Related papers: Stabilized weighted reduced basis methods for para…
This paper presents a robust version of the stratified sampling method when multiple uncertain input models are considered for stochastic simulation. Various variance reduction techniques have demonstrated their superior performance in…
The central objective of this paper is to develop reduced basis methods for parameter dependent transport dominated problems that are rigorously proven to exhibit rate-optimal performance when compared with the Kolmogorov $n$-widths of the…
Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…
In this manuscript we propose and analyze weighted reduced order methods for stochastic Stokes and Navier-Stokes problems depending on random input data (such as forcing terms, physical or geometrical coefficients, boundary conditions). We…
In this contribution we present an accelerated optimization-based approach for combined state and parameter reduction of a parametrized linear control system which is then used as a surrogate model in a Bayesian inverse setting. Following…
We consider a class of parameter-dependent optimal control problems of elliptic PDEs with constraints of general type on the control variable. Applying the concept of variational discretization, [4], together with techniques from the…
We present a registration method for model reduction of parametric partial differential equations with dominating advection effects and moving features. Registration refers to the use of a parameter-dependent mapping to make the set of…
In this work, we consider the construction of efficient surrogates for the stochastic version of the Landau-Lifshitz-Gilbert (LLG) equation using model order reduction techniques, in particular, the Reduced Basis (RB) method. The Stochastic…
This article describes an approach for parametrizing input and state trajectories in model predictive control. The parametrization is designed to be invariant to time shifts, which enables warm-starting the successive optimization problems…
In this article, we address the solution of advection-dominated flow problems by stabilised methods, by means of least-squares computed stabilised coefficients. As main methodological tool, we introduce a data-driven off-line/on-line…
We use asymptotically optimal \emph{adaptive} numerical methods (here specifically a wavelet scheme) for snapshot computations within the offline phase of the Reduced Basis Method (RBM). The resulting discretizations for each snapshot…
We consider the numerical approximation of the ill-posed data assimilation problem for stationary convection-diffusion equations and extend our previous analysis in [Numer. Math. 144, 451--477, 2020] to the convection-dominated regime.…
We consider a filter stabilization technique with a deconvolution-based indicator function for the simulation of advection dominated advection-diffusion-reaction (ADR) problems with under-refined meshes. The proposed technique has been…
In this paper, we present a unified framework for reduced basis approximations of parametrized partial differential equations defined on parameter-dependent domains. Our approach combines unfitted finite element methods with both classical…
Algorithms for signal recovery in compressed sensing (CS) are often improved by stabilization techniques, such as damping, or the less widely known so-called fractional approach, which is based on the expectation propagation (EP) framework.…
We consider a composite convex minimization problem associated with regularized empirical risk minimization, which often arises in machine learning. We propose two new stochastic gradient methods that are based on stochastic dual averaging…
In this work, we analyse space-time reduced basis methods for the efficient numerical simulation of hemodynamics in arteries. The classical formulation of the reduced basis (RB) method features dimensionality reduction in space, while…
We propose a flexible scenario-based regularized Sample Average Approximation (SBR-SAA) framework for stochastic optimization. This work is motivated by challenges in standard Wasserstein Distributionally Robust Optimization (WDRO), where…
The reduced basis method (RBM) empowers repeated and rapid evaluation of parametrized partial differential equations through an offline-online decomposition, a.k.a. a learning-execution process. A key feature of the method is a greedy…
The Reduced Basis (RB) method is a well established method for the model order reduction of problems formulated as parametrized partial differential equations. One crucial requirement for the application of RB schemes is the availability of…