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The conforming finite element Galerkin method is applied to discretise in the spatial direction for a class of strongly nonlinear parabolic problems. Using elliptic projection of the associated linearised stationary problem with Gronwall…

Numerical Analysis · Mathematics 2021-08-04 Ambit Kumar Pany , Morrakot Khebchareon , Amiya K. Pani

Parametric partial differential equations (PDEs) serve as fundamental mathematical tools for modeling complex physical phenomena, yet repeated high-fidelity numerical simulations across parameter spaces remain computationally prohibitive.…

Machine Learning · Statistics 2026-04-08 Pucheng Tang , Hongqiao Wang , Wenzhou Lin , Qian Chen , Heng Yong

We introduce a novel kernel learning framework toward efficiently solving nonlinear partial differential equations (PDEs). In contrast to the state-of-the-art kernel solver that embeds differential operators within kernels, posing…

Machine Learning · Computer Science 2025-06-09 Zhitong Xu , Da Long , Yiming Xu , Guang Yang , Shandian Zhe , Houman Owhadi

Parabolic partial differential equations (PDEs) are widely used in the mathematical modeling of natural phenomena and man made complex systems. In particular, parabolic PDEs are a fundamental tool to determine fair prices of financial…

Numerical Analysis · Mathematics 2020-10-05 Martin Hutzenthaler , Arnulf Jentzen , Philippe von Wurstemberger

Solving high dimensional partial differential equations (PDEs) has historically posed a considerable challenge when utilizing conventional numerical methods, such as those involving domain meshes. Recent advancements in the field have seen…

Numerical Analysis · Mathematics 2024-02-05 Xiaokai Huo , Hailiang Liu

The solution to a multivariate linear Stochastic Differential Equation (SDE) with constant initial state is well known to be a Gaussian Markov process, but its covariance kernel involves the solution to an integral equation in the general…

Probability · Mathematics 2016-05-10 Kerry Fendick

A kernel method for estimating a probability density function (pdf) from an i.i.d. sample drawn from such density is presented. Our estimator is a linear combination of kernel functions, the coefficients of which are determined by a linear…

Statistics Theory · Mathematics 2023-04-20 Yoshihito Kazashi , Fabio Nobile

Inferring parameters of high-dimensional partial differential equations (PDEs) poses significant computational and inferential challenges, primarily due to the curse of dimensionality and the inherent limitations of traditional numerical…

Computational Engineering, Finance, and Science · Computer Science 2025-09-18 Weihao Yan , Christoph Brune , Mengwu Guo

Neural operators have emerged as a powerful tool for learning mappings between infinite-dimensional function spaces. However, their approximation properties in Sobolev norms remain poorly quantified, even though these norms control both…

Machine Learning · Computer Science 2026-05-12 Nicole Hao

Implicit Neural Representations (INRs) have emerged as a powerful tool for geometric representation, yet their suitability for physics-based simulation remains underexplored. While metrics like Hausdorff distance quantify surface…

Computational Engineering, Finance, and Science · Computer Science 2026-02-03 Samundra Karki , Adarsh Krishnamurthy , Baskar Ganapathysubramanian

We consider locally stabilized, conforming finite element schemes on completely unstructured simplicial space-time meshes for the numerical solution of parabolic initial-boundary value problems with variable, possibly discontinuous in space…

Numerical Analysis · Mathematics 2020-03-23 Ulrich Langer , Andreas Schafelner

Regularized pairwise ranking with Gaussian kernels is one of the cutting-edge learning algorithms. Despite a wide range of applications, a rigorous theoretical demonstration still lacks to support the performance of such ranking estimators.…

Machine Learning · Statistics 2023-04-07 Guanhang Lei , Lei Shi

We investigate the space of non-local Sobolev functions associated with an integral kernel. We prove an extension result, Sobolev and Poincar\'e inequalities and an isoperimetric inequality for the non-local perimeter restricted to a set.…

Functional Analysis · Mathematics 2025-04-09 Konstantinos Bessas , Giuseppe Cosma Brusca

We study the estimation, in Lp-norm, of density functions defined on [0,1]^d. We construct a new family of kernel density estimators that do not suffer from the so-called boundary bias problem and we propose a data-driven procedure based on…

Statistics Theory · Mathematics 2018-10-29 Karine Bertin , Salima El Kolei , Nicolas Klutchnikoff

We introduce a vector differential operator $\mathbf{P}$ and a vector boundary operator $\mathbf{B}$ to derive a reproducing kernel along with its associated Hilbert space which is shown to be embedded in a classical Sobolev space. This…

Numerical Analysis · Mathematics 2011-09-28 Gregory E. Fasshauer , Qi Ye

Methods for solving scientific computing and inference problems, such as kernel- and neural network-based approaches for partial differential equations (PDEs), inverse problems, and supervised learning tasks, depend crucially on the choice…

Machine Learning · Statistics 2025-10-08 Nicholas H. Nelsen , Houman Owhadi , Andrew M. Stuart , Xianjin Yang , Zongren Zou

A kernel-based approach for the learning of the solution operator of general nonhomogeneous partial differential equations (PDEs) is proposed. The method incorporates physical priors, typically encoded through the PDE operator, into a…

Numerical Analysis · Mathematics 2026-05-12 Jianyu Hu , Juan-Pablo Ortega

The nonconforming virtual element method (NCVEM) for the approximation of the weak solution to a general linear second-order non-selfadjoint indefinite elliptic PDE in a polygonal domain is analyzed under reduced elliptic regularity. The…

Numerical Analysis · Mathematics 2022-03-15 Carsten Carstensen , Rekha Khot , Amiya K. Pani

A broad class of possibly non-unique generalized kinetic solutions to hyperbolic-parabolic PDEs is introduced. Optimal regularity estimates in time and space for such solutions to nonlocal, and spatially inhomogeneous variants of the porous…

Analysis of PDEs · Mathematics 2023-11-13 Benjamin Gess , Jonas Sauer

We study an algorithm-independent, worst-case lower bound for the Gaussian process (GP) bandit problem in the frequentist setting, where the reward function is fixed and has a bounded norm in the known reproducing kernel Hilbert space…

Machine Learning · Computer Science 2026-02-23 Shogo Iwazaki
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