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Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results…

Numerical Analysis · Mathematics 2026-01-09 Jan Bouwe van den Berg , Maxime Breden

In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…

Numerical Analysis · Mathematics 2025-06-05 Dakang Cen , Wenlong Zhang , Junbin Zhong

In this paper we develop an adaptive procedure for the numerical solution of semilinear parabolic problems, with possible singular perturbations. Our approach combines a linearization technique using Newton's method with an adaptive…

Numerical Analysis · Mathematics 2015-10-05 Mario Amrein , Thomas P. Wihler

Prior work on computable defect-based local error estimators for (linear) time-reversible integrators is extended to nonlinear and nonautonomous evolution equations. We prove that the asymptotic results from the linear case [W. Auzinger and…

Numerical Analysis · Mathematics 2019-01-03 Winfried Auzinger , Harald Hofstätter , Othmar Koch

We propose a high order adaptive-rank implicit integrators for stiff time-dependent PDEs, leveraging extended Krylov subspaces to efficiently and adaptively populate low-rank solution bases. This allows for the accurate representation of…

Numerical Analysis · Mathematics 2024-04-05 Hamad El Kahza , William Taitano , Jing-Mei Qiu , Luis Chacón

For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…

Numerical Analysis · Mathematics 2022-07-28 Neil K. Chada , Marco A. Iglesias , Shuai Lu , Frank Werner

This work extends the paradigm of evolutional deep neural networks (EDNNs) to solving parametric time-dependent partial differential equations (PDEs) on domains with geometric structure. By introducing positional embeddings based on…

Numerical Analysis · Mathematics 2023-08-08 Mariella Kast , Jan S Hesthaven

In this paper we consider the solution of monotone inverse problems using the particular example of a parameter identification problem for a semilinear parabolic PDE. For the regularized solution of this problem, we introduce a total…

Numerical Analysis · Mathematics 2025-02-26 Pankaj Gautam , Markus Grasmair

Parareal algorithms are studied for semilinear parabolic stochastic partial differential equations. These algorithms proceed as two-level integrators, with fine and coarse schemes, and have been designed to achieve a `parallel in real time'…

Numerical Analysis · Mathematics 2019-02-15 Charles-Edouard Bréhier , Xu Wang

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

Schemes with the second-order approximation in time are considered for numerical solving the Cauchy problem for an evolutionary equation of first order with a self-adjoint operator. The implicit two-level scheme based on the Pad\'{e}…

Numerical Analysis · Computer Science 2015-04-17 P. N. Vabishchevich

Probabilistic integration of a continuous dynamical system is a way of systematically introducing model error, at scales no larger than errors introduced by standard numerical discretisation, in order to enable thorough exploration of…

Numerical Analysis · Mathematics 2019-10-29 H. C. Lie , A. M. Stuart , T. J. Sullivan

Over the past few decades, there has been substantial interest in evolution equations that involving a fractional-order derivative of order $\alpha\in(0,1)$ in time, due to their many successful applications in engineering, physics, biology…

Numerical Analysis · Mathematics 2019-01-30 Bangti Jin , Raytcho Lazarov , Zhi Zhou

We present a general framework for studying regularized estimators; such estimators are pervasive in estimation problems wherein "plug-in" type estimators are either ill-defined or ill-behaved. Within this framework, we derive, under…

Statistics Theory · Mathematics 2020-07-14 Michael Jansson , Demian Pouzo

This paper discusses an outer-approximation guided optimization method for constrained neural network inverse problems with rectified linear units. The constrained neural network inverse problems refer to an optimization problem to find the…

Optimization and Control · Mathematics 2020-02-25 Myun-Seok Cheon

In this paper, we consider effective discretization strategies and iterative solvers for nonlinear PDE-constrained optimization models for pattern evolution within biological processes. Upon a Sequential Quadratic Programming linearization…

Numerical Analysis · Mathematics 2024-08-28 Karolína Benková , John W. Pearson , Mariya Ptashnyk

Training nonlinear parametrizations such as deep neural networks to numerically approximate solutions of partial differential equations is often based on minimizing a loss that includes the residual, which is analytically available in…

Numerical Analysis · Mathematics 2023-06-28 Yuxiao Wen , Eric Vanden-Eijnden , Benjamin Peherstorfer

Converting a parametric curve into the implicit form, which is called implicitization, has always been a popular but challenging problem in geometric modeling and related applications. However, the existing methods mostly suffer from the…

Graphics · Computer Science 2023-02-24 Minghao Guo , Yan Gao , Zheng Pan

Physics-informed neural networks have emerged as a powerful tool in the scientific machine learning community, with applications to both forward and inverse problems. While they have shown considerable empirical success, significant…

Optimization and Control · Mathematics 2025-12-11 Federica Caforio , Martin Holler , Matthias Höfler

We introduce a framework for studying pathwise time regularity and numerical approximation of $L^0$-valued stochastic evolution equations. At the core of our framework are two Burkholder--Davis--Gundy type inequalities accommodating It\^o…

Probability · Mathematics 2025-08-25 Øyvind Stormark Auestad