Related papers: Reduced Basis Methods: Success, Limitations and Fu…
Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…
Parametric high-fidelity simulations are of interest for a wide range of applications. But the restriction of computational resources renders such models to be inapplicable in a real-time context or in multi-query scenarios. Model order…
Scientific and engineering problems often involve parametric partial differential equations (PDEs), such as uncertainty quantification, optimizations, and inverse problems. However, solving these PDEs repeatedly can be prohibitively…
Motivated by a recently proposed error estimator for the transfer function of the reduced-order model of a given linear dynamical system, we further develop more theoretical results in this work. Furthermore, we propose several variants of…
In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…
In this work, we propose a model order reduction framework to deal with inverse problems in a non-intrusive setting. Inverse problems, especially in a partial differential equation context, require a huge computational load due to the…
This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…
Approximating functions by a linear span of truncated basis sets is a standard procedure for the numerical solution of differential and integral equations. Commonly used concepts of approximation methods are well-posed and convergent, by…
We consider parametrized problems driven by spatially nonlocal integral operators with parameter-dependent kernels. In particular, kernels with varying nonlocal interaction radius $\delta > 0$ and fractional Laplace kernels, parametrized by…
The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…
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…
We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…
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…
We explore the features of two methods of stabilization, aggregation and supremizer methods, for reduced-order modeling of parametrized optimal control problems. In both methods, the reduced basis spaces are augmented to guarantee…
A parametric model order reduction (MOR) approach for simulating the high dimensional models arising in financial risk analysis is proposed on the basis of the proper orthogonal decomposition (POD) approach to generate small model…
Modern applications require methods that are computationally feasible on large datasets but also preserve statistical efficiency. Frequently, these two concerns are seen as contradictory: approximation methods that enable computation are…
In many applications, projection-based reduced-order models (ROMs) have demonstrated the ability to provide rapid approximate solutions to high-fidelity full-order models (FOMs). However, there is no a priori assurance that these…
Probabilistic variants of Model Order Reduction (MOR) methods have recently emerged for improving stability and computational performance of classical approaches. In this paper, we propose a probabilistic Reduced Basis Method (RBM) for the…
In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…
Regularization methods are a key tool in the solution of inverse problems. They are used to introduce prior knowledge and make the approximation of ill-posed (pseudo-)inverses feasible. In the last two decades interest has shifted from…