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In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

Numerical Analysis · Mathematics 2026-04-13 Elise Bonnet-Weill , Virginie Ehrlacher , Luca Nenna

In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…

Numerical Analysis · Mathematics 2014-10-01 Liqian Peng , Kamran Mohseni

We consider finite element solutions to optimization problems, where the state depends on the possibly constrained control through a linear partial differential equation. Basing upon a reduced and rescaled optimality system, we derive a…

Numerical Analysis · Mathematics 2025-03-18 Fernando Gaspoz , Christian Kreuzer , Andreas Veeser , Winnifried Wollner

A Vector Auto-Regressive (VAR) model is commonly used to model multivariate time series, and there are many penalized methods to handle high dimensionality. However in terms of spatio-temporal data, most methods do not take the spatial and…

Methodology · Statistics 2020-12-21 Zhenzhong Wang , Abolfazl Safikhani , Zhengyuan Zhu , David S. Matteson

We provide a number of extensions and further interpretations of the Parameterized-Background Data-Weak (PBDW) formulation, a real-time and in-situ Data Assimilation (DA) framework for physical systems modeled by parametrized Partial…

Numerical Analysis · Mathematics 2017-12-29 Yvon Maday , Tommaso Taddei

Identifying a low-dimensional informed parameter subspace offers a viable path to alleviating the dimensionality challenge in the sampled-based solution to large-scale Bayesian inverse problems. This paper introduces a novel gradient-based…

Computation · Statistics 2023-03-07 Tiangang Cui , Olivier Zahm

Methods to deal with systematic model errors are an increasingly important component of modern data assimilation systems and their effectiveness has increased in recent years thanks to advances in methodology and the quality and density of…

Applications · Statistics 2022-09-26 Massimo Bonavita , Patrick Laloyaux

Variational data assimilation and deep learning share many algorithmic aspects in common. While the former focuses on system state estimation, the latter provides great inductive biases to learn complex relationships. We here design a…

Machine Learning · Computer Science 2022-11-18 Arthur Filoche , Julien Brajard , Anastase Charantonis , Dominique Béréziat

We are interested in the approximation of partial differential equations with a data-driven approach based on the reduced basis method and machine learning. We suppose that the phenomenon of interest can be modeled by a parametrized partial…

Numerical Analysis · Computer Science 2020-06-24 Niccolò Dal Santo , Simone Deparis , Luca Pegolotti

Variational Auto-encoders (VAEs) have been very successful as methods for forming compressed latent representations of complex, often high-dimensional, data. In this paper, we derive an alternative variational lower bound from the one…

Machine Learning · Computer Science 2019-03-20 Shuyu Lin , Ronald Clark , Robert Birke , Niki Trigoni , Stephen Roberts

In this contribution we device and analyze improved variants of the non-conforming dual approach for trust-region reduced basis (TR-RB) approximation of PDE-constrained parameter optimization that has recently been introduced in [Keil et…

Numerical Analysis · Mathematics 2022-03-22 Stefan Banholzer , Tim Keil , Luca Mechelli , Mario Ohlberger , Felix Schindler , Stefan Volkwein

Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…

Machine Learning · Computer Science 2015-11-11 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

This study develops a hybrid ensemble-variational approach for solving data assimilation problems. The method, called TR-4D-EnKF, is based on a trust region framework and consists of three computational steps. First an ensemble of model…

Numerical Analysis · Computer Science 2015-02-03 Elias D. Nino , Adrian Sandu

This paper presents a novel centralized, variational data assimilation approach for calibrating transient dynamic models in electrical power systems, focusing on load model parameters. With the increasing importance of inverter-based…

Optimization and Control · Mathematics 2023-11-15 Ahmed Attia , D. Adrian Maldonado , Emil Constantinescu , Mihai Anitescu

An adaptive projection-based reduced-order model (ROM) formulation is presented for model-order reduction of problems featuring chaotic and convection-dominant physics. An efficient method is formulated to adapt the basis at every time-step…

Computational Physics · Physics 2023-08-09 Cheng Huang , Karthik Duraisamy

We propose a randomized a posteriori error estimator for reduced order approximations of parametrized (partial) differential equations. The error estimator has several important properties: the effectivity is close to unity with prescribed…

Numerical Analysis · Mathematics 2019-04-02 Kathrin Smetana , Olivier Zahm , Anthony T Patera

The aim in model order reduction is to approximate an input-output map described by a large-scale dynamical system with a low-dimensional and cheaper-to-evaluate reduced order model. While high fidelity can be achieved by a variety of…

Dynamical Systems · Mathematics 2023-01-04 Björn Liljegren-Sailer

We propose a nonlinear reduced basis method for the efficient approximation of parametrized partial differential equations (PDEs), exploiting kernel proper orthogonal decomposition (KPOD) for the generation of a reduced-order space and…

Numerical Analysis · Mathematics 2021-04-01 Matteo Salvador , Luca Dede' , Andrea Manzoni

In this paper, with the parametric symmetric coercive elliptic boundary value problem as an example of the primal-dual variational problems satisfying the strong duality, we develop primal-dual reduced basis methods (PD-RBM) with robust…

Numerical Analysis · Mathematics 2020-09-18 Shun Zhang

We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…

Numerical Analysis · Mathematics 2021-05-04 Neeraj Sarna , Peter Benner
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