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We introduce a class of relative error decomposition measures that are well-suited for the analysis of shocks in nonlinear dynamic models. They include the Forecast Relative Error Decomposition (FRED), Forecast Error Kullback Decomposition…
In this paper, a novel decomposition method for non-stationary and nonlinear signals is proposed. This method is inspired by the adaptive wavelet filter bank of the empirical wavelet transform (EWT) and Fourier intrinsic band functions…
We consider the problem of density estimation in the context of multiscale Langevin diffusion processes, where a single-scale homogenized surrogate model can be derived. In particular, our aim is to learn the density of the invariant…
We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents…
A multivariate errors-in-variables (EIV) model with an intercept term, and a polynomial EIV model are considered. Focus is made on a structural homoskedastic case, where vectors of covariates are i.i.d. and measurement errors are i.i.d. as…
We present a novel technique to significantly reduce the offline cost associated to non-intrusive nonlinear tensors identification in reduced order models (ROMs) of geometrically nonlinear, finite elements (FE)-discretized structural…
The diffusive-viscous wave equation (DVWE) is widely used in seismic exploration since it can explain frequency-dependent seismic reflections in a reservoir with hydrocarbons. Most of the existing numerical approximations for the DVWE are…
Present day electromagnetic field calculations have limitations that are due to techniques employing edge-based discretization methods. While these vector finite element methods solve the issues of tangential continuity of fields and the…
Hyperbolic systems of PDEs can be solved to arbitrary orders of accuracy by using the ADER Finite Volume method. These PDE systems may be non-conservative and non-homogeneous, and contain stiff source terms. ADER-FV requires a…
In this paper we introduce a new method for exact decomposition of propagating, nonlinear magnetohydrodynamic (MHD) disturbances into their component eigenenergies associated with the familiar slow, Alfv\'en, and fast wave eigenmodes, and…
Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with…
The nonconforming virtual element method (NCVEM) for the approximation of the weak solution to a general linear second-order non-selfadjoint indefinite elliptic PDE in a polygonal domain is analyzed under reduced elliptic regularity. The…
It is important to properly correct for measurement error when estimating density functions associated with biomedical variables. These estimators that adjust for measurement error are broadly referred to as density deconvolution…
First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still an open challenge. The present paper develops a novel…
In weather forecasting, nonhomogeneous regression is used to statistically postprocess forecast ensembles in order to obtain calibrated predictive distributions. For wind speed forecasts, the regression model is given by a truncated normal…
A hybrid computational approach that integrates the finite element method (FEM) with least squares support vector regression (LSSVR) is introduced to solve partial differential equations. The method combines FEM's ability to provide the…
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.…
Finite element exterior calculus (FEEC) has been developed as a systematical framework for constructing and analyzing stable and accurate numerical method for partial differential equations by employing differential complexes. This paper is…
Arnold, Falk, and Winther [Bull. Amer. Math. Soc. 47 (2010), 281--354] showed that mixed variational problems, and their numerical approximation by mixed methods, could be most completely understood using the ideas and tools of Hilbert…
We introduce (U)NFV, a modular neural network architecture that generalizes classical finite volume (FV) methods for solving hyperbolic conservation laws. Hyperbolic partial differential equations (PDEs) are challenging to solve,…