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This paper presents a parallel-in-time adjoint sensitivity analysis which combines a transient adjoint sensitivity analysis with the parareal approach in order to significantly speed up the simulation. The adjoint method is the method of…

Numerical Analysis · Mathematics 2023-07-04 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

A new model order reduction approach is proposed for parametric steady-state nonlinear fluid flows characterized by shocks and discontinuities whose spatial locations and orientations are strongly parameter dependent. In this method,…

Fluid Dynamics · Physics 2019-01-04 Nirmal J. Nair , Maciej Balajewicz

Network traffic matrix estimation is an ill-posed linear inverse problem: it requires to estimate the unobservable origin destination traffic flows, X, given the observable link traffic flows, Y, and a binary routing matrix, A, which are…

Networking and Internet Architecture · Computer Science 2021-12-20 Syed Muhammad Atif , Nicolas Gillis , Sameer Qazi , Imran Naseem

This paper presents an original ABC algorithm, "ABC Shadow", that can be applied to sample posterior densities that are continuously differentiable. The proposed method uses the ideas given by the auxiliary variable MH of (M\o ller and…

Statistics Theory · Mathematics 2016-02-19 R. S. Stoica , A. Philippe , P. Gregori , J. Mateu

The applicability of machine learning for predicting chaotic dynamics relies heavily upon the data used in the training stage. Chaotic time series obtained by numerically solving ordinary differential equations embed a complicated noise of…

Data Analysis, Statistics and Probability · Physics 2021-10-13 Igor A Khovanov

This paper presents a novel adjoint solver for differentiable fluid simulation based on bidirectional flow maps. Our key observation is that the forward fluid solver and its corresponding backward, adjoint solver share the same flow map as…

Graphics · Computer Science 2025-11-04 Zhiqi Li , Jinjin He , Barnabás Börcsök , Taiyuan Zhang , Duowen Chen , Tao Du , Ming C. Lin , Greg Turk , Bo Zhu

Reduced-order modeling lies at the interface of numerical analysis and data-driven scientific computing, providing principled ways to compress high-fidelity simulations in science and engineering. We propose a training framework that…

Computational Engineering, Finance, and Science · Computer Science 2026-01-13 Donglin Liu , Francisco García Atienza , Mengwu Guo

This paper proposes the utilization of a periodic Parareal with a periodic coarse problem to efficiently perform adjoint sensitivity analysis for the steady state of time-periodic nonlinear circuits. In order to implement this method, a…

Numerical Analysis · Mathematics 2024-05-30 Julian Sarpe , Andreas Klaedtke , Herbert De Gersem

Adjoint methods have been the pillar of gradient-based optimization for decades. They enable the accurate computation of a gradient (sensitivity) of a quantity of interest with respect to all system's parameters in one calculation. When the…

Fluid Dynamics · Physics 2024-11-12 Defne E. Ozan , Luca Magri

The mean resolvent operator predicts, in the frequency domain, the mean linear response to forcing. As such, it provides the optimal linear time-invariant approximation of the input-output dynamics of time-varying flows in the statistically…

Fluid Dynamics · Physics 2025-10-16 Alessandro Bongarzone , Cédric Content , Denis Sipp , Colin Leclercq

In this paper we apply a reduced basis framework for the computation of flow bifurcation (and stability) problems in fluid dynamics. The proposed method aims at reducing the complexity and the computational time required for the…

Numerical Analysis · Mathematics 2018-01-04 Giuseppe Pitton , Gianluigi Rozza

This work focuses on the numerical assessment of the accuracy of an adjoint-based gradient in the perspective of variational data assimilation and parameter identification in glaciology. Using noisy synthetic data, we quantify the ability…

Classical Physics · Physics 2014-03-11 Nathan Martin , Jérôme Monnier

A variety of shooting methods for computing fully discrete time-periodic solutions of partial differential equations, including Newton-Krylov and optimization-based methods, are discussed and used to determine the periodic, compressible,…

Optimization and Control · Mathematics 2016-08-16 Matthew J. Zahr , Per-Olof Persson , Jon Wilkening

We report on recent work on adaptive timestep control for weakly instationary gas flows [16, 18, 17] carried out within SFB 401, TPA3. The method which we implement and extend is a space-time splitting of adjoint error representations for…

Numerical Analysis · Mathematics 2014-05-22 Sebastian Noelle , Christina Steiner

This paper develops the non-intrusive formulation of the Least-squares shadowing (LSS) method, for computing the sensitivity of long-time averaged objectives in chaotic dynamical systems. This non-intrusive formulation constrains the…

Computational Physics · Physics 2019-06-26 Angxiu Ni , Qiqi Wang

The impact of different linearisation and iterative solution strategies for fully-coupled pressure-based algorithms for compressible flows at all speeds is studied, with the aim of elucidating their impact on the performance of the…

Computational Physics · Physics 2018-07-16 Fabian Denner

Many engineering applications can be formulated as optimizations constrained by conservation laws. Such optimizations can be efficiently solved by the adjoint method, which computes the gradient of the objective to the design variables.…

Optimization and Control · Mathematics 2015-12-24 Han Chen , Qiqi Wang

As a common generalization of previously solved optimization problems concerning bipartite stable matchings, we describe a strongly polynomial network flow based algorithm for computing $\ell$ disjoint stable matchings with minimum total…

Computer Science and Game Theory · Computer Science 2025-11-14 Tamás Fleiner , András Frank , Tamás Király

The following paper discusses the application of a multigrid-in-time scheme to Least Squares Shadowing (LSS), a novel sensitivity analysis method for chaotic dynamical systems. While traditional sensitivity analysis methods break down for…

Numerical Analysis · Mathematics 2013-12-10 Patrick Blonigan , Qiqi Wang

We propose a physics-constrained machine learning method-based on reservoir computing- to time-accurately predict extreme events and long-term velocity statistics in a model of turbulent shear flow. The method leverages the strengths of two…

Fluid Dynamics · Physics 2021-04-14 Nguyen Anh Khoa Doan , Wolfgang Polifke , Luca Magri