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This paper presents a structure-exploiting nonlinear model reduction method for systems with general nonlinearities. First, the nonlinear model is lifted to a model with more structure via variable transformations and the introduction of…

Numerical Analysis · Computer Science 2019-07-30 Boris Kramer , Karen Willcox

We present an enriched formulation of the Least Squares (LSQ) regression method for Uncertainty Quantification (UQ) using generalised polynomial chaos (gPC). More specifically, we enrich the linear system with additional equations for the…

Numerical Analysis · Mathematics 2023-08-09 Kyriakos D. Kantarakias , George Papadakis

The non-intrusive generalized Polynomial Chaos (gPC) method is a popular computational approach for solving partial differential equations (PDEs) with random inputs. The main hurdle preventing its efficient direct application for…

Numerical Analysis · Mathematics 2016-09-19 Jiahua Jiang , Yanlai Chen , Akil Narayan

We present a non-intrusive model reduction framework for linear poroelasticity problems in heterogeneous porous media using proper orthogonal decomposition (POD) and neural networks, based on the usual offline-online paradigm. As the…

Numerical Analysis · Mathematics 2023-08-08 T. Kadeethum , F. Ballarin , N. Bouklas

We apply the Tensor Train (TT) approximation to construct the Polynomial Chaos Expansion (PCE) of a random field, and solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization. We compare two strategies of the…

Numerical Analysis · Mathematics 2014-06-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

Dimensionally decomposed generalized polynomial chaos expansion (DD-GPCE) efficiently performs forward uncertainty quantification (UQ) in complex engineering systems with high-dimensional random inputs of arbitrary distributions. However,…

Numerical Analysis · Mathematics 2026-01-06 Hojun Choi , Eunho Heo , Dongjin Lee

Dimension reduction is a fundamental tool for analyzing high-dimensional data in supervised learning. Traditional methods for estimating intrinsic order often prioritize model-specific structural assumptions over predictive utility. This…

Methodology · Statistics 2026-01-16 Yue Yu , Guanghui Wang , Liu Liu , Changliang Zou

In recent years, large-scale numerical simulations played an essential role in estimating the effects of explosion events in urban environments, for the purpose of ensuring the security and safety of cities. Such simulations are…

Software engineers often have to estimate the performance of a software system before having full knowledge of the system parameters, such as workload and operational profile. These uncertain parameters inevitably affect the accuracy of…

Software Engineering · Computer Science 2018-01-16 Aldeida Aleti , Catia Trubiani , André van Hoorn , Pooyan Jamshidi

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some…

Numerical Analysis · Mathematics 2015-03-12 Sergey Dolgov , Boris N. Khoromskij , Alexander Litvinenko , Hermann G. Matthies

The application of polynomial chaos expansions (PCEs) to the propagation of uncertainties in stochastic dynamical models is well-known to face challenging issues. The accuracy of PCEs degenerates quickly in time. Thus maintaining a…

Methodology · Statistics 2016-04-27 C. V. Mai , M. D. Spiridonakos , E. N. Chatzi , B. Sudret

In this contribution, we discuss the construction of Polynomial Chaos surrogates for Monte Carlo radiation transport applications via non-intrusive spectral projection. This contribution focuses on improvements with respect to the approach…

Numerical Analysis · Mathematics 2024-03-19 Gianluca Geraci , Kayla Clements , Aaron J Olson

In recent years, there has been a growing interest in understanding complex microstructures and their effect on macroscopic properties. In general, it is difficult to derive an effective constitutive law for such microstructures with…

Computational Engineering, Finance, and Science · Computer Science 2023-10-18 Theron Guo , Ondřej Rokoš , Karen Veroy

This paper introduces Tree-based Polynomial Chaos Expansion (Tree-PCE), a novel surrogate modeling technique designed to efficiently approximate complex numerical models exhibiting nonlinearities and discontinuities. Tree-PCE combines the…

This paper presents a method for performing Uncertainty Quantification in high-dimensional uncertain spaces by combining arbitrary polynomial chaos with a recently proposed scheme for sensitivity enhancement (1). Including available…

Numerical Analysis · Mathematics 2024-02-09 Nick Pepper , Francesco Montomoli , Kyriakos Kantarakias

We introduce PoCET: a free and open-scource Polynomial Chaos Expansion Toolbox for Matlab, featuring the automatic generation of polynomial chaos expansion (PCE) for linear and nonlinear dynamic systems with time-invariant stochastic…

Systems and Control · Electrical Eng. & Systems 2020-07-13 Felix Petzke , Ali Mesbah , Stefan Streif

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…

Numerical Analysis · Computer Science 2015-06-18 Răzvan Ştefănescu , Adrian Sandu , Ionel M. Navon

A non-intrusive reduced order model based on convolutional autoencoders (NIROM-CAEs) is proposed as a data-driven tool to build an efficient nonlinear reduced-order model for stochastic spatio-temporal large-scale physical problems. The…

Fluid Dynamics · Physics 2022-08-08 Azzedine Abdedou , Azzeddine Soulaïmani

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…

Fluid Dynamics · Physics 2020-07-15 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

We present a method for combining proper orthogonal decomposition (POD) bases optimized with respect to different norms into a single complete basis. We produce a basis combining decompositions optimized with respect to turbulent kinetic…

Fluid Dynamics · Physics 2023-03-30 Peder J. Olesen , Azur Hodžić , Clara M. Velte
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