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Related papers: Reduced-Order Modeling for Heston Stochastic Volat…

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The HEat modulated Infinite DImensional Heston (HEIDIH) model and its numerical approximation are introduced and analyzed. This model falls into the general framework of infinite dimensional Heston stochastic volatility models of (F.E.…

Probability · Mathematics 2023-09-11 Fred Espen Benth , Gabriel Lord , Giulia Di Nunno , Andreas Petersson

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise…

Computational Finance · Quantitative Finance 2017-02-07 Bertram Düring , James Miles

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

We propose in this paper a Proper Generalized Decomposition (PGD) approach for the solution of problems in linear elastodynamics. The novelty of the work lies in the development of weak formulations of the PGD problems based on the…

Computational Engineering, Finance, and Science · Computer Science 2023-01-26 Clément Vella , Serge Prudhomme

In this work, we present an approach for the efficient treatment of parametrized geometries in the context of POD-Galerkin reduced order methods based on Finite Volume full order approximations. On the contrary to what is normally done in…

Numerical Analysis · Mathematics 2020-02-07 Giovanni Stabile , Matteo Zancanaro , Gianluigi Rozza

In this paper, we propose new geometrically unfitted space-time Finite Element methods for partial differential equations posed on moving domains of higher order accuracy in space and time. As a model problem, the convection-diffusion…

Numerical Analysis · Mathematics 2023-05-09 Fabian Heimann , Christoph Lehrenfeld , Janosch Preuß

This work proposes a method for model reduction of finite-volume models that guarantees the resulting reduced-order model is conservative, thereby preserving the structure intrinsic to finite-volume discretizations. The proposed…

Numerical Analysis · Computer Science 2018-07-04 Kevin Carlberg , Youngsoo Choi , Syuzanna Sargsyan

In this study, an efficient reanalysis strategy for dynamic topology optimization is proposed. Compared with other related studies, an online successive dynamic reanalysis method and POD-based approximate dynamic displacement strategy are…

Numerical Analysis · Mathematics 2023-05-16 Shuhao Li , Hu Wang , Jichao Yin , Daozhen Guo , Guangyao Li

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2026-03-31 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

Reduced order models play an important role in the design, optimization and control of dynamical systems. In recent years, there has been an increasing interest in the application of data-driven techniques for model reduction that can…

Fluid Dynamics · Physics 2021-02-23 Carlos J. G. Rojas , Andreas Dengel , Mateus Dias Ribeiro

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

The high-order hybridizable discontinuous Galerkin (HDG) method combining with an implicit iterative scheme is used to find the steady-state solution of the Boltzmann equation with full collision integral on two-dimensional triangular…

Fluid Dynamics · Physics 2020-02-19 Wei Su , Peng Wang , Yonghao Zhang , Lei Wu

We apply the Proper Orthogonal Decomposition (POD) method for the efficient simulation of several scenarios undergone by Micro-Electro-Mechanical-Systems, involving nonlinearites of geometric and electrostatic nature. The former type of…

Numerical Analysis · Mathematics 2022-02-22 Gobat G. , Opreni A. , Fresca S. , Manzoni A. , Frangi A

Vortex shedding around circular cylinders is a well known and studied phenomenon that appears in many engineering fields. A Reduced Order Model (ROM) of the incompressible flow around a circular cylinder is presented in this work. The ROM…

Numerical Analysis · Mathematics 2018-02-06 Giovanni Stabile , Saddam Hijazi , Andrea Mola , Stefano Lorenzi , Gianluigi Rozza

This study explores reduced-order modeling for analyzing the time-dependent diffusion-deformation of hydrogels. The full-order model describing hydrogel transient behavior consists of a coupled system of partial differential equations in…

Computational Engineering, Finance, and Science · Computer Science 2024-06-18 Gopal Agarwal , Jorge-Humberto Urrea-Quintero , Henning Wessels , Thomas Wick

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

In this article, we study the damped time-harmonic Galbrun's equation which models solar and stellar oscillations. We introduce and analyze hybrid discontinuous Galerkin discretizations (HDG) that are stable and optimally convergent for all…

Numerical Analysis · Mathematics 2025-11-17 Martin Halla , Christoph Lehrenfeld , Tim van Beeck

The present focus of heart flow studies is largely based on flow within the left ventricle and how this flow changes when subject to disease. However, despite recent advancements, a simple tractable model of even healthy left ventricular…

Fluid Dynamics · Physics 2019-03-18 Giuseppe Di Labbio , Lyes Kadem

Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…

Numerical Analysis · Mathematics 2024-01-17 Francesco Andreuzzi , Nicola Demo , Gianluigi Rozza

We introduce and analyze a discontinuous Galerkin method for the numerical modelling of the equations of Multiple-Network Poroelastic Theory (MPET) in the dynamic formulation. The MPET model can comprehensively describe functional changes…

Numerical Analysis · Mathematics 2023-05-30 Mattia Corti , Paola F. Antonietti , Luca Dede' , Alfio Maria Quarteroni
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