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Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

We study the linear ill-posed inverse problem with noisy data in the statistical learning setting. Approximate reconstructions from random noisy data are sought with general regularization schemes in Hilbert scale. We discuss the rates of…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi , Peter Mathé

The key difficulty to develop efficient high-order methods for integrating stochastic differential equations lies in the calculations of the multiple stochastic integrals. This letter suggests a scheme to compute the stochastic integrals…

Chemical Physics · Physics 2019-09-30 Shuanglin Sun , Yun-An Yan

Point discretization of curved surfaces is required in many applications ranging from object rendering to the solution of surface partial differential equations (PDEs). These applications often impose that surfaces are sampled with local…

Computational Engineering, Finance, and Science · Computer Science 2026-05-06 Lennart J. Schulze , Ivo F. Sbalzarini

Many algorithms feature an iterative loop that converges to the result of interest. The numerical operations in such algorithms are generally implemented using finite-precision arithmetic, either fixed- or floating-point, most of which…

Hardware Architecture · Computer Science 2019-10-02 He Li , James J. Davis , John Wickerson , George A. Constantinides

This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for objects from their data. Well-posedness of the…

Numerical Analysis · Mathematics 2014-03-17 Robert Schaback

Strong approximation errors of both finite element semi-discretization and spatio-temporal full discretization are analyzed for the stochastic Allen-Cahn equation driven by additive noise in space dimension $d \leq 3$. The full…

Numerical Analysis · Mathematics 2020-08-04 Ruisheng Qi , Xiaojie Wang

Algebraic Multigrid (AMG) methods are state-of-the-art algebraic solvers for partial differential equations. Still, their efficiency depends heavily on the choice of suitable parameters and/or ingredients. Paradigmatic examples include the…

Numerical Analysis · Mathematics 2026-01-01 Paola F. Antonietti , Matteo Caldana , Lorenzo Gentile , Marco Verani

Iterative methods are widely used for solving partial differential equations (PDEs). However, the difficulty in eliminating global low-frequency errors significantly limits their convergence speed. In recent years, neural networks have…

Computational Physics · Physics 2024-10-10 Daiwei Dong , Wei Suo , Jiaqing Kou , Weiwei Zhang

The paper deals with the problem of finding sparse solutions to systems of polynomial equations possibly perturbed by noise. In particular, we show how these solutions can be recovered from group-sparse solutions of a derived system of…

Information Theory · Computer Science 2014-07-17 Fabien Lauer , Henrik Ohlsson

We consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a…

Methodology · Statistics 2021-09-01 Takeru Matsuda , Yuto Miyatake

Greedy point insertion algorithms have emerged as an attractive tool for the solution of minimization problems over the space of Radon measures. Conceptually, these methods can be split into two phases: first, the computation of a new…

Optimization and Control · Mathematics 2025-08-06 Arsen Hnatiuk , Daniel Walter

The analysis of linear ill-posed problems often is carried out in function spaces using tools from functional analysis. However, the numerical solution of these problems typically is computed by first discretizing the problem and then…

Numerical Analysis · Mathematics 2020-08-03 Abdulaziz Alqahtani , Thomas Mach , Lothar Reichel

We consider the goal-oriented error estimates for a linearized iterative solver for nonlinear partial differential equations. For the adjoint problem and iterative solver we consider, instead of the differentiation of the primal problem, a…

Numerical Analysis · Mathematics 2023-01-24 Vit Dolejsi , Scott Congreve

In many statistical linear inverse problems, one needs to recover classes of similar curves from their noisy images under an operator that does not have a bounded inverse. Problems of this kind appear in many areas of application.…

Statistics Theory · Mathematics 2020-03-24 Rasika Rajapakshage , Marianna Pensky

Reduced-order modeling is an efficient approach for solving parameterized discrete partial differential equations when the solution is needed at many parameter values. An offline step approximates the solution space and an online step…

Numerical Analysis · Mathematics 2017-04-05 Howard C. Elman , Virginia Forstall

The inaccuracy of the classical magnetic field integral equation (MFIE) is a long-studied problem. We investigate one of the potential approaches to solve the accuracy problem: higher-order discretization schemes. While these are able to…

Numerical Analysis · Mathematics 2022-06-24 Jonas Kornprobst , Alexander Paulus , Thomas F. Eibert

Several multiscale methods account for sub-grid scale features using coarse scale basis functions. For example, in the Multiscale Finite Volume method the coarse scale basis functions are obtained by solving a set of local problems over…

Machine Learning · Computer Science 2017-11-15 Shing Chan , Ahmed H. Elsheikh

We present a general purpose method for solving partial differential equations on a closed surface, based on a technique for discretizing the surface introduced by Wenjun Ying and Wei-Cheng Wang [J. Comput. Phys. 252 (2013), pp. 606-624]…

Numerical Analysis · Mathematics 2020-04-21 J. Thomas Beale

A discretisation method with the $H_{\rm div}$ inner product for the electric field integral equation~(EFIE) is proposed. The EFIE with the conventional Galerkin discretisation shows bad accuracy for problems with a small frequency, a…

Numerical Analysis · Mathematics 2017-06-22 Kazuki Niino , Sho Akagi , Naoshi Nishimura
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