Related papers: Sequential data assimilation for PDEs using shape-…
We study a discrete-in-time data-assimilation algorithm based on nudging through a time-delayed feedback control in which the observational measurements have been contaminated by a Gaussian noise process. In the context of the…
We consider the solution of a second order elliptic PDE with inhomogeneous Dirichlet data by means of adaptive lowest-order FEM. As is usually done in practice, the given Dirichlet data are discretized by nodal interpolation. As model…
This paper is concerned with the strong approximation of a semi-linear stochastic wave equation with strong damping, driven by additive noise. Based on a spatial discretization performed by a spectral Galerkin method, we introduce a kind of…
Data assimilation combines information from physical observations and numerical simulation results to obtain better estimates of the state and parameters of a physical system. A wide class of physical systems of interest have solutions that…
A state-space model is a statistical framework for inferring latent states from observed time-series data. However, inference with nonlinear and high-dimensional state-space models remains challenging. To this end, an approach based on…
Heterogeneous computing and exploiting integrated CPU-GPU architectures has become a clear current trend since the flattening of Moore's Law. In this work, we propose a numerical and algorithmic re-design of a p-adaptive quadrature-free…
The computation of correspondences between shapes is a principal task in shape analysis. To this end, methods based on partial differential equations (PDEs) have been established, encompassing e.g. the classic heat kernel signature as well…
We consider the estimation of an i.i.d. (possibly non-Gaussian) vector $\xbf \in \R^n$ from measurements $\ybf \in \R^m$ obtained by a general cascade model consisting of a known linear transform followed by a probabilistic componentwise…
Fast and accurate solutions of time-dependent partial differential equations (PDEs) are of pivotal interest to many research fields, including physics, engineering, and biology. Generally, implicit/semi-implicit schemes are preferred over…
Non-Gaussian statistics are a challenge for data assimilation. Linear methods oversimplify the problem, yet fully nonlinear methods are often too expensive to use in practice. The best solution usually lies between these extremes.…
The aim of this paper is to apply a high-order discontinuous-in-time scheme to second-order hyperbolic partial differential equations (PDEs). We first discretize the PDEs in time while keeping the spatial differential operators…
In this paper we develop an adaptive procedure for the numerical solution of general, semilinear elliptic problems with possible singular perturbations. Our approach combines both a prediction-type adaptive Newton method and an adaptive…
We present a framework for recovering/approximating unknown time-dependent partial differential equation (PDE) using its solution data. Instead of identifying the terms in the underlying PDE, we seek to approximate the evolution operator of…
We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of…
This paper focuses on the statistical analysis of shapes of data objects called shape graphs, a set of nodes connected by articulated curves with arbitrary shapes. A critical need here is a constrained registration of points (nodes to…
We present an implicit Split-Step explicit Euler type Method (dubbed SSM) for the simulation of McKean-Vlasov Stochastic Differential Equations (MV-SDEs) with drifts of superlinear growth in space, Lipschitz in measure and non-constant…
We report the first application of complex symmetric wavelets to the numerical simulation of a nonlinear signal propagation model. This model is the so-called nonlinear Schrodinger equation that describes, for instance, the evolution of the…
The detection of new multiple sclerosis (MS) lesions is an important marker of the evolution of the disease. The applicability of learning-based methods could automate this task efficiently. However, the lack of annotated longitudinal data…
This paper aims to investigate a full numerical approximation of non-autonomous semilnear parabolic partial differential equations (PDEs) with nonsmooth initial data. Our main interest is on such PDEs where the nonlinear part is stronger…
This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…