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This paper proposes a model order reduction method for a class of parametric dynamical systems. Using a temporal Fourier transform, we reformulate these systems into complex-valued elliptic equations in the frequency domain, containing…

Numerical Analysis · Mathematics 2026-02-10 Yuming Ba , Liang Chen , Yaru Chen , Qiuqi Li

In this paper, we consider an elliptic eigenvalue problem with multiscale, randomly perturbed coefficients. For an efficient and accurate approximation of the solutions for many different realizations of the coefficient, we propose a…

Numerical Analysis · Mathematics 2025-07-08 Dilini Kolombage , Barbara Verfürth

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

Recent developments in mechanical, aerospace, and structural engineering have driven a growing need for efficient ways to model and analyse structures at much larger and more complex scales than before. While established numerical methods…

Machine Learning · Computer Science 2025-07-29 Rui Wu , Nikola Kovachki , Burigede Liu

Parametric reduced-order modelling often serves as a surrogate method for hemodynamics simulations to improve the computational efficiency in many-query scenarios or to perform real-time simulations. However, the snapshots of the method…

Computational Engineering, Finance, and Science · Computer Science 2023-10-24 Dongwei Ye , Valeria Krzhizhanovskaya , Alfons G. Hoekstra

We study two-stage stochastic optimization models with mixed-integer decision variables appearing in both stages. For these models, dual decomposition enables parallel computing implementation and can quickly provide a lower bound for the…

Optimization and Control · Mathematics 2026-05-15 Pengyu Zhang , Ruiwei Jiang

This paper presents the development of an algorithm, termed the Global-Local Hybrid Surrogate (GLHS), designed to efficiently compute the probability of rare failure events in complex systems. The primary goal is to enhance the accuracy of…

Computational Engineering, Finance, and Science · Computer Science 2026-03-19 Audrey Gaymann , Juan M. Cardenas , Sung Min Jo , Marco Panesi , Alireza Doostan

We study non-local exchange and scattering operators arising in domain decomposition algorithms for solving elliptic problems on domains in $\mathbb{R}^2$. Motivated by recent formulations of the Optimized Schwarz Method introduced by…

Numerical Analysis · Mathematics 2025-04-09 Thomas Beck , Yaiza Canzani , Jeremy L. Marzuola

Many real-world systems are modelled using complex ordinary differential equations (ODEs). However, the dimensionality of these systems can make them challenging to analyze. Dimensionality reduction techniques like Proper Orthogonal…

Computational Engineering, Finance, and Science · Computer Science 2025-02-26 Abhishek Ajayakumar , Soumyendu Raha

During the COVID-19 crisis, mechanistic models have guided evidence-based decision making. However, time-critical decisions in a dynamical environment limit the time available to gather supporting evidence. We address this bottleneck by…

Machine Learning · Computer Science 2026-01-15 Agatha Schmidt , Henrik Zunker , Alexander Heinlein , Martin J. Kühn

We describe a local surrogate model for use in conjunction with global structure search methods. The model follows the Gaussian approximation potential (GAP) formalism and is based on a the smooth overlap of atomic positions descriptor with…

We propose a model order reduction approach for non-intrusive surrogate modeling of parametric dynamical systems. The reduced model over the whole parameter space is built by combining surrogates in frequency only, built at few selected…

Numerical Analysis · Mathematics 2021-09-23 Fabio Nobile , Davide Pradovera

The density matrix renormalization group (DMRG) algorithm is a popular alternating minimization scheme for solving high-dimensional optimization problems in the tensor train format. Classical DMRG, however, is based on sequential…

Numerical Analysis · Mathematics 2025-12-09 Laura Grigori , Muhammad Hassan

Domain decomposition methods (DDMs) provide a unifying framework for the scalable numerical solution of partial differential equations. Originating from Schwarz's alternating method, they have evolved into a rich family of algorithms that…

Numerical Analysis · Mathematics 2026-05-26 Victorita Dolean , Pierre Jolivet , Frédéric Nataf , Pierre-Henri Tournier

Embedding parameterized optimization problems as layers into machine learning architectures serves as a powerful inductive bias. Training such architectures with stochastic gradient descent requires care, as degenerate derivatives of the…

Machine Learning · Computer Science 2024-12-16 Anselm Paulus , Georg Martius , Vít Musil

In this work we combine the framework of the Reduced Basis method (RB) with the framework of the Localized Orthogonal Decomposition (LOD) in order to solve parametrized elliptic multiscale problems. The idea of the LOD is to split a high…

Numerical Analysis · Mathematics 2015-05-20 Assyr Abdulle , Patrick Henning

In a recent paper [{\em F. Bernal, J. Mor\'on-Vidal and J.A. Acebr\'on, Comp.$\&$ Math. App. 146:294-308 (2023)}] an hybrid supercomputing algorithm for elliptic equations has been put forward. The idea is that the interfacial nodal…

Numerical Analysis · Mathematics 2023-11-16 Jorge Morón-Vidal , Francisco Bernal , Atsushi Suzuki

Computational Intelligence (CI) techniques have shown great potential as a surrogate model of expensive physics simulation, with demonstrated ability to make fast predictions, albeit at the expense of accuracy in some cases. For many…

The modern design of industrial structures leads to very complex simulations characterized by nonlinearities, high heterogeneities, tortuous geometries... Whatever the modelization may be, such an analysis leads to the solution to a family…

Numerical Analysis · Mathematics 2012-08-22 Pierre Gosselet , Christian Rey

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled