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We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretisation errors…

Numerical Analysis · Mathematics 2015-04-28 Benjamin Kehlet , Anders Logg

Finding accurate solutions to partial differential equations (PDEs) is a crucial task in all scientific and engineering disciplines. It has recently been shown that machine learning methods can improve the solution accuracy by correcting…

Computational Physics · Physics 2021-01-06 Kiwon Um , Robert Brand , Yun , Fei , Philipp Holl , Nils Thuerey

Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…

Two-step predictor/corrector methods are provided to solve three classes of problems that present themselves as systems of ordinary differential equations (ODEs). In the first class, velocities are given from which displacements are to be…

Numerical Analysis · Computer Science 2017-07-10 Alan D. Freed

This paper deals with the numerical approximation of semilinear parabolic stochastic partial differential equation (SPDE) driven simultaneously by Gaussian noise and Poisson random measure, more realistic in modeling real world phenomena.…

Numerical Analysis · Mathematics 2020-11-19 Jean Daniel Mukam , Antoine Tambue

We address a physics-informed neural network based on the concept of random projections for the numerical solution of IVPs of nonlinear ODEs in linear-implicit form and index-1 DAEs, which may also arise from the spatial discretization of…

Numerical Analysis · Mathematics 2024-11-05 Gianluca Fabiani , Evangelos Galaris , Lucia Russo , Constantinos Siettos

The E(xplicit)I(implicit)N(null) method was developed recently to remove numerical instability from PDEs, adding and subtracting an operator $\mathcal{D}$ of arbitrary structure, treating the operator implicitly in one case, and explicitly…

Numerical Analysis · Mathematics 2022-10-19 Laurent Duchemin , Jens Eggers

On computers, discrete problems are solved instead of continuous ones. One must be sure that the solutions of the former problems, obtained in real time (i.e., when the stepsize h is not infinitesimal) are good approximations of the…

Numerical Analysis · Mathematics 2010-12-07 Luigi Brugnano , Felice Iavernaro , Donato Trigiante

We study a numerical approximation for a nonlinear variable-order fractional differential equation via an integral equation method. Due to the lack of the monotonicity of the discretization coefficients of the variable-order fractional…

Numerical Analysis · Mathematics 2021-10-12 Xiangcheng Zheng

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates…

Numerical Analysis · Mathematics 2026-02-13 Erik Weyl , Andreas Bartel , Manuel Schaller

For the pure biharmonic equation and a biharmonic singular perturbation problem, a residual-based error estimator is introduced which applies to many existing nonconforming finite elements. The error estimator involves the local…

Numerical Analysis · Mathematics 2024-10-18 Dietmar Gallistl , Shudan Tian

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

In this work we consider the regularization of a supervised learning problem by partial differential equations (PDEs) and derive error bounds for the obtained approximation in terms of a PDE error term and a data error term. Assuming that…

Numerical Analysis · Mathematics 2020-03-17 Carsten Gräser , Prem Anand Alathur Srinivasan

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

Numerical Analysis · Mathematics 2022-02-21 Alex Bespalov , David J. Silvester

A numerical method for solving elliptic PDEs with variable coefficients on two-dimensional domains is presented. The method is based on high-order composite spectral approximations and is designed for problems with smooth solutions. The…

Numerical Analysis · Mathematics 2013-07-11 A. Gillman , P. G. Martinsson

This paper considers the finite element solution of the boundary value problem of Poisson's equation and proposes a guaranteed em a posteriori local error estimation based on the hypercircle method. Compared to the existing literature on…

Numerical Analysis · Mathematics 2021-12-17 Taiga Nakano , Xuefeng Liu

We develop and analyze a posteriori error estimators for a proper orthogonal decomposition-discrete empirical interpolation method (Pod-Deim) reduced order model applied to a parametric Poisson equation posed on a parameter-dependent domain…

Numerical Analysis · Mathematics 2026-04-24 Efthymios N. Karatzas

A general adaptive refinement strategy for solving linear elliptic partial differential equation with random data is proposed and analysed herein. The adaptive strategy extends the a posteriori error estimation framework introduced by…

Numerical Analysis · Mathematics 2022-08-23 Alex Bespalov , David Silvester , Feng Xu

The issue of single-grid discretization error estimator, operating in the postprocessor mode, is addressed in the paper. An ensemble of numerical solutions, obtained using solvers of different accuracy, is shown to provide an upper estimate…

Computational Physics · Physics 2018-05-11 A. K. Alekseev , A. E. Bondarev , I. M. Navon