2024年12月27日 星期五 登录 EN

学术活动
Quantifying discretization errors in the numerical integration of evolution equations based on isotonic regression
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报告人:
Yuto Miyatake, Associate Professor, Osaka University
邀请人:
Jialin Hong, Professor
题目:
Quantifying discretization errors in the numerical integration of evolution equations based on isotonic regression
时间地点:
16:00-17:00 October 29 (Tuesday), N202
摘要:

In the numerical analysis of differential equations, understanding the discretization error is of significant importance. Error bounds, often dependent on parameters such as time step size, are typically derived through theoretical analysis. However, there is a growing demand for more practical methods to quantify the discretization error, especially in the context of data assimilation and computational uncertainty  quantification. We have recently proposed methods to quantify discretization errors, grounded in the empirical observation that these errors often exhibit a near-monotonic increase over time. Our approach models the discretization error at each discrete time point as a random variable and employs isotonic regression to estimate key factors such as variance, subject to monotonicity constraints. In this presentation, we will outline the methodology, demonstrate its potential, and also discuss challenges in this research direction.