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Neural stochastic differential equation model with a Brownian motion term can capture epistemic uncertainty of deep neural network from the perspective of a dynamical system. The goal of this paper is to improve the convergence rate of the…
We present a posteriori error estimates for inconsistent and non-hierarchical Galerkin methods for linear parabolic problems, allowing them to be used in conjunction with very general mesh modification for the first time. We treat schemes…
Many numerical methods for multiscale differential equations require a scale separation between the larger and the smaller scales to achieve accuracy and computational efficiency. In the area of multiscale dynamical systems, so-called,…
A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$…
In this paper, we establish a necessary and sufficient stability condition for a class of two coupled first-order linear hyperbolic partial differential equations. Through a backstepping transform, the problem is reformulated as a stability…
We consider the development of high order space and time numerical methods based on Implicit-Explicit (IMEX) multistep time integrators for hyperbolic systems with relaxation. More specifically, we consider hyperbolic balance laws in which…
Multiscale methods for second order elliptic equations based on non-overlapping domain decomposition schemes have great potential to take advantage of multi-core, state-of-the-art parallel computers. These methods typically involve solving…
In this paper we develop adaptive iterative coupling schemes for the Biot system modeling coupled poromechanics problems. We particularly consider the space-time formulation of the fixed-stress iterative scheme, in which we first solve the…
We prove $L_p$ estimates of solutions to a conormal derivative problem for divergence form complex-valued higher-order elliptic systems on a half space and on a Reifenberg flat domain. The leading coefficients are assumed to be merely…
This paper is concerned with the PDE and numerical analysis of a modified one-dimensional intravascular stent model originally proposed in [4]. It is proved that the modified model has a unique weak solution using the Galerkin method…
We develop a decomposition algorithm for distributionally-robust two-stage stochastic mixed-integer convex cone programs, and its important special case of distributionally-robust two-stage stochastic mixed-integer second order cone…
The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…
We perform a convergence analysis of a two-grid staggered solution algorithm for the Biot system modeling coupled flow and deformation in heterogeneous poroelastic media. The algorithm first solves the flow subproblem on a fine grid using a…
The nonlinear, or warped, resolvent recently explored by Giselsson and B\`ui-Combettes has been used to model a large set of existing and new monotone inclusion algorithms. To establish convergent algorithms based on these resolvents,…
An equilibrium random surface multistep height model proposed in [Abraham and Newman, EPL, 86, 16002 (2009)] is studied using a variant of the worm algorithm. In one limit, the model reduces to the two-dimensional Ising model in the height…
In this paper, we propose a two-step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the…
We propose a new multistep deep learning-based algorithm for the resolution of moderate to high dimensional nonlinear backward stochastic differential equations (BSDEs) and their corresponding parabolic partial differential equations (PDE).…
We prove a local self-improving property for the gradient of very weak solutions to degenerate parabolic double-phase systems. The result is based on a reverse H\"older inequality with constants that are independent of the solution.…
We present and analyze a new space-time parallel multigrid method for parabolic equations. The method is based on arbitrarily high order discontinuous Galerkin discretizations in time, and a finite element discretization in space. The key…
In this article we develop convergence theory for a class of goal-oriented adaptive finite element algorithms for second order nonsymmetric linear elliptic equations. In particular, we establish contraction results for a method of this type…