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We present a fully iterative adaptive algorithm for the numerical minimization of strongly convex energy functionals in Hilbert spaces. The proposed approach, which we first present in abstract form, generates a hierarchical sequence of…

Numerical Analysis · Mathematics 2026-02-26 Raphael Leu , Thomas P. Wihler

This article presents a new primal-dual weak Galerkin method for second order elliptic equations in non-divergence form. The new method is devised as a constrained $L^p$-optimization problem with constraints that mimic the second order…

Numerical Analysis · Mathematics 2021-06-08 Waixiang Cao , Junping Wang , Yuesheng Xu

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

This work concerns the direct and inverse potential problems for the stochastic diffusion equation driven by a multiplicative time-dependent white noise. The direct problem is to examine the well-posedness of the stochastic diffusion…

Analysis of PDEs · Mathematics 2023-02-08 Xiaoli Feng , Peijun Li , Xu Wang

In this paper, the weak Galerkin finite element method for second order elliptic problems employing polygonal or polyhedral meshes with arbitrary small edges or faces was analyzed. With the shape regular assumptions, optimal convergence…

Numerical Analysis · Mathematics 2018-07-24 Qingguang Guan

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

We consider an initial- and Dirichlet boundary- value problem for a fourth-order linear stochastic parabolic equation, in two or three space dimensions, forced by an additive space-time white noise. Discretizing the space-time white noise a…

Numerical Analysis · Mathematics 2009-06-11 Georgios T. Kossioris , Georgios E. Zouraris

We consider the inverse problem of determining an electromagnetic potential appearing in an infinite cylindrical domain from boundary measurements. More precisely, we prove the stable recovery of some general class of magnetic field and…

Analysis of PDEs · Mathematics 2021-11-24 Yavar Kian , Yosra Soussi

In this work, we consider the numerical recovery of a spatially dependent diffusion coefficient in a subdiffusion model from distributed observations. The subdiffusion model involves a Caputo fractional derivative of order $\alpha\in(0,1)$…

Numerical Analysis · Mathematics 2021-01-12 Bangti Jin , Zhi Zhou

We develop an essentially optimal finite element approach for solving ergodic stochastic two-scale elliptic equations whose two-scale coefficient may depend also on the slow variable. We solve the limiting stochastic two-scale homogenized…

Numerical Analysis · Mathematics 2022-01-14 Viet Ha Hoang , Chen Hui Pang , Wee Chin Tan

This paper presents a modified quasi-reversibility method for computing the exponentially unstable solution of a nonlocal terminal-boundary value parabolic problem with noisy data. Based on data measurements, we perturb the problem by the…

Numerical Analysis · Mathematics 2018-10-18 Nguyen Huy Tuan , Vo Anh Khoa , Vo Van Au

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

Numerical Analysis · Mathematics 2024-08-05 Philip Freese , Moritz Hauck , Tim Keil , Daniel Peterseim

Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…

Optimization and Control · Mathematics 2025-05-30 Jun Fan , Ailing Yan , Xianchao Xiu , Wanquan Liu

We consider the corrector equation from the stochastic homogenization of uniformly elliptic finite-difference equations with random, possibly non-symmetric coefficients. Under the assumption that the coefficients are stationary and ergodic…

Analysis of PDEs · Mathematics 2016-07-14 Jonathan Ben-Artzi , Daniel Marahrens , Stefan Neukamm

We adapt and study a variance reduction approach for the homogenization of elliptic equations in divergence form. The approach, borrowed from atomistic simulations and solid-state science [von Pezold et al, Physical Review B 2010; Wei et…

Numerical Analysis · Mathematics 2015-09-07 Claude Le Bris , Frederic Legoll , William Minvielle

An algorithm$^{\ref{Fig1}}$ has been developed with the purpose of obtaining inverse potentials, where the Riccati-type non-linear differential equation, also called phase equation, has been kept in tandem with the Variational Monte Carlo…

Nuclear Theory · Physics 2024-04-09 Anil Khachi , Shikha Awasthi , Lalit Kumar , O. S. K. S Sastri

We study an optimal control problem for the stochastic wave equation driven by affine multiplicative noise, formulated as a stochastic linear-quadratic (SLQ) problem. By applying a stochastic Pontryagin's maximum principle, we characterize…

Optimization and Control · Mathematics 2025-10-30 Abhishek Chaudhary

The recently proposed statistical finite element (statFEM) approach synthesises measurement data with finite element models and allows for making predictions about the unknown true system response. We provide a probabilistic error analysis…

Statistics Theory · Mathematics 2025-06-17 Toni Karvonen , Fehmi Cirak , Mark Girolami

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

The inverse conductivity problem aims at determining the unknown conductivity inside a bounded domain from boundary measurements. In practical applications, algorithms based on minimizing a regularized residual functional subject to PDE…

Numerical Analysis · Mathematics 2025-10-02 Lefu Cai , Zhixin Liu , Minghui Song , Xianchao Wang