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In this study, the $\theta$-method is used for discretizing a class of evolutionary partial differential equations. Then, we transform the resultant all-at-once linear system and introduce a novel one-sided preconditioner, which can be fast…

Numerical Analysis · Mathematics 2024-08-08 Yuan-Yuan Huang , Po Yin Fung , Sean Y. Hon , Xue-Lei Lin

An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…

Optimization and Control · Mathematics 2014-07-30 Matthew J. Zahr , Charbel Farhat

The Sinc-Nystr\"{o}m method is a high-order numerical method based on Sinc basis functions for discretizing evolutionary differential equations in time. But in this method we have to solve all the time steps in one-shot (i.e. all-at-once),…

Numerical Analysis · Mathematics 2021-12-01 Jun Liu , Shu-Lin Wu

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…

Numerical Analysis · Mathematics 2021-10-18 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

An adaptive projection-based reduced-order model (ROM) formulation is presented for model-order reduction of problems featuring chaotic and convection-dominant physics. An efficient method is formulated to adapt the basis at every time-step…

Computational Physics · Physics 2023-08-09 Cheng Huang , Karthik Duraisamy

Data-driven acceleration of scientific computing workflows has been a high-profile aim of machine learning (ML) for science, with numerical simulation of transient partial differential equations (PDEs) being one of the main applications.…

Computational Physics · Physics 2025-12-05 Mikhail Khodak , Min Ki Jung , Brian Wynne , Edmond Chow , Egemen Kolemen

We study preconditioned gradient-based optimization methods where the preconditioning matrix has block-diagonal form. Such a structural constraint comes with the advantage that the update computation is block-separable and can be…

Machine Learning · Computer Science 2020-12-08 Celestine Mendler-Dünner , Aurelien Lucchi

This paper introduces a methodology for improving the accuracy and efficiency of reduced order models (ROMs) constructed using the least-squares Petrov-Galerkin (LSPG) projection method through the introduction of preconditioning. Unlike…

Numerical Analysis · Mathematics 2022-03-24 Payton Lindsay , Jeffrey Fike , Irina Tezaur , Kevin Carlberg

Reduced Order Models (ROMs) are of considerable importance in many areas of engineering in which computational time presents difficulties. Established approaches employ projection-based reduction such as Proper Orthogonal Decomposition,…

Numerical Analysis · Mathematics 2023-04-26 Thomas Simpson , Konstantinos Vlachas , Anthony Garland , Nikolaos Dervilis , Eleni Chatzi

This paper studies the numerical approximation of parametric time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Although many papers in the literature consider reduced…

Numerical Analysis · Mathematics 2025-04-28 Bosco García-Arcilla , Alicia García-Mascaraque , Julia Novo

We propose a new parallel-in-time algorithm for solving optimal control problems constrained by discretized partial differential equations. Our approach, which is based on a deeper understanding of ParaExp, considers an overlapping…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-09-06 Felix Kwok , Djahou N Tognon

High-fidelity simulations of mixing and combustion processes are generally computationally demanding and time-consuming, hindering their wide application in industrial design and optimization. The present study proposes parametric reduced…

Fluid Dynamics · Physics 2023-08-29 Chenxu Ni , Siyu Ding , Xingjian Wang

We present an acceleration method for sequences of large-scale linear systems, such as the ones arising from the numerical solution of time-dependent partial differential equations coupled with algebraic constraints. We discuss different…

Numerical Analysis · Mathematics 2024-03-29 Margherita Guido , Daniel Kressner , Paolo Ricci

We introduce a method for the fast numerical approximation of linear, second-order parabolic partial differential equations (PDEs for short) with time-independent coefficients based on model order reduction techniques and the Laplace…

Numerical Analysis · Mathematics 2026-01-06 Fernando Henríquez , Jan S. Hesthaven

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

Deep learning-based reduced order models (DL-ROMs) have been recently proposed to overcome common limitations shared by conventional ROMs - built, e.g., exclusively through proper orthogonal decomposition (POD) - when applied to nonlinear…

Numerical Analysis · Mathematics 2022-01-26 Federico Fatone , Stefania Fresca , Andrea Manzoni

In [McDonald, Pestana and Wathen, \textit{SIAM J. Sci. Comput.}, 40 (2018), pp. A1012--A1033], a block circulant preconditioner is proposed for all-at-once linear systems arising from evolutionary partial differential equations, in which…

Numerical Analysis · Mathematics 2021-03-04 X. -L. Lin , M. Ng

In this article, we derive fast and robust parallel-in-time preconditioned iterative methods for the all-at-once linear systems arising upon discretization of time-dependent PDEs. The discretization we employ is based on a Runge--Kutta…

Numerical Analysis · Mathematics 2023-04-25 Santolo Leveque , Luca Bergamaschi , Ángeles Martínez , John W. Pearson

The Crank-Nicolson (CN) method is a well-known time integrator for evolutionary partial differential equations (PDEs) arising in many real-world applications. Since the solution at any time depends on the solution at previous time steps,…

Numerical Analysis · Mathematics 2024-02-13 Yong-Liang Zhao , Xian-Ming Gu , Cornelis W. Oosterlee

Model-based iterative reconstruction plays a key role in solving inverse problems. However, the associated minimization problems are generally large-scale, nonsmooth, and sometimes even nonconvex, which present challenges in designing…

Image and Video Processing · Electrical Eng. & Systems 2025-10-21 Tao Hong , Zhaoyi Xu , Jason Hu , Jeffrey A. Fessler