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In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

数值分析 · 数学 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

To capture and simulate geometric surface evolutions, one effective approach is based on the phase field methods. Among them, it is important to design and analyze numerical approximations whose error bound depends on the inverse of the…

数值分析 · 数学 2024-04-18 Jianbo Cui

We develop a randomized Newton's method for solving differential equations, based on a fully connected neural network discretization. In particular, the randomized Newton's method randomly chooses equations from the overdetermined nonlinear…

数值分析 · 数学 2019-12-09 Qipin Chen , Wenrui Hao

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

最优化与控制 · 数学 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

数值分析 · 数学 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf

Transformers and linear state space models can be evaluated in parallel on modern hardware, but evaluating nonlinear RNNs appears to be an inherently sequential problem. Recently, however, Lim et al. '24 developed an approach called DEER,…

机器学习 · 计算机科学 2025-01-17 Xavier Gonzalez , Andrew Warrington , Jimmy T. H. Smith , Scott W. Linderman

Distributed optimization algorithms have been studied extensively in the literature; however, underlying most algorithms is a linear consensus scheme, i.e. averaging variables from neighbors via doubly stochastic matrices. We consider…

最优化与控制 · 数学 2023-03-14 Hsu Kao , Vijay Subramanian

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 study the convergence of the Augmented Decomposition Algorithm (ADA) proposed in [32] for solving multi-block separable convex minimization problems subject to linear constraints. We show that the global convergence rate of the exact ADA…

最优化与控制 · 数学 2018-08-28 Hongsheng Liu , Shu Lu

The problem of minimizing a separable convex function under linearly coupled constraints arises from various application domains such as economic systems, distributed control, and network flow. The main challenge for solving this problem is…

最优化与控制 · 数学 2017-09-05 Qin Fan , Min Xu , Yiming Ying

We study iterative finite element approximations for the numerical approximation of semilinear elliptic boundary value problems with monotone nonlinear reactions of subcritical growth. The focus of our contribution is on an optimal a priori…

数值分析 · 数学 2025-08-18 Florian Spicher , Thomas P. Wihler

For optimal power flow problems with chance constraints, a particularly effective method is based on a fixed point iteration applied to a sequence of deterministic power flow problems. However, a priori, the convergence of such an approach…

最优化与控制 · 数学 2023-12-13 Johannes J. Brust , Mihai Anitescu

We consider a framework for the construction of iterative schemes for operator equations that combine low-rank approximation in tensor formats and adaptive approximation in a basis. Under fairly general assumptions, we obtain a rigorous…

数值分析 · 数学 2014-03-17 Markus Bachmayr , Wolfgang Dahmen

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

This work is devoted to the study of a posteriori error estimation and adaptivity in parabolic problems with a particular focus on spatial discontinuous Galerkin (dG) discretisations. We begin by deriving an a posteriori error estimator for…

数值分析 · 数学 2015-04-13 Stephen Arthur Metcalfe

A multilevel adaptive refinement strategy for solving linear elliptic partial differential equations with random data is recalled in this work. The strategy extends the a posteriori error estimation framework introduced by Guignard and…

数值分析 · 数学 2022-02-21 Alex Bespalov , David J. Silvester

A classical method for risk-sensitive nonlinear control is the iterative linear exponential quadratic Gaussian algorithm. We present its convergence analysis from a first-order optimization viewpoint. We identify the objective that the…

最优化与控制 · 数学 2019-10-21 Vincent Roulet , Maryam Fazel , Siddhartha Srinivasa , Zaid Harchaoui

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

数值分析 · 数学 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

We consider the problem of discretizing evolution operators of linear delay equations with the aim of approximating their spectra, which is useful in investigating the stability properties of (nonlinear) equations via the principle of…

数值分析 · 数学 2026-01-01 Alessia andò , Giusy Bosco , Dimitri Breda , Davide Liessi

It is well known that exact notions of model abstraction and reduction for dynamical systems may not be robust enough in practice because they are highly sensitive to the specific choice of parameters. In this paper we consider this problem…

系统与控制 · 计算机科学 2018-07-19 Luca Cardelli , Mirco Tribastone , Max Tschaikowski , Andrea Vandin