Related papers: Online multiscale model reduction for nonlinear st…
In this paper, we propose a multiscale empirical interpolation method for solving nonlinear multiscale partial differential equations. The proposed method combines empirical interpolation techniques and local multiscale methods, such as the…
The stochastic reaction-diffusion model driven by a multiplicative noise is examined. We construct the gradient discretisation method (GDM), an abstract framework combining several numerical method families. The paper provides the…
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…
In this paper, we propose a general approach called Generalized Multiscale Finite Element Method (GMsFEM) for performing multiscale simulations for problems without scale separation over a complex input space. As in multiscale finite…
In this paper, we combine discrete empirical interpolation techniques, global mode decomposition methods, and local multiscale methods, such as the Generalized Multiscale Finite Element Method (GMsFEM), to reduce the computational…
We propose a generalized multiscale finite element method (GMsFEM) based on clustering algorithm to study the elliptic PDEs with random coefficients in the multi-query setting. Our method consists of offline and online stages. In the…
In this paper, we propose a coupled Discrete Empirical Interpolation Method (DEIM) and Generalized Multiscale Finite element method (GMsFEM) to solve nonlinear parabolic equations with application to the Allen-Cahn equation. The Allen-Cahn…
Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…
In this study, a new coupled Partial Differential Equation (CPDE) based image denoising model incorporating space-time regularization into non-linear diffusion is proposed. This proposed model is fitted with additive Gaussian noise which…
We address the problem of simulation and parameter inference for chemical reaction networks described by the chemical Langevin equation, a stochastic differential equation (SDE) representation of the dynamics of the chemical species. This…
In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. Mixed generalized multiscale finite element method (GMsFEM)…
In this paper, a local-global model reduction method is presented to solve stochastic optimal control problems governed by partial differential equations (PDEs). If the optimal control problems involve uncertainty, we need to use a few…
Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…
This paper develops and analyzes a fully discrete finite element method for a class of semilinear stochastic partial differential equations (SPDEs) with multiplicative noise. The nonlinearity in the diffusion term of the SPDEs is assumed to…
We introduce a methodology for online estimation of smoothing expectations for a class of additive functionals, in the context of a rich family of diffusion processes (that may include jumps) -- observed at discrete-time instances. We…
Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…
We propose a methodology that combines generative latent diffusion models with physics-informed machine learning to generate solutions of parametric partial differential equations (PDEs) conditioned on partial observations, which includes,…
We develop a domain-decomposition model reduction method for linear steady-state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equations with random diffusivities, and the…
Discrete empirical interpolation method (DEIM) is a popular technique for nonlinear model reduction and it has two main ingredients: an interpolating basis that is computed from a collection of snapshots of the solution and a set of indices…
Diffusion Probabilistic Models (DPMs) are a well-established class of diffusion models for unconditional image generation, while SGMSE+ is a well-established conditional diffusion model for speech enhancement. One of the downsides of…