相关论文: Real-Time Reduced-Order Modeling of Stochastic Par…

The performance of the dynamically bi-orthogonal (DBO) decomposition for the reduced order modeling of turbulence-chemistry interactions is assessed. DBO is an on-the-fly low-rank approximation technique, in which the instantaneous…

We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction…

In this paper, we propose a dynamically low-dimensional approximation method to solve a class of time-dependent multiscale stochastic diffusion equations. A dynamically bi-orthogonal (DyBO) method was developed to explore low-dimensional…

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs). We address this problem by taking advantage of recent advances in scientific machine learning and…

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…

This contribution proposes novel data-driven surrogate modeling approaches for parameterized parabolic PDEs, where the parameter dependence can be split into two parts with different decay behavior of the Kolmogorov $N$-width. Such problems…

In this paper, we propose an augmented subspace based adaptive proper orthogonal decomposition (POD) method for solving the time dependent partial differential equations. By augmenting the POD subspace with some auxiliary modes, we obtain…

The time-dependent fields obtained by solving partial differential equations in two and more dimensions quickly overwhelm the analytical capabilities of the human brain. A meaningful insight into the temporal behaviour can be obtained by…

Low-rank approximation using time-dependent bases (TDBs) has proven effective for reduced-order modeling of stochastic partial differential equations (SPDEs). In these techniques, the random field is decomposed to a set of deterministic…

Dynamic mode decomposition (DMD) has recently become a popular tool for the non-intrusive analysis of dynamical systems. Exploiting Proper Orthogonal Decomposition (POD) as a dimensionality reduction technique, DMD is able to approximate a…

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…

We apply the Proper Orthogonal Decomposition (POD) method for the efficient simulation of several scenarios undergone by Micro-Electro-Mechanical-Systems, involving nonlinearites of geometric and electrostatic nature. The former type of…

In this work (Part I), we study three time-discretization procedures of the Dynamical Low-Rank Approximation (DLRA) of high-dimensional stochastic differential equations (SDEs). Specifically, we consider the Dynamically Orthogonal (DO)…

Any model order reduced dynamical system that evolves a modal decomposition to approximate the discretized solution of a stochastic PDE can be related to a vector field tangent to the manifold of fixed rank matrices. The Dynamically…

Direct Statistical Simulation (DSS) solves the equations of motion for the statistics of turbulent flows in place of the traditional route of accumulating statistics by Direct Numerical Simulation (DNS). That low-order statistics usually…

Dynamic mode decomposition (DMD) provides a regression framework for adaptively learning a best-fit linear dynamics model over snapshots of temporal, or spatio-temporal, data. A diversity of regression techniques have been developed for…

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…

A multiscale method is proposed for a parabolic stochastic partial differential equation with additive noise and highly oscillatory diffusion. The framework is based on the localized orthogonal decomposition (LOD) method and computes a…

Recently, researchers have investigated the relationship between proper orthogonal decomposition (POD), difference quotients (DQs), and pointwise in time error bounds for POD reduced order models of partial differential equations. In a…

The aim of this work is to present a model reduction technique in the framework of optimal control problems for partial differential equations. We combine two approaches used for reducing the computational cost of the mathematical numerical…