Related papers: Data-driven time parallelism via forecasting
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation. Aside from producing posterior distributions over ODE solutions and…
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…
Highly accurate simulations of complex phenomena governed by partial differential equations (PDEs) typically require intrusive methods and entail expensive computational costs, which might become prohibitive when approximating steady-state…
The Parareal algorithm allows to solve evolution problems exploiting parallelization in time. Its convergence and stability have been proved under the assumption of regular (smooth) inputs. We present and analyze here a new Parareal…
A data-driven algorithm is proposed that employs sparse data from velocity and/or scalar sensors to forecast the future evolution of three dimensional turbulent flows. The algorithm combines time-delayed embedding together with Koopman…
In this paper, we propose and assess several stochastic parametrizations for data-driven modelling of the two-dimensional Euler equations using coarse-grid SPDEs. The framework of Stochastic Advection by Lie Transport (SALT) [Cotter et al.,…
Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…
Sequential numerical methods for integrating initial value problems (IVPs) can be prohibitively expensive when high numerical accuracy is required over the entire interval of integration. One remedy is to integrate in a parallel fashion,…
Space-Time Projection (STP) is introduced as a data-driven forecasting approach for high-dimensional and time-resolved data. The method computes extended space-time proper orthogonal modes from training data spanning a prediction horizon…
We introduce Prob-GParareal, a probabilistic extension of the GParareal algorithm designed to provide uncertainty quantification for the Parallel-in-Time (PinT) solution of (ordinary and partial) differential equations (ODEs, PDEs). The…
We develop an unsupervised machine learning algorithm for the automated discovery and identification of traveling waves in spatio-temporal systems governed by partial differential equations (PDEs). Our method uses sparse regression and…
Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…
The use of deep learning methods for solving PDEs is a field in full expansion. In particular, Physical Informed Neural Networks, that implement a sampling of the physical domain and use a loss function that penalizes the violation of the…
A novel approach to reduced-order modeling of high-dimensional time varying systems is proposed. It leverages the formalism of the Dynamic Mode Decomposition technique together with the concept of balanced realization. It is assumed that…
Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear…
We present original time-parallel algorithms for the solution of the implicit Euler discretization of general linear parabolic evolution equations with time-dependent self-adjoint spatial operators. Motivated by the inf-sup theory of…
We present the application of a micro/macro parareal algorithm for a 1-D energy balance climate model with discontinuous and non-monotone coefficients and forcing terms. The micro/macro parareal method uses a coarse propagator, based on a…
Prediction of the state evolution of complex high-dimensional nonlinear systems is challenging due to the nonlinear sensitivity of the evolution to small inaccuracies in the model. Data Assimilation (DA) techniques improve state estimates…
The numerical solution of partial differential equations (PDEs) is challenging because of the need to resolve spatiotemporal features over wide length and timescales. Often, it is computationally intractable to resolve the finest features…
This paper presents a new robust data-driven predictive control scheme for unknown linear time-invariant systems by using input-state-output or input-output data based on whether the state is measurable. To remove the need for the…