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In this paper, we study the adaptive planewave discretization for a cluster of eigenvalues of second-order elliptic partial differential equations. We first design an a posteriori error estimator and prove both the upper and lower bounds.…

Numerical Analysis · Mathematics 2022-10-28 Xiaoying Dai , Yan Pan , Bin Yang , Aihui Zhou

In this paper, we propose and analyse a family of generalised stochastic composite mirror descent algorithms. With adaptive step sizes, the proposed algorithms converge without requiring prior knowledge of the problem. Combined with an…

Optimization and Control · Mathematics 2022-11-22 Weijia Shao , Fikret Sivrikaya , Sahin Albayrak

This paper proposes a regularized pairwise difference approach for estimating the linear component coefficient in a partially linear model, with consistency and exact rates of convergence obtained in high dimensions under mild scaling…

Statistics Theory · Mathematics 2018-01-15 Fang Han , Zhao Ren , Yuxin Zhu

We present a number of new contributions to the topic of constructing efficient higher-order splitting methods for the numerical integration of evolution equations. Particular schemes are constructed via setup and solution of polynomial…

Numerical Analysis · Mathematics 2016-04-06 Winfried Auzinger , Harald Hofstätter , David Ketcheson , Othmar Koch

We develop all of the components needed to construct an adaptive finite element code that can be used to approximate fractional partial differential equations, on non-trivial domains in $d\geq 1$ dimensions. Our main approach consists of…

Numerical Analysis · Mathematics 2018-02-14 Mark Ainsworth , Christian Glusa

In this paper, a self-adaptive contractive (SAC) algorithm is proposed for enhanced dynamic phasor estimation in the diverse operating conditions of modern power systems. At a high-level, the method is composed of three stages: parameter…

Signal Processing · Electrical Eng. & Systems 2019-05-01 Francisco Messina , Pablo Marchi , Leonardo Rey Vega , Cecilia Galarza

Adaptive atomistic/continuum (a/c) coupling method is an important method for the simulation of material and atomistic systems with defects to achieve the balance of accuracy and efficiency. Residual based a posteriori error estimator is…

Numerical Analysis · Mathematics 2022-11-28 Yangshuai Wang , Hao Wang

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

Optimization and Control · Mathematics 2022-11-01 A. A. Titov , S. S. Ablaev , M. S. Alkousa , F. S. Stonyakin , A. V. Gasnikov

We analyze the convergence of piecewise collocation methods for computing periodic solutions of general retarded functional differential equations under the abstract framework recently developed in [S. Maset, Numer. Math. (2016)…

Numerical Analysis · Mathematics 2020-12-02 Alessia Andò , Dimitri Breda

In this paper, we study adaptive finite element approximations in a perturbation framework, which makes use of the existing adaptive finite element analysis of a linear symmetric elliptic problem. We prove the convergence and complexity of…

Numerical Analysis · Mathematics 2010-02-05 Lianhua He , Aihui Zhou

We present a method to solve two-stage stochastic problems with fixed recourse when the uncertainty space can have either discrete or continuous distributions. Given a partition of the uncertainty space, the method is addressed to solve a…

Optimization and Control · Mathematics 2021-05-11 Cristian Ramirez-Pico , Eduardo Moreno

Tuning the step size of stochastic gradient descent is tedious and error prone. This has motivated the development of methods that automatically adapt the step size using readily available information. In this paper, we consider the family…

Machine Learning · Computer Science 2024-11-13 Robert M. Gower , Mathieu Blondel , Nidham Gazagnadou , Fabian Pedregosa

We consider structure-preserving methods for conservative systems, which rigorously replicate the conservation property yielding better numerical solutions. There, corresponding to the skew-symmetry of the differential operator, that of…

Numerical Analysis · Mathematics 2016-07-19 Daisuke Furihata , Shun Sato , Takayasu Matsuo

Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…

Machine Learning · Computer Science 2025-11-18 Sooyong Jang , Insup Lee

We consider an adaptive algorithm for finite element methods for the isogeometric analysis (IGAFEM) of elliptic (possibly non-symmetric) second-order partial differential equations. We employ analysis-suitable T-splines of arbitrary odd…

Numerical Analysis · Mathematics 2020-09-07 Gregor Gantner , Dirk Praetorius

In this work, we introduce a novel class of adaptive Monte Carlo methods, called adaptive independent sticky MCMC algorithms, for efficient sampling from a generic target probability density function (pdf). The new class of algorithms…

Computation · Statistics 2025-04-09 L. Martino , R. Casarin , F. Leisen , D. Luengo

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

This article is concerned with the numerical solution of convex variational problems. More precisely, we develop an iterative minimisation technique which allows for the successive enrichment of an underlying discrete approximation space in…

Numerical Analysis · Mathematics 2015-07-07 Paul Houston , Thomas P. Wihler

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…

Probability · Mathematics 2015-11-19 Enkelejd Hashorva , Mikhail Lifshits , Oleg Seleznjev

Ordinary Differential Equations are generally too complex to be solved analytically. Approximations thereof can be obtained by general purpose numerical methods. However, even though accurate schemes have been developed, they remain…

Numerical Analysis · Mathematics 2023-04-19 Maxime Bouchereau , Philippe Chartier , Mohammed Lemou , Florian Méhats