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We introduce a new $hp$-adaptive strategy for self-adjoint elliptic boundary value problems that does not rely on using classical a posteriori error estimators. Instead, our approach is based on a generally applicable prediction strategy…

Numerical Analysis · Mathematics 2023-11-23 Patrick Bammer , Andreas Schröder , Thomas P. Wihler

We propose a new concept named adaptive submodularity ratio to study the greedy policy for sequential decision making. While the greedy policy is known to perform well for a wide variety of adaptive stochastic optimization problems in…

Machine Learning · Computer Science 2019-04-25 Kaito Fujii , Shinsaku Sakaue

We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in…

Machine Learning · Computer Science 2023-05-16 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

We propose an efficient residual minimization technique for the nonlinear model-order reduction of parameterized hyperbolic partial differential equations. Our nonlinear approximation space is a span of snapshots evaluated on a shifted…

Numerical Analysis · Mathematics 2021-01-21 Neeraj Sarna , Sara Grundel

Many applications require efficient methods for solving continuous shortest path problems. Such paths can be viewed as characteristics of static Hamilton-Jacobi equations. Several fast numerical algorithms have been developed to solve such…

Numerical Analysis · Mathematics 2016-01-06 Zachary Clawson , Adam Chacon , Alexander Vladimirsky

Bayesian Reinforcement Learning (RL) is capable of not only incorporating domain knowledge, but also solving the exploration-exploitation dilemma in a natural way. As Bayesian RL is intractable except for special cases, previous work has…

Artificial Intelligence · Computer Science 2013-06-14 Kenji Kawaguchi , Mauricio Araya

The aim of this paper is to propose an efficient adaptive finite element method for eigenvalue problems based on the multilevel correction scheme and inverse power method. This method involves solving associated boundary value problems on…

Numerical Analysis · Mathematics 2022-02-25 Qichen Hong , Hehu Xie , Fei Xu

We generalize and analyse the method for computing lower bounds of the principal eigenvalue proposed in our previous paper (I. Sebestova, T. Vejchodsky, SIAM J. Numer. Anal. 2014). This method is suitable for symmetric elliptic eigenvalue…

Numerical Analysis · Mathematics 2016-06-07 Ivana Sebestova , Tomas Vejchodsky

We describe an end-to-end framework for learning parameters of min-cost flow multi-target tracking problem with quadratic trajectory interactions including suppression of overlapping tracks and contextual cues about cooccurrence of…

Computer Vision and Pattern Recognition · Computer Science 2016-10-14 Shaofei Wang , Charless C. Fowlkes

Greedy algorithms are widely used for problems in machine learning such as feature selection and set function optimization. Unfortunately, for large datasets, the running time of even greedy algorithms can be quite high. This is because for…

Machine Learning · Statistics 2017-03-09 Rajiv Khanna , Ethan Elenberg , Alexandros G. Dimakis , Sahand Negahban , Joydeep Ghosh

We propose a projection-based model order reduction method for the solution of parameter-dependent dynamical systems. The proposed method relies on the construction of time-dependent reduced spaces generated from evaluations of the solution…

Numerical Analysis · Mathematics 2019-09-11 Marie Billaud-Friess , Anthony Nouy

The reduced basis method is a model reduction technique yielding substantial savings of computational time when a solution to a parametrized equation has to be computed for many values of the parameter. Certification of the approximation is…

Numerical Analysis · Mathematics 2014-05-16 Fabien Casenave , Alexandre Ern , Tony Lelièvre

The paper focuses on the problem of tracking eigenvalue trajectories in large-scale power system models as system parameters vary. A continuation-based formulation is presented for tracing any single eigenvalue of interest, which supports…

Systems and Control · Electrical Eng. & Systems 2025-10-06 Andreas Bouterakos , Joseph McKeon , Georgios Tzounas

Max-plus based methods have been recently developed to approximate the value function of possibly high dimensional optimal control problems. A critical step of these methods consists in approximating a function by a supremum of a small…

Optimization and Control · Mathematics 2012-06-05 Stephane Gaubert , William McEneaney , Zheng Qu

This thesis presents recent advances in model order reduction methods with the primary aim to construct online-efficient reduced surrogate models for parameterized multiscale phenomena and accelerate large-scale PDE-constrained parameter…

Numerical Analysis · Mathematics 2022-11-18 Tim Keil

We consider initial value problems of nonlinear dynamical systems, which include physical parameters. A quantity of interest depending on the solution is observed. A discretisation yields the trajectories of the quantity of interest in many…

Machine Learning · Computer Science 2021-01-13 Roland Pulch , Maha Youssef

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

We introduce the \emph{submodular objectives chasing problem}, which generalizes many natural and previously-studied problems: a sequence of constrained submodular maximization problems is revealed over time, with both the objective and…

Data Structures and Algorithms · Computer Science 2025-11-18 Niv Buchbinder , Joseph , Naor , David Wajc

We consider the elastic scattering problem by multiple disjoint arcs or \emph{cracks} in two spatial dimensions. A key aspect of our approach lies in the parametric description of each arc's shape, which is controlled by a potentially…

Numerical Analysis · Mathematics 2024-03-19 Fernando Henríquez , José Pinto

We propose a novel Hermite-Taylor correction function method to handle embedded boundary and interface conditions for Maxwell's equations. The Hermite-Taylor method evolves the electromagnetic fields and their derivatives through order $m$…

Numerical Analysis · Mathematics 2025-04-15 Yann-Meing Law , Daniel Appelö , Thomas Hagstrom
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