Related papers: A data-driven method for parametric PDE Eigenvalue…
In this article, we propose a data-driven reduced basis (RB) method for the approximation of parametric eigenvalue problems. The method is based on the offline and online paradigms. In the offline stage, we generate snapshots and construct…
This work describes the implementation of a data-driven approach for the reduction of the complexity of parametrical partial differential equations (PDEs) employing Proper Orthogonal Decomposition (POD) and Gaussian Process Regression…
In this article, we consider the general task of performing Gaussian process regression (GPR) on pointwise observations of solutions of the 3 dimensional homogeneous free space wave equation.In a recent article, we obtained promising…
Gaussian process regression (GPR) is a powerful machine learning method which has recently enjoyed wider use, in particular in physical sciences. In its original formulation, GPR uses a square matrix of covariances among training data and…
Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…
This paper explores the application of kernel learning methods for parameter prediction and evaluation in the Algebraic Multigrid Method (AMG), focusing on several Partial Differential Equation (PDE) problems. AMG is an efficient iterative…
In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…
This paper is concerned with the design of a non-intrusive model order reduction (MOR) for the system of parametric time-domain Maxwell equations. A time- and parameter-independent reduced basis (RB) is constructed by using a two-step…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
We formulate a reduced-order strategy for efficiently forecasting complex high-dimensional dynamical systems entirely based on data streams. The first step of our method involves reconstructing the dynamics in a reduced-order subspace of…
We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…
In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…
Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…
Resonances in open quantum systems depending on at least two controllable parameters can show the phenomenon of exceptional points (EPs), where not only the eigenvalues but also the eigenvectors of two or more resonances coalesce. Their…
Models of gravitational waveforms play a critical role in detecting and characterizing the gravitational waves (GWs) from compact binary coalescences. Waveforms from numerical relativity (NR), while highly accurate, are too computationally…
Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…
Let $P$ be a linear differential operator over $\mathcal{D} \subset \mathbb{R}^d$ and $U = (U_x)_{x \in \mathcal{D}}$ a second order stochastic process. In the first part of this article, we prove a new necessary and sufficient condition…
Many numerical algorithms have been established to reconstruct pressure fields from measured kinematic data with noise by Particle Image Velocimetry (PIV), such as the Pressure Poisson solver and the Omni-Directional Integration (ODI)…
Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…
Autonomous racing control is a challenging research problem as vehicles are pushed to their limits of handling to achieve an optimal lap time; therefore, vehicles exhibit highly nonlinear and complex dynamics. Difficult-to-model effects,…