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We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…

Numerical Analysis · Mathematics 2015-03-19 Traian iliescu , Zhu Wang

Model-free reinforcement learning attempts to find an optimal control action for an unknown dynamical system by directly searching over the parameter space of controllers. The convergence behavior and statistical properties of these…

Optimization and Control · Mathematics 2021-03-17 Hesameddin Mohammadi , Armin Zare , Mahdi Soltanolkotabi , Mihailo R. Jovanović

Variational level set method has become a powerful tool in image segmentation due to its ability to handle complex topological changes and maintain continuity and smoothness in the process of evolution. However its evolution process can be…

Computer Vision and Pattern Recognition · Computer Science 2024-06-27 Fanghui Song , Jiebao Sun , Shengzhu Shi , Zhichang Guo , Dazhi Zhang

One-step generative modeling has emerged as a leading approach to amortize the inference cost of diffusion and flow-matching models. Among distillation-free methods, MeanFlow training is notoriously unstable, with non-decreasing loss and…

Machine Learning · Computer Science 2026-05-12 Juanwu Lu , Ziran Wang

The state-of-the art proof of a global inf-sup condition on mixed finite element schemes does not allow for an analysis of truly indefinite, second-order linear elliptic PDEs. This paper, therefore, first analyses a nonconforming finite…

Numerical Analysis · Mathematics 2014-01-21 Carsten Carstensen , Asha K. Dond , Neela Nataraj , Amiya K. Pani

We consider a stochastic control problem for a class of nonlinear kernels. More precisely, our problem of interest consists in the optimisation, over a set of possibly non-dominated probability measures, of solutions of backward stochastic…

Probability · Mathematics 2017-07-28 Dylan Possamaï , Xiaolu Tan , Chao Zhou

This paper aims to study the convergence of adaptive finite element method for control constrained elliptic optimal control problems under $L^2$-norm. We prove the contraction property and quasi-optimal complexity for the $L^2$-norm errors…

Numerical Analysis · Mathematics 2016-11-16 Wei Gong , Ningning Yan , Zhaojie Zhou

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

Dynamic discrete choice models often discretize the state vector and restrict its dimension in order to achieve valid inference. I propose a novel two-stage estimator for the set-identified structural parameter that incorporates a…

Econometrics · Economics 2018-11-07 Vira Semenova

We design a two-scale finite element method (FEM) for linear elliptic PDEs in non-divergence form $A(x) : D^2 u(x) = f(x)$ in a bounded but not necessarily convex domain $\Omega$ and study it in the max norm. The fine scale is given by the…

Numerical Analysis · Mathematics 2017-08-03 Ricardo H. Nochetto , Wujun Zhang

We present an energy-preserving mechanic formulation for dynamic quasi-brittle fracture in an Eulerian-Lagrangian formulation, where a second-order phase-field equation controls the damage evolution. The numerical formulation adapts in…

Mathematical Physics · Physics 2022-02-23 Nicolas A. Labanda , Luis Espath , Victor Manuel Calo

The $p$-step backwards difference formula (BDF) for solving the system of ODEs can result in a kind of all-at-once linear systems, which are solved via the parallel-in-time preconditioned Krylov subspace solvers (see McDonald, Pestana, and…

Numerical Analysis · Mathematics 2021-09-14 Xian-Ming Gu , Yong-Liang Zhao , Xi-Le Zhao , Bruno Carpentieri , Yu-Yun Huang

We study the discrete-time approximation for solutions of quadratic forward back- ward stochastic differential equations (FBSDEs) driven by a Brownian motion and a jump process which could be dependent. Assuming that the generator has a…

Optimization and Control · Mathematics 2012-11-28 Idris Kharroubi , Thomas Lim

A power system unit commitment (UC) problem considering uncertainties of renewable energy sources is investigated in this paper, through a distributionally robust optimization approach. We assume that the first and second order moments of…

Optimization and Control · Mathematics 2020-11-17 Xiaodong Zheng , Haoyong Chen , Yan Xu , Zhengmao Li , Zhenjia Lin , Zipeng Liang

This paper is concerned with the optimal error estimates and energy conservation properties of the alternating direction implicit finite-difference time-domain (ADI-FDTD) method which is a popular scheme for solving the 3D Maxwell…

Numerical Analysis · Mathematics 2011-06-02 Liping Gao , Bo Zhang

In this series of works, we develop a discrete-velocity-direction model (DVDM) with collisions of BGK-type for simulating gas flows, where the molecular motion is confined to some prescribed directions but the speed is still a continuous…

Computational Physics · Physics 2023-01-18 Yihong Chen , Qian Huang , Wen-An Yong

In this paper we present the theoretical framework needed to justify the use of a kernel-based collocation method (meshfree approximation method) to estimate the solution of high-dimensional stochastic partial differential equations…

Numerical Analysis · Mathematics 2012-09-11 Igor Cialenco , Gregory E. Fasshauer , Qi Ye

Both the porous medium equation and the system of isentropic Euler equations can be considered as steepest descents on suitable manifolds of probability measures in the framework of optimal transport theory. By discretizing these…

Numerical Analysis · Mathematics 2015-03-13 Michael Westdickenberg , Jon Wilkening

This paper establishes the convergence of a time-steeping scheme for time fractional diffusion problems with nonsmooth data. We first analyze the regularity of the model problem with nonsmooth data, and then prove that the time-steeping…

Numerical Analysis · Mathematics 2018-04-30 Binjie Li , Hao Luo , Xiaoping Xie

We study a discrete-time approximation for solutions of systems of decoupled forward-backward doubly stochastic differential equations (FBDSDEs). Assuming that the coefficients are Lipschitz-continuous, we prove the convergence of the…

Probability · Mathematics 2009-07-14 Auguste Aman
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