相关论文: Nonlinear model reduction on metric spaces. Applic…
The usual approach to model reduction for parametric partial differential equations (PDEs) is to construct a linear space $V_n$ which approximates well the solution manifold $\mathcal{M}$ consisting of all solutions $u(y)$ with $y$ the…
Reduced basis methods for approximating the solutions of parameter-dependant partial differential equations (PDEs) are based on learning the structure of the set of solutions - seen as a manifold ${\mathcal S}$ in some functional space -…
This paper is concerned with model order reduction of parametric Partial Differential Equations (PDEs) using tree-based library approximations. Classical approaches are formulated for PDEs on Hilbert spaces and involve one single linear…
The aim of this work is to build a reduced-order model for parametrized porous media equations. The main challenge of this type of problems is that the Kolmogorov width of the solution manifold typically decays quite slowly and thus makes…
This paper investigates model reduction methods for efficiently approximating the solution of parameter-dependent PDEs with a multi-parameter vector $\vec{\mu} \in \mathbb{R}^p$. In cases where the Kolmogorov $N$-width decays fast enough,…
The aim of this article is to propose a new reduced-order modelling approach for parametric eigenvalue problems arising in electronic structure calculations. Namely, we develop nonlinear reduced basis techniques for the approximation of…
Physics-based models often involve large systems of parametrized partial differential equations, where design parameters control various properties. However, high-fidelity simulations of such systems on large domains or with high grid…
State estimation aims at approximately reconstructing the solution $u$ to a parametrized partial differential equation from $m$ linear measurements, when the parameter vector $y$ is unknown. Fast numerical recovery methods have been…
In this paper, we propose a new approach to model reduction of parameterized partial differential equations (PDEs) based on the concept of adaptive reduced bases. The presented approach is particularly suited for large-scale nonlinear…
This paper investigates solution strategies for nonlinear problems in Hilbert spaces, such as nonlinear partial differential equations (PDEs) in Sobolev spaces, when only finite measurements are available. We formulate this as a nonlinear…
We develop a general theoretical and algorithmic framework for sparse approximation and structured prediction in $\mathcal{P}_2(\Omega)$ with Wasserstein barycenters. The barycenters are sparse in the sense that they are computed from an…
We develop a general framework for data-driven approximation of input-output maps between infinite-dimensional spaces. The proposed approach is motivated by the recent successes of neural networks and deep learning, in combination with…
This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…
High-dimensional partial differential equations (PDE) appear in a number of models from the financial industry, such as in derivative pricing models, credit valuation adjustment (CVA) models, or portfolio optimization models. The PDEs in…
The Wasserstein barycenter is a geometric construct which captures the notion of centrality among probability distributions, and which has found many applications in machine learning. However, most algorithms for finding even an approximate…
This article surveys nonlinear model reduction methods that remain effective in regimes where linear reduced-space approximations are intrinsically inefficient, such as transport-dominated problems with wave-like phenomena and moving…
Within the framework of parameter dependent PDEs, we develop a constructive approach based on Deep Neural Networks for the efficient approximation of the parameter-to-solution map. The research is motivated by the limitations and drawbacks…
Model reduction attempts to guarantee a desired "model quality", e.g. given in terms of accuracy requirements, with as small a model size as possible. This article highlights some recent developments concerning this issue for the so called…
In this work, we propose and analyze a residual-minimization strategy for the numerical solution of nonlinear PDEs posed in Banach spaces. Given a finite-dimensional trial space and a suitably enriched discrete test space (of higher…
We present a model reduction approach for the real-time solution of time-dependent nonlinear partial differential equations (PDEs) with parametric dependencies. The approach integrates several ingredients to develop efficient and accurate…