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In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

Numerical Analysis · Mathematics 2024-01-22 Maria Strazzullo , Fabio Vicini

We present a new hybrid numerical method for multiscale partial differential equations, which simultaneously captures the global macroscopic information and resolves the local microscopic events over regions of relatively small size. The…

Numerical Analysis · Mathematics 2017-07-04 Yufang Huang , Jianfeng Lu , Pingbing Ming

We consider image denoising using a nonlinear diffusion process, where we solve unsteady partial differential equations with nonlinear coefficients. The noised image is given as an initial condition, and nonlinear coefficients are used to…

Numerical Analysis · Mathematics 2025-05-14 Maria Vasilyeva , Aleksei Krasnikov , Kelum Gajamannage , Mehrube Mehrubeoglu

In this work, we develop a novel Galerkin-L1-POD scheme for the subdiffusion model with a Caputo fractional derivative of order $\alpha\in (0,1)$ in time, which is often used to describe anomalous diffusion processes in heterogeneous media.…

Numerical Analysis · Mathematics 2016-02-02 Bangti Jin , Zhi Zhou

The evaluation of robustness and reliability of realistic structures in the presence of uncertainty involves costly numerical simulations with a very high number of evaluations. This motivates model order reduction techniques like the…

Numerical Analysis · Mathematics 2024-12-20 Steffen Kastian , Dieter Moser , Stefanie Reese , Lars Grasedyck

The modal decomposition techniques of proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) have become a common method for analysing the spatio-temporal coherence of dynamical systems. In particular, these techniques…

Fluid Dynamics · Physics 2019-09-18 Scott B. Leask , Vincent G. McDonell

Stochastic sampling methods are arguably the most direct and least intrusive means of incorporating parametric uncertainty into numerical simulations of partial differential equations with random inputs. However, to achieve an overall error…

Numerical Analysis · Mathematics 2014-04-09 Hans-Werner van Wyk

We extend the piecewise orthogonal collocation method to computing periodic solutions of coupled renewal and delay differential equations. Through a rigorous error analysis, we prove convergence of the relevant finite-element method and…

Numerical Analysis · Mathematics 2023-05-23 Alessia andò , Dimitri Breda

In this paper, we propose, analyze and test a post-processing implementation of a projection-based variational multiscale (VMS) method with proper orthogonal decomposition (POD) for the incompressible Navier-Stokes equations. The…

Numerical Analysis · Mathematics 2017-10-11 Fatma G. Eroglu , Songul Kaya , Leo G. Rebholz

In this paper, we consider the problem of model reduction of large scale systems, such as those obtained through the discretization of PDEs. We propose a randomized proper orthogonal decomposition (RPOD) technique to obtain the reduced…

Dynamical Systems · Mathematics 2013-12-17 Dan Yu , Suman Chakravorty

We introduce the Optimizing a Discrete Loss (ODIL) framework for the numerical solution of Partial Differential Equations (PDE) using machine learning tools. The framework formulates numerical methods as a minimization of discrete residuals…

Numerical Analysis · Mathematics 2024-01-23 Petr Karnakov , Sergey Litvinov , Petros Koumoutsakos

We introduce a new iterative method for computing solutions of elliptic equations with random rapidly oscillating coefficients. Similarly to a multigrid method, each step of the iteration involves different computations meant to address…

Numerical Analysis · Mathematics 2020-03-31 S. Armstrong , A. Hannukainen , T. Kuusi , J. -C. Mourrat

While proper orthogonal decomposition (POD) is widely used for model reduction, its standard form does not take into account any parametric model structure. Extensions to POD have been proposed to address this, but these either require…

Numerical Analysis · Mathematics 2025-08-13 Sebastiaan P. C. van Schie , Boris Kramer , John T. Hwang

Over the last few years there have been dramatic advances in our understanding of mathematical and computational models of complex systems in the presence of uncertainty. This has led to a growth in the area of uncertainty quantification as…

Numerical Analysis · Mathematics 2013-06-05 Maziar Raissi , Padmanabhan Seshaiyer

The definition of partial differential equation (PDE) models usually involves a set of parameters whose values may vary over a wide range. The solution of even a single set of parameter values may be quite expensive. In many cases, e.g.,…

Numerical Analysis · Mathematics 2016-11-17 Max Gunzburger , Nan Jiang , Michael Schneier

In this paper, we investigate the use of a mass lumped fully explicit time stepping scheme for the discretisation of the wave equation with underlying material parameters that vary at arbitrarily fine scales. We combine the leapfrog scheme…

Numerical Analysis · Mathematics 2021-09-08 Sjoerd Geevers , Roland Maier

We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical…

Numerical Analysis · Mathematics 2016-12-07 Thomas Y. Hou , Qin Li , Pengchuan Zhang

We apply the proper orthogonal decomposition (POD) to the nonlinear Schr\"odinger (NLS) equation to derive a reduced order model. The NLS equation is discretized in space by finite differences and is solved in time by structure preserving…

Numerical Analysis · Mathematics 2015-11-26 Bülent Karasözen , Canan Akkoyunlu , Murat Uzunca

We introduce in this paper a technique for the reduced order approximation of parametric symmetric elliptic partial differential equations. For any given dimension, we prove the existence of an optimal subspace of at most that dimension…

Analysis of PDEs · Mathematics 2017-07-06 M. Azaïez , F. Ben Belgacem , J. Casado-Díaz , T. Chacón Rebollo , F. Murat

This paper addresses a multi-scale finite element method for second order linear elliptic equations with arbitrarily rough coefficient. We propose a local oversampling method to construct basis functions that have optimal local…

Numerical Analysis · Mathematics 2015-08-04 Thomas Y. Hou , Pengfei Liu
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