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In \cite{cheung2019optimally}, the authors presented two finite element methods for approximating second order boundary value problems on polytopial meshes with optimal accuracy without having to utilize curvilinear mappings. This was done…

Numerical Analysis · Mathematics 2023-01-11 James Cheung

This paper is devoted to the analysis of a finite horizon discrete-time stochastic optimal control problem, in presence of constraints. We study the regularity of the value function which comes from the dynamic programming algorithm. We…

Optimization and Control · Mathematics 2007-05-23 M. Papi , S. Sbaraglia

In this paper, an abstract framework for the error analysis of discontinuous finite element method is developed for the distributed and Neumann boundary control problems governed by the stationary Stokes equation with control constraints.…

Numerical Analysis · Mathematics 2021-11-01 Asha K Dond , Thirupathi Gudi , Ramesh Ch. Sau

We consider a sequence of Dirichlet problems in varying domains (or, more generally, of relaxed Dirichlet problems involving measures in M_0) for second order linear elliptic operators in divergence form with varying matrices of…

Analysis of PDEs · Mathematics 2007-05-23 Gianni Dal Maso , Francois Murat

We give an analytic proof of the solution of Dirichlet Problem for continous functions satisfying a nonlinear mean value problem related to the p-laplace operator and certain stochastic games.

Analysis of PDEs · Mathematics 2014-11-18 Ángel Arroyo , José G. Llorente

This paper concerns the study of the generalized Bolza problem governed by differential inclusions satisfying the so-called "relaxed one-sided Lipschitzian" (ROSL) condition with respect to the state variables subject to various types of…

Optimization and Control · Mathematics 2015-06-02 B. S. Mordukhovich , Yuan Tian

In this paper, we study a priori error estimates for the finite element approximation of the nonlinear Schr\"{o}dinger-Poisson model. The electron density is defined by an infinite series over all eigenvalues of the Hamiltonian operator. To…

Numerical Analysis · Mathematics 2023-07-20 Tao Cui , Wenhao Lu , Naiyan Pan , Weiying Zheng

Walley's Imprecise Dirichlet Model (IDM) for categorical i.i.d. data extends the classical Dirichlet model to a set of priors. It overcomes several fundamental problems which other approaches to uncertainty suffer from. Yet, to be useful in…

Statistics Theory · Mathematics 2009-12-30 Marcus Hutter

We study the problem of global optimization, where we analyze the performance of the Piyavskii--Shubert algorithm and its variants. For any given time duration $T$, instead of the extensively studied simple regret (which is the difference…

Machine Learning · Computer Science 2023-12-29 Kaan Gokcesu , Hakan Gokcesu

The purpose of this work is the study of solution techniques for problems involving fractional powers of symmetric coercive elliptic operators in a bounded domain with Dirichlet boundary conditions. These operators can be realized as the…

Numerical Analysis · Mathematics 2013-02-05 Ricardo H. Nochetto , Enrique Otarola , Abner J. Salgado

We study weak quasi-plurisubharmonic solutions to the Dirichlet problem for the complex Monge-Am\`ere equation on a general Hermitian manifold with non-empty boundary. We prove optimal subsolution theorems: for bounded and H\"older…

Differential Geometry · Mathematics 2022-09-26 Slawomir Kolodziej , Ngoc Cuong Nguyen

In this paper, we examine a finite element approximation of the steady $p(\cdot)$-Navier-Stokes equations ($p(\cdot)$ is variable dependent) and prove orders of convergence by assuming natural fractional regularity assumptions on the…

Numerical Analysis · Mathematics 2024-11-15 Luigi C. Berselli , Alex Kaltenbach

We derive sharp bounds for the accuracy of approximate eigenvectors (Ritz vectors) obtained by the Rayleigh-Ritz process for symmetric eigenvalue problems. Using information that is available or easy to estimate, our bounds improve the…

Numerical Analysis · Mathematics 2020-01-01 Yuji Nakatsukasa

In the framework of risk management, for the study of the sensitivity of pricing and hedging in stochastic financial models to changes of parameters and to perturbations of the stock prices, we propose an error calculus which is an…

Probability · Mathematics 2008-12-02 Nicolas Bouleau

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

We investigate the convergence of the Crouzeix-Raviart finite element method for variational problems with non-autonomous integrands that exhibit non-standard growth conditions. While conforming schemes fail due to the Lavrentiev gap…

Numerical Analysis · Mathematics 2021-06-15 Anna Kh. Balci , Christoph Ortner , Johannes Storn

We present quantitative results for the homogenization of uniformly convex integral functionals with random coefficients under independence assumptions. The main result is an error estimate for the Dirichlet problem which is algebraic (but…

Analysis of PDEs · Mathematics 2015-01-28 Scott N. Armstrong , Charles K. Smart

In this paper we prove the $L^{p}-L^{\acute{p}}$ estimate for the Schr\"{o}dinger equation on the half-line and with homogeneous Dirichlet boundary condition at the origin.

Mathematical Physics · Physics 2007-05-23 Ricardo Weder

In this paper, we study the Dirichlet problem for Monge-Amp\`ere type equations for $p$-plurisubharmonic functions on Riemannian manifolds. The $a$ $priori$ estimates up to the second order derivatives of solutions are established. The…

Analysis of PDEs · Mathematics 2024-05-28 Weisong Dong , Jinling Niu , Nadilamu Nizhamuding

This article on nonconforming schemes for $m$ harmonic problems simultaneously treats the Crouzeix-Raviart ($m=1$) and the Morley finite elements ($m=2$) for the original and for modified right-hand side $F$ in the dual space…

Numerical Analysis · Mathematics 2021-02-17 Carsten Carstensen , Neela Nataraj