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We present an accelerated greedy strategy for training of projection-based reduced-order models for parametric steady and unsteady partial differential equations. Our approach exploits hierarchical approximate proper orthogonal…

Numerical Analysis · Mathematics 2024-01-17 Eki Agouzal , Tommaso Taddei

Greedy algorithms, particularly the orthogonal greedy algorithm (OGA), have proven effective in training shallow neural networks for fitting functions and solving partial differential equations (PDEs). In this paper, we extend the…

Numerical Analysis · Mathematics 2025-01-07 Ye Lin , Jiwei Jia , Young Ju Lee , Ran Zhang

Generating simulated training data needed for constructing sufficiently accurate surrogate models to be used for efficient optimization or parameter identification can incur a huge computational effort in the offline phase. We consider a…

Numerical Analysis · Mathematics 2024-04-03 Phillip Semler , Martin Weiser

Learning neural ODEs often requires solving very stiff ODE systems, primarily using explicit adaptive step size ODE solvers. These solvers are computationally expensive, requiring the use of tiny step sizes for numerical stability and…

We introduce economical versions of standard implicit ODE solvers that are specifically tailored for the efficient and accurate simulation of neural networks. These reformulations allow to achieve a significant increase in the efficiency of…

Numerical Analysis · Mathematics 2025-06-12 Luca Bonaventura , Soledad Fernández-García , Macarena Gómez-Mármol

The Parareal algorithm is used to solve time-dependent problems considering multiple solvers that may work in parallel. The key feature is a initial rough approximation of the solution that is iteratively refined by the parallel solvers. We…

Systems and Control · Computer Science 2014-02-18 Loïc Michel

Stiff ordinary differential equations (ODEs) are common in many science and engineering fields, but standard neural ODE approaches struggle to accurately learn these stiff systems, posing a significant barrier to widespread adoption of…

Numerical Analysis · Mathematics 2024-12-03 Colby Fronk , Linda Petzold

Viewing optimization methods as numerical integrators for ordinary differential equations (ODEs) provides a thought-provoking modern framework for studying accelerated first-order optimizers. In this literature, acceleration is often…

Optimization and Control · Mathematics 2021-02-24 Peiyuan Zhang , Antonio Orvieto , Hadi Daneshmand , Thomas Hofmann , Roy Smith

Kernel methods are versatile tools for function approximation and surrogate modeling. In particular, greedy techniques offer computational efficiency and reliability through inherent sparsity and provable convergence. Inspired by the…

Numerical Analysis · Mathematics 2026-03-09 Marian Klink , Tobias Ehring , Robin Herkert , Robin Lautenschlager , Dominik Göddeke , Bernard Haasdonk

We recently introduced a scale of kernel-based greedy schemes for approximating the solutions of elliptic boundary value problems. The procedure is based on a generalized interpolation framework in reproducing kernel Hilbert spaces and was…

Numerical Analysis · Mathematics 2025-07-10 Bernard Haasdonk , Gabriele Santin , Tizian Wenzel

We extend the ultraspherical spectral method to solving nonlinear ODE boundary value problems. We propose to use the inexact Newton-GMRES framework for which an effective preconditioner can be constructed and a fast Jacobian-vector…

Numerical Analysis · Mathematics 2023-07-03 Ouyuan Qin , Kuan Xu

This chapter deals with kernel methods as a special class of techniques for surrogate modeling. Kernel methods have proven to be efficient in machine learning, pattern recognition and signal analysis due to their flexibility, excellent…

Numerical Analysis · Mathematics 2022-10-31 Gabriele Santin , Bernard Haasdonk

Numerically solving ordinary differential equations (ODEs) is a naturally serial process and as a result the vast majority of ODE solver software are serial. In this manuscript we developed a set of parallelized ODE solvers using…

Numerical Analysis · Mathematics 2022-09-13 Utkarsh , Chris Elrod , Yingbo Ma , Christopher Rackauckas

Stiff systems of ordinary differential equations (ODEs) and sparse training data are common in scientific problems. This paper describes efficient, implicit, vectorized methods for integrating stiff systems of ordinary differential…

Numerical Analysis · Mathematics 2023-10-16 Mark C. Messner , Tianchen Hu , Tianju Chen

Greedy kernel approximation algorithms are successful techniques for sparse and accurate data-based modelling and function approximation. Based on a recent idea of stabilization of such algorithms in the scalar output case, we here consider…

Numerical Analysis · Mathematics 2021-05-20 Bernard Haasdonk , Tizian Wenzel , Gabriele Santin , Syn Schmitt

The dominant paradigm for power system dynamic simulation is to build system-level simulations by combining physics-based models of individual components. The sheer size of the system along with the rapid integration of inverter-based…

Systems and Control · Electrical Eng. & Systems 2024-10-24 Matthew Bossart , Jose Daniel Lara , Ciaran Roberts , Rodrigo Henriquez-Auba , Duncan Callaway , Bri-Mathias Hodge

Model order reduction usually consists of two stages: the offline stage and the online stage. The offline stage is the expensive part that sometimes takes hours till the final reduced-order model is derived, especially when the original…

Numerical Analysis · Mathematics 2023-01-20 Lihong Feng , Luigi Lombardi , Giulio Antonini , Peter Benner

The paper presents a priori error analysis of the shallow neural network approximation to the solution to the indefinite elliptic equation and and cutting-edge implementation of the Orthogonal Greedy Algorithm (OGA) tailored to overcome the…

Numerical Analysis · Mathematics 2024-10-28 Qingguo Hong , Jiwei Jia , Young Ju Lee , Ziqian Li

Stiff systems of ordinary differential equations (ODEs) arise in a wide range of scientific and engineering disciplines and are traditionally solved using implicit integration methods due to their stability and efficiency. However, these…

Numerical Analysis · Mathematics 2024-12-02 Colby Fronk , Linda Petzold

Decision support systems often rely on solving complex optimization problems that may require to estimate uncertain parameters beforehand. Recent studies have shown how using traditionally trained estimators for this task can lead to…

Machine Learning · Computer Science 2025-12-19 Gaetano Signorelli , Michele Lombardi
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