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We consider Galerkin finite element methods for semilinear stochastic partial differential equations (SPDEs) with multiplicative noise and Lipschitz continuous nonlinearities. We analyze the strong error of convergence for spatially…

Numerical Analysis · Mathematics 2014-11-26 Raphael Kruse

Often, when solving forward, inverse or data assimilation problems, only a part of the solution is needed. As a model, we consider the stationary diffusion problem. We demonstrate an algorithm that can compute only a part or a functional of…

Numerical Analysis · Mathematics 2020-08-06 Alexander Litvinenko

In this paper we present an immersed weak Galerkin method for solving second-order elliptic interface problems on polygonal meshes, where the meshes do not need to be aligned with the interface. The discrete space consists of constants on…

Numerical Analysis · Mathematics 2022-08-17 Hyeokjoo Park , Do Y. Kwak

In this work, we present a novel error analysis for recovering a spatially dependent diffusion coefficient in an elliptic or parabolic problem. It is based on the standard regularized output least-squares formulation with an $H^1(\Omega)$…

Numerical Analysis · Mathematics 2020-10-07 Bangti Jin , Zhi Zhou

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions…

Numerical Analysis · Mathematics 2025-03-25 Markus Bachmayr , Henrik Eisenmann , Igor Voulis

This paper is concerned with the construction, analysis and realization of a numerical method to approximate the solution of high dimensional elliptic partial differential equations. We propose a new combination of an Adaptive Wavelet…

Numerical Analysis · Mathematics 2018-05-31 Mazen Ali , Karsten Urban

Operator learning focuses on approximating mappings $\mathcal{G}^\dagger:\mathcal{U} \rightarrow\mathcal{V}$ between infinite-dimensional spaces of functions, such as $u: \Omega_u\rightarrow\mathbb{R}$ and $v:…

Machine Learning · Computer Science 2024-09-10 Carlos Mora , Amin Yousefpour , Shirin Hosseinmardi , Houman Owhadi , Ramin Bostanabad

Although major advances have been achieved over the past decades for the reduction and identification of linear systems, deriving nonlinear low-order models still is a chal- lenging task. In this work, we develop a new data-driven framework…

Fluid Dynamics · Physics 2016-12-26 Jean-Christophe Loiseau , Steven L. Brunton

The simulation of high-dimensional problems with manageable computational resource represents a long-standing challenge. In a series of our recent work [25, 17, 18, 24], a class of sparse grid DG methods has been formulated for solving…

Numerical Analysis · Mathematics 2019-06-27 Wei Guo

Neural operators as novel neural architectures for fast approximating solution operators of partial differential equations (PDEs), have shown considerable promise for future scientific computing. However, the mainstream of training neural…

Machine Learning · Computer Science 2024-06-04 Tengfei Xu , Dachuan Liu , Peng Hao , Bo Wang

We study the problem of identifying unknown processes embedded in time-dependent partial differential equation (PDE) using observational data, with an application to advection-diffusion type PDE. We first conduct theoretical analysis and…

Numerical Analysis · Mathematics 2021-07-13 Zhen Chen , Kailiang Wu , Dongbin Xiu

We present statistical convergence results for the learning of (possibly) non-linear mappings in infinite-dimensional spaces. Specifically, given a map $G_0:\mathcal X\to\mathcal Y$ between two separable Hilbert spaces, we analyze the…

Statistics Theory · Mathematics 2024-12-24 Niklas Reinhardt , Sven Wang , Jakob Zech

The efficient approximation of parametric PDEs is of tremendous importance in science and engineering. In this paper, we show how one can train Galerkin discretizations to efficiently learn quantities of interest of solutions to a…

Numerical Analysis · Mathematics 2025-04-16 Ignacio Brevis , Ignacio Muga , David Pardo , Oscar Rodriguez , Kristoffer G. van der Zee

Error estimates are proved for finite element approximations to the solution of second-order hyperbolic partial differential equations with coefficients varying in both space and time. Optimal rates of convergence in the energy norm are…

Numerical Analysis · Mathematics 2026-03-17 Oussama Al Jarroudi , Marcus J. Grote

We consider a class of pseudodifferential operators with a doubly characteristic point, where the quadratic part of the symbol fails to be elliptic but obeys an averaging assumption. Under suitable additional assumptions, semiclassical…

Analysis of PDEs · Mathematics 2016-07-14 Joe Viola

Strong convergence rates for (temporal, spatial, and noise) numerical approximations of semilinear stochastic evolution equations (SEEs) with smooth and regular nonlinearities are well understood in the scientific literature. Weak…

Probability · Mathematics 2021-11-02 Daniel Conus , Arnulf Jentzen , Ryan Kurniawan

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Machine Learning · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

We show that running gradient descent with variable learning rate guarantees loss $f(x) \leq 1.1 \cdot f(x^*) + \epsilon$ for the logistic regression objective, where the error $\epsilon$ decays exponentially with the number of iterations…

Machine Learning · Computer Science 2023-06-27 Kyriakos Axiotis , Maxim Sviridenko

We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…

Machine Learning · Computer Science 2022-10-04 Ayano Kaneda , Osman Akar , Jingyu Chen , Victoria Kala , David Hyde , Joseph Teran

The article addresses the convergence of implicit and semi-implicit, fully discrete approximations of a class of nonlinear parabolic evolution problems. Such schemes are popular in the numerical solution of evolutions defined with the…

Numerical Analysis · Mathematics 2019-02-22 Sören Bartels , Michael Růžička