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Applications in quantitative finance such as optimal trade execution, risk management of options, and optimal asset allocation involve the solution of high dimensional and nonlinear Partial Differential Equations (PDEs). The connection…

Machine Learning · Statistics 2019-10-28 Batuhan Güler , Alexis Laignelet , Panos Parpas

We propose an a posteriori error estimator for a sparse optimal control problem: the control variable lies in the space of regular Borel measures. We consider a solution technique that relies on the discretization of the control variable as…

Numerical Analysis · Mathematics 2018-06-14 Francisco Fuica , Enrique Otarola , Abner J. Salgado

Background: In medical imaging, images are usually treated as deterministic, while their uncertainties are largely underexplored. Purpose: This work aims at using deep learning to efficiently estimate posterior distributions of imaging…

Image and Video Processing · Electrical Eng. & Systems 2023-03-20 Xiaofeng Liu , Thibault Marin , Tiss Amal , Jonghye Woo , Georges El Fakhri , Jinsong Ouyang

The Poisson-Boltzmann equation (PBE) models the electrostatic interactions of charged bodies such as molecules and proteins in an electrolyte solvent. The PBE is a challenging equation to solve numerically due to the presence of…

Numerical Analysis · Mathematics 2018-07-17 Jehanzeb H. Chaudhry

A family of implicit-in-time mixed finite element schemes is presented for the numerical approximation of the acoustic wave equation. The mixed space discretization is based on the displacement form of the wave equation and the…

Numerical Analysis · Mathematics 2015-04-17 Samir Karaa

We introduce two a posteriori error estimators for N\'ed\'elec finite element discretizations of the curl-curl problem. These estimators pertain to a new Prager-Synge identity and an associated equilibration procedure. They are reliable and…

Numerical Analysis · Mathematics 2021-08-24 T. Chaumont-Frelet

This article proposes for stochastic partial differential equations (SPDEs) driven by additive noise, a novel approach for the approximate parameterizations of the ``small'' scales by the ``large'' ones, along with the derivaton of the…

Analysis of PDEs · Mathematics 2013-11-14 Mickaël D. Chekroun , Honghu Liu , Shouhong Wang

In the present paper we propose a coupled multigrid method for generalized Stokes flow problems. Such problems occur as subproblems in implicit time-stepping approaches for time-dependent Stokes problems. The discretized Stokes system is a…

Numerical Analysis · Mathematics 2016-01-08 Stefan Takacs

We consider a surface Stokes problem in stream function formulation on a simply connected oriented surface $\Gamma \subset \mathbb{R}^3$ without boundary. This formulation leads to a coupled system of two second order scalar surface partial…

Numerical Analysis · Mathematics 2019-10-22 Philip Brandner , Arnold Reusken

We present benchmark computations of dynamic poroelasticity modeling fluid flow in deformable porous media by a coupled hyperbolic-parabolic system of partial differential equations. A challenging benchmark setting and goal quantities of…

Numerical Analysis · Mathematics 2023-07-06 Mathias Anselmann , Markus Bause , Nils Margenberg , Pavel Shamko

This work deals with the a posteriori error estimates for the Darcy-Forchheimer problem. We introduce the corresponding variational formulation and discretize it by using the finite-element method. A posteriori error estimate with two types…

Numerical Analysis · Mathematics 2022-02-24 Georges Semaan , Toni Sayah , Faouzi Triki

Stochastic differential equations (SDEs) provide a flexible framework for modeling temporal dynamics in partially observed systems. A central task is to calibrate such models from data, which requires inferring latent trajectories and…

Machine Learning · Statistics 2026-05-08 Yu Wang , Arnab Ganguly

This article describes the extension of recent methods for a posteriori error estimation such as dual-weighted residual methods to node-centered finite volume discretizations of second order elliptic boundary value problems including upwind…

Numerical Analysis · Mathematics 2026-02-04 Lutz Angermann

This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…

Numerical Analysis · Computer Science 2018-05-16 Svetlana Matculevich , Monika Wolfmayr

Solving partial differential equations (PDEs) by numerical methods meet computational cost challenge for getting the accurate solution since fine grids and small time steps are required. Machine learning can accelerate this process, but…

Numerical Analysis · Mathematics 2025-01-28 Qi Wang , Yuan Mi , Haoyun Wang , Yi Zhang , Ruizhi Chengze , Hongsheng Liu , Ji-Rong Wen , Hao Sun

In this paper, we develop two parameter-robust numerical algorithms for Biot model and applied the algorithms in brain edema simulations. By introducing an intermediate variable, we derive a multiphysics reformulation of the Biot model.…

Numerical Analysis · Mathematics 2019-06-24 Guoliang Jv , Mingchao Cai , Jingzhi Li , Jing Tian

A posteriori error estimates are an important tool to bound discretization errors in terms of computable quantities avoiding regularity conditions that are often difficult to establish. For non-linear and non-differentiable problems,…

Numerical Analysis · Mathematics 2024-06-12 Sören Bartels , Alex Kaltenbach

The Stokes-Brinkman equations model fluid flow in highly heterogeneous porous media. In this paper, we consider the numerical solution of the Stokes-Brinkman equations with stochastic permeabilities, where the permeabilities in subdomains…

Numerical Analysis · Mathematics 2021-04-26 Kevin Williamson , Heyrim Cho , Bedřich Sousedík

In this paper we develop a new a posteriori error analysis for the Monge-Amp\`ere equation approximated by conforming finite element method on isotropic meshes in 2D. The approach utilizes a slight variant of the mixed discretization…

Numerical Analysis · Mathematics 2019-12-06 Jamal Adetola , Koffi Wilfrid Houedanou , Bernardin Ahounou

The identification of parameters in mathematical models using noisy observations is a common task in uncertainty quantification. We employ the framework of Bayesian inversion: we combine monitoring and observational data with prior…

Computation · Statistics 2018-05-11 Jonas Latz , Iason Papaioannou , Elisabeth Ullmann
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