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Sampling a probability distribution with an unknown normalization constant is a fundamental problem in computational science and engineering. This task may be cast as an optimization problem over all probability measures, and an initial…

Machine Learning · Statistics 2024-09-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M. Stuart

In this paper, we propose a unified framework, the Hessian discretisation method (HDM), which is based on four discrete elements (called altogether a Hessian discretisation) and a few intrinsic indicators of accuracy, independent of the…

Numerical Analysis · Mathematics 2018-08-28 Jérôme Droniou , Bishnu P. Lamichhane , Devika Shylaja

Sign Gradient Descent (SignGD) is a simple yet robust optimization method, widely used in machine learning for its resilience to gradient noise and compatibility with low-precision computations. While its empirical performance is well…

Optimization and Control · Mathematics 2025-08-27 Valentin Leplat , Sergio Mayorga , Roland Hildebrand , Alexander Gasnikov

Error estimates are proved for an evolving surface finite element semi-discretization for anisotropic mean curvature flow of closed surfaces. For the geometric surface flow, a system coupling the anisotropic evolution law to parabolic…

Numerical Analysis · Mathematics 2025-08-05 Klaus Deckelnick , Harald Garcke , Balázs Kovács

A proof of convergence is given for a novel evolving surface finite element semi-discretization of Willmore flow of closed two-dimensional surfaces, and also of surface diffusion flow. The numerical method proposed and studied here…

Numerical Analysis · Mathematics 2020-07-31 Balázs Kovács , Buyang Li , Christian Lubich

We study the stochastic total variation flow (STVF) equation with linear multiplicative noise. By considering a limit of a sequence of regularized stochastic gradient flows with respect to a regularization parameter $\varepsilon$ we obtain…

Numerical Analysis · Mathematics 2022-11-14 Ľubomír Baňas , Michael Röckner , André Wilke

This paper presents a rigorous finite element framework for solving an optimal control problem governed by the steady Navier-Stokes-Brinkman equations, focusing on identifying a scalar permeability parameter $\gamma$ from local velocity…

Numerical Analysis · Mathematics 2025-03-12 Jorge Aguayo Araneda , Julie Merten

The Gradient Scheme framework provides a unified analysis setting for many different families of numerical methods for diffusion equations. We show in this paper that the Gradient Scheme framework can be adapted to elasticity equations, and…

Numerical Analysis · Mathematics 2014-02-18 Jerome Droniou , Bishnu P. Lamichhane

We consider systematic numerical approximation of a viscoelastic phase separation model that describes the demixing of a polymer solvent mixture. An unconditionally stable discretisation method is proposed based on a finite element…

Numerical Analysis · Mathematics 2024-07-08 Aaron Brunk , Herbert Egger , Oliver Habrich , Maria Lukacova-Medvidova

This paper proves error estimates for $H^2$ conforming finite elements for equations which model the flow of surfaces by different powers of the mean curvature (this includes mean curvature flow). for an adapted scheme originally proposed…

Numerical Analysis · Mathematics 2021-03-26 Axel Kröner , Heiko Kröner

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often…

Machine Learning · Computer Science 2020-06-09 Cong Ma , Kaizheng Wang , Yuejie Chi , Yuxin Chen

The theory of Wasserstein gradient flows in the space of probability measures has made an enormous progress over the last twenty years. It constitutes a unified and powerful framework in the study of dissipative partial differential…

Analysis of PDEs · Mathematics 2022-01-17 Daniel Adams , Manh Hong Duong , Goncalo dos Reis

The aim of this paper is to develop and analyze numerical schemes for approximately solving the backward problem of subdiffusion equation involving a fractional derivative in time with order $\alpha\in(0,1)$. After using quasi-boundary…

Numerical Analysis · Mathematics 2020-10-28 Zhengqi Zhang , Zhi Zhou

A new time discretization scheme for the numerical simulation of two-phase flow governed by a thermodynamically consistent diffuse interface model is presented. The scheme is consistent in the sense that it allows for a discrete in time…

Analysis of PDEs · Mathematics 2014-02-27 Harald Garcke , Michael Hinze , Christian Kahle

This paper presents an algorithmic framework for solving unconstrained stochastic optimization problems using only stochastic function evaluations. We employ central finite-difference based gradient estimation methods to approximate the…

Optimization and Control · Mathematics 2025-01-14 Raghu Bollapragada , Cem Karamanli

We consider the mathematical analysis and numerical approximation of a system of nonlinear partial differential equations that arises in models that have relevance to steady isochoric flows of colloidal suspensions. The symmetric velocity…

Numerical Analysis · Mathematics 2021-08-09 Andrea Bonito , Vivette Girault , Diane Guignard , Kumbakonam R. Rajagopal , Endre Süli

We present and analyze in a unified setting two schemes for the numerical discretization of a Darcy-Forchheimer fluid flow model coupled with an advection-diffusion equation modeling the temperature distribution in the fluid. The first…

Numerical Analysis · Mathematics 2026-02-11 Stefano Bonetti , Michele Botti , Paola F. Antonietti

This paper presents a geometric variational discretization of compressible fluid dynamics. The numerical scheme is obtained by discretizing, in a structure preserving way, the Lie group formulation of fluid dynamics on diffeomorphism groups…

Numerical Analysis · Mathematics 2018-12-17 Werner Bauer , François Gay-Balmaz

This work is devoted to the study of a posteriori error estimation and adaptivity in parabolic problems with a particular focus on spatial discontinuous Galerkin (dG) discretisations. We begin by deriving an a posteriori error estimator for…

Numerical Analysis · Mathematics 2015-04-13 Stephen Arthur Metcalfe

This paper develops and analyzes a semi-discrete and a fully discrete finite element method for a one-dimensional quasilinear parabolic stochastic partial differential equation (SPDE) which describes the stochastic mean curvature flow for…

Numerical Analysis · Mathematics 2013-03-26 Xiaobing Feng , Yukun Li , Andreas Prohl