Related papers: Convergence analysis of two-level methods with gen…
Two methods of level set type are proposed for solving the Cauchy problem for an elliptic equation. Convergence and stability results for both methods are proven, characterizing the iterative methods as regularization methods for this…
We define and solve classes of sparse matrix problems that arise in multilevel modeling and data analysis. The classes are indexed by the number of nested units, with two-level problems corresponding to the common situation in which data on…
In this paper, we study a class of bilevel programming problem where the inner objective function is strongly convex. More specifically, under some mile assumptions on the partial derivatives of both inner and outer objective functions, we…
Two-grid theory plays a fundamental role in the design and analysis of multigrid methods. This paper is devoted to a new convergence analysis of two-grid methods for singular and symmetric positive semidefinite systems. Specifically, we…
This paper analyzes an abstract two-level algorithm for hybridizable discontinuous Galerkin (HDG) methods in a unified fashion. We use an extended version of the Xu-Zikatanov (X-Z) identity to derive a sharp estimate of the convergence rate…
This paper presents a parallel-in-time multilevel iterative method for solving differential algebraic equation, arising from a discretization of linear time-dependent partial differential equation. The core of the method is the multilevel…
This paper is concerned with developing accurate and efficient numerical methods for fully nonlinear second order elliptic and parabolic partial differential equations (PDEs) in multiple spatial dimensions. It presents a general framework…
Two-level stochastic optimization formulations have become instrumental in a number of machine learning contexts such as continual learning, neural architecture search, adversarial learning, and hyperparameter tuning. Practical stochastic…
Numerical solution of nonlocal constrained value problems with integrable kernels are considered. These nonlocal problems arise in nonlocal mechanics and nonlocal diffusion. The structure of the true solution to the problem is analyzed…
This paper investigates iterative methods for solving bi-level optimization problems where both inner and outer functions have a composite structure. We establish novel theoretical results, including the first analysis that provides…
In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…
We propose an efficient semi-Lagrangian method for solving the two-dimensional incompressible Euler equations with high precision on a coarse grid. The new approach evolves the flow map using the gradient-augmented level set method (GALSM).…
In the present work, a multi-scale framework for neural network enhanced methods is proposed for approximation of function and solution of partial differential equations (PDEs). By introducing the multi-scale concept, the total solution of…
A novel multi-level method for partial differential equations with uncertain parameters is proposed. The principle behind the method is that the error between grid levels in multi-level methods has a spatial structure that is by good…
We study the convergence of iterative linear solvers for discontinuous Galerkin discretizations of systems of hyperbolic conservation laws with polygonal mesh elements compared with that of traditional triangular elements. We solve the…
We present a multilevel Monte Carlo simulation method for analysing multi-scale physical systems via a hierarchy of coarse-grained representations, to obtain numerically-exact results, at the most detailed level. We apply the method to a…
The analysis of second-order optimization methods based either on sub-sampling, randomization or sketching has two serious shortcomings compared to the conventional Newton method. The first shortcoming is that the analysis of the iterates…
This paper analyzes the convergence rate of a deep Galerkin method for the weak solution (DGMW) of second-order elliptic partial differential equations on $\mathbb{R}^d$ with Dirichlet, Neumann, and Robin boundary conditions, respectively.…
In this paper we present a convergence rate analysis of inexact variants of several randomized iterative methods. Among the methods studied are: stochastic gradient descent, stochastic Newton, stochastic proximal point and stochastic…
A conforming discontinuous Galerkin finite element method is introduced for solving the biharmonic equation. This method, by its name, uses discontinuous approximations and keeps simple formulation of the conforming finite element method at…