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This paper presents a novel, more efficient proper orthogonal decomposition (POD) based reduced-order model (ROM) for compressible flows. In this POD model the governing equations, i.e., the conservation of mass, momentum, and energy…

Computational Physics · Physics 2021-02-03 Elizabeth H. Krath , Forrest L. Carpenter , Paul G. A. Cizmas , David A. Johnston

In this paper, we present two different approaches for constructing reduced-order models (ROMs) for the two-dimensional shallow water equation (SWE). The first one is based on the noncanonical Hamiltonian/Poisson form of the SWE. After…

Numerical Analysis · Mathematics 2021-03-04 Bülent Karasözen , Süleyman Yıldız , Murat Uzunca

We propose a high-order stochastic-statistical moment closure model for efficient ensemble prediction of leading-order statistical moments and probability density functions in multiscale complex turbulent systems. The statistical moment…

Numerical Analysis · Mathematics 2023-06-21 Di Qi , Jian-Guo Liu

A nonintrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional…

Numerical Analysis · Mathematics 2025-06-11 M. A. Freitag , J. M. Nicolaus , M. Redmann

Clinical oriented applications of computational electrocardiology require efficient and reliable identification of patient-specific parameters of mathematical models based on available measures. In particular, the estimation of cardiac…

Numerical Analysis · Mathematics 2016-11-01 Huanhuan Yang , Alessandro Veneziani

Stochastic optimization algorithms with variance reduction have proven successful for minimizing large finite sums of functions. Unfortunately, these techniques are unable to deal with stochastic perturbations of input data, induced for…

Machine Learning · Statistics 2017-11-16 Alberto Bietti , Julien Mairal

Stochastic Variational Method (SVM) is the generalization of the variation method to the case with stochastic variables. In the series of papers, we investigate the applicability of SVM as an alternative field quantization scheme. Here, we…

High Energy Physics - Theory · Physics 2015-09-29 T. Koide , T. Kodama

In this paper, a novel high-order, mass and energy-conserving scheme is proposed for the regularized logarithmic Schr\"{o}dinger equation(RLogSE). Based on the idea of the supplementary variable method (SVM), we firstly reformulate the…

Numerical Analysis · Mathematics 2024-11-11 Fan Yang , Zhida Zhou , Chaolong Jiang

We present high-order, finite element-based Second Moment Methods (SMMs) for solving radiation transport problems in two spatial dimensions. We leverage the close connection between the Variable Eddington Factor (VEF) method and SMM to…

Numerical Analysis · Mathematics 2023-06-19 Samuel Olivier , Terry S. Haut

We introduce the multivariate decomposition finite element method for elliptic PDEs with lognormal diffusion coefficient $a=\exp(Z)$ where $Z$ is a Gaussian random field defined by an infinite series expansion $Z(\boldsymbol{y}) =…

Numerical Analysis · Mathematics 2021-09-28 Dong T. P. Nguyen , Dirk Nuyens

In this work we propose a novel method to ensure important entropy inequalities are satisfied semi-discretely when constructing reduced order models (ROMs) on nonlinear reduced manifolds. We are in particular interested in ROMs of systems…

Numerical Analysis · Mathematics 2024-07-18 Robin Klein , Benjamin Sanderse , Pedro Costa , Rene Pecnik , Ruud Henkes

In this paper we study stochastic quasi-Newton methods for nonconvex stochastic optimization, where we assume that only stochastic information of the gradients of the objective function is available via a stochastic first-order oracle…

Optimization and Control · Mathematics 2014-12-05 Xiao Wang , Shiqian Ma , Wei Liu

Currently existing energy-stable parametric finite element methods for surface diffusion flow and other flows are usually limited to first-order accuracy in time. Designing a high-order algorithm for geometric flows that can also be…

Numerical Analysis · Mathematics 2024-07-15 Meng Li , Yihang Guo , Jingjiang Bi

This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…

Computational Finance · Quantitative Finance 2021-06-15 Andreas Binder , Onkar Jadhav , Volker Mehrmann

Reduced-order models (ROMs) are often used to accelerate the simulation of large physical systems. However, traditional ROM techniques, such as those based on proper orthogonal decomposition (POD), often struggle with advection-dominated…

Numerical Analysis · Mathematics 2025-11-07 Toby van Gastelen , Wouter Edeling , Benjamin Sanderse

Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

We propose a numerical pipeline for shape optimization in naval engineering involving two different non-intrusive reduced order method (ROM) techniques. Such methods are proper orthogonal decomposition with interpolation (PODI) and dynamic…

Numerical Analysis · Mathematics 2019-05-15 Marco Tezzele , Nicola Demo , Gianluigi Rozza

Modelling of physical systems may be a challenging task when it requires solving large sets of numerical equations. This is the case of photovoltaic (PV) systems which contain many PV modules, each module containing several silicon cells.…

Materials Science · Physics 2015-05-21 S. O. Ojo , S. Grivet-Talocia , M. Paggi

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

We propose a class of temporally high-order parametric finite element methods for simulating solid-state dewetting of thin films in two dimensions using a sharp-interface model. The process is governed by surface diffusion and contact point…

Numerical Analysis · Mathematics 2025-10-21 Xiaowen Gan , Yuqian Teng , Sisheng Wang