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A slow decaying Kolmogorov n-width of the solution manifold of a parametric partial differential equation precludes the realization of efficient linear projection-based reduced-order models. This is due to the high dimensionality of the…

Numerical Analysis · Mathematics 2023-08-08 Francesco Romor , Giovanni Stabile , Gianluigi Rozza

We propose a parametric sampling strategy for the reduction of large-scale PDE systems with multidimensional input parametric spaces by leveraging models of different fidelity. The design of this methodology allows a user to adaptively…

Numerical Analysis · Mathematics 2023-01-24 Manisha Chetry , Domenico Borzacchiello , Lucas Lestandi , Luisa Rocha Da Silva

We consider ultraweak variational formulations for (parametrized) linear first order transport equations in time and/or space. Computationally feasible pairs of optimally stable trial and test spaces are presented, starting with a suitable…

Numerical Analysis · Mathematics 2019-02-27 Julia Brunken , Kathrin Smetana , Karsten Urban

A parametric adaptive physics-informed greedy Latent Space Dynamics Identification (gLaSDI) method is proposed for accurate, efficient, and robust data-driven reduced-order modeling of high-dimensional nonlinear dynamical systems. In the…

Systems and Control · Electrical Eng. & Systems 2023-07-19 Xiaolong He , Youngsoo Choi , William D. Fries , Jon Belof , Jiun-Shyan Chen

Many scientific and engineering challenges can be formulated as optimization problems which are constrained by partial differential equations (PDEs). These include inverse problems, control problems, and design problems. As a major…

Optimization and Control · Mathematics 2017-12-25 Lasse Hjuler Christiansen , John Bagterp Jørgensen

Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform…

Dynamical Systems · Mathematics 2022-10-03 Peter Benner , Pawan Goyal , Jan Heiland , Igor Pontes

Parsimony, including sparsity and low rank, has been shown to successfully model data in numerous machine learning and signal processing tasks. Traditionally, such modeling approaches rely on an iterative algorithm that minimizes an…

Machine Learning · Computer Science 2012-12-18 Pablo Sprechmann , Alex M. Bronstein , Guillermo Sapiro

This work applies Bayesian experimental design to selecting optimal projection geometries in (discretized) parallel beam X-ray tomography assuming the prior and the additive noise are Gaussian. The introduced greedy exhaustive optimization…

Numerical Analysis · Mathematics 2021-08-11 Martin Burger , Andreas Hauptmann , Tapio Helin , Nuutti Hyvönen , Juha-Pekka Puska

In this paper we consider the task of estimating the non-zero pattern of the sparse inverse covariance matrix of a zero-mean Gaussian random vector from a set of iid samples. Note that this is also equivalent to recovering the underlying…

Machine Learning · Computer Science 2012-02-28 Christopher C. Johnson , Ali Jalali , Pradeep Ravikumar

In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full…

Numerical Analysis · Mathematics 2023-03-24 Jeffrey M. Hokanson , Caleb C. Magruder

Nonintrusive projection-based reduced order models (ROMs) are essential for dynamics prediction in multi-query applications where access to the source of the underlying full order model (FOM) is unavailable; that is, FOM is a black-box.…

Computational Physics · Physics 2024-10-16 Aviral Prakash , Yongjie Jessica Zhang

In this paper, we revisit the large-scale constrained linear regression problem and propose faster methods based on some recent developments in sketching and optimization. Our algorithms combine (accelerated) mini-batch SGD with a new…

Machine Learning · Computer Science 2018-02-12 Di Wang , Jinhui Xu

Discrete optimization belongs to the set of $\mathcal{NP}$-hard problems, spanning fields such as mixed-integer programming and combinatorial optimization. A current standard approach to solving convex discrete optimization problems is the…

Machine Learning · Computer Science 2024-02-28 Kyle Mana , Fernando Acero , Stephen Mak , Parisa Zehtabi , Michael Cashmore , Daniele Magazzeni , Manuela Veloso

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…

Numerical Analysis · Mathematics 2022-03-25 Oleg Balabanov , Anthony Nouy

We present an adaptive reduced-order model for the efficient time-resolved simulation of fluid-structure interaction problems with complex and non-linear deformations. The model is based on repeated linearizations of the structural balance…

Fluid Dynamics · Physics 2020-04-13 Ali Thari , Vito Pasquariello , Niels Aage , Stefan Hickel

We are interested in a reduced order method for the efficient simulation of blood flow in arteries. The blood dynamics is modeled by means of the incompressible Navier-Stokes equations. Our algorithm is based on an approximated…

Numerical Analysis · Mathematics 2021-04-07 Luca Pegolotti , Martin Pfaller , Alison Marsden , Simone Deparis

In this work, we study a novel class of projection-based algorithms for linearly constrained problems (LCPs) which have a lot of applications in statistics, optimization, and machine learning. Conventional primal gradient-based methods for…

Optimization and Control · Mathematics 2021-01-06 Xiang Li , Zhihua Zhang

Learning to optimize is an approach that leverages training data to accelerate the solution of optimization problems. Many approaches use unrolling to parametrize the update step and learn optimal parameters. Although L2O has shown…

Optimization and Control · Mathematics 2025-07-15 Patrick Fahy , Mohammad Golbabaee , Matthias J. Ehrhardt

Reduced bases have been introduced for the approximation of parametrized PDEs in applications where many online queries are required. Their numerical efficiency for such problems has been theoretically confirmed in \cite{BCDDPW,DPW}, where…

Numerical Analysis · Mathematics 2020-02-20 Albert Cohen , Wolfgang Dahmen , Ronald DeVore

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri