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This paper introduces a numerical approach to solve singularly perturbed convection diffusion boundary value problems for second-order ordinary differential equations that feature a small positive parameter {\epsilon} multiplying the highest derivative. We specifically examine Dirichlet boundary conditions. To solve this differential equation, we propose an upwind finite difference method and incorporate the Shishkin mesh scheme to capture the solution near boundary layers. Our solver is both direct and of high accuracy, with computation time that scales linearly with the number of grid points. MATLAB code of the numerical recipe is made publicly available. We present numerical results to validate the theoretical results and assess the accuracy of our method. The tables and graphs included in this paper demonstrate the numerical outcomes, which indicate that our proposed method offers a highly accurate approximation of the exact solution.

We consider goal-oriented adaptive space-time finite-element discretizations of the regularized parabolic p-Laplace problem on completely unstructured simplicial space-time meshes. The adaptivity is driven by the dual-weighted residual (DWR) method since we are interested in an accurate computation of some possibly nonlinear functionals at the solution. Such functionals represent goals in which engineers are often more interested than the solution itself. The DWR method requires the numerical solution of a linear adjoint problem that provides the sensitivities for the mesh refinement. This can be done by means of the same full space-time finite element discretization as used for the primal non-linear problems. The numerical experiments presented demonstrate that this goal-oriented, full space-time finite element solver efficiently provides accurate numerical results for different functionals.

We study step-wise time approximations of non-linear hyperbolic initial value problems. The technique used here is a generalization of the minimizing movements method, using two time-scales: one for velocity, the other (potentially much larger) for acceleration. The main applications are from elastodynamics namely so-called generalized solids. The evolution follows an underlying variational structure exploited by step-wise minimisation. We show for a large family of (elastic) energies that the introduced scheme is stable; allowing for non-linearities of highest order. If the highest order can assumed to be linear, we show that the limit solutions are regular and that the minimizing movements scheme converges with optimal linear rate. Thus this work extends numerical time-step minimization methods to the realm of hyperbolic problems.

This paper introduces an approach to decoupling singularly perturbed boundary value problems for fourth-order ordinary differential equations that feature a small positive parameter $\epsilon$ multiplying the highest derivative. We specifically examine Lidstone boundary conditions and demonstrate how to break down fourth-order differential equations into a system of second-order problems, with one lacking the parameter and the other featuring $\epsilon$ multiplying the highest derivative. To solve this system, we propose a mixed finite element algorithm and incorporate the Shishkin mesh scheme to capture the solution near boundary layers. Our solver is both direct and of high accuracy, with computation time that scales linearly with the number of grid points. We present numerical results to validate the theoretical results and the accuracy of our method.

When repeated evaluations for varying parameter configurations of a high-fidelity physical model are required, surrogate modeling techniques based on model order reduction are desired. In absence of the governing equations describing the dynamics, we need to construct the parametric reduced-order surrogate model in a non-intrusive fashion. In this setting, the usual residual-based error estimate for optimal parameter sampling associated with the reduced basis method is not directly available. Our work provides a non-intrusive optimality criterion to efficiently populate the parameter snapshots, thereby, enabling us to effectively construct a parametric surrogate model. We consider separate parameter-specific proper orthogonal decomposition (POD) subspaces and propose an active-learning-driven surrogate model using kernel-based shallow neural networks, abbreviated as ActLearn-POD-KSNN surrogate model. To demonstrate the validity of our proposed ideas, we present numerical experiments using two physical models, namely Burgers' equation and shallow water equations. Both the models have mixed -- convective and diffusive -- effects within their respective parameter domains, with each of them dominating in certain regions. The proposed ActLearn-POD-KSNN surrogate model efficiently predicts the solution at new parameter locations, even for a setting with multiple interacting shock profiles.

This paper introduces an efficient and generic framework for finite-element simulations under an implicit time integration scheme. Being compatible with generic constitutive models, a fast matrix assembly method exploits the fact that system matrices are created in a deterministic way as long as the mesh topology remains constant. Using the sparsity pattern of the assembled system brings about significant optimizations on the assembly stage. As a result, developed techniques of GPU-based parallelization can be directly applied with the assembled system. Moreover, an asynchronous Cholesky precondition scheme is used to improve the convergence of the system solver. On this basis, a GPU-based Cholesky preconditioner is developed, significantly reducing the data transfer between the CPU/GPU during the solving stage. We evaluate the performance of our method with different mesh elements and hyperelastic models and compare it with typical approaches on the CPU and the GPU.

Simulation-based inference (SBI) methods such as approximate Bayesian computation (ABC), synthetic likelihood, and neural posterior estimation (NPE) rely on simulating statistics to infer parameters of intractable likelihood models. However, such methods are known to yield untrustworthy and misleading inference outcomes under model misspecification, thus hindering their widespread applicability. In this work, we propose the first general approach to handle model misspecification that works across different classes of SBI methods. Leveraging the fact that the choice of statistics determines the degree of misspecification in SBI, we introduce a regularized loss function that penalises those statistics that increase the mismatch between the data and the model. Taking NPE and ABC as use cases, we demonstrate the superior performance of our method on high-dimensional time-series models that are artificially misspecified. We also apply our method to real data from the field of radio propagation where the model is known to be misspecified. We show empirically that the method yields robust inference in misspecified scenarios, whilst still being accurate when the model is well-specified.

In this paper, we propose a novel, computationally efficient reduced order method to solve linear parabolic inverse source problems. Our approach provides accurate numerical solutions without relying on specific training data. The forward solution is constructed using a Krylov sequence, while the source term is recovered via the conjugate gradient (CG) method. Under a weak regularity assumption on the solution of the parabolic partial differential equations (PDEs), we establish convergence of the forward solution and provide a rigorous error estimate for our method. Numerical results demonstrate that our approach offers substantial computational savings compared to the traditional finite element method (FEM) and retains equivalent accuracy.

Parameter inference for ordinary differential equations (ODEs) is of fundamental importance in many scientific applications. While ODE solutions are typically approximated by deterministic algorithms, new research on probabilistic solvers indicates that they produce more reliable parameter estimates by better accounting for numerical errors. However, many ODE systems are highly sensitive to their parameter values. This produces deep local minima in the likelihood function -- a problem which existing probabilistic solvers have yet to resolve. Here, we show that a Bayesian filtering paradigm for probabilistic ODE solution can dramatically reduce sensitivity to parameters by learning from the noisy ODE observations in a data-adaptive manner. Our method is applicable to ODEs with partially unobserved components and with arbitrary non-Gaussian noise. Several examples demonstrate that it is more accurate than existing probabilistic ODE solvers, and even in some cases than the exact ODE likelihood.

Given a traversal algorithm, cover time is the expected number of steps needed to visit all nodes in a given graph. A smaller cover time means a higher exploration efficiency of traversal algorithm. Although random walk algorithms have been studied extensively in the existing literature, there has been no cover time result for any non-Markovian method. In this work, we stand on a theoretical perspective and show that the negative feedback strategy (a count-based exploration method) is better than the naive random walk search. In particular, the former strategy can locally improve the search efficiency for an arbitrary graph. It also achieves smaller cover times for special but important graphs, including clique graphs, tree graphs, etc. Moreover, we make connections between our results and reinforcement learning literature to give new insights on why classical UCB and MCTS algorithms are so useful. Various numerical results corroborate our theoretical findings.