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

We consider integrated circuits with semiconductors modeled by modified nodal analysis and drift-diffusion equations. The drift-diffusion equations are discretized in space using mixed finite element method. This discretization yields a…

In this paper, we put forth an evolve-then-correct reduced order modeling approach that combines intrusive and nonintrusive models to take hidden physical processes into account. Specifically, we split the underlying dynamics into known and…

Unstructured grid ocean models are advantageous for simulating the coastal ocean and river-estuary-plume systems. However, unstructured grid models tend to be diffusive and/or computationally expensive which limits their applicability to…

This paper introduces the $3^{rd}$-order Spectral Representation Method for simulation of non-stationary and non-Gaussian stochastic processes. The proposed method extends the classical $2^{nd}$-order Spectral Representation Method to…

The purpose of this work is to introduce a novel POD-Galerkin strategy for the hybrid finite volume/finite element solver introduced in Berm\'udez et al. 2014 and Busto et al. 2018. The interest is into the incompressible Navier-Stokes…

Mathematical modeling often yields linear dynamical systems in science and engineering. We change physical parameters of the system into random variables to perform an uncertainty quantification. The stochastic Galerkin method yields a…

We investigate reduced-order models for acoustic and electromagnetic wave problems in parametrically defined domains. The parameter-to-solution maps are approximated following the so-called Galerkin POD-NN method, which combines the…

This paper presents a reduced order approach for transient modeling of multiple moving objects in nonlinear crossflows. The Proper Orthogonal Decomposition method and the Galerkin projection are used to construct a reduced version of the…

In the present work, we introduce a data-driven approach to enhance the accuracy of non-intrusive Reduced Order Models (ROMs). In particular, we focus on ROMs built using Proper Orthogonal Decomposition (POD) in an under-resolved and…

This paper focuses on the efficient numerical algorithms of a three-field Biot's consolidation model. The approach begins with the introduction of innovative monolithic and global-in-time iterative decoupled algorithms, which incorporate…

In this contribution we investigate in mathematical modeling and efficient simulation of biological cells with a particular emphasis on effective modeling of structural properties that originate from active forces generated from…

We present a low-order modeling technique for actuated flows based on the regularization of an inverse problem. The inverse problem aims at minimizing the error between the model predictions and some reference simulations. The parameters to…

High-order Discontinuous Galerkin (DG) methods offer excellent accuracy for turbulent flow simulations, especially when implemented on GPU-oriented architectures that favor very high polynomial orders. On modern GPUs, high-order polynomial…

We present a high-order hybridized discontinuous Galerkin (HDG) method for the fully coupled time-dependent Stokes-Darcy-transport problem where the fluid viscosity and source/sink terms depend on the concentration and the…

Reduced-order models have long been used to understand the behavior of nonlinear partial differential equations (PDEs). Naturally, reduced-order modeling techniques come at the price of computational accuracy for a decrease in computation…

Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is…

This article presents the data-driven equation-free modeling of the dynamics of a hexafloat floating offshore wind turbine based on the application of dynamic mode decomposition (DMD). All the analyses are performed on experimental data…

We propose a convolution-FFT method for pricing European options under the Heston model that leverages a continuously differentiable representation of the joint characteristic function. Unlike existing Fourier-based methods that rely on…

In this paper, we price European Call three different option pricing models, where the volatility is dynamically changing i.e. non constant. In stochastic volatility (SV) models for option pricing a closed form approximation technique is…

In this work, a novel method with an adaptive functional basis for reduced order models (ROM) based on proper orthogonal decomposition (POD) is introduced. The method is intended to be applied in particular to hydrocarbon reservoir…