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A new efficient numerical algorithm for interacting fermion systems is proposed and examined in detail. The ground state is expressed approximately by a linear combination of numerically chosen basis states in a truncated Hilbert space. Two…

Strongly Correlated Electrons · Physics 2007-05-23 Tsuyoshi Kashima , Masatoshi Imada

We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…

Systems and Control · Computer Science 2012-09-25 Farhad Farokhi , Henrik Sandberg , Karl H. Johansson

In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…

Numerical Analysis · Mathematics 2024-10-14 Michael Kartmann , Tim Keil , Mario Ohlberger , Stefan Volkwein , Barbara Kaltenbacher

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

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

We study the problem of estimating the parameters of a Gaussian distribution when samples are only shown if they fall in some (unknown) subset $S \subseteq \R^d$. This core problem in truncated statistics has long history going back to…

Statistics Theory · Mathematics 2019-08-06 Vasilis Kontonis , Christos Tzamos , Manolis Zampetakis

Fluid-structure interactions are central to many bio-molecular processes, and they impose a great challenge for computational and modeling methods. In this paper, we consider the immersed boundary method (IBM) for biofluid systems, and to…

Numerical Analysis · Mathematics 2021-10-13 Yushuang Luo , Xiantao Li , Wenrui Hao

Many exact Markov chain Monte Carlo algorithms have been developed for posterior inference in Bayesian nonparametric models which involve infinite-dimensional priors. However, these methods are not generic and special methodology must be…

Computation · Statistics 2014-05-22 Jim E. Griffin

Balanced truncation and singular perturbation approximation for linear dynamical systems yield reduced-order models that satisfy a well-known error bound involving the Hankel singular values. We show that this bound holds with equality for…

Systems and Control · Electrical Eng. & Systems 2024-01-18 Sean Reiter , Tobias Damm , Mark Embree , Serkan Gugercin

We focus on improving the accuracy of an approximate model of a multiscale dynamical system that uses a set of parameter-dependent terms to account for the effects of unresolved or neglected dynamics on resolved scales. We start by…

Computational Physics · Physics 2019-06-26 Balasubramanya T. Nadiga , Chiyu Jiang , Daniel Livescu

Harmonic Balance is one of the most popular methods for computing periodic solutions of nonlinear dynamical systems. In this work, we address two of its major shortcomings: First, we investigate to what extent the computational burden of…

Dynamical Systems · Mathematics 2023-03-30 Lukas Woiwode , Malte Krack

Low-rank Krylov methods are one of the few options available in the literature to address the numerical solution of large-scale general linear matrix equations. These routines amount to well-known Krylov schemes that have been equipped with…

Numerical Analysis · Mathematics 2020-01-28 Davide Palitta , Patrick Kürschner

We analyze a family of Runge-Kutta based quadrature algorithms for the approximation of the gramians of linear time invariant dynamical systems. The approximated gramians are used to obtain an approximate balancing transformation similar to…

Numerical Analysis · Mathematics 2020-03-09 Christian Bertram , Heike Faßbender

This study investigates the use of fractional order differential models to simulate the dynamic response of non-homogeneous discrete systems and to achieve efficient and accurate model order reduction. The traditional integer order approach…

Numerical Analysis · Mathematics 2016-12-22 John P. Hollkamp , Mihir Sen , Fabio Semperlotti

We analyze the exponential stability of distributed parameter systems. The system we consider is described by a coupled parabolic partial differential equation with spatially varying coefficients. We approximate the coefficients by…

Optimization and Control · Mathematics 2019-05-21 Masashi Wakaiki

We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system…

Optimization and Control · Mathematics 2011-06-15 Jake Bouvrie , Boumediene Hamzi

For affine linear parameter-varying (LPV) systems, this paper develops two parameter reduction methods for reducing the dimension of the parameter space. The first method achieves the complexity reduction by transforming the affine LPV…

Systems and Control · Electrical Eng. & Systems 2019-12-17 Sil Schouten , Daming Lou , Siep Weiland

We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary…

Machine Learning · Statistics 2022-03-10 Martin Jankowiak , Geoff Pleiss

In this work, we propose to efficiently solve time dependent parametrized optimal control problems governed by parabolic partial differential equations through the certified reduced basis method. In particular, we will exploit an error…

Numerical Analysis · Mathematics 2021-03-10 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger

In this paper, we develop a Bernstein dual-Petrov-Galerkin method for the numerical simulation of a two-dimensional fractional diffusion equation. A spectral discretization is applied by introducing suitable combinations of dual Bernstein…

Numerical Analysis · Mathematics 2017-05-16 Mostafa Jani , Shahnam Javadi , Esmail Babolian , Dambaru Bhatta