Related papers: Randomized linear algebra for model reduction. Par…
Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…
This contribution introduces a model order reduction approach for an advection-reaction problem with a parametrized reaction function. The underlying discretization uses an ultraweak formulation with an $L^2$-like trial space and an…
Projection-based iterative methods for solving large over-determined linear systems are well-known for their simplicity and computational efficiency. It is also known that the correct choice of a sketching procedure (i.e., preprocessing…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
In this paper, the problem of full state approximation by model reduction is studied for stochastic and bilinear systems. Our proposed approach relies on identifying the dominant subspaces based on the reachability Gramian of a system. Once…
This paper considers the creation of parametric surrogate models for applications in science and engineering where the goal is to predict high-dimensional spatiotemporal output quantities of interest, such as pressure, temperature and…
Reduced Order Models (ROMs) form essential tools across engineering domains by virtue of their function as surrogates for computationally intensive digital twinning simulators. Although purely data-driven methods are available for ROM…
We introduce and analyze a class of Galerkin-collocation discretization schemes in time for the wave equation. Its conceptual basis is the establishment of a direct connection between the Galerkin method for the time discretization and the…
In this paper, we study numerically the linear damped second-order hyperbolic partial differential equation (PDE) with affine parameter dependence using a goal-oriented approach by finite element (FE) and reduced basis (RB) methods. The…
In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…
In this paper we investigate a priori error estimates for the space-time Galerkin finite element discretization of an optimal control problem governed by a simplified linear gradient enhanced damage model. The model equations are of a…
Projection-based nonlinear model order reduction methods can be used to reduce simulation times for the solution of many PDE-constrained problems. It has been observed in literature that such nonlinear reduced-order models (ROMs) based on…
Reduced order models, in particular the reduced basis method, rely on empirically built and problem dependent basis functions that are constructed during an off-line stage. In the on-line stage, the precomputed problem-dependent solution…
We introduce sparse random projection, an important dimension-reduction tool from machine learning, for the estimation of discrete-choice models with high-dimensional choice sets. Initially, high-dimensional data are compressed into a…
Randomized neural networks (RNN) are a variation of neural networks in which the hidden-layer parameters are fixed to randomly assigned values and the output-layer parameters are obtained by solving a linear system by least squares. This…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…
This work introduces a reduced order modeling (ROM) framework for the solution of parameterized second-order linear elliptic partial differential equations formulated on unfitted geometries. The goal is to construct efficient…
This paper studies empirical risk minimization (ERM) problems for large-scale datasets and incorporates the idea of adaptive sample size methods to improve the guaranteed convergence bounds for first-order stochastic and deterministic…
We provide two new classes of moment models for linear kinetic equations in slab and three-dimensional geometry. They are based on classical finite elements and low-order discontinuous-Galerkin approximations on the unit sphere. We…
Nearly all model-reduction techniques project the governing equations onto a linear subspace of the original state space. Such subspaces are typically computed using methods such as balanced truncation, rational interpolation, the…