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We introduce a variational multiscale closure modeling strategy for the numerical stabilization of proper orthogonal decomposition reduced-order models of convection-dominated equations. As a first step, the new model is analyzed and tested…

Numerical Analysis · Mathematics 2015-03-19 Traian iliescu , Zhu Wang

Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…

Machine Learning · Statistics 2026-04-28 Ludovico T. Giorgini

This paper investigates the robust stability and stabilization analysis of interval fractional-order systems with time-varying delay. The stability problem of such systems is solved first, and then using the proposed results a stabilization…

Systems and Control · Electrical Eng. & Systems 2019-09-19 Pouya Badri , Mahdi Sojoodi

In this paper, we propose a nonintrusive filter-based stabilization of reduced order models (ROMs) for uncertainty quantification (UQ) of the time-dependent Navier-Stokes equations in convection-dominated regimes. We propose a novel…

Numerical Analysis · Mathematics 2018-10-23 M. Gunzburger , T. Iliescu , M. Mohebujjaman , M. Schneier

We present a statistical learning framework for robust identification of partial differential equations from noisy spatiotemporal data. Extending previous sparse regression approaches for inferring PDE models from simulated data, we address…

Numerical Analysis · Mathematics 2019-07-19 Suryanarayana Maddu , Bevan L. Cheeseman , Ivo F. Sbalzarini , Christian L. Müller

We present a stabilized POD-Galerkin reduced order method (ROM) for a Leray model. For the implementation of the model, we combine a two-step algorithm called Evolve-Filter (EF) with a computationally efficient finite volume method. In both…

Numerical Analysis · Mathematics 2021-07-01 Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

Global stabilization of viscous Burgers' equation around constant steady state solution has been discussed in the literature. The main objective of this paper is to show global stabilization results for the 2D forced viscous Burgers'…

Optimization and Control · Mathematics 2019-07-15 Sudeep Kundu , Amiya Kumar Pani

A nonintrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional…

Numerical Analysis · Mathematics 2025-06-11 M. A. Freitag , J. M. Nicolaus , M. Redmann

Numerical stabilization is often used to eliminate (alleviate) the spurious oscillations generally produced by full order models (FOMs) in under-resolved or marginally-resolved simulations of convection-dominated flows. In this paper we…

Coherent structures are solutions to reaction-diffusion systems that are time-periodic in an appropriate moving frame and spatially asymptotic at $x=\pm\infty$ to spatially periodic travelling waves. This paper is concerned with sources…

Analysis of PDEs · Mathematics 2015-05-27 Margaret Beck , Toan Nguyen , Bjorn Sandstede , Kevin Zumbrun

A new approach to model order reduction of the Navier-Stokes equations at high Reynolds number is proposed. Unlike traditional approaches, this method does not rely on empirical turbulence modeling or modification of the Navier-Stokes…

Fluid Dynamics · Physics 2013-09-11 Maciej Balajewicz , Earl Dowell , Bernd Noack

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

In this article we investigate the spatial Sobolev regularity of mild solutions to stochastic Burgers equations with additive trace class noise. Our findings are based on a combination of suitable bootstrap-type arguments and a detailed…

Probability · Mathematics 2021-11-02 Arnulf Jentzen , Felix Lindner , Primož Pušnik

The paper is concerned with spatial and time regularity of solutions to linear stochastic evolution equation perturbed by L\'evy white noise "obtained by subordination of a Gaussian white noise". Sufficient conditions for spatial continuity…

Probability · Mathematics 2015-10-23 Zdzisław Brzeźniak , Jerzy Zabczyk

Standard stochastic optimization methods are brittle, sensitive to stepsize choices and other algorithmic parameters, and they exhibit instability outside of well-behaved families of objectives. To address these challenges, we investigate…

Optimization and Control · Mathematics 2022-06-08 Hilal Asi , John C. Duchi

In this paper, we study the strong and weak convergence rates for multi-scale one-dimensional stochastic Burgers equation. Based on the techniques of Galerkin approximation, Kolmogorov equation and Poisson equation, we obtain the slow…

Probability · Mathematics 2022-04-08 Peng Gao , Xiaobin Sun

We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…

Numerical Analysis · Mathematics 2019-04-15 Roland Pulch

This paper presents a novel model order reduction technique tailored for power systems with a large share of inverter-based energy resources. Such systems exhibit an increased level of dynamic stiffness compared to traditional power…

Systems and Control · Electrical Eng. & Systems 2024-07-08 Simon Muntwiler , Ognjen Stanojev , Andrea Zanelli , Gabriela Hug , Melanie N. Zeilinger

This article is devoted to the study of the existence and uniqueness of mild solution to time- and space-fractional stochastic Burgers equation perturbed by multiplicative white noise. The required results are obtained by stochastic…

Numerical Analysis · Mathematics 2017-06-06 Guang-an Zou , Bo Wang

Learning a stable Linear Dynamical System (LDS) from data involves creating models that both minimize reconstruction error and enforce stability of the learned representation. We propose a novel algorithm for learning stable LDSs. Using a…

Machine Learning · Computer Science 2020-11-19 Giorgos Mamakoukas , Orest Xherija , T. D. Murphey