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This paper investigates multistep prediction errors for non-stationary autoregressive processes with both model order and true parameters unknown. We give asymptotic expressions for the multistep mean squared prediction errors and…

Statistics Theory · Mathematics 2009-06-15 Ching-Kang Ing , Jin-Lung Lin , Shu-Hui Yu

We present a model of roundoff error analysis that combines simplicity with predictive power. Though not considering all sources of roundoff within an algorithm, the model is related to a recursive roundoff error analysis and therefore…

Numerical Analysis · Mathematics 2010-06-01 Folkmar Bornemann

We demonstrate via several examples how the backward error viewpoint can be used in the analysis of solutions obtained by perturbation methods. We show that this viewpoint is quite general and offers several important advantages. Perhaps…

Numerical Analysis · Mathematics 2016-09-07 Robert M. Corless , Nicolas Fillion

The a posteriori analysis of the discretization error and the modeling error is studied for a compliance cost functional in the context of the optimization of composite elastic materials and a two-scale linearized elasticity model. A…

Numerical Analysis · Mathematics 2017-03-14 Sergio Conti , Benedict Geihe , Martin Lenz , Martin Rumpf

Understanding the dynamics of complex systems is a central task in many different areas ranging from biology via epidemics to economics and engineering. Unexpected behaviour of dynamic systems or even system failure is sometimes difficult…

Optimization and Control · Mathematics 2022-03-25 Dominik Kahl , Andreas Weber , Maik Kschischo

In meteorology, engineering and computer sciences, data assimilation is routinely employed as the optimal way to combine noisy observations with prior model information for obtaining better estimates of a state, and thus better forecasts,…

Geophysics · Physics 2009-08-12 M. J. Werner , K. Ide , D. Sornette

Retrosynthesis is the task of breaking down a chemical compound recursively step-by-step into molecular precursors until a set of commercially available molecules is found. Consequently, the goal is to provide a valid synthesis route for a…

Multilevel methods represent a powerful approach in numerical solution of partial differential equations. The multilevel structure can also be used to construct estimates for total and algebraic errors of computed approximations. This paper…

Numerical Analysis · Mathematics 2024-05-13 Petr Vacek , Jan Papež , Zdeněk Strakoš

We guide the reader on a journey through mathematical modeling and numerical analysis, emphasizing the crucial interplay of both disciplines. Targeting undergraduate students with basic knowledge in dynamical systems and numerical methods…

History and Overview · Mathematics 2025-08-12 Cordula Reisch , Hendrik Ranocha

A posteriori error estimates are constructed for the three-field variational formulation of the Biot problem involving the displacements, the total pressure and the fluid pressure. The discretization under focus is the…

Numerical Analysis · Mathematics 2020-11-19 F. Bertrand , G. Starke

Characterization, correlation and provenance determination of tephra samples in sedimentary sections (tephrochronological studies) are powerful tools for establishing ages of depositional events, volcanic eruptions, and tephra dispersion.…

The rigorous quantification of uncertainty in geophysical inversions is a challenging problem. Inversions are often ill-posed and the likelihood surface may be multi-modal; properties of any single mode become inadequate uncertainty…

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

While physics-based computing can offer speed and energy efficiency compared to digital computing, it also is subject to errors that must be mitigated. For example, many error mitigation methods have been proposed for quantum computing.…

Emerging Technologies · Computer Science 2024-01-30 Maxwell Aifer , Denis Melanson , Kaelan Donatella , Gavin Crooks , Thomas Ahle , Patrick J. Coles

A research frontier has emerged in scientific computation, wherein numerical error is regarded as a source of epistemic uncertainty that can be modelled. This raises several statistical challenges, including the design of statistical…

Machine Learning · Statistics 2017-10-19 François-Xavier Briol , Chris. J. Oates , Mark Girolami , Michael A. Osborne , Dino Sejdinovic

In this article, we present an overview of different a posteriori error analysis and postprocessing methods proposed in the context of nonlinear eigenvalue problems, e.g. arising inelectronic structure calculations for the calculation of…

Numerical Analysis · Mathematics 2023-08-16 Geneviève Dusson , Yvon Maday

Bayesian inversions followed by estimations of rare event probabilities are often needed to analyse groundwater hazards. Instead of focusing on the posterior distribution of model parameters, the main interest lies then in the distribution…

Applications · Statistics 2024-01-25 Lea Friedli , Niklas Linde

The reliable statistical characterization of the spatial and temporal properties of large earthquakes occurrence is one of the most debated issues in seismic hazard assessment, due to the unavoidably limited observations from past events.…

Mixed-dimensional elliptic equations exhibiting a hierarchical structure are commonly used to model problems with high aspect ratio inclusions, such as flow in fractured porous media. We derive general abstract estimates based on the theory…

Numerical Analysis · Mathematics 2022-04-21 Jhabriel Varela , Elyes Ahmed , Eirik Keilegavlen , Jan Martin Nordbotten , Florin Adrian Radu

Trajectory-based data attribution methods estimate the influence of training samples on model predictions by unrolling the training trajectory. They are widely used in applications such as data selection, data valuation, and model…

Machine Learning · Computer Science 2026-05-20 Junwei Deng , Pingbang Hu , Suliang Jin , Hao Lu , Jiachen T. Wang , Shichang Zhang , Jiaqi W. Ma