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We examine an application of the kernel-based interpolation to numerical solutions for Zakai equations in nonlinear filtering, and aim to prove its rigorous convergence. To this end, we find the class of kernels and the structure of…

Numerical Analysis · Mathematics 2019-12-18 Yumiharu Nakano

Regularizing a linear ill-posed operator equation can be achieved by manipulating the spectrum of the operator's pseudo-inverse. Tikhonov regularization and spectral cutoff are well-known techniques within this category. This paper…

Numerical Analysis · Mathematics 2026-02-11 Martin Sæbye Carøe , Mirza Karamehmedović , Pierre Maréchal

The paper is concerned with functional type a posteriori estimates for the initial boundary value problem for a parabolic partial differential equation with an obstacle. We deduce a guaranteed and computable bound of the distance between…

Analysis of PDEs · Mathematics 2021-09-30 Darya E. Apushkinskaya , Sergey I. Repin

Some basic concepts are discussed to derive renormalisation factors of local lattice operators relevant to deep inelastic structure functions and to other measurable quantities. These $Z$ factors can be used to relate matrix elements…

High Energy Physics - Lattice · Physics 2007-05-23 S. Capitani , M. Göckeler , R. Horsley , H. Perlt , P. Rakow , G. Schierholz , A. Schiller

The Performance Estimation Problem (PEP) approach consists in computing worst-case performance bounds on optimization algorithms by solving an optimization problem: one maximizes an error criterion over all initial conditions allowed and…

Optimization and Control · Mathematics 2024-02-13 Anne Rubbens , Nizar Bousselmi , Sebastien Colla , Julien M. Hendrickx

We study approximation properties of multivariate periodic functions from weighted Wiener spaces by sparse grids methods constructed with the help of quasi-interpolation operators. The class of such operators includes classical…

Numerical Analysis · Mathematics 2021-11-12 Yurii Kolomoitsev , Tetiana Lomako , Segey Tikhonov

We construct a space-time parallel method for solving parabolic partial differential equations by coupling the Parareal algorithm in time with overlapping domain decomposition in space. The goal is to obtain a discretization consisting of…

Numerical Analysis · Mathematics 2022-01-17 Jehanzeb Chaudhry , Donald Estep , Simon Tavener

This paper is concerned with the recovery of (approximate) solutions to parabolic problems from incomplete and possibly inconsistent observational data, given on a time-space cylinder that is a strict subset of the computational domain…

Numerical Analysis · Mathematics 2021-07-13 Wolfgang Dahmen , Rob Stevenson , Jan Westerdiep

In this note we set up the elliptic and the parabolic Dirichlet problem for linear nonlocal operators. As opposed to the classical case of second order differential operators, here the "boundary data" are prescribed on the complement of a…

Analysis of PDEs · Mathematics 2013-11-13 Matthieu Felsinger , Moritz Kassmann , Paul Voigt

We investigate the error of periodic interpolation, when sampling a function on an arbitrary pattern on the torus. We generalize the periodic Strang-Fix conditions to an anisotropic setting and provide an upper bound for the error of…

Functional Analysis · Mathematics 2018-12-10 Ronny Bergmann , Jürgen Prestin

Some error analysis on virtual element methods including inverse inequalities, norm equivalence, and interpolation error estimates are presented for polygonal meshes which admits a virtual quasi-uniform triangulation.

Numerical Analysis · Mathematics 2017-09-08 Long Chen , Jianguo Huang

In this paper, we obtain two interpolation theorems on convex-set valued Lebesgue spaces, which generalize the Marcinkiewicz interpolation theorem and Riesz-Thorin interpolation theorem on classical Lebesgue spaces, respectively. As…

Functional Analysis · Mathematics 2024-01-02 Yuxun Zhang , Jiang Zhou

We solve an interpolation problem in $A^p_\alpha$ involving specifying a set of (possibly not distinct) $n$ points, where the $k^{\textrm{th}}$ derivative at the $k^{\textrm{th}}$ point is up to a constant as large as possible for functions…

Complex Variables · Mathematics 2018-05-18 Soumyadip Acharyya , Timothy Ferguson

The problem of solution transfer between meshes arises frequently in computational physics, e.g. in Lagrangian methods where remeshing occurs. The interpolation process must be conservative, i.e. it must conserve physical properties, such…

Numerical Analysis · Mathematics 2025-01-15 Danny Hermes , Per-Olof Persson

We analyze temporal approximation schemes based on overlapping domain decompositions. As such schemes enable computations on parallel and distributed hardware, they are commonly used when integrating large-scale parabolic systems. Our…

Numerical Analysis · Mathematics 2018-03-30 Eskil Hansen , Erik Henningsson

In this paper, we investigate the strong convergence analysis of parareal algorithms for stochastic Maxwell equations with the damping term driven by additive noise. The proposed parareal algorithms proceed as two-level temporal…

Numerical Analysis · Mathematics 2024-08-20 Liying Zhang , Qi Zhang

This work focuses on developing methods for approximating the solution operators of a class of parametric partial differential equations via neural operators. Neural operators have several challenges, including the issue of generating…

Numerical Analysis · Mathematics 2023-11-17 Prashant K. Jha

We study approximation properties of general multivariate periodic quasi-interpolation operators, which are generated by distributions/functions $\widetilde{\varphi}_j$ and trigonometric polynomials $\varphi_j$. The class of such operators…

Classical Analysis and ODEs · Mathematics 2021-07-27 Yurii Kolomoitsev , Jürgen Prestin

Singular and oscillatory functions feature in numerous applications. The high-accuracy approximation of such functions shall greatly help us develop high-order methods for solving applied mathematics problems. This paper demonstrates that…

Numerical Analysis · Mathematics 2022-05-20 Congpei An , Hao-Ning Wu

In many applications of interacting systems, we are only interested in the dynamic behavior of a subset of all possible active species. For example, this is true in combustion models (many transient chemical species are not of interest in a…

Computational Engineering, Finance, and Science · Computer Science 2019-10-21 Rebecca E Morrison
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