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We propose an a posteriori error estimator for high-order $p$- or $hp$-finite element discretizations of selfadjoint linear elliptic eigenvalue problems that is appropriate for estimating the error in the approximation of an eigenvalue…

Numerical Analysis · Mathematics 2020-09-16 Stefano Giani , Luka Grubisic , Harri Hakula , Jeffrey Ovall

We derive a computable a posteriori error estimator for the $\alpha$-harmonic extension problem, which localizes the fractional powers of elliptic operators supplemented with Dirichlet boundary conditions. Our a posteriori error estimator…

Numerical Analysis · Mathematics 2015-05-20 Long Chen , Ricardo H. Nochetto , Enrique Otárola , Abner J. Salgado

We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…

Computational Finance · Quantitative Finance 2022-05-23 William Lefebvre , Grégoire Loeper , Huyên Pham

In this paper, we derive a practical, general framework for creating adaptive iterative (linearization or splitting) algorithms to solve multi-physics problems. This means that, given an iterative method, we derive \textit{a posteriori}…

Numerical Analysis · Mathematics 2026-01-26 Jakob S. Stokke , Kundan Kumar , Florin A. Radu

In this paper a countable family of new compactly supported {\em non-Haar} $p$-adic wavelet bases in ${\cL}^2(\bQ_p^n)$ is constructed. We use the wavelet bases in the following applications: in the theory of $p$-adic pseudo-differential…

Mathematical Physics · Physics 2008-08-26 A. Yu. Khrennikov , V. M. Shelkovich

Haar wavelet is one of the best mathematical tools in image cryptography and analysis. Because of the specific structure, this wavelet has the ability which is combined with other mathematical tools such as chaotic maps. The rational order…

Cryptography and Security · Computer Science 2017-01-16 Sodeif Ahadpour , Yaser Sadra , Meisam Sadeghi

Wavelets are a powerful new mathematical tool which offers the possibility to treat in a natural way quantities characterized by several length scales. In this article we will show how wavelets can be used to solve partial differential…

Computational Physics · Physics 2016-09-08 Stefan Goedecker , Oleg Ivanov

We consider the approximation of singularly perturbed linear second-order boundary value problems by $hp$-finite element methods. In particular, we include the case where the associated differential operator may not be coercive. Within this…

Numerical Analysis · Mathematics 2015-04-30 Jens M. Melenk , Thomas P. Wihler

Recovery type a posteriori error estimators are popular, particularly in the engineering community, for their computationally inexpensive, easy to implement, and generally asymptotically exactness. Unlike the residual type error estimators,…

Numerical Analysis · Mathematics 2025-03-26 Ying Liu , Jingjing Xiao , Nianyu Yi , Huihui Cao

We propose a numerical algorithm for backward stochastic differential equations based on time discretization and trigonometric wavelets. This method combines the effectiveness of Fourier-based methods and the simplicity of a wavelet-based…

Numerical Analysis · Mathematics 2019-03-13 Ki Wai Chau , Cornelis W. Oosterlee

In this paper, we give a new type of a posteriori error estimators suitable for moving finite element methods under anisotropic meshes for general second-order elliptic problems. The computation of estimators is simple once corresponding…

Numerical Analysis · Mathematics 2015-03-17 Xiaobo Yin , Hehu Xie

Numerical solution of one-dimensional stochastic integral equations because of the randomness has its own problems, i.e. some of them no have analytically solution or finding their analytic solution is very difficult. This problem for…

Numerical Analysis · Mathematics 2015-05-20 M. Fallahpour , M. Khodabin , K. Maleknejad

We present a posteriori error estimates for inconsistent and non-hierarchical Galerkin methods for linear parabolic problems, allowing them to be used in conjunction with very general mesh modification for the first time. We treat schemes…

Numerical Analysis · Mathematics 2020-05-13 Andrea Cangiani , Emmanuil H. Georgoulis , Oliver J. Sutton

We study the use of inverse harmonic Rayleigh quotients with target for the stepsize selection in gradient methods for nonlinear unconstrained optimization problems. This provides not only an elegant and flexible framework to parametrize…

Numerical Analysis · Mathematics 2022-10-21 Giulia Ferrandi , Michiel E. Hochstenbach , Natasa Krejic

The spectral deferred correction method is a variant of the deferred correction method for solving ordinary differential equations. A benefit of this method is that is uses low order schemes iteratively to produce a high order…

Numerical Analysis · Mathematics 2020-07-07 Jehanzeb H. Chaudhry , J. B. Collins

A new technique of residual-type a posteriori error analysis is developed for the lowest-order Raviart-Thomas mixed finite element discretizations of convection-diffusion-reaction equations in two- or three-dimension. Both centered mixed…

Numerical Analysis · Mathematics 2015-03-26 Shaohong Du , Xiaoping Xie

An adaptive algorithm, based on residual type a posteriori indicators of errors measured in $L^{\infty}(L^2)$ and $L^2(L^2)$ norms, for a numerical scheme consisting of implicit Euler method in time and discontinuous Galerkin method in…

Numerical Analysis · Mathematics 2013-03-12 Emmanuil H. Georgoulis , Juha M. Virtanen

We introduce a new variational method for the numerical homogenization of divergence form elliptic, parabolic and hyperbolic equations with arbitrary rough ($L^\infty$) coefficients. Our method does not rely on concepts of ergodicity or…

Numerical Analysis · Mathematics 2019-02-20 Houman Owhadi , Lei Zhang , Leonid Berlyand

The solution of a partial differential equation can be obtained by computing the inverse operator map between the input and the solution space. Towards this end, we introduce a \textit{multiwavelet-based neural operator learning scheme}…

Machine Learning · Computer Science 2021-10-12 Gaurav Gupta , Xiongye Xiao , Paul Bogdan

A posteriori error estimator is derived for an elliptic interface problem in the fictitious domain formulation with distributed Lagrange multiplier considering a discontinuous Lagrange multiplier finite element space. A posteriori error…

Numerical Analysis · Mathematics 2024-07-02 Najwa Alshehri , Daniele Boffi , Lucia Gastaldi
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