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In Bayesian inverse problems sampling the posterior distribution is often a challenging task when the underlying models are computationally intensive. To this end, surrogates or reduced models are often used to accelerate the computation.…

Numerical Analysis · Mathematics 2019-09-04 Qifeng Liao , Jinglai Li

Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks…

Numerical Analysis · Mathematics 2022-12-16 Nicola R. Franco , Andrea Manzoni , Paolo Zunino

Data assimilation is a method that combines observations (that is, real world data) of a state of a system with model output for that system in order to improve the estimate of the state of the system and thereby the model output. The model…

Numerical Analysis · Mathematics 2020-05-18 Melina A. Freitag

The accuracy of the reduced-order model (ROM) mainly depends on the selected basis. Therefore, it is essential to compute an appropriate basis with an efficient numerical procedure when applying ROM to nonlinear problems. In this paper, we…

Numerical Analysis · Mathematics 2021-05-05 Jun-Geol Ahn , Hyun-Ik Yang , Jin-Gyun Kim

We target time-dependent partial differential equations (PDEs) with heterogeneous coefficients in space and time. To tackle these problems, we construct reduced basis/ multiscale ansatz functions defined in space that can be combined with…

Numerical Analysis · Mathematics 2022-10-04 Julia Schleuß , Kathrin Smetana , Lukas ter Maat

The effect of preconditioning linear weighted least-squares using an approximation of the model matrix is analyzed, showing the interplay of the eigenstructures of both the model and weighting matrices. A small example is given illustrating…

Numerical Analysis · Mathematics 2021-05-31 Serge Gratton , Selime Gürol , Ehouarn Simon , Philippe L. Toint

We provide first the functional analysis background required for reduced order modeling and present the underlying concepts of reduced basis model reduction. The projection-based model reduction framework under affinity assumptions,…

Numerical Analysis · Mathematics 2023-08-30 Gianluigi Rozza , Martin Hess , Giovanni Stabile , Marco Tezzele , Francesco Ballarin

In this study, two classes of methods including statistical and variational data assimilation algorithms will be described. In statistical methods, the model state is updated sequentially based on the previous estimate. Variational methods,…

Systems and Control · Electrical Eng. & Systems 2021-10-25 Loc Luong

We propose a reduced basis method to solve time-dependent partial differential equations based on the Laplace transform. Unlike traditional approaches, we start by applying said transform to the evolution problem, yielding a…

Numerical Analysis · Mathematics 2025-09-30 Ricardo Reyes

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…

Numerical Analysis · Mathematics 2025-11-24 Nicholas Mueller , Santiago Badia , Yiran Zhao

The combination of reduced basis and collocation methods enables efficient and accurate evaluation of the solutions to parameterized PDEs. In this paper, we study the stochastic collocation methods that can be combined with reduced basis…

Numerical Analysis · Mathematics 2022-04-19 Heyrim Cho , Howard C. Elman

We consider the elastic scattering problem by multiple disjoint arcs or \emph{cracks} in two spatial dimensions. A key aspect of our approach lies in the parametric description of each arc's shape, which is controlled by a potentially…

Numerical Analysis · Mathematics 2024-03-19 Fernando Henríquez , José Pinto

Variational Data Assimilation (DA) has been broadly used in engineering problems for field reconstruction and prediction by performing a weighted combination of multiple sources of noisy data. In recent years, the integration of deep…

Machine Learning · Computer Science 2023-10-26 Sibo Cheng , Che Liu , Yike Guo , Rossella Arcucci

Accurate error estimation is crucial in model order reduction, both to obtain small reduced-order models and to certify their accuracy when deployed in downstream applications such as digital twins. In existing a posteriori error estimation…

Numerical Analysis · Mathematics 2023-07-24 Sridhar Chellappa , Lihong Feng , Peter Benner

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…

Numerical Analysis · Mathematics 2016-11-25 Andreas Buhr , Christian Engwer , Mario Ohlberger , Stephan Rave

In this paper we present a reduced basis method which yields structure-preservation and a tight a posteriori error bound for the simulation of the damped wave equations on networks. The error bound is based on the exponential decay of the…

Numerical Analysis · Mathematics 2022-04-12 Nadine Stahl , Björn Liljegren-Sailer , Nicole Marheineke

Foundation models for partial differential equations (PDEs) have emerged as powerful surrogates pre-trained on diverse physical systems, but adapting them to new downstream tasks remains challenging due to limited task-specific data and…

Machine Learning · Computer Science 2026-03-17 Vlad Medvedev , Leon Armbruster , Christopher Straub , Georg Kruse , Andreas Rosskopf

We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

Numerical Analysis · Mathematics 2020-02-26 Peng Chen , Omar Ghattas

Vector autoregressive (VAR) models are widely used for causal discovery and forecasting in multivariate time series analysis. In the high-dimensional setting, which is increasingly common in fields such as neuroscience and econometrics,…

We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…

Numerical Analysis · Mathematics 2026-04-16 Enrico Ballini , Marco Gambarini , Alessio Fumagalli , Luca Formaggia , Anna Scotti , Paolo Zunino