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In this article, goal-oriented a posteriori error estimation for the biharmonic plate bending problem is considered. The error for approximation of goal functional is represented by an estimator which combines dual-weighted residual method…

数值分析 · 数学 2021-07-15 Gouranga Mallik

We derive a residual based a-posteriori error estimate for the outer normal flux of approximations to {the diffusion problem with variable coefficient}. By analyzing the solution of the adjoint problem, we show that error indicators in the…

数值分析 · 数学 2021-10-26 Silvia Bertoluzza , Erik Burman , Cuiyu He

This contribution provides numerical experiments for a finite volume scheme for an approximation of the stochastic Allen-Cahn equation with homogeneous Neumann boundary conditions. The approximation is done by a Yosida approximation of the…

数值分析 · 数学 2026-02-02 Niklas Sapountzoglou , Aleksandra Zimmermann

It has recently been established that the numerical solution of ordinary differential equations can be posed as a nonlinear Bayesian inference problem, which can be approximately solved via Gaussian filtering and smoothing, whenever a…

数值分析 · 数学 2021-01-13 Filip Tronarp , Simo Sarkka , Philipp Hennig

When the state space of a discrete state space positive recurrent Markov chain is infinite or very large, it becomes necessary to truncate the state space in order to facilitate numerical computation of the stationary distribution. This…

概率论 · 数学 2025-05-07 Peter W. Glynn , Zeyu Zheng

We derive a posteriori error bounds for a quasilinear parabolic problem, which is approximated by the $hp$-version interior penalty discontinuous Galerkin method (IPDG). The error is measured in the energy norm. The theory is developed for…

数值分析 · 数学 2013-09-20 Emmanuil H. Georgoulis , Omar Lakkis

This work reviews goal-oriented a posteriori error control, adaptivity and solver control for finite element approximations to boundary and initial-boundary value problems for stationary and non-stationary partial differential equations,…

We consider finite element solutions to optimization problems, where the state depends on the possibly constrained control through a linear partial differential equation. Basing upon a reduced and rescaled optimality system, we derive a…

数值分析 · 数学 2025-03-18 Fernando Gaspoz , Christian Kreuzer , Andreas Veeser , Winnifried Wollner

Over the course of the past decade, a variety of randomized algorithms have been proposed for computing approximate least-squares (LS) solutions in large-scale settings. A longstanding practical issue is that, for any given input, the user…

机器学习 · 统计学 2018-09-07 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

We present reduced basis approximations and rigorous a posteriori error bounds for the instationary Stokes equations. We shall discuss both a method based on the standard formulation as well as a method based on a penalty approach, which…

数值分析 · 数学 2012-11-06 Anna-Lena Gerner , Arnold Reusken , Karen Veroy

We consider the approximation of singularly perturbed linear second-order boundary value problems by $hp$-finite element methods. In particular, we include the case where the associated differential operator may not be coercive. Within this…

数值分析 · 数学 2015-04-30 Jens M. Melenk , Thomas P. Wihler

In this paper, we present a study of an a posteriori estimator for the discretization error of a non-standard finite difference scheme applied to boundary value problems defined on an infinite interval. In particular, we show how…

数值分析 · 数学 2015-03-20 Riccardo Fazio , Alessandra Jannelli

The scope of this paper is the analysis and approximation of an optimal control problem related to the Allen-Cahn equation. A tracking functional is minimized subject to the Allen-Cahn equation using distributed controls that satisfy…

数值分析 · 数学 2022-07-27 Konstantinos Chrysafinos , Dimitra Plaka

We propose an a posteriori error estimator for high-order $p$- or $hp$-finite element discretizations of selfadjoint linear elliptic eigenvalue problems that is appropriate for estimating the error in the approximation of an eigenvalue…

数值分析 · 数学 2020-09-16 Stefano Giani , Luka Grubisic , Harri Hakula , Jeffrey Ovall

We consider some (anisotropic and piecewise constant) convection-diffusion-reaction problems in domains of R2, approximated by a discontinuous Galerkin method with polynomials of any degree. We propose two a posteriori error estimators…

数值分析 · 数学 2010-11-04 Emmanuel Creusé , Serge Nicaise

We consider Poisson's equation with a finite number of weighted Dirac masses as a source term, together with its discretization by means of conforming finite elements. For the error in fractional Sobolev spaces, we propose residual-type a…

数值分析 · 数学 2015-07-30 Fernando D. Gaspoz , Pedro Morin , Andreas Veeser

In this paper, we propose a new kind of numerical scheme for high-dimensional backward stochastic differential equations based on modified multi-level Picard iteration. The proposed scheme is very similar to the original multi-level Picard…

数值分析 · 数学 2019-05-06 Chol-Kyu Pak , Mun-Chol Kim , Hun O

We derive computable upper bounds for the difference between an exact solution of the evolutionary convection-diffusion problem and an approximation of this solution. The estimates are obtained by certain transformations of the integral…

数值分析 · 数学 2013-12-02 Sergey I. Repin , Satyendra K. Tomar

In this work, we consider space-time goal-oriented a posteriori error estimation for parabolic problems. Temporal and spatial discretizations are based on Galerkin finite elements of continuous and discontinuous type. The main objectives…

数值分析 · 数学 2024-02-06 Jan Philipp Thiele , Thomas Wick

We describe a posteriori error analysis for a discontinuous Galerkin method for a fourth order elliptic interface problem that arises from a linearized model of thin sheet folding. The primary contribution is a local efficiency bound for an…

数值分析 · 数学 2025-07-02 Harbir Antil , Sean P. Carney , Rohit Khandelwal