-06-25 Mu-Fa Chen

The paper deals with the three-dimensional Dirichlet boundary value problem (BVP) for a second order strongly elliptic self-adjoint system of partial differential equations in the divergence form with variable coefficients and develops the…

Analysis of PDEs · Mathematics 2018-07-31 O. Chkadua , S. E. Mikhailov , D. Natroshvili

This paper investigates the asymptotic behavior of a class of nonlinear variational problems with Robin-type boundary conditions on a bounded Lipschitz domain. The energy functional contains a bulk term (the $p$-norm of the gradient), a…

Analysis of PDEs · Mathematics 2025-06-10 Giuseppe Buttazzo , Roberto Ognibene

This paper considers to the problems of diffraction of electromagnetic waves on a half-plane, which has a finite inclusion in the form of a Lipschitz curve. The diffraction problem formulated as boundary value problem for Helmholtz…

Mathematical Physics · Physics 2018-03-06 E. Lipachev

The classical Dirichlet problem for a second-order strongly elliptic system with constant coefficients in a Jordan domain is considered. We show that the solution of the problem can be represented as a functional series in powers of the…

Analysis of PDEs · Mathematics 2023-07-11 Astamur Bagapsh

Regularization, whether explicit in terms of a penalty in the loss or implicit in the choice of algorithm, is a cornerstone of modern machine learning. Indeed, controlling the complexity of the model class is particularly important when…

Machine Learning · Statistics 2024-10-22 Matteo Vilucchio , Nikolaos Tsilivis , Bruno Loureiro , Julia Kempe

The purpose of this paper is to analyze and compute the early exercise boundary for a class of nonlinear Black--Scholes equations with a nonlinear volatility which can be a function of the second derivative of the option price itself. A…

Computational Finance · Quantitative Finance 2008-12-10 Daniel Sevcovic

We investigate error bounds for numerical solutions of divergence structure linear elliptic PDEs on compact manifolds without boundary. Our focus is on a class of monotone finite difference approximations, which provide a strong form of…

Numerical Analysis · Mathematics 2023-06-05 Brittany Froese Hamfeldt , Axel G. R. Turnquist

We study the convergence and error estimates of a finite volume method for the compressible Navier-Stokes-Fourier system with Dirichlet boundary conditions. Physical fluid domain is typically smooth and needs to be approximated by a…

Numerical Analysis · Mathematics 2023-08-08 Maria Lukacova-Medvidova , Bangwei She , Yuhuan Yuan

Partial differential equations (PDEs) with Dirichlet boundary conditions defined on boundaries with simple geometry have been succesfuly treated using sigmoidal multilayer perceptrons in previous works. This article deals with the case of…

Neural and Evolutionary Computing · Computer Science 2007-05-23 I. E. Lagaris , A. Likas , D. G. Papageorgiou

Here we propose a general theoretical method for analyzing the risk bound in the presence of adversaries. Specifically, we try to fit the adversarial learning problem into the minimax framework. We first show that the original adversarial…

Machine Learning · Statistics 2019-01-25 Zhuozhuo Tu , Jingwei Zhang , Dacheng Tao

A full multigrid finite element method is proposed for semilinear elliptic equations. The main idea is to transform the solution of the semilinear problem into a series of solutions of the corresponding linear boundary value problems on the…

Numerical Analysis · Mathematics 2017-03-29 Hehu Xie , Fei Xu

We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

Physics-informed neural networks (PINNs) often struggle with multi-scale PDEs featuring sharp gradients and nontrivial boundary conditions, as the physics residual and boundary enforcement compete during optimization. We present a…

Numerical Analysis · Mathematics 2025-12-01 Naseem Abbas , Vittorio Colao , Davide Macri , William Spataro

A recent trend in deep learning algorithms has been towards training large scale models, having high parameter count and trained on big dataset. However, robustness of such large scale models towards real-world settings is still a…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 Nishant Jain , Harkirat Behl , Yogesh Singh Rawat , Vibhav Vineet

In \cite{CJ1} M. Jaoua et al. studied the linear approximation of Robin problem on $\Omega$ an open bounded domain of $\R^d$, and they given some important results. In this paper, we study a nonlinear approximation of an elliptic problem…

Analysis of PDEs · Mathematics 2024-09-26 Jamel Benameur , Chokri Elhechmi
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