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We present a data-driven method for separating complex, multiscale systems into their constituent time-scale components using a recursive implementation of dynamic mode decomposition (DMD). Local linear models are built from windowed…

Systems and Control · Computer Science 2019-06-26 Daniel Dylewsky , Molei Tao , J. Nathan Kutz

We apply dynamic mode decomposition (DMD) and proper orthogonal decomposition (POD) methods to flows in highly-heterogeneous porous media to extract the dominant coherent structures and derive reduced-order models via Galerkin projection.…

Computational Physics · Physics 2015-06-12 Mehdi Ghommem , Victor M. Calo , Yalchin Efendiev

We introduce a modal representation for Lagrangian trajectories in turbulence, termed Lagrangian Proper Orthogonal Decomposition (LPOD). An ensemble of particle trajectories is used to construct velocity time series, which are normalized…

Fluid Dynamics · Physics 2026-04-27 Ron Shnapp , Stefano Brizzolara

We propose a multiscale approach for a nonlinear Helmholtz problem with possible oscillations in the Kerr coefficient, the refractive index, and the diffusion coefficient. The method does not rely on structural assumptions on the…

Numerical Analysis · Mathematics 2021-12-10 Roland Maier , Barbara Verfürth

This work proposes a scheme for significantly reducing the computational complexity of discretized problems involving the non-smooth forward propagation of uncertainty by combining the adaptive hierarchical sparse grid stochastic…

Computational Physics · Physics 2015-09-07 Robert L. Gates , Maximilian R. Bittens

We propose a new approach to generate a reliable reduced model for a parametric elliptic problem, in the presence of noisy data. The reference model reduction procedure is the directional HiPOD method, which combines Hierarchical Model…

Numerical Analysis · Mathematics 2022-04-04 Massimiliano Lupo Pasini , Simona Perotto

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

An adaptive direct collocation method is developed for solving optimal control problems constrained by parabolic partial differential equations. The partial differential equation is first reformulated in a variational setting, where the…

Optimization and Control · Mathematics 2026-03-18 Alexander M. Davies , Sara Pollock , Miriam E. Dennis , Anil V. Rao

We present an introduction to periodic and stochastic homogenization of ellip- tic partial differential equations. The first part is concerned with the qualitative theory, which we present for equations with periodic and random coefficients…

Analysis of PDEs · Mathematics 2017-10-03 Stefan Neukamm

Data-driven decompositions of Particle Image Velocimetry (PIV) measurements are widely used for a variety of purposes, including the detection of coherent features (e.g., vortical structures), filtering operations (e.g., outlier removal or…

Fluid Dynamics · Physics 2020-08-26 Miguel A Mendez , David Hess , Bo B Watz , Jean-Marie Buchlin

In this paper we introduce a numerical method for nonlinear parabolic PDEs that combines operator splitting with deep learning. It divides the PDE approximation problem into a sequence of separate learning problems. Since the computational…

Numerical Analysis · Mathematics 2021-10-12 Christian Beck , Sebastian Becker , Patrick Cheridito , Arnulf Jentzen , Ariel Neufeld

Many numerical methods for multiscale differential equations require a scale separation between the larger and the smaller scales to achieve accuracy and computational efficiency. In the area of multiscale dynamical systems, so-called,…

Numerical Analysis · Mathematics 2025-07-01 Ziheng Chen , Björn Engquist

We introduce a guided stochastic sampling method that augments sampling from diffusion models with physics-based guidance derived from partial differential equation (PDE) residuals and observational constraints, ensuring generated samples…

Machine Learning · Computer Science 2026-05-28 Andrew Millard , Fredrik Lindsten , Zheng Zhao

The proper orthogonal decomposition (POD) is a powerful classical tool in fluid mechanics used, for instance, for model reduction and extraction of coherent flow features. However, its applicability to high-resolution data, as produced by…

Fluid Dynamics · Physics 2020-11-11 Philipp Krah , Thomas Engels , Kai Schneider , Julius Reiss

Low-rank plus diagonal (LRPD) decompositions provide a powerful structural model for large covariance matrices, simultaneously capturing global shared factors and localized corrections that arise in covariance estimation, factor analysis,…

Numerical Analysis · Mathematics 2025-12-22 Kingsley Yeon , Mihai Anitescu

This paper proposes a novel computationally efficient dynamic bi-orthogonality based approach for calibration of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on a…

Computation · Statistics 2012-11-14 Piyush Tagade , Han-Lim Choi

Multiple solutions are common in various non-convex problems arising from industrial and scientific computing. Nonetheless, understanding the nontrivial solutions' qualitative properties seems limited, partially due to the lack of efficient…

Numerical Analysis · Mathematics 2025-04-17 Yangyi Ye , Lin Li , Pengcheng Xie , Haijun Yu

Proper orthogonal decomposition (POD) stabilized methods for the Navier-Stokes equations are considered and analyzed. We consider two cases, the case in which the snapshots are based on a non inf-sup stable method and the case in which the…

Numerical Analysis · Mathematics 2020-06-02 Julia Novo , Samuele Rubino

We propose a generalized finite element method for the strongly damped wave equation with highly varying coefficients. The proposed method is based on the localized orthogonal decomposition introduced and is designed to handle independent…

Numerical Analysis · Mathematics 2020-11-09 Per Ljung , Axel Målqvist , Anna Persson

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

Numerical Analysis · Mathematics 2018-07-31 Andreas Buhr , Kathrin Smetana