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In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both…

Numerical Analysis · Mathematics 2024-02-07 Hongfei Fu , Hong Wang , Zhu Wang

In this paper, we propose upper and lower error bounding techniques for reduced order modelling applied to the computational homogenisation of random composites. The upper bound relies on the construction of a reduced model for the stress…

Numerical Analysis · Mathematics 2014-05-26 Pierre Kerfriden , Juan José Ródenas García , Stéphane Pierre-Alain Bordas

In this paper, we combine concepts of the generalized multiscale finite element method and mode decomposition methods to construct a robust local-global approach for model reduction of flows in high-contrast porous media. This is achieved…

Computational Physics · Physics 2013-01-25 Mehdi Ghommem , Michael Presho , Victor M. Calo , Yalchin Efendiev

We propose a novel stochastic reduced-order model (SROM) for complex systems by combining clustering and classification strategies. Specifically, the distance and centroid of centroidal Voronoi tessellation (CVT) are redefined according to…

Numerical Analysis · Mathematics 2022-04-26 Meixin Xiong , Liuhong Chen , Ju Ming , Zhiwen Zhang

This paper provides an a~priori error analysis of a localized orthogonal decomposition method (LOD) for the numerical stochastic homogenization of a model random diffusion problem. If the uniformly elliptic and bounded random coefficient…

Numerical Analysis · Mathematics 2020-12-03 Julian Fischer , Dietmar Gallistl , Daniel Peterseim

High-probability analysis of stochastic first-order optimization methods under mild assumptions on the noise has been gaining a lot of attention in recent years. Typically, gradient clipping is one of the key algorithmic ingredients to…

Variational quantum algorithms rely on the optimization of parameterized quantum circuits in noisy settings. The commonly used back-propagation procedure in classical machine learning is not directly applicable in this setting due to the…

Quantum Physics · Physics 2024-08-27 Zhiyan Ding , Taehee Ko , Jiahao Yao , Lin Lin , Xiantao Li

An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…

Optimization and Control · Mathematics 2014-07-30 Matthew J. Zahr , Charbel Farhat

A reduced-order model algorithm, based on approximations of Lax pairs, is proposed to solve nonlinear evolution partial differential equations. Contrary to other reduced-order methods, like Proper Orthogonal Decomposition, the space where…

Numerical Analysis · Mathematics 2012-11-20 Jean-Frédéric Gerbeau , Damiano Lombardi

Model Order Reduction (MOR) based on Proper Orthogonal Decomposition (POD) and Smooth Particle Hydrodynamics (SPH) has proven effective in various applications. Most MOR methods utilizing POD are implemented within a pure Eulerian…

Computational Physics · Physics 2025-08-04 Lidong Fang , Zilong Song , Kirk Fraser , Huaxiong Huang

The Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

The numerical simulation of incompressible flows is challenging due to the tight coupling of velocity and pressure. Projection methods offer an effective solution by decoupling these variables, making them suitable for large-scale…

Numerical Analysis · Mathematics 2025-12-12 Mejdi Azaïez , Yayu Guo , Carlos Núñez Fernández , Samuele Rubino , Chuanju Xu

We propose an orthogonal approximate message passing (OAMP) algorithm for signal estimation in the rectangular spiked matrix model with general rotationally invariant (RI) noise. We establish a rigorous state evolution that exactly…

Statistics Theory · Mathematics 2026-02-04 Haohua Chen , Songbin Liu , Junjie Ma

We investigate the sensitivity of reduced order models (ROMs) to training data resolution as well as sampling rate. In particular, we consider proper orthogonal decomposition (POD), coupled with Galerkin projection (POD-GP), as an intrusive…

Fluid Dynamics · Physics 2020-07-15 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

We investigate a suitable application of Model Order Reduction (MOR) techniques for the numerical approximation of Turing patterns, that are stationary solutions of reaction-diffusion PDE (RD-PDE) systems. We show that solutions of…

Numerical Analysis · Mathematics 2022-03-18 Alessandro Alla , Angela Monti , Ivonne Sgura

We propose a new approach to generate a reliable reduced model for a parametric elliptic problem, in the presence of noisy data. The reference model reduction procedure is the directional HiPOD method, which combines Hierarchical Model…

Numerical Analysis · Mathematics 2022-04-04 Massimiliano Lupo Pasini , Simona Perotto

In this article, we propose a two-grid based adaptive proper orthogonal decomposition (POD) method to solve the time dependent partial differential equations. Based on the error obtained in the coarse grid, we propose an error indicator for…

Numerical Analysis · Mathematics 2020-07-24 Xiaoying Dai , Xiong Kuang , Jack Xin , Aihui Zhou

This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…

Computational Finance · Quantitative Finance 2021-06-15 Andreas Binder , Onkar Jadhav , Volker Mehrmann

It is expensive to compute residual diffusivity in chaotic in-compressible flows by solving advection-diffusion equation due to the formation of sharp internal layers in the advection dominated regime. Proper orthogonal decomposition (POD)…

Computational Physics · Physics 2019-10-02 Jiancheng Lyu , Jack Xin , Yifeng Yu

We present a novel reduced-order pressure stabilization strategy based on continuous data assimilation(CDA) for two-dimensional incompressible Navier-Stokes equations. A feedback control term is incorporated into pressure-correction…

Numerical Analysis · Mathematics 2023-04-04 Xi Li , Youcai Xu , Minfu Feng
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