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Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…

Numerical Analysis · Mathematics 2018-08-20 Alexander Grimm , Christopher Beattie , Zlatko Drmač , Serkan Gugercin

Solving high-dimensional partial differential equations (PDEs) is a major challenge in scientific computing. We develop a new numerical method for solving elliptic-type PDEs by adapting the Q-learning algorithm in reinforcement learning.…

Numerical Analysis · Mathematics 2023-06-27 Samuel N. Cohen , Deqing Jiang , Justin Sirignano

We consider transport processes that are modeled by first order hyperbolic partial differential equations. Our goal is to find a full state feedback that makes a given reference profile locally asymptotically stable. To accomplish this we…

Optimization and Control · Mathematics 2025-08-22 Arthur J. Krener

Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks…

Numerical Analysis · Mathematics 2022-12-16 Nicola R. Franco , Andrea Manzoni , Paolo Zunino

(Partial) differential equations (PDEs) are fundamental tools for describing natural phenomena, making their solution crucial in science and engineering. While traditional methods, such as the finite element method, provide reliable…

Machine Learning · Computer Science 2025-03-11 Viggo Moro , Luiz F. O. Chamon

In this paper, we present proofs of the coerciveness of first-order system least-squares methods for general (possibly indefinite) second-order linear elliptic PDEs under a minimal uniqueness assumption. For general linear second-order…

Numerical Analysis · Mathematics 2022-05-05 Shun Zhang

In this paper, a few dual least-squares finite element methods and their application to scalar linear hyperbolic problems are studied. The purpose is to obtain $L^2$-norm approximations on finite element spaces of the exact solutions to…

Numerical Analysis · Mathematics 2020-10-06 Delyan Z. Kalchev , Thomas A. Manteuffel , Steffen Münzenmaier

The least squares method with deep neural networks as function parametrization has been applied to solve certain high-dimensional partial differential equations (PDEs) successfully; however, its convergence is slow and might not be…

Numerical Analysis · Mathematics 2021-12-30 Yiqi Gu , Haizhao Yang , Chao Zhou

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

Numerical Analysis · Mathematics 2020-04-02 Ruo Li , Fanyi Yang

We provide new insights into the a priori theory for a time-stepping scheme based on least-squares finite element methods for parabolic first-order systems. The elliptic part of the problem is of general reaction-convection-diffusion type.…

Numerical Analysis · Mathematics 2018-05-14 Thomas Führer , Michael Karkulik

Optimization problems constrained by partial differential equations (PDEs) naturally arise in scientific computing, as those constraints often model physical systems or the simulation thereof. In an implicitly constrained approach, the…

Optimization and Control · Mathematics 2024-09-17 Akwum Onwunta , Clément W. Royer

Stochastic differential equations (SDEs) are increasingly used in longitudinal data analysis, compartmental models, growth modelling, and other applications in a number of disciplines. Parameter estimation, however, currently requires…

Methodology · Statistics 2018-09-12 Oscar García

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

Numerical Analysis · Mathematics 2018-07-31 Andreas Buhr , Kathrin Smetana

The numerical solution of high dimensional partial differential equations (PDEs) is severely constrained by the curse of dimensionality (CoD), rendering classical grid--based methods impractical beyond a few dimensions. In recent years,…

Numerical Analysis · Mathematics 2026-01-27 Wenzhong Zhang , Zheyuan Hu , Wei Cai , George EM Karniadakis

In this paper, we present a new framework how a PDE with constraints can be formulated into a sequence of PDEs with no constraints, whose solutions are convergent to the solution of the PDE with constraints. This framework is then used to…

Numerical Analysis · Mathematics 2024-05-28 Jiwei Jia , Young Ju Lee , Ruitong Shan

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

Numerical Analysis · Mathematics 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

We study the performance of first- and second-order optimization methods for l1-regularized sparse least-squares problems as the conditioning of the problem changes and the dimensions of the problem increase up to one trillion. A rigorously…

Optimization and Control · Mathematics 2015-12-16 Kimon Fountoulakis , Jacek Gondzio

In this paper we discuss spectral properties of operators associated with the least-squares finite element approximation of elliptic partial differential equations. The convergence of the discrete eigenvalues and eigenfunctions towards the…

Numerical Analysis · Mathematics 2020-02-20 Fleurianne Bertrand , Daniele Boffi

We consider the least-squares finite element method (lsfem) for systems of nonlinear ordinary differential equations and establish an optimal error estimate for this method when piecewise linear elements are used. The main assumptions are…

Numerical Analysis · Mathematics 2021-10-01 Matthias Chung , Justin Krueger , Honghu Liu

We propose new machine learning schemes for solving high dimensional nonlinear partial differential equations (PDEs). Relying on the classical backward stochastic differential equation (BSDE) representation of PDEs, our algorithms estimate…

Probability · Mathematics 2020-06-08 Côme Huré , Huyên Pham , Xavier Warin