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This paper develops a high-accuracy algorithm for time fractional wave problems, which employs a spectral method in the temporal discretization and a finite element method in the spatial discretization. Moreover, stability and convergence…

Numerical Analysis · Mathematics 2017-08-10 Binjie Li , Hao Luo , Xiaoping Xie

Conformal prediction is a general method that converts almost any point predictor to a prediction set. The resulting set keeps good statistical properties of the original estimator under standard assumptions, and guarantees valid average…

Methodology · Statistics 2017-08-02 Jing Lei

Devising efficient algorithms to solve continuously-varying strongly convex optimization programs is key in many applications, from control systems to signal processing and machine learning. In this context, solving means to find and track…

Optimization and Control · Mathematics 2020-01-09 Andrea Simonetto

The analysis of structure-preserving numerical methods for the Poisson--Nernst--Planck (PNP) system has attracted growing interests in recent years. In this work, we provide an optimal rate convergence analysis and error estimate for finite…

Numerical Analysis · Mathematics 2022-02-23 Jie Ding , Cheng Wang , Shenggao Zhou

In this paper, finite element method is applied to Leland's model for numerical simulation of option pricing with transaction costs. Spatial finite element models based on P1 and/or P2 elements are formulated in combination with a…

Computational Finance · Quantitative Finance 2020-10-27 Dongming Wei , Yogi Ahmad Erlangga , Gulzat Zhumakhanova

This study presents incremental correction methods for refining neural network parameters or control functions entering into a continuous-time dynamic system to achieve improved solution accuracy in satisfying the interim point constraints…

Optimization and Control · Mathematics 2024-03-12 Namhoon Cho , Hyo-Sang Shin , Antonios Tsourdos , Davide Amato

The need to estimate a positive definite solution to an overdetermined linear system of equations with multiple right hand side vectors arises in several process control contexts. The coefficient and the right hand side matrices are…

Numerical Analysis · Mathematics 2015-06-16 Negin Bagherpour , Nezam Mahdavi Amiri

This paper considers unconstrained convex optimization problems with time-varying objective functions. We propose algorithms with a discrete time-sampling scheme to find and track the solution trajectory based on prediction and correction…

Information Theory · Computer Science 2017-09-18 Andrea Simonetto , Aryan Mokhtari , Alec Koppel , Geert Leus , Alejandro Ribeiro

We consider a strongly heterogeneous medium saturated by an incompressible viscous fluid as it appears in geomechanical modeling. This poroelasticity problem suffers from rapidly oscillating material parameters, which calls for a thorough…

Numerical Analysis · Mathematics 2018-12-27 Robert Altmann , Eric Chung , Roland Maier , Daniel Peterseim , Sai-Mang Pun

In this paper, we propose a linearized finite element method (FEM) for solving the cubic nonlinear Schr\"{o}dinger equation with wave operator. In this method, a modified leap-frog scheme is applied for time discretization and a Galerkin…

Numerical Analysis · Mathematics 2019-02-25 Wentao Cai , Dongdong He , Kejia Pan

We present a continuous and a discontinuous linear Finite Element method based on a predictor-corrector scheme for the numerical approximation of the Ericksen-Leslie equations, a model for nematic liquid crystal flow including a non-convex…

Numerical Analysis · Mathematics 2025-02-13 Maximilian E. V. Reiter

In this paper, we analyze the convergence and optimality of a standard adaptive nonconforming linear element method for the Stokes problem. After establishing a special quasi--orthogonality property for both the velocity and the pressure in…

Numerical Analysis · Mathematics 2013-09-17 Jun Hu , Jinchao Xu

In this article, we present a simple technique for boosting the order of accuracy of finite difference schemes for time dependent partial differential equations by optimally selecting the time step used to advance the numerical solution and…

Numerical Analysis · Mathematics 2009-05-26 Kevin T. Chu

The convergence and optimality of adaptive mixed finite element methods for the Poisson equation are established in this paper. The main difficulty for mixed finite element methods is the lack of minimization principle and thus the failure…

Numerical Analysis · Mathematics 2010-01-12 Long Chen , Michael Holst , Jinchao Xu

We develop a cut finite element method for a second order elliptic coupled bulk-surface model problem. We prove a priori estimates for the energy and $L^2$ norms of the error. Using stabilization terms we show that the resulting algebraic…

Numerical Analysis · Mathematics 2014-03-27 Erik Burman , Peter Hansbo , Mats G. Larson , Sara Zahedi

This paper constructs and analyzes a boundary correction finite element method for the Stokes problem based on the Scott-Vogelius pair on Clough-Tocher splits. The velocity space consists of continuous piecewise quadratic polynomials, and…

Numerical Analysis · Mathematics 2021-05-24 Haoran Liu , Michael Neilan , Baris Otus

In this work, we derive a reliable and efficient residual-typed error estimator for the finite element approximation of a 2d cathodic protection problem governed by a steady-state diffusion equation with a nonlinear boundary condition. We…

Numerical Analysis · Mathematics 2019-08-21 Guanglian Li , Yifeng Xu

We consider a space-time finite element method on fully unstructured simplicial meshes for optimal sparse control of semilinear parabolic equations. The objective is a combination of a standard quadratic tracking-type functional including a…

Numerical Analysis · Mathematics 2020-04-01 Ulrich Langer , Olaf Steinbach , Fredi Tröltzsch , Huidong Yang

This work presents a novel stabilization strategy for the Galerkin formulation of the incompressible Navier-Stokes equations, developed to achieve high accuracy while ensuring convergence and compatibility with high-order elements on…

Numerical Analysis · Mathematics 2025-09-05 Antonio Blanco-Casares , Vishal Kumar , Daniel Mira , Oriol Lehmkuhl

We develop a fully discrete scheme for time-fractional diffusion equations by using a finite difference method in time and a finite element method in space. The fractional derivatives are used in Caputo sense. Stability and error estimates…

Analysis of PDEs · Mathematics 2019-08-05 Moulay Rchid Sidi Ammi , Ismail Jamiai , Delfim F. M. Torres
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