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We present and analyze a novel wavelet-Fourier technique for the numerical treatment of multidimensional advection-diffusion-reaction equations based on the CORSING (COmpRessed SolvING) paradigm. Combining the Petrov-Galerkin technique with…

Numerical Analysis · Mathematics 2020-05-18 Simone Brugiapaglia , Stefano Micheletti , Fabio Nobile , Simona Perotto

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

We consider the inverse problem of estimating a function $u$ from noisy, possibly nonlinear, observations. We adopt a Bayesian approach to the problem. This approach has a long history for inversion, dating back to 1970, and has, over the…

Statistics Theory · Mathematics 2011-11-16 Masoumeh Dashti , Stephen Harris , Andrew Stuart

In this paper we present an immersed weak Galerkin method for solving second-order elliptic interface problems on polygonal meshes, where the meshes do not need to be aligned with the interface. The discrete space consists of constants on…

Numerical Analysis · Mathematics 2022-08-17 Hyeokjoo Park , Do Y. Kwak

We consider a time-dependent linear diffusion equation together with a related inverse boundary value problem. The aim of the inverse problem is to determine, based on observations on the boundary, the non-homogeneous diffusion coefficient…

Numerical Analysis · Mathematics 2016-09-21 Lauri Mustonen

Critical points of energy functionals, which are of broad interest, for instance, in physics and chemistry, in solid and quantum mechanics, in material science, or in general diffusion-reaction models arise as solutions to the associated…

Numerical Analysis · Mathematics 2025-10-20 Pascal Heid , Thomas P. Wihler

We demonstrate an efficient algorithm for inverse problems in time-dependent quantum dynamics based on feedback loops between Hamiltonian parameters and the solutions of the Schr\"{o}dinger equation. Our approach formulates the inverse…

Computational Physics · Physics 2020-10-27 Z. Deng , I. Tutunnikov , I. Sh. Averbukh , M. Thachuk , R. V. Krems

We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…

Numerical Analysis · Mathematics 2015-04-01 Thorsten Hohage , Frank Werner

This work is devoted to an inverse problem of identifying a source term depending on both spatial and time variables in a parabolic equation from single Cauchy data on a part of the boundary. A Crank-Nicolson Galerkin method is applied to…

Numerical Analysis · Mathematics 2020-07-30 Dinh Nho Hao , Tran Nhan Tam Quyen , Nguyen Thanh Son

This article develops, and describes how to use, results concerning disintegrations of Poisson random measures. These results are fashioned as simple tools that can be tailor-made to address inferential questions arising in a wide range of…

Statistics Theory · Mathematics 2007-06-13 Lancelot F. James

We consider the nonparametric estimation of the intensity function of a Poisson point process in a circular model from indirect observations $N_1,\ldots,N_n$. These observations emerge from hidden point process realizations with the target…

Statistics Theory · Mathematics 2019-02-19 Martin Kroll

We present numerical simulations of the three-dimensional Galerkin truncated incompressible Euler equations that we integrate in time while regularizing the solution by applying a wavelet-based denoising. For this, at each time step, the…

Fluid Dynamics · Physics 2018-01-03 Marie Farge , Naoya Okamoto , Kai Schneider , Katsunori Yoshimatsu

We consider an inverse problem of identifying the diffusion coefficient in matrix form in a parabolic PDE. In 2006, Cao and Pereverzev, used a \textit{natural linearisation} method for identifying a scalar valued diffusion coefficient in a…

Analysis of PDEs · Mathematics 2020-06-24 Subhankar Mondal , M. Thamban Nair

This paper introduces an auto-stabilized weak Galerkin (WG) finite element method with a built-in stabilizer for Poisson equations. By utilizing bubble functions as a key analytical tool, our method extends to both convex and non-convex…

Numerical Analysis · Mathematics 2024-08-23 Chunmei Wang

We devise and analyze a class of interior penalty discontinuous Galerkin methods for nonlinear and nonsmooth variational problems. Discrete duality relations are derived that lead to optimal error estimates in the case of total-variation…

Numerical Analysis · Mathematics 2020-04-21 Sören Bartels

We introduce and analyze a post-processing for a family of variational space-time approximations to wave problems. The discretization in space and time is based on continuous finite element methods. The post-processing lifts the fully…

Numerical Analysis · Mathematics 2018-03-09 Markus Bause , Uwe Köcher , Florin A. Radu , Friedhelm Schieweck

This paper considers the posterior contraction of non-parametric Bayesian inference on non-homogeneous Poisson processes. We consider the quality of inference on a rate function $\lambda$, given non-identically distributed realisations,…

Statistics Theory · Mathematics 2019-06-26 James A. Grant , David S. Leslie

In this work, we establish that discontinuous Galerkin methods are capable of producing reliable approximations for a broad class of nonlinear variational problems. In particular, we demonstrate that these schemes provide essential…

Numerical Analysis · Mathematics 2025-01-22 Georgios Grekas , Konstantinos Koumatos , Charalambos Makridakis , Andreas Vikelis

We investigate the estimation of a weighted density taking the form $g=w(F)f$, where $f$ denotes an unknown density, $F$ the associated distribution function and $w$ is a known (non-negative) weight. Such a class encompasses many examples,…

Statistics Theory · Mathematics 2017-03-13 Fabien Navarro , Christophe Chesneau , Jalal Fadili

In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…

Numerical Analysis · Mathematics 2025-06-23 Andreas Horst , Babak Maboudi Afkham , Yiqiu Dong , Jakob Lemvig