Related papers: Localized orthogonal decomposition for a multiscal…
We consider the Cauchy problem for a stochastic scalar parabolic-hyperbolic equation in any space dimension with nonlocal, nonlinear, and possibly degenerate diffusion terms. The equations are nonlocal because they involve fractional…
In this paper, we develop an oscillation free local discontinuous Galerkin (OFLDG) method for solving nonlinear degenerate parabolic equations. Following the idea of our recent work [J. Lu, Y. Liu, and C.-W. Shu, SIAM J. Numer. Anal.…
In this paper, we consider a class of stochastic midpoint and trapezoidal Lawson schemes for the numerical discretization of highly oscillatory stochastic differential equations. These Lawson schemes incorporate both the linear drift and…
Multiscale Proper Orthogonal Decomposition (mPOD) decomposes fluid flows into energy-optimal modes within prescribed frequency bands by combining Proper Orthogonal Decomposition with a multiresolution analysis (MRA). In its classical…
The proper orthogonal decomposition (POD) -- a popular projection-based model order reduction (MOR) method -- may require significant model dimensionalities to successfully capture a nonlinear solution manifold resulting from a…
Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…
We present here a new stochastic modelling in the constitution of fluid flow reduced-order models. This framework introduces a spatially inhomogeneous random field to represent the unresolved small-scale velocity component. Such a…
We propose an alternative method to generate samples of a spatially correlated random field with applications to large-scale problems for forward propagation of uncertainty. A classical approach for generating these samples is the…
Finite element based simulation of phenomena governed by partial differential equations is a standard tool in many engineering workflows today. However, the simulation of complex geometries is computationally expensive. Many engineering…
This paper shows that the Heterogeneous Multiscale Method can be applied to elliptic problem without scale separation. The Localized Orthogonal Method is a special case of the Heterogeneous Multiscale Method.
In this paper, we present a sparse grid-based Monte Carlo method for solving high-dimensional semi-linear nonlocal diffusion equations with volume constraints. The nonlocal model is governed by a class of semi-linear partial…
Transport-dominated phenomena provide a challenge for common mode-based model reduction approaches. We present a model reduction method, which is suited for these kind of systems. It extends the proper orthogonal decomposition (POD) by…
This paper concerns the numerical solution of three-dimensional degenerate Kawarada equations. These partial differential equations possess highly nonlinear source terms, and exhibit strong quenching singularities which pose severe…
Partial differential equation is a powerful tool to characterize various physics systems. In practice, measurement errors are often present and probability models are employed to account for such uncertainties. In this paper, we present a…
A phase proper orthogonal decomposition (Phase POD) method is demonstrated, utilizing phase averaging for the decomposition of spatio-temporal behaviour of statistically non-stationary turbulent flows in an optimized manner. The proposed…
In this paper we consider various splitting schemes for unsteady problems containing the grad-div operator. The fully implicit discretization of such problems would yield at each time step a linear problem that couples all components of the…
We introduce a finite element method for numerical upscaling of second order elliptic equations with highly heterogeneous coefficients. The method is based on a mixed formulation of the problem and the concepts of the domain decomposition…
This overview is devoted to splitting methods, a class of numerical integrators intended for differential equations that can be subdivided into different problems easier to solve than the original system. Closely connected with this class…
We construct a novel estimator for the diffusion coefficient of the limiting homogenized equation, when observing the slow dynamics of a multiscale model, in the case when the slow dynamics are of bounded variation. Previous research…
In this manuscript we discuss weighted reduced order methods for stochastic partial differential equations. Random inputs (such as forcing terms, equation coefficients, boundary conditions) are considered as parameters of the equations. We…