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We aim to reconstruct the latent space dynamics of high dimensional, quasi-stationary systems using model order reduction via the spectral proper orthogonal decomposition (SPOD). The proposed method is based on three fundamental steps: in…

Numerical Analysis · Mathematics 2022-08-17 Andrea Lario , Romit Maulik , Oliver T. Schmidt , Gianluigi Rozza , Gianmarco Mengaldo

In this paper, we compare the intrusive proper orthogonal decomposition (POD) with Galerkin projection and the data-driven dynamic mode decomposition (DMD), for Heston's option pricing model. The full order model is obtained by…

Numerical Analysis · Mathematics 2025-01-03 Sinem Kozpınar , Murat Uzunca , Bülent Karasözen

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…

Numerical Analysis · Mathematics 2021-10-18 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

POD-DL-ROMs have been recently proposed as an extremely versatile strategy to build accurate and reliable reduced order models (ROMs) for nonlinear parametrized partial differential equations, combining (i) a preliminary dimensionality…

Numerical Analysis · Mathematics 2023-05-09 Simone Brivio , Stefania Fresca , Nicola Rares Franco , Andrea Manzoni

We propose a numerical pipeline for shape optimization in naval engineering involving two different non-intrusive reduced order method (ROM) techniques. Such methods are proper orthogonal decomposition with interpolation (PODI) and dynamic…

Numerical Analysis · Mathematics 2019-05-15 Marco Tezzele , Nicola Demo , Gianluigi Rozza

AI for science (AI4Science) models often suffer from discretization: learned representations remain tied to the training grid, limiting transfer across resolutions, solvers and applications. We introduce Neural Proper Orthogonal…

Computational Physics · Physics 2026-03-03 Changhong Mou , Binghang Lu , Guang Lin

In this paper, we propose, analyze and test a post-processing implementation of a projection-based variational multiscale (VMS) method with proper orthogonal decomposition (POD) for the incompressible Navier-Stokes equations. The…

Numerical Analysis · Mathematics 2017-10-11 Fatma G. Eroglu , Songul Kaya , Leo G. Rebholz

This paper presents a novel adaptive-sparse polynomial dimensional decomposition (PDD) method for stochastic design optimization of complex systems. The method entails an adaptive-sparse PDD approximation of a high-dimensional stochastic…

Numerical Analysis · Mathematics 2016-01-13 Sharif Rahman , Xuchun Ren , Vaibhav Yadav

This paper deals with the development of a Reduced-Order Model (ROM) to investigate haemodynamics in cardiovascular applications. It employs the use of Proper Orthogonal Decomposition (POD) for the computation of the basis functions and the…

Numerical Analysis · Mathematics 2025-01-24 Pierfrancesco Siena , Pasquale Claudio Africa , Michele Girfoglio , Gianluigi Rozza

Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…

Machine Learning · Statistics 2020-03-31 Jianyi Zhang , Ruiyi Zhang , Lawrence Carin , Changyou Chen

This paper introduces the $3^{rd}$-order Spectral Representation Method for simulation of non-stationary and non-Gaussian stochastic processes. The proposed method extends the classical $2^{nd}$-order Spectral Representation Method to…

Statistics Theory · Mathematics 2022-06-01 Lohit Vandanapu , Michael D. Shields

This thesis examines the empirical mode decomposition (EMD), a method for decomposing multicomponent signals, from a modern, both theoretical and practical, perspective. The motivation is to further formalize the concept and develop new…

Numerical Analysis · Mathematics 2023-02-08 Laslo Hunhold

In this paper, we propose an equation-based parametric Reduced Order Model (ROM), whose accuracy is improved with data-driven terms added into the reduced equations. These additions have the aim of reintroducing contributions that in…

Numerical Analysis · Mathematics 2025-05-26 Anna Ivagnes , Giovanni Stabile , Gianluigi Rozza

Snapshot matrices built from solutions to hyperbolic partial differential equations exhibit slow decay in singular values, whereas fast decay is crucial for the success of projection- based model reduction methods. To overcome this problem,…

Numerical Analysis · Mathematics 2017-01-27 Donsub Rim , Scott Moe , Randall J. LeVeque

Dynamic mode decomposition (DMD) is an efficient tool for decomposing spatio-temporal data into a set of low-dimensional modes, yielding the oscillation frequencies and the growth rates of physically significant modes. In this paper, we…

Dynamical Systems · Mathematics 2023-02-21 Minwoo Lee , Jongho Park

This study presents a framework for estimating the full vibrational state of wind turbine blades from sparse deflection measurements. The identification is performed in a reduced-order space obtained from a Proper Orthogonal Decomposition…

Systems and Control · Electrical Eng. & Systems 2025-04-14 Lorenzo Schena , Wim Munters , Jan Helsen , Miguel A. Mendez

In this paper we study the influence of including snapshots that approach the velocity time derivative in the numerical approximation of the incompressible Navier-Stokes equations by means of proper orthogonal decomposition (POD) methods.…

Numerical Analysis · Mathematics 2022-11-01 Bosco García-Archilla , Volker John , Julia Novo

The use of multitaper estimates for spectral proper orthogonal decomposition (SPOD) is explored. Multitaper and multitaper-Welch estimators that use discrete prolate spheroidal sequences (DPSS) as orthogonal data windows are compared to the…

Fluid Dynamics · Physics 2022-09-14 Oliver T. Schmidt

In machine learning and computer graphics, a fundamental task is the approximation of a probability density function through a well-dispersed collection of samples. Providing a formal metric for measuring the distance between probability…

Graphics · Computer Science 2024-02-28 Baptiste Genest , Nicolas Courty , David Coeurjolly

Multiscale modeling and analysis of multiphysics coupling processes in highly heterogeneous media present significant challenges. In this paper, we propose a novel multiphysics embedding localized orthogonal decomposition (ME-LOD) method…

Numerical Analysis · Mathematics 2025-07-21 Yuzhou Nan , Yajun Wang , Changqing Ye , Xiaofei Guan