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In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…

Numerical Analysis · Mathematics 2018-07-04 Lingling Ma , Qiuqi Li , Lijian Jiang

The main goal of this paper is to design multiscale basis functions within GMsFEM framework such that the convergence of method is independent of the contrast and linearly decreases with respect to mesh size if oversampling size is…

Numerical Analysis · Mathematics 2018-07-04 Eric T. Chung , Yalchin Efendiev , Wing Tat Leung

We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical…

Numerical Analysis · Mathematics 2016-12-07 Thomas Y. Hou , Qin Li , Pengchuan Zhang

In this paper we use the GeneralizedMultiscale Finite ElementMethod (GMsFEM) framework, introduced in [20], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing…

Analysis of PDEs · Mathematics 2016-08-24 Yalchin Efendiev , Juan Galvis , Guanglian Li , Michael Presho

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

In this paper, we consider an approximation method, and a novel general analysis, for second-order elliptic differential equations with heterogeneous multiscale coefficients. We obtain convergence of the Generalized Multi-scale Finite…

Numerical Analysis · Mathematics 2024-12-20 Eduardo Abreu , Ciro Diaz , Juan Galvis

In this paper, we consider a pressure-velocity formulation of the heterogeneous wave equation and employ the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM) to solve this problem. The proposed method…

Numerical Analysis · Mathematics 2020-10-06 Eric Chung , Sai-Mang Pun

In this research, an online basis enrichment strategy for the constraint energy minimizing generalized multiscale finite element method in mixed formulation is proposed. The online approach is based on the technique of oversampling. One…

Numerical Analysis · Mathematics 2019-10-01 Eric T. Chung , Sai-Mang Pun

In this paper we consider the numerical upscaling of the Brinkman equation in the presence of high-contrast permeability fields. We develop and analyze a robust and efficient Generalized Multiscale Finite Element Method (GMsFEM) for the…

Numerical Analysis · Mathematics 2014-04-22 Guanglian Li , Juan Galvis , Ke Shi

Simulating complex processes in fractured media requires some type of model reduction. Well-known approaches include multi-continuum techniques, which have been commonly used in approximating subgrid effects for flow and transport in…

Numerical Analysis · Mathematics 2017-02-24 Eric T. Chung , Yalchin Efendiev , Tat Leung , Maria Vasilyeva

This paper considers flow problems in multiscale heterogeneous porous media. The multiscale nature of the modeled process significantly complicates numerical simulations due to the need to compute huge and ill-conditioned sparse matrices,…

Numerical Analysis · Mathematics 2024-10-16 Djulustan Nikiforov , Leonardo A. Poveda , Dmitry Ammosov , Yesy Sarmiento , Juan Galvis

From a mathematical perspective, the extraordinary properties of metamaterials are often reflected in the coefficients of the governing partial differential equations (PDEs). These coefficients may fall outside the assumptions of classical…

Numerical Analysis · Mathematics 2026-05-22 Eric T. Chung , Patrick Ciarlet , Xingguang Jin , Changqing Ye

In this paper, we present two adaptive methods for the basis enrichment of the mixed Generalized Multiscale Finite Element Method (GMsFEM) for solving the flow problem in heterogeneous media. We develop an a-posteriori error indicator which…

Numerical Analysis · Mathematics 2015-07-08 Ho Yuen Chan , Eric T. Chung , Yalchin Efendiev

In this paper, we develop the constrained energy minimizing generalized multiscale finite element method (CEM-GMsFEM) with mixed boundary conditions (Dirichlet and Neumann) for the elasticity equations in high contrast media. By a special…

Numerical Analysis · Mathematics 2022-10-21 Zhongqian Wang , Changqing Ye , Eric T. Chung

We consider a randomised implementation of the finite element method (FEM) for elliptic partial differential equations on high-dimensional models. This is motivated by applications where model predictions are essential for real-time process…

Numerical Analysis · Mathematics 2019-07-30 Yue Wu , Dimitris Kamilis , Nick Polydorides

Selecting interpretable feature sets in underdetermined ($n \ll p$) and highly correlated regimes constitutes a fundamental challenge in data science, particularly when analyzing physical measurements. In such settings, multiple distinct…

Machine Learning · Computer Science 2026-02-10 Kateřina Henclová , Václav Šmídl

We focus on the problem of estimating the change in the dependency structures of two $p$-dimensional Gaussian Graphical models (GGMs). Previous studies for sparse change estimation in GGMs involve expensive and difficult non-smooth…

Machine Learning · Computer Science 2018-05-24 Beilun Wang , Arshdeep Sekhon , Yanjun Qi

This paper is interested in developing reduced order models (ROMs) for repeated simulation of fractional elliptic partial differential equations (PDEs) for multiple values of the parameters (e.g., diffusion coefficients or fractional…

Numerical Analysis · Mathematics 2023-06-30 Harbir Antil , Arvind K. Saibaba

Sparse coding aims to model data vectors as sparse linear combinations of basis elements, but a majority of related studies are restricted to continuous data without spatial or temporal structure. A new model-based sparse coding (MSC)…

Methodology · Statistics 2021-08-24 Xin Xing , Rui Xie , Wenxuan Zhong

Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets,…

Methodology · Statistics 2021-07-20 Karl T. Pazdernik , Ranjan Maitra