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For finite-dimensional problems, stochastic approximation methods have long been used to solve stochastic optimization problems. Their application to infinite-dimensional problems is less understood, particularly for nonconvex objectives.…

Optimization and Control · Mathematics 2021-01-14 Caroline Geiersbach , Teresa Scarinci

In this article we develop a convergence theory for goal-oriented adaptive finite element algorithms designed for a class of second-order semilinear elliptic equations. We briefly discuss the target problem class, and introduce several…

Numerical Analysis · Mathematics 2014-04-24 Michael Holst , Sara Pollock , Yunrong Zhu

This paper aims to develop an efficient adaptive finite element method for the second-order elliptic problem. Although the theory for adaptive finite element methods based on residual-type a posteriori error estimator and bisection…

Numerical Analysis · Mathematics 2025-03-24 Jingjing Xiao , Ying Liu , Nianyu Yi

We establish a well-posedness and error-estimation framework that solves Hamilton-Jacobi equations by minimizing the least-squares residual of monotone finite-difference discretizations. This approach also applies naturally to second-order…

Numerical Analysis · Mathematics 2026-05-13 Olivier Bokanowski , Carlos Esteve-Yagüe , Richard Tsai

We introduce a generalized finite difference method for solving a large range of fully nonlinear elliptic partial differential equations in three dimensions. Methods are based on Cartesian grids, augmented by additional points carefully…

Numerical Analysis · Mathematics 2021-03-19 Brittany Froese Hamfeldt , Jacob Lesniewski

We study an iterative Galerkin method for quasilinear elliptic problems in the Browder-Minty setting. The resulting discrete nonlinear systems are solved by linearization via a (damped) Zarantonello iteration. Unlike prior work, adaptive…

Numerical Analysis · Mathematics 2026-05-25 Maximilian Brunner , Gregor Gantner , Christoph Lietz , Dirk Praetorius

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

Optimization and Control · Mathematics 2021-09-28 Monika Eisenmann , Tony Stillfjord , Måns Williamson

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

Numerical Analysis · Mathematics 2020-04-02 Ruo Li , Fanyi Yang

We present an effective adaptive procedure for the numerical approximation of the steady-state Gross-Pitaevskii equation. Our approach is solely based on energy minimization, and consists of a combination of gradient flow iterations and…

Numerical Analysis · Mathematics 2020-01-16 Pascal Heid , Benjamin Stamm , Thomas P. Wihler

This paper addresses the numerical solution of nonlinear eigenvector problems such as the Gross-Pitaevskii and Kohn-Sham equation arising in computational physics and chemistry. These problems characterize critical points of energy…

Numerical Analysis · Mathematics 2022-04-19 Robert Altmann , Daniel Peterseim , Tatjana Stykel

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial…

Numerical Analysis · Mathematics 2025-06-25 Markus Bachmayr , Huqing Yang

In this article we develop convergence theory for a class of goal-oriented adaptive finite element algorithms for second order nonsymmetric linear elliptic equations. In particular, we establish contraction results for a method of this type…

Numerical Analysis · Mathematics 2013-08-09 Michael Holst , Sara Pollock

This paper presents an integrated framework to construct local-energy solutions to fairly general nonlinear diffusion equations for initial data growing at infinity under suitable assumptions on local-energy estimates for approximate…

Analysis of PDEs · Mathematics 2021-06-24 Goro Akagi , Kazuhiro Ishige , Ryuichi Sato

In this work we develop and analyze an adaptive finite element method for efficiently solving electrical impedance tomography -- a severely ill-posed nonlinear inverse problem for recovering the conductivity from boundary voltage…

Numerical Analysis · Mathematics 2019-05-16 Bangti Jin , Yifeng Xu , Jun Zou

We leverage the connections between nonexpansive maps, monotone Lipschitz operators, and proximal mappings to obtain near-optimal (i.e., optimal up to poly-log factors in terms of iteration complexity) and parameter-free methods for solving…

Optimization and Control · Mathematics 2020-04-14 Jelena Diakonikolas

We construct a finite element approximation of a strain-limiting elastic model on a bounded open domain in $\mathbb{R}^d$, $d \in \{2,3\}$. The sequence of finite element approximations is shown to exhibit strong convergence to the unique…

Numerical Analysis · Mathematics 2020-04-02 Andrea Bonito , Vivette Girault , Endre Süli

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

In many applications of practical interest, solutions of partial differential equation models arise as critical points of an underlying (energy) functional. If such solutions are saddle points, rather than being maxima or minima, then the…

Numerical Analysis · Mathematics 2020-09-07 Pascal Heid , Thomas P. Wihler

Adaptive multilevel finite element methods are developed and analyzed for certain elliptic systems arising in geometric analysis and general relativity. This class of nonlinear elliptic systems of tensor equations on manifolds is first…

Numerical Analysis · Mathematics 2010-01-12 Michael Holst

The purpose of this paper is to propose and analyze a multi-step iterative algorithm to solve a convex optimization problem and a fixed point problem posed on a Hadamard space. The convergence properties of the proposed algorithm are…

Functional Analysis · Mathematics 2018-02-28 Muhammad Aqeel Ahmad Khan , Hafiza Arham Maqbool