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An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…

Methodology · Statistics 2021-09-28 Di Bo , Hoon Hwangbo , Vinit Sharma , Corey Arndt , Stephanie C. TerMaath

The integration of observational data into numerical models, known as data assimilation (DA), is fundamental for making Numerical Weather Prediction (NWP) possible, with breathtaking success over the past 60 years (Bauer et al. 2015).…

Atmospheric and Oceanic Physics · Physics 2024-06-04 Jan D. Keller , Roland Potthast

Recent studies on inverse problems have proposed posterior samplers that leverage the pre-trained diffusion models as powerful priors. These attempts have paved the way for using diffusion models in a wide range of inverse problems.…

Computer Vision and Pattern Recognition · Computer Science 2024-07-24 Sojin Lee , Dogyun Park , Inho Kong , Hyunwoo J. Kim

Variational inequalities as an effective tool for solving applied problems, including machine learning tasks, have been attracting more and more attention from researchers in recent years. The use of variational inequalities covers a wide…

Optimization and Control · Mathematics 2024-12-20 Daniil Medyakov , Gleb Molodtsov , Aleksandr Beznosikov

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

Numerical Analysis · Mathematics 2020-03-25 Drayton Munster , Eric de Sturler

We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter…

Optimization and Control · Mathematics 2020-04-20 Harbir Antil , Tran Nhan Tam Quyen

Dimension reduction is often needed in the area of data mining. The goal of these methods is to map the given high-dimensional data into a low-dimensional space preserving certain properties of the initial data. There are two kinds of…

Numerical Analysis · Mathematics 2015-03-23 Yanlai Chen

In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of…

Numerical Analysis · Mathematics 2016-03-08 Meghan O'Connell , Misha E. Kilmer , Eric de Sturler , Serkan Gugercin

In this paper we extend the hierarchical model reduction framework based on reduced basis techniques for the application to nonlinear partial differential equations. The major new ingredient to accomplish this goal is the introduction of…

Numerical Analysis · Mathematics 2017-02-27 Kathrin Smetana , Mario Ohlberger

The spatio-temporal interpolation of large geophysical datasets has historically been addressed by Optimal Interpolation (OI) and more sophisticated equation-based or data-driven Data Assimilation (DA) techniques. Recent advances in the…

The Reduced-Basis Control-Variate Monte-Carlo method was introduced recently in [S. Boyaval and T. Leli\`evre, CMS, 8 2010] as an improved Monte-Carlo method, for the fast estimation of many parametrized expected values at many parameter…

Numerical Analysis · Mathematics 2015-06-04 Sébastien Boyaval

The standard vector autoregressive (VAR) models suffer from overparameterization which is a serious issue for high-dimensional time series data as it restricts the number of variables and lags that can be incorporated into the model.…

Methodology · Statistics 2023-09-25 S. Yaser Samadi , Wiranthe B. Herath

To be feasible for computationally intensive applications such as parametric studies, optimization and control design, large-scale finite element analysis requires model order reduction. This is particularly true in nonlinear settings that…

Computational Physics · Physics 2015-05-22 Maciej Balajewicz , David Amsallem , Charbel Farhat

Reduced bases have been introduced for the approximation of parametrized PDEs in applications where many online queries are required. Their numerical efficiency for such problems has been theoretically confirmed in \cite{BCDDPW,DPW}, where…

Numerical Analysis · Mathematics 2020-02-20 Albert Cohen , Wolfgang Dahmen , Ronald DeVore

This paper aims to devise an adaptive neural network basis method for numerically solving a second-order semilinear partial differential equation (PDE) with low-regular solutions in two/three dimensions. The method is obtained by combining…

Numerical Analysis · Mathematics 2024-11-05 Jianguo Huang , Haohao Wu , Tao Zhou

In this work, we develop a reduced-basis approach for the efficient computation of parametrized expected values, for a large number of parameter values, using the control variate method to reduce the variance. Two algorithms are proposed to…

Numerical Analysis · Mathematics 2009-09-30 Sebastien Boyaval , Tony Lelievre

Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances…

Machine Learning · Computer Science 2024-05-10 Rafael Orozco , Ali Siahkoohi , Mathias Louboutin , Felix J. Herrmann

The numerical approximation of convection-dominated problems continues to remain subject of strong interest. Families of stabilization techniques for finite element methods were developed in the past. Adaptive techniques based on a…

Numerical Analysis · Mathematics 2018-03-20 Kristina Schwegler , Marius P. Bruchhäuser , Markus Bause

In this article we develop further an algorithm for data assimilation based upon a shadowing refinement technique [de Leeuw et al., SIAM J. Appl. Dyn. Sys., 17 (2018)] to take partial observations into account. Our method is based on…

Optimization and Control · Mathematics 2020-11-13 Bart de Leeuw , Svetlana Dubinkina

This work reviews goal-oriented a posteriori error control, adaptivity and solver control for finite element approximations to boundary and initial-boundary value problems for stationary and non-stationary partial differential equations,…

Numerical Analysis · Mathematics 2024-12-02 Bernhard Endtmayer , Ulrich Langer , Thomas Richter , Andreas Schafelner , Thomas Wick