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This paper is concerned with a posteriori error bounds for linear transport equations and related questions of contriving corresponding adaptive solution strategies in the context of Discontinuous-Petrov-Galerkin schemes. After indicating…

数值分析 · 数学 2019-02-22 W. Dahmen , R. P. Stevenson

Variational inference has become an increasingly attractive fast alternative to Markov chain Monte Carlo methods for approximate Bayesian inference. However, a major obstacle to the widespread use of variational methods is the lack of…

机器学习 · 统计学 2020-03-03 Jonathan H. Huggins , Mikołaj Kasprzak , Trevor Campbell , Tamara Broderick

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

最优化与控制 · 数学 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

In this paper, based on the combination of tensor neural network and a posteriori error estimator, a novel type of machine learning method is proposed to solve high-dimensional boundary value problems with homogeneous and non-homogeneous…

数值分析 · 数学 2024-05-07 Yifan Wang , Zhongshuo Lin , Yangfei Liao , Haochen Liu , Hehu Xie

In this note, we study the utility maximization problem on the terminal wealth under proportional transaction costs and bounded random endowment. In particular, we restrict ourselves to the num\'eraire-based model and work with utility…

数理金融 · 定量金融 2016-02-05 Lingqi Gu , Yiqing Lin , Junjian Yang

This work is concerned with a posteriori error estimates of the functional type for approximations constructed by space-time IgA scheme presented in paper by Langer, Neumueller, and Moore (2016). We consider approxima- tions in the…

数值分析 · 数学 2017-05-01 Ulrich Langer , Svetlana Matculevich , Sergey Repin

We study parallel algorithms for the problem of maximizing a non-negative submodular function. Our main result is an algorithm that achieves a nearly-optimal $1/2 -\epsilon$ approximation using $O(\log(1/\epsilon) / \epsilon)$ parallel…

数据结构与算法 · 计算机科学 2018-12-05 Alina Ene , Huy L. Nguyen , Adrian Vladu

We provide a posteriori error estimates for a discontinuous Galerkin scheme for the parabolic-elliptic Keller-Segel system in 2 or 3 space dimensions. The estimates are conditional, in the sense that an a posteriori computable quantity…

数值分析 · 数学 2024-06-12 Jan Giesselmann , Kiwoong Kwon

We consider systems of ordinary differential equations with multiple scales in time. In general, we are interested in the long time horizon of a slow variable that is coupled to solution components that act on a fast scale. Although the…

数值分析 · 数学 2021-04-28 Leopold Lautsch , Thomas Richter

Sparse structure learning in high-dimensional Gaussian graphical models is an important problem in multivariate statistical signal processing; since the sparsity pattern naturally encodes the conditional independence relationship among…

统计方法学 · 统计学 2023-09-26 Ksheera Sagar , Jyotishka Datta , Sayantan Banerjee , Anindya Bhadra

We perform a posteriori error analysis in the supremum norm for the quadratic discontinuous Galerkin method for the elliptic obstacle problem. We define two discrete sets (motivated by Gaddam, Gudi and Kamana [1]), one set having integral…

数值分析 · 数学 2022-09-13 Rohit Khandelwal , Kamana Porwal , Ritesh Singla

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

This work focuses on numerical solutions of optimal control problems. A time discretization error representation is derived for the approximation of the associated value function. It concerns Symplectic Euler solutions of the Hamiltonian…

最优化与控制 · 数学 2016-02-23 Jesper Karlsson , Stig Larsson , Mattias Sandberg , Anders Szepessy , Raùl Tempone

For compact self-adjoint operators in Hilbert spaces, two algorithms are proposed to provide fully computable a posteriori error estimate for eigenfunction approximation. Both algorithms apply well to the case of tight clusters and multiple…

数值分析 · 数学 2022-07-19 Xuefeng Liu , Tomáš Vejchodský

A posteriori residual and hierarchical upper bounds for the error estimates were proved when solving the hypersingular integral equation on the unit sphere by using the Galerkin method with spherical splines. Based on these a posteriori…

数值分析 · 数学 2024-12-20 Duong Thanh Pham , Tung Le

Richardson extrapolation is applied to a simple first-order upwind difference scheme for the approximation of solutions of singularly perturbed convection-diffusion problems in one dimension. Robust a posteriori error bounds are derived for…

数值分析 · 数学 2023-08-07 Torsten Linß , Goran Radojev

In this work, new theoretical results on functional type a posteriori estimates for elliptic optimal control problems with control constraints are presented. More precisely, we derive new, sharp, guaranteed and fully computable lower bounds…

最优化与控制 · 数学 2015-06-02 Monika Wolfmayr

The aim in model order reduction is to approximate an input-output map described by a large-scale dynamical system with a low-dimensional and cheaper-to-evaluate reduced order model. While high fidelity can be achieved by a variety of…

动力系统 · 数学 2023-01-04 Björn Liljegren-Sailer

In this paper, we propose a general approach for explicit a posteriori error representation for convex minimization problems using basic convex duality relations. Exploiting discrete orthogonality relations in the space of element-wise…

数值分析 · 数学 2023-07-11 Sören Bartels , Alex Kaltenbach

We consider a mixed variational formulation recently proposed for the coupling of the Brinkman--Forchheimer and Darcy equations and develop the first reliable and efficient residual-based a posteriori error estimator for the 2D version of…

数值分析 · 数学 2024-12-02 Sergio Caucao , Paulo Zúñiga