Related papers: Model Reduction for Multi-Scale Transport Problems…

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be…

We propose a computationally efficient framework to treat nonlinear partial differential equations having bifurcating solutions as one or more physical control parameters are varied. Our focus is on steady bifurcations. Plotting a…

Modeling and predicting the dynamics of complex multiscale systems remains a significant challenge due to their inherent nonlinearities and sensitivity to initial conditions, as well as limitations of traditional machine learning methods…

In this paper, we introduce an uplifted reduced order modeling (UROM) approach through the integration of standard projection based methods with long short-term memory (LSTM) embedding. Our approach has three modeling layers or components.…

This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Computational physics simulation can be a powerful tool to accelerate industry deployment of new scientific technologies. However, it must address the challenge of computationally tractable, moderately accurate prediction at large industry…

Consider the problem of registering multiple point sets in some $d$-dimensional space using rotations and translations. Assume that there are sets with common points, and moreover the pairwise correspondences are known for such sets. We…

A new closed-form solver is proposed minimizing the algebraic error optimally, in the least-squares sense, to estimate the relative planar motion of two calibrated cameras. The main objective is to solve the over-determined case, i.e., when…

This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…

We propose a new physics guided machine learning (PGML) paradigm that leverages the variational multiscale (VMS) framework and available data to dramatically increase the accuracy of reduced order models (ROMs) at a modest computational…

Model order reduction (MOR) methods that are designed to preserve structural features of a given full order model (FOM) often suffer from a lower accuracy when compared to their non-structure-preserving counterparts. In this paper, we…

For linearly constrained least-squares problems that depend on a vector of parameters, this paper proposes techniques for reducing the number of involved optimization variables. After first eliminating equality constraints in a numerically…

In this paper, we propose an acceleration framework for a class of iterative methods using the Reduced Order Method (ROM). Assuming that the underlying iterative scheme generates a rich basis for the solution space, we construct the next…

Reduced order models (ROMs) play a critical role in fluid mechanics by providing low-cost predictions, making them an attractive tool for engineering applications. However, for ROMs to be widely applicable, they must not only generalise…

In this paper, we propose a space-time GMsFEM for transport equations. Multiscale transport equations occur in many geoscientific applications, which include subsurface transport, atmospheric pollution transport, and so on. Most of existing…

In this paper, we investigate projection-based intrusive and data-driven non-intrusive model order reduction methods in numerical simulation of rotating thermal shallow water equation (RTSWE) in parametric and non-parametric form.…

Traditional projection-based reduced-order modeling approximates the full-order model by projecting it onto a linear subspace. With a fast-decaying Kolmogorov $n$-width of the solution manifold, the resulting reduced-order model (ROM) can…

A number of optimal decision problems with uncertainty can be formulated into a stochastic optimal control framework. The Least-Squares Monte Carlo (LSMC) algorithm is a popular numerical method to approach solutions of such stochastic…

Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Computationally efficient, structure-preserving reduced-order methods are developed for the Korteweg de Vries (KdV) equations in Hamiltonian form. The KdV equation is discretized in space by finite differences. The resulting skew-gradient…