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With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-21 Wiktor Maj

Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…

Machine Learning · Statistics 2023-10-13 Lorenzo Zambon , Dario Azzimonti , Giorgio Corani

Differential equations may possess coefficients that vary on a spectrum of scales. Because coefficients are typically multiplicative in real space, they turn into convolution operators in spectral space, mixing all wavenumbers. However, in…

Numerical Analysis · Mathematics 2016-04-20 Shravan Hanasoge

Reduced order modeling has gained considerable attention in recent decades owing to the advantages offered in reduced computational times and multiple solutions for parametric problems. The focus of this manuscript is the application of…

Numerical Analysis · Mathematics 2018-11-21 Gianluigi Rozza , Haris Malik , Nicola Demo , Marco Tezzele , Michele Girfoglio , Giovanni Stabile , Andrea Mola

In this paper, we study numerically the linear damped second-order hyperbolic partial differential equation (PDE) with affine parameter dependence using a goal-oriented approach by finite element (FE) and reduced basis (RB) methods. The…

Computational Physics · Physics 2013-09-17 Khac Chi Hoang , Pierre Kerfriden , Stephane P. A. Bordas

We present an introduction to periodic and stochastic homogenization of ellip- tic partial differential equations. The first part is concerned with the qualitative theory, which we present for equations with periodic and random coefficients…

Analysis of PDEs · Mathematics 2017-10-03 Stefan Neukamm

This work considers a weighted POD-greedy method to estimate statistical outputs parabolic PDE problems with parametrized random data. The key idea of weighted reduced basis methods is to weight the parameter-dependent error estimate…

Numerical Analysis · Mathematics 2017-12-21 Christopher Spannring , Sebastian Ullmann , Jens Lang

In the recent years, considerable attention has been paid to preserving structures and invariants in reduced basis methods, in order to enhance the stability and robustness of the reduced system. In the context of Hamiltonian systems,…

Numerical Analysis · Mathematics 2018-03-22 Babak Maboudi Afkham , Ashish Bhatt , Bernard Haasdonk , Jan S. Hesthaven

Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…

Numerical Analysis · Mathematics 2021-02-03 Ting Wang , Jaroslaw Knap

This paper focuses on the efficient numerical algorithms of a three-field Biot's consolidation model. The approach begins with the introduction of innovative monolithic and global-in-time iterative decoupled algorithms, which incorporate…

Numerical Analysis · Mathematics 2025-08-07 Huipeng Gu , Francesco Ballarin , Mingchao Cai , Jingzhi Li

The task of repeatedly solving parametrized partial differential equations (pPDEs) in, e.g. optimization or interactive applications, makes it imperative to design highly efficient and equally accurate surrogate models. The reduced basis…

Numerical Analysis · Mathematics 2020-09-11 Yanlai Chen , Lijie Ji , Akil Narayan , Zhenli Xu

We study the homogenization of elliptic systems of equations in divergence form where the coefficients are compositions of periodic functions with a random diffeomorphism with stationary gradient. This is done in the spirit of scalar…

Analysis of PDEs · Mathematics 2014-05-09 G. Barbatis , I. G. Stratis , A. N. Yannacopoulos

We present a new theoretical and numerical assessment methodology for a one-dimensional process chain with general applicability to management problems such as the optimization of decision chains or production chains. The process is thereby…

Economics · Quantitative Finance 2017-12-04 Johannes Freiesleben , Nicolas Guérin

We propose and test the first Reduced Radial Basis Function Method (R$^2$BFM) for solving parametric partial differential equations on irregular domains. The two major ingredients are a stable Radial Basis Function (RBF) solver that has an…

Numerical Analysis · Mathematics 2014-10-09 Yanlai Chen , Sigal Gottlieb , Alfa Heryudono , Akil Narayan

We present novel model reduction methods for rapid solution of parametrized nonlinear partial differential equations (PDEs) in real-time or many-query contexts. Our approach combines reduced basis (RB) space for rapidly convergent…

Numerical Analysis · Mathematics 2024-10-04 Ngoc Cuong Nguyen

This paper rediscovers a classical homogenization result for a prototypical linear elliptic boundary value problem with periodically oscillating diffusion coefficient. Unlike classical analytical approaches such as asymptotic analysis,…

Numerical Analysis · Mathematics 2018-11-16 Daniel Peterseim , Dora Varga , Barbara Verfürth

We present reduced basis approximations and rigorous a posteriori error bounds for the instationary Stokes equations. We shall discuss both a method based on the standard formulation as well as a method based on a penalty approach, which…

Numerical Analysis · Mathematics 2012-11-06 Anna-Lena Gerner , Arnold Reusken , Karen Veroy

In this manuscript we discuss weighted reduced order methods for stochastic partial differential equations. Random inputs (such as forcing terms, equation coefficients, boundary conditions) are considered as parameters of the equations. We…

Numerical Analysis · Mathematics 2023-08-08 Luca Venturi , Davide Torlo , Francesco Ballarin , Gianluigi Rozza

Selecting appropriate regularization coefficients is critical to performance with respect to regularized empirical risk minimization problems. Existing theoretical approaches attempt to determine the coefficients in order for regularized…

Machine Learning · Computer Science 2019-09-05 Akihiro Yabe , Takanori Maehara

In this paper, we consider stochastic homogenization of elliptic equations with unbounded and non-uniformly elliptic coefficients. Extending subadditive arguments, we get an estimate for the rate of the convergence of the solution of the…

Probability · Mathematics 2023-02-03 Tomohiro Aya