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We consider goal-oriented optimal design of experiments for infinite-dimensional Bayesian linear inverse problems governed by partial differential equations (PDEs). Specifically, we seek sensor placements that minimize the posterior…

Numerical Analysis · Mathematics 2024-11-13 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders

This paper considers stochastic convex optimization problems with smooth functional constraints arising in constrained estimation and robust signal recovery. We operate in the high-dimensional and highly-constrained setting, where oracle…

Optimization and Control · Mathematics 2025-12-16 Vaibhav Rajoriya , Prateek Priyaranjan Pradhan , Ketan Rajawat

A completely integrable nonlinear partial differential equation (PDE) can be associated with a system of linear PDEs in an auxiliary function whose compatibility requires that the original PDE is satisfied. This associated system is called…

Exactly Solvable and Integrable Systems · Physics 2011-10-05 Mark Hickman , Willy Hereman , Jennifer Larue , Unal Goktas

Recent works have shown that deep neural networks can be employed to solve partial differential equations, giving rise to the framework of physics informed neural networks. We introduce a generalization for these methods that manifests as a…

Numerical Analysis · Mathematics 2021-03-25 Remco van der Meer , Cornelis Oosterlee , Anastasia Borovykh

We present a systematic approach to the optimal placement of finitely many sensors in order to infer a finite-dimensional parameter from point evaluations of the solution of an associated parameter-dependent elliptic PDE. The quality of the…

Optimization and Control · Mathematics 2021-03-30 Ira Neitzel , Konstantin Pieper , Boris Vexler , Daniel Walter

We introduce a method that combines neural operators, physics-informed machine learning, and standard numerical methods for solving PDEs. The proposed approach extends each of the aforementioned methods and unifies them within a single…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Shahed Rezaei , Reza Najian Asl , Kianoosh Taghikhani , Ahmad Moeineddin , Michael Kaliske , Markus Apel

This paper presents a new parameter free partially penalized immersed finite element method and convergence analysis for solving second order elliptic interface problems. A lifting operator is introduced on interface edges to ensure the…

Numerical Analysis · Mathematics 2022-02-23 Haifeng Ji , Feng Wang , Jinru Chen , Zhilin Li

We deal with parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) with a small dispersion parameter based on high frequency data which are observed in time and space. By using the thinned…

Statistics Theory · Mathematics 2020-08-13 Yusuke Kaino , Masayuki Uchida

Partial differential equation (PDE)-constrained optimization arises in many scientific and engineering domains, such as energy systems, fluid dynamics and material design. In these problems, the decision variables (e.g., control inputs or…

Machine Learning · Computer Science 2026-01-21 Yusuf Guven , Vincenzo Di Vito , Ferdinando Fioretto

Model discrepancy, defined as the difference between model predictions and reality, is ubiquitous in computational models for physical systems. It is common to derive partial differential equations (PDEs) from first principles physics, but…

Numerical Analysis · Mathematics 2022-11-08 Joseph Hart , Bart van Bloemen Waanders

This investigation is motivated by the problem of optimal design of cooling elements in modern battery systems. We consider a simple model of two-dimensional steady-state heat conduction described by elliptic partial differential equations…

Numerical Analysis · Mathematics 2013-07-05 Xiaohui Peng , Katsiaryna Niakhai , Bartosz Protas

We present a novel stochastic approach to binary optimization for optimal experimental design (OED) for Bayesian inverse problems governed by mathematical models such as partial differential equations. The OED utility function, namely, the…

Optimization and Control · Mathematics 2022-06-28 Ahmed Attia , Sven Leyffer , Todd Munson

We investigate corrector estimates for the solutions of a thermoelasticity problem posed in a highly heterogeneous two-phase medium and its corresponding two-scale thermoelasticity model which was derived in an earlier paper by two-scale…

Analysis of PDEs · Mathematics 2017-02-13 Michael Eden , Adrian Muntean

Physics-informed neural networks (PINNs) are extensively employed to solve partial differential equations (PDEs) by ensuring that the outputs and gradients of deep learning models adhere to the governing equations. However, constrained by…

Machine Learning · Computer Science 2025-07-21 Chenhao Si , Ming Yan

Partial-differential-equation (PDE)-constrained optimization is a well-worn technique for acquiring optimal parameters of systems governed by PDEs. However, this approach is limited to providing a single set of optimal parameters per…

Computational Physics · Physics 2024-10-17 Archis S. Joglekar

The increasing popularity of regression discontinuity methods for causal inference in observational studies has led to a proliferation of different estimating strategies, most of which involve first fitting non-parametric regression models…

Methodology · Statistics 2018-06-11 Guido Imbens , Stefan Wager

We discuss possibilities of application of Numerical Analysis methods to proving computability, in the sense of the TTE approach, of solution operators of boundary-value problems for systems of PDEs. We prove computability of the solution…

Numerical Analysis · Computer Science 2023-06-22 Svetlana Selivanova , Victor Selivanov

The paper studies the well-posedness and optimal error estimates of spectral finite element approximations for the boundary value problems of semi-linear elliptic SPDEs driven by white or colored Gaussian noises. The noise term is…

Numerical Analysis · Mathematics 2020-06-08 Yanzhao Cao , Jialin Hong , Zhihui Liu

The problem of state estimation for a system of coupled hyperbolic PDEs and ODEs with Lipschitz nonlinearities with boundary measurements is considered. An infinite dimensional observer with a linear boundary injection term is used to solve…

Systems and Control · Electrical Eng. & Systems 2021-01-19 Francesco Ferrante , Andrea Cristofaro

This paper introduces PDEformer, a neural solver for partial differential equations (PDEs) capable of simultaneously addressing various types of PDEs. We propose to represent the PDE in the form of a computational graph, facilitating the…

Numerical Analysis · Mathematics 2025-01-28 Zhanhong Ye , Xiang Huang , Leheng Chen , Hongsheng Liu , Zidong Wang , Bin Dong