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This paper proposes a novel low-rank approximation to the multivariate State-Space Model. The Stochastic Partial Differential Equation (SPDE) approach is applied component-wise to the independent-in-time Mat\'ern Gaussian innovation term in…

Approximated numerical techniques, for the solution of the elastic wave scattering problem over semi-infinite domains are reviewed. The approximations involve the representation of the half-space by a boundary condition described in terms…

Computational Engineering, Finance, and Science · Computer Science 2014-10-14 Nicolás Guarín-Zapata , Juan Gómez , Juan Jaramillo

The Finite Element Method (FEM) is the gold standard for spatial discretization in numerical simulations for a wide spectrum of real-world engineering problems. Prototypical areas of interest include linear heat transfer and linear…

Numerical Analysis · Mathematics 2022-01-10 Marcelo Forets , Daniel Freire Caporale , Jorge M. Pérez Zerpa

We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…

Numerical Analysis · Mathematics 2018-08-01 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung , Zhiwen Zhang

Discharge of hazardous substances into the marine environment poses a substantial risk to both public health and the ecosystem. In such incidents, it is imperative to accurately estimate the release strength of the source and reconstruct…

Signal Processing · Electrical Eng. & Systems 2024-10-29 Yang Liu , Christopher M. Harvey , Frederick E. Hamlyn , Cunjia Liu

In this paper we propose a method for the construction of locally conservative flux fields from Generalized Multiscale Finite Element Method (GMsFEM) pressure solutions. The flux values are obtained from an element-based postprocessing…

Analysis of PDEs · Mathematics 2013-04-24 Lawrence Bush , Victor Ginting , Michael Presho

In this paper, we study the numerical algorithm for a nonlinear poroelasticity model with nonlinear stress-strain relations. By using variable substitution, the original problem can be reformulated to a new coupled fluid-fluid system, that…

Numerical Analysis · Mathematics 2022-05-17 Zhihao Ge , Hairun Li , Tingting Li

The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…

Optimization and Control · Mathematics 2026-04-14 Nicole Tianjiao Yang

The goal of this paper is to develop and analyze some fully discrete finite element methods for a displacement-pressure model modeling swelling dynamics of polymer gels under mechanical constraints. In the model, the swelling dynamics is…

Numerical Analysis · Mathematics 2009-03-25 Xiaobing Feng , Yinnian He

Inference on unknown quantities in dynamical systems via observational data is essential for providing meaningful insight, furnishing accurate predictions, enabling robust control, and establishing appropriate designs for future…

Methodology · Statistics 2018-02-06 M. Chung , M. Binois , R. B. Gramacy , D. J. Moquin , A. P. Smith , A. M. Smith

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

In this paper we analyze a space-time unfitted finite element method for the discretization of scalar surface partial differential equations on evolving surfaces. For higher order approximations of the evolving surface we use the technique…

Numerical Analysis · Mathematics 2024-11-26 Arnold Reusken , Hauke Sass

This paper considers the problem of computing Bayesian estimates of both states and model parameters for nonlinear state-space models. Generally, this problem does not have a tractable solution and approximations must be utilised. In this…

Machine Learning · Statistics 2020-12-15 Jarrad Courts , Johannes Hendriks , Adrian Wills , Thomas Schön , Brett Ninness

Over the past decade, Finite Element Method (FEM) has served as a foundational numerical framework for approximating the terms of Time Series Expansion (TSE) as solutions to transient Partial Differential Equation (PDE). However, the…

Numerical Analysis · Mathematics 2024-09-04 Ahmad Deeb , Denys Dutykh

Due to spatial dependence -- often characterized as complex and non-linear -- model misspecification is a prevalent and critical issue in spatial data analysis and prediction. As the data, and thus model performance, is heterogeneous,…

This paper considers the problem of model selection within the context of finite element model updating. Given that a number of FEM updating models, with different updating parameters, can be designed, this paper proposes using the Bayesian…

Computation · Statistics 2008-10-16 Linda Mthembu , Tshilidzi Marwala , Michael I. Friswell , Sondipon Adhikari

We propose and study a scheme combining the finite element method and machine learning techniques for the numerical approximations of coupled nonlinear forward-backward stochastic partial differential equations (FBSPDEs) with homogeneous…

Numerical Analysis · Mathematics 2020-12-16 Hasib Uddin Molla , Jinniao Qiu

In this paper, we present a novel approach to geostatistical filtering which tackles two challenges encountered when applying this method to complex spatial datasets: modeling the non-stationarity of the data while still being able to work…

Methodology · Statistics 2020-04-07 Mike Pereira , Nicolas Desassis , Cédric Magneron , Nathan Palmer

In this work, we present and analyze a fully-mixed finite element scheme for the dynamic poroelasticity problem in the low-frequency regime. We write the problem as a four-field, first-order, hyperbolic system of equations where the…

Numerical Analysis · Mathematics 2025-12-12 Stefano Bonetti , Michele Botti , Patrick Vega

We present a nonlinear dynamical approximation method for time-dependent Partial Differential Equations (PDEs). The approach makes use of parametrized decoder functions, and provides a general, and principled way of understanding and…

Numerical Analysis · Mathematics 2025-05-20 Daan Bon , Benjamin Caris , Olga Mula