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We propose and analyze a Stein variational reduced basis method (SVRB) to solve large-scale PDE-constrained Bayesian inverse problems. To address the computational challenge of drawing numerous samples requiring expensive PDE solves from…

Numerical Analysis · Mathematics 2020-02-26 Peng Chen , Omar Ghattas

The discontinuous Galerkin time-stepping method has many advantageous properties for solving parabolic equations. However, it requires the solution of a large nonsymmetric system at each time-step. This work develops a fully robust and…

Numerical Analysis · Mathematics 2025-01-29 Iain Smears

In this work we apply reduced basis methods for parametric PDEs to an isogeometric formulation based on NURBS. The motivation for this work is an integrated and complete work pipeline from CAD to parametrization of domain geometry, then…

Numerical Analysis · Mathematics 2017-10-18 Denis Devaud , Gianluigi Rozza

This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia

This study presents a fair performance comparison of the continuous finite element method, the symmetric interior penalty discontinuous Galerkin method, and the hybridized discontinuous Galerkin method. Modern implementations of high-order…

Numerical Analysis · Mathematics 2018-10-19 Martin Kronbichler , Wolfgang A. Wall

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

This paper deals with the derivation of Non-Intrusive Reduced Basis (NIRB) techniques for sensitivity analysis, more specifically the direct and adjoint state methods. For highly complex parametric problems, these two approaches may become…

Numerical Analysis · Mathematics 2024-01-17 Elise Grosjean , Bernd Simeon

In this work, we propose viable and efficient strategies for stabilized parametrized advection dominated problems, with random inputs. In particular, we investigate the combination of wRB (weighted reduced basis) method for stochastic…

Numerical Analysis · Mathematics 2018-11-05 Davide Torlo , Francesco Ballarin , Gianluigi Rozza

For solving the large-scale linear system by iteration methods, we utilize the Petrov-Galerkin conditions and relaxed greedy index selection technique and provide two relaxed greedy deterministic row (RGDR) and column (RGDC) iterative…

Numerical Analysis · Mathematics 2022-08-12 Nian-Ci Wu , Ling-Xia Cui , Qian Zuo

Probabilistic variants of Model Order Reduction (MOR) methods have recently emerged for improving stability and computational performance of classical approaches. In this paper, we propose a probabilistic Reduced Basis Method (RBM) for the…

Numerical Analysis · Mathematics 2023-12-06 Marie Billaud-Friess , Arthur Macherey , Anthony Nouy , Clémentine Prieur

This paper presents a method for the numerical treatment of reaction-convection-diffusion problems with parameter-dependent coefficients that are arbitrary rough and possibly varying at a very fine scale. The presented technique combines…

Numerical Analysis · Mathematics 2022-11-29 Francesca Bonizzoni , Moritz Hauck , Daniel Peterseim

We present an algebraic method for constructing a highly effective coarse grid correction to accelerate domain decomposition. The coarse problem is constructed from the original matrix and a small set of input vectors that span a low-degree…

Numerical Analysis · Computer Science 2015-04-06 Essex Edwards , Robert Bridson

This paper introduces a discretization-accurate stopping criterion of symmetric iterative methods for solving systems of algebraic equations resulting from the finite element approximation. The stopping criterion consists of the evaluations…

Numerical Analysis · Mathematics 2019-09-19 Zhiqiang Cai , Shuhao Cao , Robert D. Falgout

We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…

Numerical Analysis · Mathematics 2017-05-16 Clemens Hofreither , Stefan Takacs , Walter Zulehner

Despite hundreds of papers on preconditioned linear systems of equations, there remains a significant lack of comprehensive performance benchmarks comparing various preconditioners for solving symmetric positive definite (SPD) systems. In…

Numerical Analysis · Mathematics 2025-05-28 Marc A. Tunnell , David F. Gleich

We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

Ill-posed linear inverse problems appear in many scientific setups, and are typically addressed by solving optimization problems, which are composed of data fidelity and prior terms. Recently, several works have considered a back-projection…

Optimization and Control · Mathematics 2021-08-10 Tom Tirer , Raja Giryes

We investigate reduced-order models for acoustic and electromagnetic wave problems in parametrically defined domains. The parameter-to-solution maps are approximated following the so-called Galerkin POD-NN method, which combines the…

Numerical Analysis · Mathematics 2024-06-21 Philipp Weder , Mariella Kast , Fernando Henríquez , Jan S. Hesthaven

The reduced basis method (RBM) empowers repeated and rapid evaluation of parametrized partial differential equations through an offline-online decomposition, a.k.a. a learning-execution process. A key feature of the method is a greedy…

Numerical Analysis · Mathematics 2020-09-16 Jiahua Jiang , Yanlai Chen

Our goal is to present an elementary approach to the analysis and programming of sparse grid finite element methods. This family of schemes can compute accurate solutions to partial differential equations, but using far fewer degrees of…

Numerical Analysis · Mathematics 2015-11-24 Stephen Russell , Niall Madden