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In this article we present an a posteriori error estimator for the spatial-stochastic error of a Galerkin-type discretisation of an initial value problem for a random hyperbolic conservation law. For the stochastic discretisation we use the…

Numerical Analysis · Mathematics 2019-02-22 Jan Giesselmann , Fabian Meyer , Christian Rohde

In this work, we propose a mean-squared error-based risk that enables the comparison and optimization of estimators of squared calibration errors in practical settings. Improving the calibration of classifiers is crucial for enhancing the…

Machine Learning · Computer Science 2025-02-24 Sebastian G. Gruber , Francis Bach

It's well know that Radial Basis Function approximants suffers of bad conditioning if the simple basis of translates is used. A recent work of M.Pazouki and R.Schaback gives a quite general way to build stable, orthonormal bases for the…

Numerical Analysis · Mathematics 2018-10-09 Gabriele Santin

We present a novel technique to overcome the limitations of the applicability of Principal Component Analysis to typical real-life data sets, especially astronomical spectra. Our new approach addresses the issues of outliers, missing…

Astrophysics · Physics 2009-11-13 Tamas Budavari , Vivienne Wild , Alexander S. Szalay , Laszlo Dobos , Ching-Wa Yip

The method of regularized stokeslets is a powerful numerical method to solve the Stokes flow equations for problems in biological fluid mechanics. A recent variation of this method incorporates a nearest-neighbor discretization to improve…

Fluid Dynamics · Physics 2018-06-06 Meurig T. Gallagher , Debajyoti Choudhuri , David J. Smith

We consider the minimization or maximization of the $J$th largest eigenvalue of an analytic and Hermitian matrix-valued function, and build on Mengi et al. (2014, SIAM J. Matrix Anal. Appl., 35, 699-724). This work addresses the setting…

Numerical Analysis · Mathematics 2017-06-19 Fatih Kangal , Karl Meerbergen , Emre Mengi , Wim Michiels

Many statistical estimators are defined as the fixed point of a data-dependent operator, with estimators based on minimizing a cost function being an important special case. The limiting performance of such estimators depends on the…

Machine Learning · Computer Science 2022-03-22 Nhat Ho , Koulik Khamaru , Raaz Dwivedi , Martin J. Wainwright , Michael I. Jordan , Bin Yu

We investigate the precision of the numerical implementation of the functional renormalization group based on extracting the eigenvalues from the linearized RG transformation. For this purpose, we implement the LPA and $O(\partial^2)$…

Statistical Mechanics · Physics 2024-07-17 Andrzej Chlebicki

Elliptic partial differential equations on surfaces play an essential role in geometry, relativity theory, phase transitions, materials science, image processing, and other applications. They are typically governed by the Laplace-Beltrami…

Numerical Analysis · Mathematics 2018-01-03 Andrea Bonito , Alan Demlow , Justin Owen

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

Error bounds, which refer to inequalities that bound the distance of vectors in a test set to a given set by a residual function, have proven to be extremely useful in analyzing the convergence rates of a host of iterative methods for…

Optimization and Control · Mathematics 2015-12-14 Zirui Zhou , Anthony Man-Cho So

The integral fractional Laplacian of order $s \in (0,1)$ is a nonlocal operator. It is known that solutions to the Dirichlet problem involving such an operator exhibit an algebraic boundary singularity regardless of the domain regularity.…

Numerical Analysis · Mathematics 2022-12-29 Juan Pablo Borthagaray , Dmitriy Leykekhman , Ricardo H. Nochetto

Subspace clustering is an unsupervised clustering technique designed to cluster data that is supported on a union of linear subspaces, with each subspace defining a cluster with dimension lower than the ambient space. Many existing…

Machine Learning · Computer Science 2021-03-23 Benjamin D. Haeffele , Chong You , René Vidal

A priori error bounds have been derived for different balancing-related model reduction methods. The most classical result is a bound for balanced truncation and singular perturbation approximation that is applicable for asymptotically…

Numerical Analysis · Mathematics 2022-01-19 Björn Liljegren-Sailer

We discuss a surprisingly simple scheme for accounting (and removal) of error in observables determined from quantum algorithms. A correction to the value of the observable is calculated by first measuring the observable with all error…

Quantum Physics · Physics 2018-04-20 Matthew Otten , Stephen Gray

This note introduces an unsupervised learning algorithm to debug errors in finite element (FE) simulation models and details how it was productionised. The algorithm clusters degrees of freedom in the FE model using numerical properties of…

Computational Engineering, Finance, and Science · Computer Science 2023-10-26 Ramaseshan Kannan

Using the resolvent operator, we develop an algorithm for computing smoothed approximations of spectral measures associated with self-adjoint operators. The algorithm can achieve arbitrarily high-orders of convergence in terms of a…

Numerical Analysis · Mathematics 2020-12-02 Matthew J. Colbrook , Andrew Horning , Alex Townsend

This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…

Numerical Analysis · Mathematics 2026-01-01 Qiling Gu , Wenlong Zhang , Zhidong Zhang

In recent years, contour-based eigensolvers have emerged as a standard approach for the solution of large and sparse eigenvalue problems. Building upon recent performance improvements through non-linear least square optimization of…

Numerical Analysis · Mathematics 2021-12-14 Konrad Kollnig , Paolo Bientinesi , Edoardo Di Napoli

In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how…

Numerical Analysis · Mathematics 2015-03-20 Riccardo Fazio , Alessandra Jannelli
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