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In this paper we study nonlinear partial differential equations (PDEs) that are used to model different value adjustments denoted generally as xVA. These adjustments are nowadays commonly added to the risk-free financial derivative values…

Analysis of PDEs · Mathematics 2023-07-03 Falko Baustian , Jan Pospíšil , Vladimír Švígler

Recent years have seen the emergence of nonlinear methods for solving partial differential equations (PDEs), such as physics-informed neural networks (PINNs). While these approaches often perform well in practice, their theoretical analysis…

Numerical Analysis · Mathematics 2025-08-27 Alexandre Magueresse , Santiago Badia

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

This paper studies adaptive first-order least-squares finite element methods for second-order elliptic partial differential equations in non-divergence form. Unlike the classical finite element method which uses weak formulations of PDEs…

Numerical Analysis · Mathematics 2019-06-28 Weifeng Qiu , Shun Zhang

In this paper, a parametric model order reduction (pMOR) technique is proposed to find a simplified system representation of a large-scale and complex thermal system. The main principle behind this technique is that any change of the…

Systems and Control · Computer Science 2018-03-15 Daming Lou , Siep Weiland

We propose a nonlinear reduced basis method for the efficient approximation of parametrized partial differential equations (PDEs), exploiting kernel proper orthogonal decomposition (KPOD) for the generation of a reduced-order space and…

Numerical Analysis · Mathematics 2021-04-01 Matteo Salvador , Luca Dede' , Andrea Manzoni

This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…

Machine Learning · Computer Science 2024-06-06 Victor Matray , Faisal Amlani , Frédéric Feyel , David Néron

Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized (stochastic) partial differential equations and hence reduce computational complexity. A particular class of MOR techniques is balancing…

Optimization and Control · Mathematics 2019-03-29 Martin Redmann

Component Mode Synthesis methods, such as the Craig-Bampton (CB) approach, are widely used in structural dynamics due to their modularity and compatibility with substructuring workflows. While highly effective for linear systems, extending…

Numerical Analysis · Mathematics 2026-04-27 Alexander Saccani , Paolo Tiso

In this paper, we propose a novel algorithm called Neuron-wise Parallel Subspace Correction Method (NPSC) for the finite neuron method that approximates numerical solutions of partial differential equations (PDEs) using neural network…

Numerical Analysis · Mathematics 2025-11-11 Jongho Park , Jinchao Xu , Xiaofeng Xu

This paper presents the design and analysis of a Hybrid High-Order (HHO) approximation for a distributed optimal control problem governed by the Poisson equation. We propose three distinct schemes to address unconstrained control problems…

Numerical Analysis · Mathematics 2025-01-14 Gouranga Mallik , Ramesh Chandra Sau

This paper investigates model-order reduction methods for geometrically nonlinear structures. The parametrisation method of invariant manifolds is used and adapted to the case of mechanical systems expressed in the physical basis, so that…

Numerical Analysis · Mathematics 2021-09-22 Alessandra Vizzaccaro , Andrea Opreni , Loïc Salles , Attilio Frangi , Cyril Touzé

Recent research in non-intrusive data-driven model order reduction (MOR) enabled accurate and efficient approximation of parameterized ordinary differential equations (ODEs). However, previous studies have focused on constant parameters,…

Dynamical Systems · Mathematics 2021-10-27 Jonas Kneifl , Julian Hay , Jörg Fehr

The objective of this paper is to develop a global non-intrusive Parametric Model Order Reduction (PMOR) methodology for the problem of changing well locations in an oil field, that can eventually be used for well placement optimization to…

Computational Engineering, Finance, and Science · Computer Science 2020-01-16 Hardikkumar Zalavadia , Eduardo Gildin

The paper is concerned with overlapping domain decomposition and exponential time differencing for the diffusion equation discretized in space by cell-centered finite differences. Two localized exponential time differencing methods are…

Numerical Analysis · Mathematics 2017-11-08 Thi-Thao-Phuong Hoang , Lili Ju , Zhu Wang

This work investigates a two-stage method for constructing projection-based reduced-order models (ROMs) of parameterized partial differential equations (PDEs). Based on established tensorial ROM methodology, the proposed approach reduces…

Numerical Analysis · Mathematics 2026-04-30 Arjun Vijaywargia , Eric C. Cyr , Anthony Gruber

We develop a unified framework for the design and analysis of high-order nonconforming virtual element methods for nonlinear fourth-order reaction--diffusion problems in two dimensions, with emphasis on clamped, Navier, and…

Numerical Analysis · Mathematics 2026-02-17 Dibyendu Adak , David Mora , Alberth Silgado

We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where…

Numerical Analysis · Mathematics 2014-11-21 Liliana Borcea , Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky

We consider model order reduction by proper orthogonal decomposition (POD) for parametrized partial differential equations, where the underlying snapshots are computed with adaptive finite elements. We address computational and theoretical…

Numerical Analysis · Mathematics 2016-09-21 Sebastian Ullmann , Marko Rotkvic , Jens Lang

The paper proposes an approach for the efficient model order reduction of dynamic contact problems in linear elasticity. Instead of the augmented Lagrangian method that is widely used for mechanical contact problems, we prefer here the…

Numerical Analysis · Mathematics 2021-07-27 Diana Manvelyan , Bernd Simeon , Utz Wever