English
Related papers

Related papers: Error estimates for the robust $\alpha$-stable cen…

200 papers

Pseudospectral approximation provides a means to approximate the dynamics of delay differential equations (DDE) by ordinary differential equations (ODE). This article develops a computer-aided algorithm to determine the distance between the…

Dynamical Systems · Mathematics 2024-05-14 Shane Kepley , Babette A. J. de Wolff

This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…

Numerical Analysis · Mathematics 2018-11-22 Xiaobing Feng , Yukun Li , Yi Zhang

The paper focuses on unconditionally optimal error analysis of the fully discrete Galerkin finite element methods for a general nonlinear parabolic system in $\R^d$ with $d=2,3$. In terms of a corresponding time-discrete system of PDEs as…

Numerical Analysis · Mathematics 2013-03-27 Buyang Li , Weiwei Sun

We propose new a posteriori error estimators for non-conforming finite element discretizations of second-order elliptic PDE problems. These estimators are based on novel reformulations of the standard Prager-Synge identity, and enable to…

Numerical Analysis · Mathematics 2026-01-22 T. Chaumont-Frelet

In this paper we propose a new kind of high order numerical scheme for backward stochastic differential equations(BSDEs). Unlike the traditional $\theta$-scheme, we reduce truncation errors by taking $\theta$ carefully for every subinterval…

Numerical Analysis · Mathematics 2018-08-08 Chol-Kyu Pak , Mun-Chol Kim , Chang-Ho Rim

We investigate the high-probability estimation of discrete distributions from an \iid sample under $\chi^2$-divergence loss. Although the minimax risk in expectation is well understood, its high-probability counterpart remains largely…

Statistics Theory · Mathematics 2025-10-30 Sirine Louati

This paper proposes a $C^{0}$ (non-Lagrange) primal finite element approximation of the linear elliptic equations in non-divergence form with oblique boundary conditions in planar, curved domains. As an extension of [Calcolo, 58 (2022), No.…

Numerical Analysis · Mathematics 2022-06-28 Guangwei Gao , Shuonan Wu

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

Numerical Analysis · Mathematics 2022-02-21 Alex Bespalov , David J. Silvester

We consider the study of a numerical scheme for an initial- and Dirichlet boundary- value problem for a nonlinear Schr\"odinger equation. We approximate the solution using a, local (non-uniform) two level scheme in time (see C. Besse [6]…

Numerical Analysis · Mathematics 2017-11-02 Mohammad Asadzadeh , Christoffer Standar

We present new algorithms for estimating and testing \emph{collision probability}, a fundamental measure of the spread of a discrete distribution that is widely used in many scientific fields. We describe an algorithm that satisfies…

Machine Learning · Statistics 2025-04-21 Robert Busa-Fekete , Umar Syed

In this article we investigate the numerical solution of a scalar semilinear stochastic delay differential equation (SDDE) where the linear instantaneous feedback and nonlinear delayed feedback terms are perturbed by a pair of standard…

Numerical Analysis · Mathematics 2026-03-24 Cónall Kelly , Wenshi Tang

We consider a semilinear parabolic equation with a large class of nonlinearities without any growth conditions. We discretize the problem with a discontinuous Galerkin scheme dG(0) in time (which is a variant of the implicit Euler scheme)…

Numerical Analysis · Mathematics 2018-08-17 Dominik Meidner , Boris Vexler

A space-discretization for the elastic flow of inextensible curves is devised and quasi-optimal convergence of the corresponding semi-discrete problem is proved for a suitable discretization of the nonlinear inextensibility constraint.…

Numerical Analysis · Mathematics 2025-04-07 Sören Bartels , Klaus Deckelnick , Dominik Schneider

We present a comprehensive framework for deriving rigorous and efficient bounds on the approximation error of deep neural networks in PDE models characterized by branching mechanisms, such as waves, Schr\"odinger equations, and other…

Numerical Analysis · Mathematics 2024-05-24 Claudio Muñoz , Nicolás Valenzuela

We consider the Serre system of equations which is a nonlinear dispersive system that models two-way propagation of long waves of not necessarily small amplitude on the surface of an ideal fluid in a channel. We discretize in space the…

Numerical Analysis · Mathematics 2017-01-04 Dimitrios Antonopoulos , Vassilios Dougalis , Dimitrios Mitsotakis

Previous papers have shown the impact of partial convergence of discretized PDE on the accuracy of tangent and adjoint linearizations. A series of papers suggested linearization of the fixed point iteration used in the solution process as a…

Numerical Analysis · Mathematics 2022-02-24 Emmett Padway , Dimitri Mavriplis

By the Lindeberg principle, we develop in this paper an approximation to one dimensional (possibly) asymmetric $\alpha$-stable distributions with $\alpha \in (0,2)$ in the smooth Wasserstein distance. It is the first time that the general…

Probability · Mathematics 2019-09-23 Peng Chen , Lihu Xu

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial…

Numerical Analysis · Mathematics 2022-05-03 Minglei Yang , Guannan Zhang , Diego Del-Castillo-Negrete , Yanzhao Cao

In this paper, we prove a local limit theorem for the chi-square distribution with $r > 0$ degrees of freedom and noncentrality parameter $\lambda \geq 0$. We use it to develop refined normal approximations for the survival function. Our…

Statistics Theory · Mathematics 2022-07-29 Frédéric Ouimet

For an unknown continuous distribution on a real line, we consider the approximate estimation by the discretization. There are two methods for the discretization. First method is to divide the real line into several intervals before taking…

Statistics Theory · Mathematics 2017-10-12 Yo Sheena
‹ Prev 1 3 4 5 6 7 10 Next ›