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In this paper, we propose an offline-online strategy based on the Localized Orthogonal Decomposition (LOD) method for elliptic multiscale problems with randomly perturbed diffusion coefficient. We consider a periodic deterministic…

Numerical Analysis · Mathematics 2021-12-08 Axel Målqvist , Barbara Verfürth

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

This paper presents a neural network--enhanced surrogate modeling approach for diffusion problems with spatially varying random field coefficients. The method builds on numerical homogenization, which compresses fine-scale coefficients into…

Numerical Analysis · Mathematics 2025-09-17 Fabian Kröpfl , Daniel Peterseim , Elisabeth Ullmann

Our research focuses on the development of domain decomposition preconditioners tailored for second-order elliptic partial differential equations. Our approach addresses two major challenges simultaneously: i) effectively handling…

Numerical Analysis · Mathematics 2023-06-28 Juan G. Calvo , Juan Galvis

Domain decomposition (DD) methods are widely used as preconditioner techniques. Their effectiveness relies on the choice of a locally constructed coarse space. Thus far, this construction was mostly achieved using non-assembled matrices…

Numerical Analysis · Mathematics 2021-09-14 Hussam Al Daas , Pierre Jolivet

The discretization of constrained nonlinear optimization problems arising in the field of topology optimization yields algebraic systems which are challenging to solve in practice, due to pathological ill-conditioning, strong nonlinearity…

Optimization and Control · Mathematics 2016-10-31 Michal Kocvara , Daniel Loghin , James Turner

We develop a domain-decomposition model reduction method for linear steady-state convection-diffusion equations with random coefficients. Of particular interest to this effort are the diffusion equations with random diffusivities, and the…

Numerical Analysis · Mathematics 2018-02-13 Lin Mu , Guannan Zhang

In the framework of Model Predictive Control (MPC), the control input is typically computed by solving optimization problems repeatedly online. For general nonlinear systems, the online optimization problems are non-convex and…

Optimization and Control · Mathematics 2021-03-31 Zheming Wang , Raphaël M. Jungers

We review some important ideas in the design and analysis of robust overlapping domain decomposition algorithms for high-contrast multiscale problems and propose a domain decomposition method better performance in terms of the number of…

Numerical Analysis · Mathematics 2017-05-26 Juan Galvis , Eric Chung , Yalchin Efendiev , Wing Tat Leung

In this paper, we develop the auxiliary space preconditioners for solving the linear system arising from the virtual element methods discretization on polytopal meshes for the second order elliptic equations. The preconditioners are…

Numerical Analysis · Mathematics 2018-12-12 Yunrong Zhu

For discrete-time linear systems subject to parametric uncertainty described by random variables, we develop a sampling-based Stochastic Model Predictive Control algorithm. Unlike earlier results employing a scenario approximation, we…

Systems and Control · Computer Science 2016-06-21 Matthias Lorenzen , Fabrizio Dabbene , Roberto Tempo , Frank Allgöwer

In this paper, a methodology for fine scale modeling of large scale structures is proposed, which combines the variational multiscale method, domain decomposition and model order reduction. The influence of the fine scale on the coarse…

Computational Engineering, Finance, and Science · Computer Science 2023-07-06 Philipp Diercks , Karen Veroy , Annika Robens-Radermacher , Jörg F. Unger

The discretization of certain integral equations, e.g., the first-kind Fredholm equation of Laplace's equation, leads to symmetric positive-definite linear systems, where the coefficient matrix is dense and often ill-conditioned. We…

Numerical Analysis · Mathematics 2022-08-22 Chao Chen , George Biros

This article addresses online variational estimation in parametric state-space models. We propose a new procedure for efficiently computing the evidence lower bound and its gradient in a streaming-data setting, where observations arrive…

Methodology · Statistics 2026-02-09 Mathis Chagneux , Mathias Müller , Pierre Gloaguen , Sylvain Le Corff , Jimmy Olsson

A structure preserving proper orthogonal decomposition reduce-order modeling approach has been developed in [Gong et al. 2017] for the Hamiltonian system, which uses the traditional framework of Galerkin projection-based model reduction but…

Numerical Analysis · Mathematics 2021-03-03 Zhu Wang

This article presents an original methodology for the prediction of steady turbulent aerodynamic fields. Due to the important computational cost of high-fidelity aerodynamic simulations, a surrogate model is employed to cope with the…

Fluid Dynamics · Physics 2019-12-05 Romain Dupuis , Jean-Christophe Jouhaud , Pierre Sagaut

In this paper we present an overview of recent progress on the development and analysis of domain decomposition preconditioners for discretised Helmholtz problems, where the preconditioner is constructed from the corresponding problem with…

Numerical Analysis · Mathematics 2016-06-24 I. G. Graham , E. A. Spence , E. Vainikko

In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…

Optimization and Control · Mathematics 2026-03-20 Jian Chen , Xinmin Yang

In this paper, we further investigate and refine the subspace-constrained preconditioning technique to enhance the theoretical and numerical convergence properties of randomized iterative methods for solving linear systems. In particular,…

Numerical Analysis · Mathematics 2026-05-29 Yonghan Sun , Hou-Duo Qi , Deren Han , Jiaxin Xie

This paper studies the compression of partial differential operators using neural networks. We consider a family of operators, parameterized by a potentially high-dimensional space of coefficients that may vary on a large range of scales.…

Numerical Analysis · Mathematics 2022-03-29 Fabian Kröpfl , Roland Maier , Daniel Peterseim
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