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This work establishes a novel, unified theoretical framework for a class of high order embedded boundary methods, revealing that the Reconstruction for Off-site Data (ROD) treatment shares a fundamental structure with the recently developed…

Numerical Analysis · Mathematics 2026-01-01 Mirco Ciallella

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

The a priori error analysis of reduced order models (ROMs) for fluids is relatively scarce. In this paper, we take a step in this direction and conduct numerical analysis of the recently introduced time relaxation ROM (TR-ROM), which uses…

Numerical Analysis · Mathematics 2025-10-20 Jorge Reyes , Ping-Hsuan Tsai , Julia Novo , Traian Iliescu

We present a class of reduced basis (RB) methods for the iterative solution of parametrized symmetric positive-definite (SPD) linear systems. The essential ingredients are a Galerkin projection of the underlying parametrized system onto a…

Numerical Analysis · Mathematics 2018-04-18 Ngoc-Cuong Nguyen , Yanlai Chen

The need for multiple interactive, real-time simulations using different parameter values has driven the design of fast numerical algorithms with certifiable accuracies. The reduced basis method (RBM) presents itself as such an option. RBM…

Numerical Analysis · Mathematics 2021-01-18 Yanlai Chen , Sigal Gottlieb , Lijie Ji , Yvon Maday

Efficient optimization remains a fundamental challenge across numerous scientific and engineering domains, especially when objective function and gradient evaluations are computationally expensive. While zeroth-order optimization methods…

Machine Learning · Computer Science 2025-11-04 Nuojin Cheng , Alireza Doostan , Stephen Becker

We propose a stochastic trust-region method for unconstrained nonconvex optimization that incorporates stochastic variance-reduced gradients (SVRG) to accelerate convergence. Unlike classical trust-region methods, the proposed algorithm…

Optimization and Control · Mathematics 2026-01-22 Yuchen Fang , Xinshou Zheng , Javad Lavaei

In this paper (part 1), we describe a derivative-free trust-region method for solving unconstrained optimization problems. We will discuss a method when we relax the model order assumption and use artificial neural network techniques to…

Optimization and Control · Mathematics 2020-05-26 Mostafa Rezapour , Thomas Asaki

We present an augmented Lagrangian trust-region method to efficiently solve constrained optimization problems governed by large-scale nonlinear systems with application to partial differential equation-constrained optimization. At each…

Optimization and Control · Mathematics 2024-05-24 Tianshu Wen , Matthew J. Zahr

Digital twins have emerged as a key technology for optimizing the performance of engineering products and systems. High-fidelity numerical simulations constitute the backbone of engineering design, providing an accurate insight into the…

Machine Learning · Computer Science 2023-06-28 G. I. Drakoulas , T. V. Gortsas , G. C. Bourantas , V. N. Burganos , D. Polyzos

The aim of the present paper is to develop a strategy for solving reliability-based design optimization (RBDO) problems that remains applicable when the performance models are expensive to evaluate. Starting with the premise that…

Methodology · Statistics 2011-04-20 V. Dubourg , B. Sudret , J. -M. Bourinet

Time-dependent partial differential equations are ubiquitous in physics-based modeling, but they remain computationally intensive in many-query scenarios, such as real-time forecasting, optimal control, and uncertainty quantification.…

Machine Learning · Computer Science 2026-01-26 Sven Dummer , Dongwei Ye , Christoph Brune

Out-of-distribution (OOD) generalization is a challenging machine learning problem yet highly desirable in many high-stake applications. Existing methods suffer from overly pessimistic modeling with low generalization confidence. As…

Machine Learning · Computer Science 2024-06-10 Fengchun Qiao , Xi Peng

This dissertation explores block decomposable methods for large-scale optimization problems. It focuses on alternating direction method of multipliers (ADMM) schemes and block coordinate descent (BCD) methods. Specifically, it introduces a…

Optimization and Control · Mathematics 2026-01-15 Leandro Farias Maia

For a nonlinear dynamical system that depends on parameters, the paper introduces a novel tensorial reduced-order model (TROM). The reduced model is projection-based, and for systems with no parameters involved, it resembles proper…

Numerical Analysis · Mathematics 2023-11-16 Alexander V. Mamonov , Maxim A. Olshanskii

Optimizing the reliability and the robustness of a design is important but often unaffordable due to high sample requirements. Surrogate models based on statistical and machine learning methods are used to increase the sample efficiency.…

Machine Learning · Statistics 2022-05-06 Can Bogoclu , Dirk Roos , Tamara Nestorović

The combination of reduced basis and collocation methods enables efficient and accurate evaluation of the solutions to parameterized PDEs. In this paper, we study the stochastic collocation methods that can be combined with reduced basis…

Numerical Analysis · Mathematics 2022-04-19 Heyrim Cho , Howard C. Elman

Modeling and controlling complex spatiotemporal dynamical systems driven by partial differential equations (PDEs) often necessitate dimensionality reduction techniques to construct lower-order models for computational efficiency. This paper…

Systems and Control · Electrical Eng. & Systems 2024-09-12 Priyabrata Saha , Saibal Mukhopadhyay

This paper introduces multivariate input-output models to predict the errors and bases dimensions of local parametric Proper Orthogonal Decomposition reduced-order models. We refer to these multivariate mappings as the MP-LROM models. We…

Numerical Analysis · Computer Science 2017-01-16 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

We propose a multiscale method for mixed-dimensional elliptic problems with highly heterogeneous coefficients arising, for example, in the modeling of fractured porous media. The method is based on the Localized Orthogonal Decomposition…

Numerical Analysis · Mathematics 2026-03-23 Moritz Hauck , Axel Målqvist , Malin Mosquera