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We present a reduced basis stochastic Galerkin method for partial differential equations with random inputs. In this method, the reduced basis methodology is integrated into the stochastic Galerkin method, resulting in a significant…

Numerical Analysis · Mathematics 2023-10-02 Guanjie Wang , Qifeng Liao

Of all the possible projection methods for solving large-scale Lyapunov matrix equations, Galerkin approaches remain much more popular than minimal-residual ones. This is mainly due to the different nature of the projected problems stemming…

Numerical Analysis · Mathematics 2024-03-06 Kathryn Lund , Davide Palitta

The task of repeatedly solving parametrized partial differential equations (pPDEs) in, e.g. optimization or interactive applications, makes it imperative to design highly efficient and equally accurate surrogate models. The reduced basis…

Numerical Analysis · Mathematics 2020-09-11 Yanlai Chen , Lijie Ji , Akil Narayan , Zhenli Xu

The onerous task of repeatedly resolving certain parametrized partial differential equations (pPDEs) in, e.g. the optimization context, makes it imperative to design vastly more efficient numerical solvers without sacrificing any accuracy.…

Numerical Analysis · Mathematics 2019-06-19 Yanlai Chen , Sigal Gottlieb , Lijie Ji , Yvon Maday , Zhenli Xu

The need for multiple interactive, real-time simulations using different parameter values has driven the design of fast numerical algorithms with certifiable accuracies. The reduced basis method (RBM) presents itself as such an option. RBM…

Numerical Analysis · Mathematics 2021-01-18 Yanlai Chen , Sigal Gottlieb , Lijie Ji , Yvon Maday

We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…

Numerical Analysis · Mathematics 2018-04-18 Ngoc-Cuong Nguyen , Yanlai Chen

This paper considers the approximation of partial differential equations with a point collocation framework based on high-order local maximum-entropy schemes (HOLMES). In this approach, smooth basis functions are computed through an…

Computational Engineering, Finance, and Science · Computer Science 2020-11-02 F. Greco , M. Arroyo

We propose a clustering-based generalized low rank approximation method, which takes advantage of appealing features from both the generalized low rank approximation of matrices (GLRAM) and cluster analysis. It exploits a more general form…

Optimization and Control · Mathematics 2025-02-21 Yujun Zhu , Jie Zhu , Hizba Arshad , Zhongming Wang , Ju Ming

We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…

Numerical Analysis · Mathematics 2020-05-19 Oleg Balabanov , Anthony Nouy

In the Reduced Basis approximation of Stokes and Navier-Stokes problems, the Galerkin projection on the reduced spaces does not necessarily preserved the inf-sup stability even if the snapshots were generated through a stable full order…

Numerical Analysis · Mathematics 2023-08-08 Shafqat Ali , Francesco Ballarin , Gianluigi Rozza

In this contribution, we are concerned with parameter optimization problems that are constrained by multiscale PDE state equations. As an efficient numerical solution approach for such problems, we introduce and analyze a new relaxed and…

Numerical Analysis · Mathematics 2023-04-13 Tim Keil , Mario Ohlberger

In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…

Numerical Analysis · Mathematics 2021-02-24 Jan Glaubitz , Philipp Oeffner

Localized collocation methods based on radial basis functions (RBFs) for elliptic problems appear to be non-robust in the presence of Neumann boundary conditions. In this paper we overcome this issue by formulating the RBF-generated finite…

Numerical Analysis · Mathematics 2021-03-16 Igor Tominec , Elisabeth Larsson , Alfa Heryudono

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-04 Maziar Raissi , Padmanabhan Seshaiyer

In this paper we investigate numerically the order of convergence of an isogeometric collocation method that builds upon the least-squares collocation method presented in [1] and the variational collocation method presented in [2]. The…

Numerical Analysis · Mathematics 2017-04-05 Monica Montardini , Giancarlo Sangalli , Lorenzo Tamellini

We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…

Numerical Analysis · Mathematics 2018-03-13 Howard C. Elman , Tengfei Su

We propose a new method, the continuous Galerkin method with globally and locally supported basis functions (CG-GL), to address the parametric robustness issues of reduced-order models (ROMs) by incorporating solution-based adaptivity with…

Numerical Analysis · Mathematics 2023-10-10 Han Gao , Matthew J. Zahr

Linear kinetic transport equations play a critical role in optical tomography, radiative transfer and neutron transport. The fundamental difficulty hampering their efficient and accurate numerical resolution lies in the high dimensionality…

Numerical Analysis · Mathematics 2021-12-07 Zhichao Peng , Yanlai Chen , Yingda Cheng , Fengyan Li

In this work we consider (hierarchical, Lagrange) reduced basis approximation and a posteriori error estimation for elasticity problems in affinley parametrized geometries. The essential ingredients of the methodology are: a Galerkin…

Numerical Analysis · Mathematics 2018-01-23 Dinh Bao Phuong Huynh , Federico Pichi , Gianluigi Rozza

Low-rank approximation of a matrix by means of structured random sampling has been consistently efficient in its extensive empirical studies around the globe, but adequate formal support for this empirical phenomenon has been missing so…

Numerical Analysis · Mathematics 2016-07-21 Victor Pan , John Svadlenka , Liang Zhao
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