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In this paper, we establish explicit convergence rates for the stochastic smooth approximations of infimal convolutions introduced and developed in \cite{MR4581306,MR4923371}. In particular, we quantify the convergence of the associated…

Optimization and Control · Mathematics 2026-02-23 Diego Morales , Pedro Pérez-Aros , Emilio Vilches

Efficient simulation of stochastic partial differential equations (SPDE) on general domains requires noise discretization. This paper employs piecewise linear interpolation of noise in a fully discrete finite element approximation of a…

Numerical Analysis · Mathematics 2024-10-22 Gabriel Lord , Andreas Petersson

We study geometric variations of the discriminating code problem. In the \emph{discrete version} of the problem, a finite set of points $P$ and a finite set of objects $S$ are given in $\mathbb{R}^d$. The objective is to choose a subset…

Computational Geometry · Computer Science 2023-06-30 Sanjana Dey , Florent Foucaud , Subhas C Nandy , Arunabha Sen

Kernel interpolation is a fundamental technique for approximating functions from scattered data, with a well-understood convergence theory when interpolating elements of a reproducing kernel Hilbert space. Beyond this classical setting,…

Numerical Analysis · Mathematics 2025-05-19 Toni Karvonen , Gabriele Santin , Tizian Wenzel

We study linear polynomial approximation of functions in weighted Sobolev spaces $W^r_{p,w}(\mathbb{R}^d)$ of mixed smoothness $r \in \mathbb{N}$, and their optimality in terms of Kolmogorov and linear $n$-widths of the unit ball…

Numerical Analysis · Mathematics 2025-01-03 Dinh Dũng

In this paper, we introduce coproducts of proximity spaces. After exploring several of their basic properties, we show that given a collection of proximity spaces, the coproduct of their Smirnov compactifications proximally and densely…

General Topology · Mathematics 2023-03-01 Pawel Grzegrzolka

We investigate the sparsity of Wiener polynomial chaos expansions of holomorphic maps $\mathcal{G}$ on Gaussian Hilbert spaces, as arise in the coefficient-to-solution maps of linear, second order, divergence-form elliptic PDEs with…

Numerical Analysis · Mathematics 2025-05-01 Carlo Marcati , Christoph Schwab , Jakob Zech

We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…

Optimization and Control · Mathematics 2025-10-14 Nicholas Pischke

We introduce new finite-dimensional spaces specifically designed to approximate the solutions to high-frequency Helmholtz problems with smooth variable coefficients in dimension $d$. These discretization spaces are spanned by Gaussian…

Numerical Analysis · Mathematics 2025-02-04 T. Chaumont-Frelet , V. Dolean , M. Ingremeau

Sparse grids are tailored to the approximation of smooth high-dimensional functions. On a $d$-dimensional tensor product space, the number of grid points is $N = \mathcal O(h^{-1} |\log h|^{d-1})$, where $h$ is a mesh parameter. The…

Numerical Analysis · Mathematics 2011-06-09 Christoph Reisinger

In isogeometric analysis, isogeometric function spaces are employed for accurately representing the solution to a partial differential equation (PDE) on a parameterized domain. They are generated from a tensor-product spline space by…

Numerical Analysis · Mathematics 2024-03-29 Dany Rios , Felix Scholz , Thomas Takacs

Finite mixture models provide a flexible framework for approximating and estimating multivariate probability densities. We study mixtures formed from translated and rescaled copies of a fixed density kernel and obtain explicit results for…

Statistics Theory · Mathematics 2026-04-24 Hien Duy Nguyen , TrungTin Nguyen , Jacob Westerhout , Xin Guo

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

A new Jacobian approximation is developed for use in quasi-Newton methods for solving systems of nonlinear equations. The new hypersecant Jacobian approximation is intended for the special case where the evaluation of the functions whose…

Numerical Analysis · Mathematics 2009-05-08 Johan Carlsson , John R. Cary

We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…

Probability · Mathematics 2026-04-02 Pengcheng Xia , Longjie Xie , Xicheng Zhang

As one myth of polynomial interpolation and quadrature, Trefethen [30] revealed that the Chebyshev interpolation of $|x-a|$ (with $|a|<1 $) at the Clenshaw-Curtis points exhibited a much smaller error than the best polynomial approximation…

Numerical Analysis · Mathematics 2023-02-14 Shuhuang Xiang , Desong Kong , Guidong Liu , Li-Lian Wang

Multivariate functions are typically governed by anisotropic features such as edges in images or shock fronts in solutions of transport-dominated equations. One major goal both for the purpose of compression as well as for an efficient…

Functional Analysis · Mathematics 2011-08-08 Gitta Kutyniok , Jakob Lemvig , Wang-Q Lim

Asymptotic approximations to the zeros of Jacobi polynomials are given, with methods to obtain the coefficients in the expansions. These approximations can be used as standalone methods for the non-iterative computation of the nodes of…

Numerical Analysis · Mathematics 2019-03-05 Amparo Gil , Javier Segura , Nico M. Temme

We provide a unified framework that applies to a general family of convex losses across binary and multiclass settings in the overparameterized regime to approximately characterize the implicit bias of gradient descent in closed form.…

Machine Learning · Statistics 2025-06-11 Kuo-Wei Lai , Vidya Muthukumar

We consider stochastic differential equations in a Hilbert space, perturbed by the gradient of a convex potential. We investigate the problem of convergence of a sequence of such processes. We propose applications of this method to…

Probability · Mathematics 2007-05-23 Lorenzo Zambotti
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