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In this paper, a generalized finite element method (GFEM) with optimal local approximation spaces for solving high-frequency heterogeneous Helmholtz problems is systematically studied. The local spaces are built from selected eigenvectors of local eigenvalue problems defined on generalized harmonic spaces. At both continuous and discrete levels, $(i)$ wavenumber explicit and nearly exponential decay rates for the local approximation errors are obtained without any assumption on the size of subdomains; $(ii)$ a quasi-optimal and nearly exponential global convergence of the method is established by assuming that the size of subdomains is $O(1/k)$ ($k$ is the wavenumber). A novel resonance effect between the wavenumber and the dimension of local spaces on the decay of error with respect to the oversampling size is implied by the analysis. Furthermore, for fixed dimensions of local spaces, the discrete local errors are proved to converge as $h\rightarrow 0$ ($h$ denoting the mesh size) towards the continuous local errors. The method at the continuous level extends the plane wave partition of unity method [I. Babuska and J. M. Melenk, Int.\;J.\;Numer.\;Methods Eng., 40 (1997), pp.~727--758] to the heterogeneous-coefficients case, and at the discrete level, it delivers an efficient non-iterative domain decomposition method for solving discrete Helmholtz problems resulting from standard FE discretizations. Numerical results are provided to confirm the theoretical analysis and to validate the proposed method.

The noncentral Wishart distribution has become more mainstream in statistics as the prevalence of applications involving sample covariances with underlying multivariate Gaussian populations as dramatically increased since the advent of computers. Multiple sources in the literature deal with local approximations of the noncentral Wishart distribution with respect to its central counterpart. However, no source has yet developed explicit local approximations for the (central) Wishart distribution in terms of a normal analogue, which is important since Gaussian distributions are at the heart of the asymptotic theory for many statistical methods. In this paper, we prove a precise asymptotic expansion for the ratio of the Wishart density to the symmetric matrix-variate normal density with the same mean and covariances. The result is then used to derive an upper bound on the total variation between the corresponding probability measures and to find the pointwise variance of a new density estimator on the space of positive definite matrices with a Wishart asymmetric kernel. For the sake of completeness, we also find expressions for the pointwise bias of our new estimator, the pointwise variance as we move towards the boundary of its support, the mean squared error, the mean integrated squared error away from the boundary, and we prove its asymptotic normality.

In this paper, we extend the work of Brenner and Sung [Math. Comp. 59, 321--338 (1992)] and present a regularity estimate for the elastic equations in concave domains. Based on the regularity estimate we prove that the constants in the error estimates of the nonconforming Crouzeix-Raviart element approximations for the elastic equations/eigenvalue problem are independent of the Lame constant, which means the nonconforming Crouzeix-Raviart element approximations are locking-free. We also establish two kinds of two-grid discretization schemes for the elastic eigenvalue problem and analyze that when the mesh sizes of the coarse grid and fine grid satisfy some relationship, the resulting solutions can achieve optimal accuracy. Numerical examples are provided to show the efficiency of two-grid schemes for the elastic eigenvalue problem.

Stochastic variance reduced gradient (SVRG) is a popular variance reduction technique for accelerating stochastic gradient descent (SGD). We provide a first analysis of the method for solving a class of linear inverse problems in the lens of the classical regularization theory. We prove that for a suitable constant step size schedule, the method can achieve an optimal convergence rate in terms of the noise level (under suitable regularity condition) and the variance of the SVRG iterate error is smaller than that by SGD. These theoretical findings are corroborated by a set of numerical experiments.

In this paper, we employ the techniques developed for second order operators to obtain the new estimates of Virtual Element Method for fourth order operators. The analysis is based on elements with proper shape regularity. Estimates for projection and interpolation operators are derived. Also, the biharmonic problem is solved by Virtual Element Method, optimal error estimates are obtained. Our choice of the discrete form for the right hand side function relaxes the regularity requirement in previous work and the error estimates between exact solutions and the computable numerical solutions are provided.

In this work, we delve into the nonparametric empirical Bayes theory and approximate the classical Bayes estimator by a truncation of the generalized Laguerre series and then estimate its coefficients by minimizing the prior risk of the estimator. The minimization process yields a system of linear equations the size of which is equal to the truncation level. We focus on the empirical Bayes estimation problem when the mixing distribution, and therefore the prior distribution, has a support on the positive real half-line or a subinterval of it. By investigating several common mixing distributions, we develop a strategy on how to select the parameter of the generalized Laguerre function basis so that our estimator {possesses a finite} variance. We show that our generalized Laguerre empirical Bayes approach is asymptotically optimal in the minimax sense. Finally, our convergence rate is compared and contrasted with {several} results from the literature.

This work blends the inexact Newton method with iterative combined approximations (ICA) for solving topology optimization problems under the assumption of geometric nonlinearity. The density-based problem formulation is solved using a sequential piecewise linear programming (SPLP) algorithm. Five distinct strategies have been proposed to control the frequency of the factorizations of the Jacobian matrices of the nonlinear equilibrium equations. Aiming at speeding up the overall iterative scheme while keeping the accuracy of the approximate solutions, three of the strategies also use an ICA scheme for the adjoint linear system associated with the sensitivity analysis. The robustness of the proposed reanalysis strategies is corroborated by means of numerical experiments with four benchmark problems -- two structures and two compliant mechanisms. Besides assessing the performance of the strategies considering a fixed budget of iterations, the impact of a theoretically supported stopping criterion for the SPLP algorithm was analyzed as well.

There is a recent interest on first-order methods for linear programming (LP). In this paper,we propose a stochastic algorithm using variance reduction and restarts for solving sharp primal-dual problems such as LP. We show that the proposed stochastic method exhibits a linear convergence rate for solving sharp instances with a high probability. In addition, we propose an efficient coordinate-based stochastic oracle for unconstrained bilinear problems, which has $\mathcal O(1)$ per iteration cost and improves the complexity of the existing deterministic and stochastic algorithms. Finally, we show that the obtained linear convergence rate is nearly optimal (upto $\log$ terms) for a wide class of stochastic primal dual methods.

This paper considers the finite element solution of the boundary value problem of Poisson's equation and proposes a guaranteed em a posteriori local error estimation based on the hypercircle method. Compared to the existing literature on qualitative error estimation, the proposed error estimation provides an explicit and sharp bound for the approximation error in the subdomain of interest, and its efficiency can be enhanced by further utilizing a non-uniform mesh. Such a result is applicable to problems without $H^2$-regularity, since it only utilizes the first order derivative of the solution. The efficiency of the proposed method is demonstrated by numerical experiments for both convex and non-convex 2D domains with uniform or non-uniform meshes.

In this paper, we study an adaptive finite element method for the elliptic equation with line Dirac delta functions as a source term.We investigate the regularity of the solution and the corresponding transmission problem to obtain the jump of normal derivative of the solution on line fractures. To handle the singularity of the solution, we adopt the meshes that conform to line fractures, and propose a novel a posteriori error estimator, in which the edge jump residual essentially use the jump of the normal derivative of the solution on line fractures. The error estimator is proven to be both reliable and efficient, finally an adaptive finite element algorithm is proposed based on the error estimator and the bisection refinement method. Numerical tests are presented to justify the theoretical findings.