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In this paper, we study adaptive finite element approximations in a perturbation framework, which makes use of the existing adaptive finite element analysis of a linear symmetric elliptic problem. We prove the convergence and complexity of…

数值分析 · 数学 2010-02-05 Lianhua He , Aihui Zhou

Consider the ensemble of real symmetric Toeplitz matrices, each independent entry an i.i.d. random variable chosen from a fixed probability distribution p of mean 0, variance 1, and finite higher moments. Previous investigations showed that…

概率论 · 数学 2010-11-16 Adam Massey , Steven J. Miller , John Sinsheimer

We consider time-harmonic Maxwell's equations set in an heterogeneous medium with perfectly conducting boundary conditions. Given a divergence-free right-hand side lying in $L^2$, we provide a frequency-explicit approximability estimate…

数值分析 · 数学 2022-08-03 T. Chaumont-Frelet , P. Vega

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

机器学习 · 计算机科学 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

This paper is concerned with the spectral properties of matrices associated with linear filters for the estimation of the underlying trend of a time series. The interest lies in the fact that the eigenvectors can be interpreted as the…

统计理论 · 数学 2008-12-18 Alessandra Luati , Tommaso Proietti

We study spectral stability estimates of elliptic operators in divergence form $-\textrm{div} [A(w) \nabla g(w)]$ with the Dirichlet boundary condition in non-Lipschitz domains $\widetilde{\Omega} \subset \mathbb C$. The suggested method is…

偏微分方程分析 · 数学 2019-05-15 Vladimir Gol'dshtein , Valerii Pchelintsev , Alexander Ukhlov

We describe a framework in which is possible to develop and implement algorithms for the approximation of invariant measures of dynamical systems with a given bound on the error of the approximation. Our approach is based on a general…

动力系统 · 数学 2017-10-05 Stefano Galatolo , Isaia Nisoli

In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…

数值分析 · 数学 2023-10-20 Yujun Zhu , Ju Ming , Jie Zhu , Zhongming Wang

A powerful tool for analyzing and approximating the singular values and eigenvalues of structured matrices is the theory of GLT sequences. By the GLT theory one can derive a function, which describes the singular value or the eigenvalue…

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

数值分析 · 数学 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin

We solve the problem of best approximation by partial isometries of given rank to an arbitrary rectangular matrix, when the distance is measured in any unitarily invariant norm. In the case where the norm is strictly convex, we parametrize…

泛函分析 · 数学 2016-11-08 Jorge Antezana , Eduardo Chiumiento

We describe the spectrum of a non-self-adjoint elliptic system on a finite interval. Under certain conditions we find that the eigenvalues form a discrete set and converge asymptotically at infinity to one of several straight lines. The…

谱理论 · 数学 2007-05-23 E. B. Davies

A procedure to obtain differentiation matrices is extended straightforwardly to yield new differentiation matrices useful to obtain derivatives of complex rational functions. Such matrices can be used to obtain numerical solutions of some…

数值分析 · 数学 2007-05-23 Rafael G. Campos , Claudio Meneses

A matrix optimization problem over an uncertain linear system on finite horizon (abbreviated as MOPUL) is studied, in which the uncertain transition matrix is regarded as a decision variable. This problem is in general NP-hard. By using the…

最优化与控制 · 数学 2023-10-31 Jintao Xu , Shu-Cherng Fang , Wenxun Xing

In this paper, we consider several geometric inverse problems for linear elliptic systems. We prove uniqueness and stability results. In particular, we show the way that the observation depends on the perturbations of the domain. In some…

偏微分方程分析 · 数学 2024-02-02 Raul K. C. Araújo , Enrique Fernández-Cara , Diego A. Souza

We focus on \emph{row sampling} based approximations for matrix algorithms, in particular matrix multipication, sparse matrix reconstruction, and \math{\ell_2} regression. For \math{\matA\in\R^{m\times d}} (\math{m} points in \math{d\ll m}…

数据结构与算法 · 计算机科学 2011-03-29 Malik Magdon-Ismail

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

统计理论 · 数学 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

It is generally known that in order to solve the split equality fixed-point problem (SEFPP), it is necessary to compute the norm of bounded and linear operators, which is a challenging task in real life, to address this issue, we studied…

综合数学 · 数学 2024-04-01 Lawan Bulama Mohammed , Adem Kilicman

In the finite difference approximation of the fractional Laplacian the stiffness matrix is typically dense and needs to be approximated numerically. The effect of the accuracy in approximating the stiffness matrix on the accuracy in the…

数值分析 · 数学 2025-03-05 Weizhang Huang , Jinye Shen

The Koopman operator approach provides a powerful linear description of nonlinear dynamical systems in terms of the evolution of observables. While the operator is typically infinite-dimensional, it is crucial to develop finite-dimensional…

动力系统 · 数学 2025-03-03 Rishikesh Yadav , Alexandre Mauroy