Related papers: Error Analysis of an Incremental POD Algorithm for…

In this paper, we show that the SVD of a matrix can be constructed efficiently in a hierarchical approach. Our algorithm is proven to recover the singular values and left singular vectors if the rank of the input matrix $A$ is known.…

A posteriori reduced-order models (ROM), e.g. based on proper orthogonal decomposition (POD), are essential to affordably tackle realistic parametric problems. They rely on a trustful training set, that is a family of full-order solutions…

Proper orthogonal decomposition methods for model reduction utilize information about the solution at certain time and parameter points to generate a reduced space basis. In this paper, we compare two proper orthogonal decomposition methods…

In this paper, we consider approximating the parameter-to-solution maps of parametric partial differential equations (PPDEs) using deep neural networks (DNNs). We propose an efficient approach combining reduced collocation methods (RCMs)…

An adaptive algorithm for spectral proper orthogonal decomposition (SPOD) of mixed broadband-tonal turbulent flows is developed. Sharp peak resolution at tonal frequencies is achieved by locally minimizing the bias of the spectrum. Smooth…

We investigate the sensitivity of reduced order models (ROMs) to training data resolution as well as sampling rate. In particular, we consider proper orthogonal decomposition (POD), coupled with Galerkin projection (POD-GP), as an intrusive…

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…

Stochastic gradient descent (SGD) is perhaps the most prevalent optimization method in modern machine learning. Contrary to the empirical practice of sampling from the datasets without replacement and with (possible) reshuffling at each…

In this paper, we consider the problem of model reduction of large scale systems, such as those obtained through the discretization of PDEs. We propose a randomized proper orthogonal decomposition (RPOD) technique to obtain the reduced…

We present an efficient incremental SLAM back-end that achieves the accuracy of full batch optimization while substantially reducing computational cost. The proposed approach combines two complementary ideas: information-guided gating (IGG)…

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…

This paper introduces tensorial calculus techniques in the framework of Proper Orthogonal Decomposition (POD) to reduce the computational complexity of the reduced nonlinear terms. The resulting method, named tensorial POD, can be applied…

In this paper, we propose novel proper orthogonal decomposition (POD)--based model reduction methods that effectively address the issue of inverse crime in solving parabolic inverse problems. Both the inverse initial value problems and…

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…

The sequential minimal optimization (SMO) algorithm and variants thereof are the de facto standard method for solving large quadratic programs for support vector machine (SVM) training. In this paper we propose a simple yet powerful…

This thesis gives an overview of the state-of-the-art randomized linear algebra algorithms for singular value decomposition (SVD), including the presentation of existing pseudo-codes and theoretical error analysis. Our main focus is on…

Aiming to provide a faster and convenient truncated SVD algorithm for large sparse matrices from real applications (i.e. for computing a few of largest singular values and the corresponding singular vectors), a dynamically shifted power…

We propose a parallel (distributed) version of the spectral proper orthogonal decomposition (SPOD) technique. The parallel SPOD algorithm distributes the spatial dimension of the dataset preserving time. This approach is adopted to preserve…

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…

The stochastic gradient descent (SGD) optimization algorithm plays a central role in a series of machine learning applications. The scientific literature provides a vast amount of upper error bounds for the SGD method. Much less attention…