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This paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear…

Numerical Analysis · Mathematics 2025-06-06 Daozhe Lin , Qiang Du

We consider a control-constrained optimal control problem subject to time-harmonic Maxwell's equations; the control variable belongs to a finite-dimensional set and enters the state equation as a coefficient. We derive existence of optimal…

Numerical Analysis · Mathematics 2024-05-10 Francisco Fuica , Felipe Lepe , Pablo Venegas

We derive a reduced-order state estimator for discrete-time infinite dimensional linear systems with finite dimensional Gaussian input and output noise. This state estimator is the optimal one-step estimate that takes values in a fixed…

Optimization and Control · Mathematics 2014-10-08 Atte Aalto

We study certain infinite-dimensional probability measures in connection with frame analysis. Earlier work on frame-measures has so far focused on the case of finite-dimensional frames. We point out that there are good reasons for a sharp…

Functional Analysis · Mathematics 2016-09-13 Palle E. T. Jorgensen , Myung-Sin Song

In this article a special class of nonlinear optimal control problems involving a bilinear term in the boundary condition is studied. These kind of problems arise for instance in the identification of an unknown space-dependent Robin…

Numerical Analysis · Mathematics 2024-12-20 Max Winkler

This paper is devoted to general nonconvex problems of multiobjective optimization in Hilbert spaces. Based on Mordukhovich's limiting subgradients, we define a new notion of Pareto critical points for such problems, establish necessary…

Optimization and Control · Mathematics 2024-03-18 G. C. Bento , J. X. Cruz Neto , J. O. Lopes , B. S. Mordukhovich , P. R. Silva Filho

In this paper we get error bounds for fully discrete approximations of infinite horizon problems via the dynamic programming approach. It is well known that considering a time discretization with a positive step size $h$ an error bound of…

Numerical Analysis · Mathematics 2026-02-09 Javier de Frutos , Julia Novo

We study iterative finite element approximations for the numerical approximation of semilinear elliptic boundary value problems with monotone nonlinear reactions of subcritical growth. The focus of our contribution is on an optimal a priori…

Numerical Analysis · Mathematics 2025-08-18 Florian Spicher , Thomas P. Wihler

We study approaches for compressing the empirical measure in the context of finite dimensional reproducing kernel Hilbert spaces (RKHSs). In this context, the empirical measure is contained within a natural convex set and can be…

Machine Learning · Statistics 2024-08-29 Steffen Grünewälder

We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…

Numerical Analysis · Mathematics 2018-02-09 Niklas Behringer , Dominik Meidner , Boris Vexler

We develop a computational framework for D-optimal experimental design for PDE-based Bayesian linear inverse problems with infinite-dimensional parameters. We follow a formulation of the experimental design problem that remains valid in the…

Numerical Analysis · Mathematics 2017-11-17 Alen Alexanderian , Arvind K. Saibaba

A proof of optimal-order error estimates is given for the full discretization of the bulk--surface Cahn--Hilliard system with dynamic boundary conditions in a smooth domain. The numerical method combines a linear bulk--surface finite…

Numerical Analysis · Mathematics 2025-02-07 Nils Bullerjahn

We present a fully iterative adaptive algorithm for the numerical minimization of strongly convex energy functionals in Hilbert spaces. The proposed approach, which we first present in abstract form, generates a hierarchical sequence of…

Numerical Analysis · Mathematics 2026-02-26 Raphael Leu , Thomas P. Wihler

The paper is devoted to studying the image of probability measures on a Hilbert space under finite-dimensional analytic maps. We establish sufficient conditions under which the image of a measure has a density with respect to the Lebesgue…

Analysis of PDEs · Mathematics 2015-06-26 Andrei Agrachev , Sergei Kuksin , Andrey Sarychev , Armen Shirikyan

We study semi Lagrangian approximation schemes for Hamilton Jacobi Bellman equations arising from finite horizon optimal control problems. Classical error estimates for these schemes include the term $\frac{1}{\Delta t}$ which leads to…

Optimization and Control · Mathematics 2026-02-18 Alessandro Alla , Filippo Mayer

We develop adaptive discretization algorithms for locally optimal experimental design of nonlinear prediction models. With these algorithms, we refine and improve a pertinent state-of-the-art algorithm in various respects. We establish…

Optimization and Control · Mathematics 2024-06-04 Jochen Schmid , Philipp Seufert , Michael Bortz

We propose new sequential simulation-optimization algorithms for general convex optimization via simulation problems with high-dimensional discrete decision space. The performance of each choice of discrete decision variables is evaluated…

Optimization and Control · Mathematics 2022-02-15 Haixiang Zhang , Zeyu Zheng , Javad Lavaei

We introduce and explain key relations between a posteriori error estimates and subspace correction methods viewed as preconditioners for problems in infinite dimensional Hilbert spaces. We set the stage using the Finite Element Exterior…

Numerical Analysis · Mathematics 2025-04-16 Yuwen Li , Ludmil T. Zikatanov

The purpose of this work is to illustrate how the theory of Muckenhoupt weights, Muckenhoupt weighted Sobolev spaces and the corresponding weighted norm inequalities can be used in the analysis and discretization of PDE constrained…

Optimization and Control · Mathematics 2016-05-05 Harbir Antil , Enrique Otarola , Abner J. Salgado

We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. We introduce a min-max criterion function, under which the…

Econometrics · Economics 2020-06-15 Nishanth Dikkala , Greg Lewis , Lester Mackey , Vasilis Syrgkanis