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We propose a new method called localized conformal prediction, where we can perform conformal inference using only a local region around a new test sample to construct its confidence interval. Localized conformal inference is a natural…

Statistics Theory · Mathematics 2020-07-08 Leying Guan

We consider an elliptic partial differential equation in non-divergence form with a random diffusion matrix and random forcing term. To address this, we propose a mixed-type continuous finite element discretization in the physical domain,…

Numerical Analysis · Mathematics 2025-12-04 Amireh Mousavi

The homotopy analysis method known from its successful applications to obtain quasi-analytical approximations of solutions of ordinary and partial differential equations is applied to stochastic differential equations with Gaussian…

Statistical Mechanics · Physics 2014-10-08 Maciej Janowicz , Filip Krzyżewski , Joanna Kaleta , Marian Rusek , Arkadiusz Orłowski

Stochastic localization is a pathwise analysis technique originating from convex geometry. This paper explores certain algorithmic aspects of stochastic localization as a computational tool. First, we unify various existing stochastic…

Statistics Theory · Mathematics 2025-05-20 Tom Alberts , Yiming Xu , Qiang Ye

A reduced order asymptotic homogenization based multiscale technique which can capture damage and inelastic effects in composite materials is proposed. This technique is based on two scale homogenization procedure where eigen strain…

Computational Engineering, Finance, and Science · Computer Science 2025-09-29 Harpreet Singh , Puneet Mahajan

We present a new theoretical and numerical assessment methodology for a one-dimensional process chain with general applicability to management problems such as the optimization of decision chains or production chains. The process is thereby…

Economics · Quantitative Finance 2017-12-04 Johannes Freiesleben , Nicolas Guérin

This paper presents a heuristic approach for solving the placement of Analog and Mixed-Signal Integrated Circuits. Placement is a crucial step in the physical design of integrated circuits. During this step, designers choose the position…

Neural and Evolutionary Computing · Computer Science 2024-11-14 Josef Grus , Zdeněk Hanzálek

Monotone inclusions have a wide range of applications, including minimization, saddle-point, and equilibria problems. We introduce new stochastic algorithms, with or without variance reduction, to estimate a root of the expectation of…

Optimization and Control · Mathematics 2024-05-24 Abdurakhmon Sadiev , Laurent Condat , Peter Richtárik

This paper presents a new numerical scheme for simulating stochastic processes specified by their marginal distribution functions and covariance functions. Stochastic samples are firstly generated to automatically satisfy target marginal…

Computational Physics · Physics 2020-08-11 Zhibao Zheng

For a homogenization problem associated to a linear elliptic operator, we prove the existence of a distributional corrector and we find an approximation scheme for the homogenized coefficients. We also study the convergence rates in the…

Analysis of PDEs · Mathematics 2022-11-07 Willi Jäger , Antoine Tambue , Jean Louis Woukeng

Feature generation is an open topic of investigation in graph machine learning. In this paper, we study the use of graph homomorphism density features as a scalable alternative to homomorphism numbers which retain similar theoretical…

Machine Learning · Computer Science 2021-04-12 Paul Beaujean , Florian Sikora , Florian Yger

Collocation has become a standard tool for approximation of parameterized systems in the uncertainty quantification (UQ) community. Techniques for least-squares regularization, compressive sampling recovery, and interpolatory reconstruction…

Numerical Analysis · Mathematics 2023-07-19 Akil Narayan , Tao Zhou

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

Elastomeric mechanical metamaterials exhibit unconventional behaviour, emerging from their microstructures often deforming in a highly nonlinear and unstable manner. Such microstructural pattern transformations lead to non-local behaviour…

Soft Condensed Matter · Physics 2025-02-18 S. O. Sperling , T. Guo , R. H. J. Peerlings , V. G. Kouznetsova , M. G. D. Geers , O. Rokoš

We consider the computation of averaged coefficients for the homogenization of elliptic partial differential equations. In this problem, like in many multiscale problems, a large number of similar computations parametrized by the…

Numerical Analysis · Mathematics 2016-08-14 Sébastien Boyaval

Periodic dynamical systems ubiquitously exist in science and engineering. The harmonic balance (HB) method and its variants have been the most widely-used approaches for such systems, but are either confined to low-order approximations or…

Numerical Analysis · Mathematics 2022-03-15 Honghua Dai , Zipu Yan , Xuechuan Wang , Xiaokui Yue , Satya N. Atluri

The design of porous infill structures presents significant challenges due to their complex geometric configurations, such as the accurate representation of geometric boundaries and the control of localized maximum stress. In current…

Optimization and Control · Mathematics 2025-10-14 Shuzhi Xu , Hiroki Kawabe , Kentaro Yaji

We derive optimal-order homogenization rates for random nonlinear elliptic PDEs with monotone nonlinearity in the uniformly elliptic case. More precisely, for a random monotone operator on $\mathbb{R}^d$ with stationary law (i.e. spatially…

Analysis of PDEs · Mathematics 2021-01-01 Julian Fischer , Stefan Neukamm

Fast Fourier transform (FFT) based methods have turned out to be an effective computational approach for numerical homogenisation. In particular, Fourier-Galerkin methods are computational methods for partial differential equations that are…

Numerical Analysis · Mathematics 2020-04-22 Jaroslav Vondřejc , Dishi Liu , Martin Ladecký , Hermann G. Matthies

We study the numerical approximation of a class of degenerate parabolic stochastic partial differential equations on non-compact metric graphs, which naturally arise in the asymptotic analysis of Hamiltonian flows under small noise…

Numerical Analysis · Mathematics 2026-04-14 Jianbo Cui , Mihály Kovács , Derui Sheng
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