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Models incorporating uncertain inputs, such as random forces or material parameters, have been of increasing interest in PDE-constrained optimization. In this paper, we focus on the efficient numerical minimization of a convex and smooth…

Optimization and Control · Mathematics 2021-06-18 Caroline Geiersbach , Winnifried Wollner

We investigate multiscale finite element methods for an elliptic distributed optimal control problem with rough coefficients. They are based on the (local) orthogonal decomposition methodology of M\aa lqvist and Peterseim.

Numerical Analysis · Mathematics 2021-11-01 Susanne C. Brenner , José C. Garay , Li-yeng Sung

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

Numerical Analysis · Mathematics 2021-02-03 Ting Wang , Jaroslaw Knap

Machine learning has been successfully applied to various fields of scientific computing in recent years. In this work, we propose a sparse radial basis function neural network method to solve elliptic partial differential equations (PDEs)…

Numerical Analysis · Mathematics 2023-09-07 Zhiwen Wang , Minxin Chen , Jingrun Chen

We consider the computation of averaged coefficients for the homogenization of elliptic partial differential equations. In this problem, like in many multiscale problems, a large number of similar computations parametrized by the…

Numerical Analysis · Mathematics 2016-08-14 Sébastien Boyaval

We propose and analyse a fully adaptive strategy for solving elliptic PDEs with random data in this work. A hierarchical sequence of adaptive mesh refinements for the spatial approximation is combined with adaptive anisotropic sparse…

Numerical Analysis · Mathematics 2020-08-26 Jens Lang , Robert Scheichl , David Silvester

In this paper, we consider an elliptic eigenvalue problem with multiscale, randomly perturbed coefficients. For an efficient and accurate approximation of the solutions for many different realizations of the coefficient, we propose a…

Numerical Analysis · Mathematics 2025-07-08 Dilini Kolombage , Barbara Verfürth

In this work we combine the framework of the Reduced Basis method (RB) with the framework of the Localized Orthogonal Decomposition (LOD) in order to solve parametrized elliptic multiscale problems. The idea of the LOD is to split a high…

Numerical Analysis · Mathematics 2015-05-20 Assyr Abdulle , Patrick Henning

We address multiscale elliptic problems with random coefficients that are a perturbation of multiscale deterministic problems. Our approach consists in taking benefit of the perturbative context to suitably modify the classical Finite…

Numerical Analysis · Mathematics 2011-11-08 C. Le Bris , F. Legoll , F. Thomines

In this contribution we present a survey of concepts in localized model order reduction methods for parameterized partial differential equations. The key concept of localized model order reduction is to construct local reduced spaces that…

Numerical Analysis · Mathematics 2019-10-29 Andreas Buhr , Laura Iapichino , Mario Ohlberger , Stephan Rave , Felix Schindler , Kathrin Smetana

We introduce a new concept of sparsity for the stochastic elliptic operator $-{\rm div}\left(a(x,\omega)\nabla(\cdot)\right)$, which reflects the compactness of its inverse operator in the stochastic direction and allows for spatially…

Numerical Analysis · Mathematics 2015-06-22 Thomas Y. Hou , Pengfei Liu

Multiobjective optimization plays an increasingly important role in modern applications, where several objectives are often of equal importance. The task in multiobjective optimization and multiobjective optimal control is therefore to…

Optimization and Control · Mathematics 2019-06-24 Stefan Banholzer , Bennet Gebken , Michael Dellnitz , Sebastian Peitz , Stefan Volkwein

We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the…

Numerical Analysis · Mathematics 2023-09-29 Susanne C. Brenner , Jose C. Garay , Li-yeng Sung

Neural networks have shown significant potential in solving partial differential equations (PDEs). While deep networks are capable of approximating complex functions, direct one-shot training often faces limitations in both accuracy and…

Numerical Analysis · Mathematics 2025-03-10 Mingxing Weng , Zhiping Mao , Jie Shen

We consider the application of multilevel Monte Carlo methods to elliptic PDEs with random coefficients. We focus on models of the random coefficient that lack uniform ellipticity and boundedness with respect to the random parameter, and…

Numerical Analysis · Mathematics 2012-04-17 A. L. Teckentrup , R. Scheichl , M. B. Giles , E. Ullmann

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

In this paper we propose and analyze a new Multiscale Method for solving semi-linear elliptic problems with heterogeneous and highly variable coefficient functions. For this purpose we construct a generalized finite element basis that spans…

Numerical Analysis · Mathematics 2019-02-20 Patrick Henning , Axel Malqvist , Daniel Peterseim

This thesis presents recent advances in model order reduction methods with the primary aim to construct online-efficient reduced surrogate models for parameterized multiscale phenomena and accelerate large-scale PDE-constrained parameter…

Numerical Analysis · Mathematics 2022-11-18 Tim Keil

Historically, analysis for multiscale PDEs is largely unified while numerical schemes tend to be equation-specific. In this paper, we propose a unified framework for computing multiscale problems through random sampling. This is achieved by…

Numerical Analysis · Mathematics 2022-03-09 Ke Chen , Shi Chen , Qin Li , Jianfeng Lu , Stephen J. Wright

This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…

Numerical Analysis · Mathematics 2024-08-05 Philip Freese , Moritz Hauck , Tim Keil , Daniel Peterseim