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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

We propose a component-based (CB) parametric model order reduction (pMOR) formulation for parameterized {nonlinear} elliptic partial differential equations (PDEs). CB-pMOR is designed to deal with large-scale problems for which full-order…

Numerical Analysis · Mathematics 2022-02-22 Kathrin Smetana , Tommaso Taddei

In this paper, we propose and analyze a trust-region model-based algorithm for solving unconstrained stochastic optimization problems. Our framework utilizes random models of an objective function $f(x)$, obtained from stochastic…

Optimization and Control · Mathematics 2016-09-26 Ruobing Chen , Matt Menickelly , Katya Scheinberg

Local Fourier analysis is a useful tool for predicting and analyzing the performance of many efficient algorithms for the solution of discretized PDEs, such as multigrid and domain decomposition methods. The crucial aspect of local Fourier…

Optimization and Control · Mathematics 2020-07-29 Jed Brown , Yunhui He , Scott MacLachlan , Matt Menickelly , Stefan M. Wild

In this work, we develop a reduced-basis approach for the efficient computation of parametrized expected values, for a large number of parameter values, using the control variate method to reduce the variance. Two algorithms are proposed to…

Numerical Analysis · Mathematics 2009-09-30 Sebastien Boyaval , Tony Lelievre

We propose two approaches of locally adaptive activation functions namely, layer-wise and neuron-wise locally adaptive activation functions, which improve the performance of deep and physics-informed neural networks. The local adaptation of…

Machine Learning · Computer Science 2021-04-28 Ameya D. Jagtap , Kenji Kawaguchi , George Em Karniadakis

We present a reduced basis (RB) method for parametrized linear elliptic partial differential equations (PDEs) in a least-squares finite element framework. A rigorous and reliable error estimate is developed, and is shown to bound the error…

Numerical Analysis · Mathematics 2020-09-24 Jehanzeb Hameed Chaudhry , Luke N. Olson , Peter Sentz

We consider fully discrete embedded finite element approximations for a shallow water hyperbolic problem and its reduced-order model. Our approach is based on a fixed background mesh and an embedded reduced basis. The Shifted Boundary…

Numerical Analysis · Mathematics 2022-06-29 Xianyi Zeng , Giovanni Stabile , Efthymios N. Karatzas , Guglielmo Scovazzi , Gianluigi Rozza

This paper proposes and tests the first-ever reduced basis warm-start iterative method for the parametrized linear systems, exemplified by those discretizing the parametric partial differential equations. Traditional iterative methods are…

Numerical Analysis · Mathematics 2024-01-08 Shijin Hou , Yanlai Chen , Yinhua Xia

This paper introduces the localized sparsifying preconditioner for the pseudospectral approximations of indefinite systems on periodic structures. The work is built on top of the recently proposed sparsifying preconditioner with two major…

Numerical Analysis · Mathematics 2017-05-22 Fei Liu , Lexing Ying

This paper proposes a dynamical Variable-separation method for solving parameter-dependent dynamical systems. To achieve this, we establish a dynamical low-rank approximation for the solutions of these dynamical systems by successively…

Numerical Analysis · Mathematics 2025-02-13 Liang Chen , Yaru Chen , Qiuqi Li , Tao Zhou

We consider the Heston model as an example of a parameterized parabolic partial differential equation. A space-time variational formulation is derived that allows for parameters in the coefficients (for calibration) as well as choosing the…

Numerical Analysis · Mathematics 2014-08-13 Antonia Mayerhofer , Karsten Urban

In this paper, we modify the adaptive cubic regularization method for large-scale unconstrained optimization problem by using a real positive definite scalar matrix to approximate the exact Hessian. Combining with the nonmonotone technique,…

Optimization and Control · Mathematics 2019-04-17 Yutao Zheng , Bing Zheng

This paper proposes a novel localized Fourier extension method for approximating non-periodic functions via domain segmentation. By partitioning the computational domain into subregions with uniform discretization scales, the method…

Numerical Analysis · Mathematics 2025-08-29 Zhenyu Zhao , Yanfei Wang

We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…

Optimization and Control · Mathematics 2007-05-23 I. Y. Tyukin , D. V. Prokhorov , Cees van Leeuwen

We introduce a hyperreduced reduced basis element method for model reduction of parameterized, component-based systems in continuum mechanics governed by nonlinear partial differential equations. In the offline phase, the method constructs,…

Numerical Analysis · Mathematics 2025-01-06 Mehran Ebrahimi , Masayuki Yano

Particle filters are computational techniques for estimating the state of dynamical systems by integrating observational data with model predictions. This work introduces a class of Localized Particle Filters (LPFs) that exploit spatial…

Applications · Statistics 2025-07-10 Dan Crisan , Eliana Fausti

The Reduced Basis (RB) method is a well established method for the model order reduction of problems formulated as parametrized partial differential equations. One crucial requirement for the application of RB schemes is the availability of…

Numerical Analysis · Mathematics 2016-11-25 Andreas Buhr , Christian Engwer , Mario Ohlberger , Stephan Rave

This contribution presents a model order reduction framework for real-time efficient solution of trimmed, multi-patch isogeometric Kirchhoff-Love shells. In several scenarios, such as design and shape optimization, multiple simulations need…

Numerical Analysis · Mathematics 2025-10-10 Margarita Chasapi , Pablo Antolin , Annalisa Buffa

In this short note, the recently popular modifier-adaptation framework for real-time optimization is discussed in tandem with the well-developed trust-region framework of numerical optimization, and it is shown that the basic version of the…

Optimization and Control · Mathematics 2014-07-29 Gene A. Bunin