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This paper focuses on solving large-scale, ill-conditioned, and overdetermined sparse least squares problems that arise from numerical partial differential equations (PDEs), mainly from the random feature method. To address these…

Numerical Analysis · Mathematics 2024-09-25 Jingrun Chen , Longze Tan

This paper is devoted to order-one explicit approximations of random periodic solutions to multiplicative noise driven stochastic differential equations (SDEs) with non-globally Lipschitz coefficients. The existence of the random periodic…

Probability · Mathematics 2025-01-06 Yujia Guo , Xiaojie Wang , Yue Wu

Solving large-scale Partial Differential Equations (PDEs) on complex three-dimensional geometries represents a central challenge in scientific and engineering computing, often impeded by expensive pre-processing stages and substantial…

Computational Engineering, Finance, and Science · Computer Science 2025-10-21 Peijian Zeng , Guan Wang , Haohao Gu , Xiaoguang Hu , Tiezhu Gao , Zhuowei Wang , Aimin Yang , Xiaoyu Song

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

Numerical Analysis · Mathematics 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

Least squares estimation, a regression technique based on minimisation of residuals, has been invaluable in bringing the best fit solutions to parameters in science and engineering. However, in dynamic environments such as in Geomatics…

Computational Engineering, Finance, and Science · Computer Science 2018-04-17 C. P. E. Agbachi

Neural networks are predominantly trained using gradient-based methods, yet in many applications their final predictions remain far from the accuracy attainable within the model's expressive capacity. We introduce Linearized Subspace…

Machine Learning · Computer Science 2026-01-21 Wenbo Cao , Weiwei Zhang

We investigate an optimization problem governed by an elliptic partial differential equation with uncertain parameters. We introduce a robust optimization framework that accounts for uncertain model parameters. The resulting non-linear…

Optimization and Control · Mathematics 2019-09-24 Alessandro Alla , Michael Hinze , Philip Kolvenbach , Oliver Lass , Stefan Ulbrich

We present two effective methods for solving high-dimensional partial differential equations (PDE) based on randomized neural networks. Motivated by the universal approximation property of this type of networks, both methods extend the…

Numerical Analysis · Mathematics 2023-09-14 Yiran Wang , Suchuan Dong

Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…

Regression analysis is an important instrument to determine the effect of the explanatory variables on response variables. When outliers and bias errors are present, the standard weighted least squares estimator may perform poorly. For this…

Computation · Statistics 2025-02-11 Justo Puerto , Alberto Torrejon

This paper is about learning the parameter-to-solution map for systems of partial differential equations (PDEs) that depend on a potentially large number of parameters covering all PDE types for which a stable variational formulation (SVF)…

Numerical Analysis · Mathematics 2024-05-31 Markus Bachmayr , Wolfgang Dahmen , Mathias Oster

We combine concepts from multilevel solvers for partial differential equations (PDEs) with neural network based deep learning and propose a new methodology for the efficient numerical solution of high-dimensional parametric PDEs. An…

Machine Learning · Computer Science 2023-04-05 Cosmas Heiß , Ingo Gühring , Martin Eigel

The present work deals with the rational model order reduction method based on the single-point Least-Square (LS) Pad\'e approximation technique introduced in [3]. Algorithmical aspects concerning the construction of the rational LS-Pad\'e…

Numerical Analysis · Mathematics 2018-06-08 Francesca Bonizzoni , Fabio Nobile , Ilaria Perugia , Davide Pradovera

In this paper, a well-posed simultaneous space-time First Order System Least Squares formulation is constructed of the instationary incompressible Stokes equations with slip boundary conditions. As a consequence of this well-posedness, the…

Numerical Analysis · Mathematics 2022-08-24 Gregor Gantner , Rob Stevenson

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

Machine Learning · Computer Science 2019-02-05 Max Simchowitz , Ross Boczar , Benjamin Recht

Recent experiments have shown that deep networks can approximate solutions to high-dimensional PDEs, seemingly escaping the curse of dimensionality. However, questions regarding the theoretical basis for such approximations, including the…

Machine Learning · Computer Science 2021-07-07 Tanya Marwah , Zachary C. Lipton , Andrej Risteski

This paper provides a least squares formulation for the training of a 2-layer convolutional neural network using quadratic activation functions, a 2-norm loss function, and no regularization term. Using this method, an analytic expression…

Machine Learning · Computer Science 2024-11-18 Zachary Yetman Van Egmond , Luis Rodrigues

Non-negative least squares (NNLS) problem is one of the most important fundamental problems in numeric analysis. It has been widely used in scientific computation and data modeling. In big data, the limitations of algorithm speed and…

Optimization and Control · Mathematics 2015-07-10 Duy Khuong Nguyen , Tu Bao Ho

A hybrid computational approach that integrates the finite element method (FEM) with least squares support vector regression (LSSVR) is introduced to solve partial differential equations. The method combines FEM's ability to provide the…

Numerical Analysis · Mathematics 2026-01-01 Maryam Babaei , Peter Rucz , Manfred Kaltenbacher , Stefan Schoder

We study computational aspects of a key problem in robust statistics -- the penalized least trimmed squares (LTS) regression problem, a robust estimator that mitigates the influence of outliers in data by capping residuals with large…

Optimization and Control · Mathematics 2026-04-15 Xiang Meng , Andrés Gómez , Rahul Mazumder