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This paper proposes a method for designing diagonal preconditioners for a preconditioned primal-dual splitting method (P-PDS), an efficient algorithm that solves nonsmooth convex optimization problems. To speed up the convergence of P-PDS,…

Signal Processing · Electrical Eng. & Systems 2023-07-25 Kazuki Naganuma , Shunsuke Ono

Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…

Numerical Analysis · Mathematics 2018-10-15 Samy Wu Fung , Lars Ruthotto

The Fokker-Planck (FP) particle method accelerates rarefied-gas simulations by replacing the binary collisions of the commonly used Direct Simulation Monte Carlo (DSMC) method with a drift=diffusion process. Like all particle methods, the…

Numerical Analysis · Mathematics 2026-01-22 Lukas Netterdon , Veronica Montanaro , Manuel Torrilhon , Hossein Gorji

Stochastic dynamical systems with continuous symmetries arise commonly in nature and often give rise to coherent spatio-temporal patterns. However, because of their random locations, these patterns are not well captured by current order…

Computational Physics · Physics 2021-10-25 Saviz Mowlavi , Themistoklis P. Sapsis

We consider the Navier-Stokes equations in a channel with a narrowing and walls of varying curvature. By applying the empirical interpolation method to generate an affine parameter dependency, the offline-online procedure can be used to…

Numerical Analysis · Mathematics 2020-06-24 Martin Hess , Annalisa Quaini , Gianluigi Rozza

The investigation of fluid-solid systems is very important in a lot of industrial processes. From a computational point of view, the simulation of such systems is very expensive, especially when a huge number of parametric configurations…

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

A parametric, hybrid reduced order model approach based on the Proper Orthogonal Decomposition with both Galerkin projection and interpolation based on Radial Basis Functions method is presented. This method is tested against a case of…

Numerical Analysis · Mathematics 2019-12-02 Sokratia Georgaka , Giovanni Stabile , Kelbij Star , Gianluigi Rozza , Michael J Bluck

A major goal for reduced-order models of unsteady fluid flows is to uncover and exploit latent low-dimensional structure. Proper orthogonal decomposition (POD) provides an energy-optimal linear basis to represent the flow kinematics, but…

Fluid Dynamics · Physics 2022-03-23 Jared L. Callaham , Steven L. Brunton , Jean-Christophe Loiseau

The Fokker-Planck (FP) equation governing the evolution of the probability density function (PDF) is applicable to many disciplines but it requires specification of the coefficients for each case, which can be functions of space-time and…

Computational Physics · Physics 2020-08-26 Xiaoli Chen , Liu Yang , Jinqiao Duan , George Em Karniadakis

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

In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we developed an incremental approach to compute the proper orthogonal decomposition (POD) of PDE simulation data. Specifically, we developed an…

Numerical Analysis · Mathematics 2021-02-01 Hiba Fareed , John R. Singler

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 this paper, we propose an efficient proper orthogonal decomposition based reduced-order model(POD-ROM) for nonstationary Stokes equations, which combines the classical projection method with POD technique. This new scheme mainly owns two…

Numerical Analysis · Mathematics 2023-04-04 Xi Li , Yan Luo , Minfu Feng

This contribution combines a low-rank matrix approximation through Singular Value Decomposition (SVD) with second-order Krylov subspace-based Model Order Reduction (MOR), in order to efficiently propagate input uncertainties through a given…

Computational Engineering, Finance, and Science · Computer Science 2024-08-19 Yannik Hüpel , Ulrich Römer , Matthias Bollhöfer , Sabine Langer

Efficiently solving the Fokker-Planck equation (FPE) is central to analyzing complex parameterized stochastic systems. However, current numerical methods lack parallel computation capabilities across varying conditions, severely limiting…

Computational Physics · Physics 2026-04-08 Xiaolong Wang , Jing Feng , Qi Liu , Chengli Tan , Yuanyuan Liu , Yong Xu

We consider a 1D-2V Vlasov-Fokker-Planck multi-species ionic description coupled to fluid electrons. We address temporal stiffness with implicit time stepping, suitably preconditioned. To address temperature disparity in time and space, we…

Plasma Physics · Physics 2018-05-09 William T. Taitano , Luis Chacon , Andrei N. Simakov

It is expensive to compute residual diffusivity in chaotic in-compressible flows by solving advection-diffusion equation due to the formation of sharp internal layers in the advection dominated regime. Proper orthogonal decomposition (POD)…

Computational Physics · Physics 2019-10-02 Jiancheng Lyu , Jack Xin , Yifeng Yu

Dimension reduction is a fundamental tool for analyzing high-dimensional data in supervised learning. Traditional methods for estimating intrinsic order often prioritize model-specific structural assumptions over predictive utility. This…

Methodology · Statistics 2026-01-16 Yue Yu , Guanghui Wang , Liu Liu , Changliang Zou

We present a novel reduced-order fluid simulation technique leveraging Dynamic Mode Decomposition (DMD) to achieve fast, memory-efficient, and user-controllable subspace simulation. We demonstrate that our approach combines the strengths of…

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