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We present an accelerated greedy strategy for training of projection-based reduced-order models for parametric steady and unsteady partial differential equations. Our approach exploits hierarchical approximate proper orthogonal…

Numerical Analysis · Mathematics 2024-01-17 Eki Agouzal , Tommaso Taddei

A parametric model order reduction (MOR) approach for simulating the high dimensional models arising in financial risk analysis is proposed on the basis of the proper orthogonal decomposition (POD) approach to generate small model…

Numerical Analysis · Mathematics 2021-10-05 Andreas Binder , Onkar Jadhav , Volker Mehrmann

Model selection has been proven an effective strategy for improving accuracy in time series forecasting applications. However, when dealing with hierarchical time series, apart from selecting the most appropriate forecasting model,…

Machine Learning · Computer Science 2020-10-30 Mahdi Abolghasemi , Rob J Hyndman , Evangelos Spiliotis , Christoph Bergmeir

This work is on a fast and accurate reduced basis method for solving discretized fractional elliptic partial differential equations (PDEs) of the form $\mathcal{A}^su=f$ by rational approximation. A direct computation of the action of such…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

We propose a new model-order reduction framework to poorly reducible problems arising from parametric partial differential equations with geometric variability. In such problems, the solution manifold exhibits a slowly decaying Kolmogorov…

Numerical Analysis · Mathematics 2025-10-30 Abbas Kabalan , Fabien Casenave , Felipe Bordeu , Virginie Ehrlacher , Alexandre Ern

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

We propose a new approach to generate a reliable reduced model for a parametric elliptic problem, in the presence of noisy data. The reference model reduction procedure is the directional HiPOD method, which combines Hierarchical Model…

Numerical Analysis · Mathematics 2022-04-04 Massimiliano Lupo Pasini , Simona Perotto

In this paper, a symmetrized two-scale finite element method is proposed for a class of partial differential equations with symmetric solutions. With this method, the finite element approximation on a fine tensor product grid is reduced to…

Numerical Analysis · Mathematics 2022-06-01 Pengyu Hou , Fang Liu , Aihui Zhou

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

Learning processes by exploiting restricted domain knowledge is an important task across a plethora of scientific areas, with more and more hybrid training methods additively combining data-driven and model-based approaches. Although the…

Machine Learning · Computer Science 2025-01-17 Yann Claes , Vân Anh Huynh-Thu , Pierre Geurts

In this paper we investigate infinite horizon optimal control problems for parametrized partial differential equations. We are interested in feedback control via dynamic programming equations which is well-known to suffer from the curse of…

Optimization and Control · Mathematics 2018-10-02 Alessandro Alla , Bernard Haasdonk , Andreas Schmidt

Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…

Machine Learning · Computer Science 2021-10-13 Biswajit Paria , Rajat Sen , Amr Ahmed , Abhimanyu Das

Applying proper orthogonal decomposition to a usual finite element (FE) formulation for space fractional partial differential equation, we get a reduced FE model, which greatly reduces the complexity of computation. Then, the stability…

Numerical Analysis · Mathematics 2019-01-04 Jing Sun , Daxin Nie , Weihua Deng

Most recent diffusion-based methods still show a large gap compared to non-diffusion methods for video frame interpolation, in both accuracy and efficiency. Most of them formulate the problem as a denoising procedure in latent space…

Computer Vision and Pattern Recognition · Computer Science 2025-04-02 Yang Hai , Guo Wang , Tan Su , Wenjie Jiang , Yinlin Hu

In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized…

Numerical Analysis · Mathematics 2018-07-09 Thomas Y. Hou , Dingjiong Ma , Zhiwen Zhang

This paper proposes a dynamical Variable-separation method for solving parameter-dependent dynamical systems. To achieve this, we establish a dynamical low-rank approximation for the solutions of these dynamical systems by successively…

Numerical Analysis · Mathematics 2025-02-13 Liang Chen , Yaru Chen , Qiuqi Li , Tao Zhou

A finite element methodology for large classes of variational boundary value problems is defined which involves discretizing two linear operators: (1) the differential operator defining the spatial boundary value problem; and (2) a Riesz…

Numerical Analysis · Mathematics 2017-12-08 Brendan Keith , Socratis Petrides , Federico Fuentes , Leszek Demkowicz

We propose a parametric sampling strategy for the reduction of large-scale PDE systems with multidimensional input parametric spaces by leveraging models of different fidelity. The design of this methodology allows a user to adaptively…

Numerical Analysis · Mathematics 2023-01-24 Manisha Chetry , Domenico Borzacchiello , Lucas Lestandi , Luisa Rocha Da Silva

The simulation of atmospheric flows by means of traditional discretization methods remains computationally intensive, hindering the achievement of high forecasting accuracy in short time frames. In this paper, we apply three reduced order…

Fluid Dynamics · Physics 2023-07-19 Arash Hajisharifi , Michele Girfoglio , Annalisa Quaini , Gianluigi Rozza

In this work, we develop a reduced-basis approach for the efficient computation of parametrized expected values, for a large number of parameter values, using the control variate method to reduce the variance. Two algorithms are proposed to…

Numerical Analysis · Mathematics 2009-09-30 Sebastien Boyaval , Tony Lelievre