Related papers: Reduced basis techniques for stochastic problems
In this contribution, we introduce and numerically evaluate a certified and adaptive localized reduced basis method as a local model in a trust-region optimization method for parameter optimization constrained by partial differential…
This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable…
In numerical simulations of many charged systems at the micro/nano scale, a common theme is the repeated solution of the Poisson-Boltzmann equation. This task proves challenging, if not entirely infeasible, largely due to the nonlinearity…
In this work, we present a POD-greedy reduced basis method for parabolic partial differential equations (PDEs), based on the least squares space-time formulation proposed in [Hinze, Kahle, Stahl, A least-squares space-time approach for…
We address the question of parameterizing the subgrid scales in simulations of geophysical flows by applying stochastic mode reduction to the one-dimensional stochastically forced shallow water equations. The problem is formulated in…
Reduced basis methods provide an efficient way of mapping out phase diagrams of strongly correlated many-body quantum systems. The method relies on using the exact solutions at select parameter values to construct a low-dimensional basis,…
The Reduced Basis Method (RBM) is a model reduction technique used to solve parametric PDEs that relies upon a basis set of solutions to the PDE at specific parameter values. To generate this reduced basis, the set of a small number of…
In the context of finite sums minimization, variance reduction techniques are widely used to improve the performance of state-of-the-art stochastic gradient methods. Their practical impact is clear, as well as their theoretical properties.…
In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…
In this paper, with the parametric symmetric coercive elliptic boundary value problem as an example of the primal-dual variational problems satisfying the strong duality, we develop primal-dual reduced basis methods (PD-RBM) with robust…
We present an abstract framework for a posteriori error estimation for approximations of scalar parabolic evolution equations, based on elliptic reconstruction techniques [10, 9, 3, 5]. In addition to its original application (to derive…
In this paper, we propose a certified reduced basis (RB) method for quasilinear parabolic problems. The method is based on a space-time variational formulation. We provide a residual-based a-posteriori error bound on a space-time level and…
This work introduces a reduced order modeling (ROM) framework for the solution of parameterized second-order linear elliptic partial differential equations formulated on unfitted geometries. The goal is to construct efficient…
The present work aims to revisit the simplifications made in the Navier-Stokes equations for the flow between two cylinders with a small thickness of lubricating oil film. Through a dimensionless analysis, the terms of these equations are…
We consider parameter identification problems in parametrized partial differential equations (PDE). This leads to nonlinear ill-posed inverse problems. One way to solve them are iterative regularization methods, which typically require…
In this paper, we develop a new accelerated stochastic gradient method for efficiently solving the convex regularized empirical risk minimization problem in mini-batch settings. The use of mini-batches is becoming a golden standard in the…
Stochastic methods for minimizing a convex integral functional, as initiated by Robbins and Monro in the early 1950s, rely on the evaluation of a gradient (or subgradient if the function is not smooth) and moving in the corresponding…
The focus is on a model reduction framework for parameterized elliptic eigenvalue problems by a reduced basis method. In contrast to the standard single output case, one is interested in approximating several outputs simultaneously, namely…
In this paper, we present a unified framework for reduced basis approximations of parametrized partial differential equations defined on parameter-dependent domains. Our approach combines unfitted finite element methods with both classical…