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In this paper we present and analyze a constraint energy minimizing generalized multiscale finite element method for convection diffusion equation. To define the multiscale basis functions, we first build an auxiliary multiscale space by…

数值分析 · 数学 2022-03-31 Lina Zhao , Eric Chung

Most of the existing works for reinforcement learning (RL) with general function approximation (FA) focus on understanding the statistical complexity or regret bounds. However, the computation complexity of such approaches is far from being…

机器学习 · 计算机科学 2023-04-19 Dingwen Kong , Ruslan Salakhutdinov , Ruosong Wang , Lin F. Yang

We use the ideas of goal-oriented error estimation and adaptivity to design and implement an efficient adaptive algorithm for approximating linear quantities of interest derived from solutions to elliptic partial differential equations…

数值分析 · 数学 2019-03-21 Alex Bespalov , Dirk Praetorius , Leonardo Rocchi , Michele Ruggeri

We present multi-adaptive versions of the standard continuous and discontinuous Galerkin methods for ODEs. Taking adaptivity one step further, we allow for individual time-steps, order and quadrature, so that in particular each individual…

数值分析 · 数学 2012-05-15 Anders Logg

We extend the Deep Galerkin Method (DGM) introduced in Sirignano and Spiliopoulos (2018)} to solve a number of partial differential equations (PDEs) that arise in the context of optimal stochastic control and mean field games. First, we…

计算金融 · 定量金融 2022-04-20 Ali Al-Aradi , Adolfo Correia , Danilo de Frietas Naiff , Gabriel Jardim , Yuri Saporito

We extend the semi-Lagrangian discontinuous Galerkin (SLDG) method of Einkemmer to velocity grids with adaptive mesh refinement (AMR) and to three-dimensional velocity space. The original SLDG formulation assumes uniform cell widths, which…

数值分析 · 数学 2026-03-23 Mark F. Adams

This paper proposes an improved version of the current online learning algorithm for a general fuzzy min-max neural network (GFMM) to tackle existing issues concerning expansion and contraction steps as well as the way of dealing with…

机器学习 · 计算机科学 2020-01-09 Thanh Tung Khuat , Fang Chen , Bogdan Gabrys

Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the…

数值分析 · 数学 2012-05-15 Johan Jansson , Anders Logg

During the last few years discontinuous Galerkin (DG) methods have received increased interest from the geophysical community. In these methods the solution in each grid cell is approximated as a linear combination of basis functions.…

大气与海洋物理 · 物理学 2025-02-19 Ivo Pasmans , Yumeng Chen , Alberto Carrassi , Chris K. R. T. Jones

In this paper, we propose a coupled Discrete Empirical Interpolation Method (DEIM) and Generalized Multiscale Finite element method (GMsFEM) to solve nonlinear parabolic equations with application to the Allen-Cahn equation. The Allen-Cahn…

数值分析 · 数学 2020-06-26 Yiran Wang , Eric Chung , Shubin Fu

This paper presents and analyses a Constraint Energy Minimization Generalized Multiscale Finite Element Method (CEM-GMsFEM) for solving single-phase non-linear compressible flows in highly heterogeneous media. The construction of CEM-GMsFEM…

数值分析 · 数学 2023-03-31 Leonardo A. Poveda , Shubin Fu , Eric T. Chung , Lina Zhao

Numerical methods for random parametric PDEs can greatly benefit from adaptive refinement schemes, in particular when functional approximations are computed as in stochastic Galerkin and stochastic collocations methods. This work is…

数值分析 · 数学 2023-05-03 Martin Eigel , Nando Farchmin , Sebastian Heidenreich , Philipp Trunschke

Training neural networks sequentially in time to approximate solution fields of time-dependent partial differential equations can be beneficial for preserving causality and other physics properties; however, the sequential-in-time training…

机器学习 · 计算机科学 2023-10-10 Jules Berman , Benjamin Peherstorfer

A convergence result for a discontinuous Galerkin multiscale method for a second order elliptic problem is presented. We consider a heterogeneous and highly varying diffusion coefficient in $L^\infty(\Omega,\mathbb{R}^{d\times d}_{sym})$…

In this paper, we apply the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to first solving a nonlinear poroelasticity problem. The arising system consists of a nonlinear pressure equation and a…

数值分析 · 数学 2022-05-31 Shubin Fu , Eric Chung , Tina Mai

In this contribution we consider localized, robust and efficient a-posteriori error estimation of the localized reduced basis multi-scale (LRBMS) method for parametric elliptic problems with possibly heterogeneous diffusion coefficient. The…

数值分析 · 数学 2019-10-30 Mario Ohlberger , Felix Schindler

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

数理金融 · 定量金融 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

This paper establishes the theoretical foundations of the online scaled gradient methods (OSGM), a framework that utilizes online learning to adapt stepsizes and provably accelerate first-order methods. OSGM quantifies the effectiveness of…

最优化与控制 · 数学 2025-09-08 Wenzhi Gao , Ya-Chi Chu , Yinyu Ye , Madeleine Udell

We study the gradient Expectation-Maximization (EM) algorithm for Gaussian Mixture Models (GMM) in the over-parameterized setting, where a general GMM with $n>1$ components learns from data that are generated by a single ground truth…

机器学习 · 计算机科学 2025-06-03 Weihang Xu , Maryam Fazel , Simon S. Du

Adaptive gradient-based optimization methods such as \textsc{Adagrad}, \textsc{Rmsprop}, and \textsc{Adam} are widely used in solving large-scale machine learning problems including deep learning. A number of schemes have been proposed in…

机器学习 · 计算机科学 2019-05-30 Parvin Nazari , Davoud Ataee Tarzanagh , George Michailidis