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相关论文: Two-level a posteriori error estimation for adapti…

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In this paper, we present a deep learning-based numerical method for approximating high dimensional stochastic partial differential equations (SPDEs). At each time step, our method relies on a predictor-corrector procedure. More precisely,…

数值分析 · 数学 2022-09-13 He Zhang , Ran Zhang , Tao Zhou

In this article, we develop a posteriori error analysis of a nonconforming finite element method for a linear quadratic elliptic distributed optimal control problem with two different set of constraints, namely (i) integral state constraint…

最优化与控制 · 数学 2021-08-09 Kamana Porwal , Pratibha Shakya

We deal with parametric estimation for a parabolic linear second order stochastic partial differential equation (SPDE) with a small dispersion parameter based on high frequency data which are observed in time and space. By using the thinned…

统计理论 · 数学 2020-08-13 Yusuke Kaino , Masayuki Uchida

The proximal Galerkin finite element method is a high-order, low-iteration complexity, nonlinear numerical method that preserves the geometric and algebraic structure of point-wise bound constraints in infinite-dimensional function spaces.…

数值分析 · 数学 2024-12-18 Brendan Keith , Thomas M. Surowiec

For the singular integral definition of the fractional Laplacian, we consider an adaptive finite element method steered by two-level error indicators. For this algorithm, we show linear convergence in two and three space dimensions as well…

数值分析 · 数学 2022-09-28 Markus Faustmann , Ernst Peter Stephan , David Wörgötter

The maximal regularity property of discontinuous Galerkin methods for linear parabolic equations is used together with variational techniques to establish a priori and a posteriori error estimates of optimal order under optimal regularity…

数值分析 · 数学 2024-12-13 Georgios Akrivis , Stig Larsson

This work is motivated by the need of efficient numerical simulations of gas flows in the serpentine channels used in proton-exchange membrane fuel cells. In particular, we consider the Poisson problem in a 2D domain composed of several…

数值分析 · 数学 2023-12-14 Hussein Albazzal , Alexei Lozinski , Roberta Tittarelli

Parabolic partial differential equations (PDEs) and backward stochastic differential equations (BSDEs) have a wide range of applications. In particular, high-dimensional PDEs with gradient-dependent nonlinearities appear often in the…

数值分析 · 数学 2022-04-18 Martin Hutzenthaler , Thomas Kruse

We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…

数值分析 · 数学 2018-04-13 Ferran Vidal-Codina , Ngoc-Cuong Nguyen , Mike B. Giles , Jaime Peraire

In this work, we investigate the numerical approximation of the second order non-autonomous semilnear parabolic partial differential equation (PDE) using the finite element method. To the best of our knowledge, only the linear case is…

数值分析 · 数学 2020-01-27 Antoine Tambue , Jean Daniel Mukam

We develop a multilevel approach to compute approximate solutions to backward differential equations (BSDEs). The fully implementable algorithm of our multilevel scheme constructs sequential martingale control variates along a sequence of…

概率论 · 数学 2014-12-11 Dirk Becherer , Plamen Turkedjiev

In this article, a posteriori error analysis of the elliptic obstacle problem is addressed using hybrid high-order methods. The method involve cell unknowns represented by degree-$r$ polynomials and face unknowns represented by degree-$s$…

数值分析 · 数学 2024-05-09 Kamana Porwal , Ritesh Singla

A superconvergence error estimate for the gradient approximation of the second order elliptic problem in three dimensions is analyzed by using weak Galerkin finite element scheme on the uniform and non-uniform cubic partitions. Due to the…

数值分析 · 数学 2018-10-19 Dan Li , Yufeng Nie , Chunmei Wang

We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…

数值分析 · 数学 2012-04-17 A. L. Teckentrup , R. Scheichl , M. B. Giles , E. Ullmann

Recent work has explored solver strategies for the linear system of equations arising from a spectral Galerkin approximation of the solution of PDEs with parameterized (or stochastic) inputs. We consider the related problem of a matrix…

数值分析 · 数学 2014-07-22 Paul G. Constantine , David F. Gleich , Gianluca Iaccarino

Elliptic partial differential equations on surfaces play an essential role in geometry, relativity theory, phase transitions, materials science, image processing, and other applications. They are typically governed by the Laplace-Beltrami…

数值分析 · 数学 2018-01-03 Andrea Bonito , Alan Demlow , Justin Owen

We propose a new residual-based a posteriori error estimator for discontinuous Galerkin discretizations of time-harmonic Maxwell's equations in first-order form. We establish that the estimator is reliable and efficient, and the dependency…

数值分析 · 数学 2025-02-03 T. Chaumont-Frelet , P. Vega

We present a novel \textit{a posteriori} error estimator for N\'ed\'elec elements for magnetostatic problems that is constant-free, i.e. it provides an upper bound on the error that does not involve a generic constant. The estimator is…

数值分析 · 数学 2021-04-21 Joscha Gedicke , Sjoerd Geevers , Ilaria Perugia

We propose an arbitrary-order discontinuous Galerkin method for second-order elliptic problem on general polygonal mesh with only one degree of freedom per element. This is achieved by locally solving a discrete least-squares over a…

数值分析 · 数学 2019-11-26 Ruo Li , Pingbing Ming , Zhiyuan Sun , Zhijian Yang

The coefficients in a second order parabolic linear stochastic partial differential equation (SPDE) are estimated from multiple spatially localised measurements. Assuming that the spatial resolution tends to zero and the number of…

统计理论 · 数学 2024-07-26 Randolf Altmeyer , Anton Tiepner , Martin Wahl