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Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

This paper deals with model-order reduction of parametric partial differential equations (PPDE). More specifically, we consider the problem of finding a good approximation subspace of the solution manifold of the PPDE when only partial…

Numerical Analysis · Mathematics 2017-07-04 C. Herzet , P. Héas , A. Drémeau

Implicit numerical integration of nonlinear ODEs requires solving a system of nonlinear algebraic equations at each time step. Each of these systems is often solved by a Newton-like method, which incurs a sequence of linear-system solves.…

Numerical Analysis · Mathematics 2014-10-24 Kevin Carlberg , Jaideep Ray , Bart van Bloemen Waanders

Reduced-order models are essential tools to deal with parametric problems in the context of optimization, uncertainty quantification, or control and inverse problems. The set of parametric solutions lies in a low-dimensional manifold (with…

Numerical Analysis · Mathematics 2021-04-29 Pedro Díez , Alba Muixí , Sergio Zlotnik , Alberto García-González

In this work, we provide a deep investigation of a family of arbitrary high order numerical methods for hyperbolic partial differential equations (PDEs), with particular emphasis on very high order versions, i.e., with order higher than 5.…

Numerical Analysis · Mathematics 2025-05-09 Lorenzo Micalizzi , Eleuterio F. Toro

Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…

Machine Learning · Statistics 2025-08-18 Akshay Thakur , Sawan Kumar , Matthew Zahr , Souvik Chakraborty

Physical models with uncertain inputs are commonly represented as parametric partial differential equations (PDEs). That is, PDEs with inputs that are expressed as functions of parameters with an associated probability distribution.…

Numerical Analysis · Mathematics 2023-05-15 Benjamin M. Kent , Catherine E. Powell , David J. Silvester , Małgorzata J. Zimoń

A new approach was recently introduced by the authors for constructing analytic solutions of the linear PDEs describing elastodynamics. Here, this approach is applied to the case of a homogeneous isotropic half-space body satisfying…

Analysis of PDEs · Mathematics 2010-10-15 A. S. Fokas , D. Yang

This work is concerned with linear matrix equations that arise from the space-time discretization of time-dependent linear partial differential equations (PDEs). Such matrix equations have been considered, for example, in the context of…

Numerical Analysis · Mathematics 2023-06-16 Daniel Kressner , Stefano Massei , Junli Zhu

We consider model order reduction by proper orthogonal decomposition (POD) for parametrized partial differential equations, where the underlying snapshots are computed with adaptive finite elements. We address computational and theoretical…

Numerical Analysis · Mathematics 2016-09-21 Sebastian Ullmann , Marko Rotkvic , Jens Lang

A surrogate model approximates the outputs of a solver of Partial Differential Equations (PDEs) with a low computational cost. In this article, we propose a method to build learning-based surrogates in the context of parameterized PDEs,…

Machine Learning · Computer Science 2024-06-28 Alejandro Ribés , Nawfal Benchekroun , Théo Delagnes

We develop new dynamically orthogonal tensor methods to approximate multivariate functions and the solution of high-dimensional time-dependent nonlinear partial differential equations (PDEs). The key idea relies on a hierarchical…

Numerical Analysis · Mathematics 2020-01-29 Alec Dektor , Daniele Venturi

Given a set of solution snapshots of a hyperbolic PDE, we are interested in learning a reduced order model (ROM). To this end, we propose a novel decompose then learn approach. We decompose the solution by expressing it as a composition of…

Numerical Analysis · Mathematics 2021-09-14 Neeraj Sarna , Peter Benner

We propose reduced order methods as a suitable approach to face parametrized optimal control problems governed by partial differential equations, with applications in en- vironmental marine sciences and engineering. Environmental…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Renzo Mosetti , Gianluigi Rozza

POD-DL-ROMs have been recently proposed as an extremely versatile strategy to build accurate and reliable reduced order models (ROMs) for nonlinear parametrized partial differential equations, combining (i) a preliminary dimensionality…

Numerical Analysis · Mathematics 2023-05-09 Simone Brivio , Stefania Fresca , Nicola Rares Franco , Andrea Manzoni

High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…

Numerical Analysis · Mathematics 2020-07-15 Christian Beck , Weinan E , Arnulf Jentzen

In this paper, we study several theoretical and numerical questions concerning the null controllability problems for linear parabolic equations and systems for several dimensions. The control is distributed and acts on a small subset of the…

Optimization and Control · Mathematics 2024-11-22 Enrique Fernandez-Cara , Roberto Morales , Diego A. Souza

We introduce a time-dimensional reduction method for the inverse source problem in linear elasticity, where the goal is to reconstruct the initial displacement and velocity fields from partial boundary measurements of elastic wave…

Numerical Analysis · Mathematics 2025-06-17 Trong D. Dang , Chanh V. Le , Khoa D. Luu , Loc H Nguyen

In this paper, we introduce a novel semi-analytical method for solving a broad class of initial value problems involving differential, integro-differential, and delay equations, including those with fractional and variable-order…

Numerical Analysis · Mathematics 2025-10-02 Mohamed Mostafa

In this contribution, we coupled the isogeometric analysis to a reduced order modelling technique in order to provide a computationally efficient solution in parametric domains. In details, we adopt the free-form deformation method to…

Numerical Analysis · Mathematics 2020-11-23 Fabrizio Garotta , Nicola Demo , Marco Tezzele , Massimo Carraturo , Alessandro Reali , Gianluigi Rozza