Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (Q4580293): Difference between revisions

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scientific article; zbMATH DE number 6917740

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English	Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization	scientific article; zbMATH DE number 6917740

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scholarly article

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Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization (English)

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Benjamin Peherstorfer

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Max D. Gunzburger

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publication date

14 August 2018

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full work available at URL

https://arxiv.org/abs/1806.10761

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zbMATH Keywords

surrogate model

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model reduction

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multifidelity uncertainty quantification

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multifidelity uncertainty propagation

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multifidelity statistical inference

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multifidelity optimization

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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A MATHEMATICAL AND COMPUTATIONAL FRAMEWORK FOR MULTIFIDELITY DESIGN AND ANALYSIS WITH COMPUTER MODELS

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Fast local reduced basis updates for the efficient reduction of nonlinear systems with hyper-reduction

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Iterative Procedures for Nonlinear Integral Equations

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Approximation of Large-Scale Dynamical Systems

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The principle of minimized iterations in the solution of the matrix eigenvalue problem

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Approximation errors and model reduction with an application in optical diffusion tomography

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A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data

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Worst case scenario analysis for elliptic problems with uncertainty

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Krylov subspace techniques for reduced-order modeling of large-scale dynamical systems

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The hierarchical basis multigrid method

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Interpolatory Projection Methods for Parameterized Model Reduction

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A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems

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Optimal control of the cylinder wake in the laminar regime by trust-region methods and POD reduced-order models

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A fast Monte-Carlo method with a reduced basis of control variates applied to uncertainty propagation and Bayesian estimation

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A variance reduction method for parametrized stochastic differential equations using the reduced basis paradigm

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Parallel Multilevel Preconditioners

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Multi-Level Adaptive Solutions to Boundary-Value Problems

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A Multigrid Tutorial, Second Edition

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A Class of Methods for Solving Nonlinear Simultaneous Equations

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POD and CVT-based reduced-order modeling of Navier-Stokes flows

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Model Selection and Multimodel Inference

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Finite Element Approximations for Stokes–Darcy Flow with Beavers–Joseph Interface Conditions

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Analysis and finite element approximation of a coupled, continuum pipe-flow/Darcy model for flow in porous media with embedded conduits

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Adaptive<i>h</i>-refinement for reduced-order models

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Nonlinear Model Reduction via Discrete Empirical Interpolation

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Accurate and efficient evaluation of failure probability for partial different equations with random input data

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Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients

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Trust Region Methods

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Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points

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Introduction to Derivative-Free Optimization

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Support-vector networks

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MCMC methods for functions: modifying old algorithms to make them faster

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Dimension-independent likelihood-informed MCMC

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Likelihood-informed dimension reduction for nonlinear inverse problems

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Data-driven model reduction for the Bayesian solution of inverse problems

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Multilevel preconditioning

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Ten Lectures on Wavelets

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Variable Metric Method for Minimization

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A Hierarchical Multilevel Markov Chain Monte Carlo Algorithm with Applications to Uncertainty Quantification in Subsurface Flow

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Centroidal Voronoi Tessellations: Applications and Algorithms

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Preconditioning Markov Chain Monte Carlo Simulations Using Coarse-Scale Models

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IMPROVING SIMULATION EFFICIENCY WITH QUASI CONTROL VARIATES

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A Rapidly Convergent Descent Method for Minimization

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Multi-fidelity optimization via surrogate modelling

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Model reduction methods based on Krylov subspaces

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Asymptotic waveform evaluation via a Lanczos method

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Multilevel Monte Carlo Path Simulation

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Adaptive Markov Chain Monte Carlo through Regeneration

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Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods

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Bayesian Treed Gaussian Process Models With an Application to Computer Modeling

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Delayed rejection in reversible jump Metropolis-Hastings

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Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations

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$\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems

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A Survey of Model Reduction by Balanced Truncation and Some New Results

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Stochastic finite element methods for partial differential equations with random input data

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An adaptive Metropolis algorithm

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Convergence Rates of the POD–Greedy Method

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Reduced basis method for finite volume approximations of parametrized linear evolution equations

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Multi-index Monte Carlo: when sparsity meets sampling

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Combining Field Data and Computer Simulations for Calibration and Prediction

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A Bayesian approach to characterizing uncertainty in inverse problems using coarse and fine-scale information

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Error estimates for abstract linear-quadratic optimal control problems using proper orthogonal decomposition

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`` Direct Search'' Solution of Numerical and Statistical Problems

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Approximation errors in nonstationary inverse problems

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Approximation error analysis in nonlinear state estimation with an application to state-space identification

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A successive constraint linear optimization method for lower bounds of parametric coercivity and inf-sup stability constants

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A taxonomy of global optimization methods based on response surfaces

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Efficient global optimization of expensive black-box functions

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Statistical and computational inverse problems.

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Statistical inverse problems: discretization, model reduction and inverse crimes

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Predicting the output from a complex computer code when fast approximations are available

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Bayesian Calibration of Computer Models

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Exaflop/s: the why and the how

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Accurate Uncertainty Quantification Using Inaccurate Computational Models

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Galerkin proper orthogonal decomposition methods for parabolic problems

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Galerkin Proper Orthogonal Decomposition Methods for a General Equation in Fluid Dynamics

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Approximation errors and truncation of computational domains with application to geophysical tomography

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A method for the solution of certain non-linear problems in least squares

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An efficient surrogate-based method for computing rare failure probability

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Evaluation of failure probability via surrogate models

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Monte Carlo strategies in scientific computing.

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Constrained multifidelity optimization using model calibration

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An Algorithm for Least-Squares Estimation of Nonlinear Parameters

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A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion

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Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems

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On Metropolis-Hastings algorithms with delayed rejection

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Principal component analysis in linear systems: Controllability, observability, and model reduction

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Synthesis of minimum roundoff noise fixed point digital filters

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A Stochastic Collocation Algorithm with Multifidelity Models

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On control variate estimators

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Multifidelity approaches for optimization under uncertainty

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RECONSTRUCTION OF DOMAIN BOUNDARY AND CONDUCTIVITY IN ELECTRICAL IMPEDANCE TOMOGRAPHY USING THE APPROXIMATION ERROR APPROACH

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A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data

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A multi level Monte Carlo method with control variate for elliptic PDEs with log-normal coefficients

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Multifidelity importance sampling

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Dynamic data-driven reduced-order models

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Online Adaptive Model Reduction for Nonlinear Systems via Low-Rank Updates

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Optimal Model Management for Multifidelity Monte Carlo Estimation

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A New Algorithm for Unconstrained Optimization

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Dynamic Mode Decomposition with Control

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A New Look at Proper Orthogonal Decomposition

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Weak convergence and optimal scaling of random walk Metropolis algorithms

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Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms

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Reduced basis approximation and a posteriori error estimation for Stokes flows in parametrized geometries: roles of the inf-sup stability constants

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Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations. Application to transport and continuum mechanics.

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On the stability of the reduced basis method for Stokes equations in parametrized domains

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GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems

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Design and analysis of computer experiments. With comments and a rejoinder by the authors

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Turbulence and the dynamics of coherent structures. I. Coherent structures

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Inverse problems: A Bayesian perspective

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An approximation error approach for compensating for modelling errors between the radiative transfer equation and the diffusion approximation in diffuse optical tomography

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A Multilevel Stochastic Collocation Method for Partial Differential Equations with Random Input Data

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Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients

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On the Convergence of Pattern Search Algorithms

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Convergence Analysis for Anderson Acceleration

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On dynamic mode decomposition: theory and applications

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A new error bound for reduced basis approximation of parabolic partial differential equations

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Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis <i>a posteriori</i> error bounds

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A model and variance reduction method for computing statistical outputs of stochastic elliptic partial differential equations

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Anderson Acceleration for Fixed-Point Iterations

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Global Convergence of Radial Basis Function Trust Region Derivative-Free Algorithms

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Combining Probability Distributions from Dependent Information Sources

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A Space-Time Petrov--Galerkin Certified Reduced Basis Method: Application to the Boussinesq Equations

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Hierarchical bases give conjugate gradient type methods a multigrid speed of convergence

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Accelerating Optimization of Parametric Linear Systems by Model Order Reduction

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Progressive construction of a parametric reduced‐order model for PDE‐constrained optimization

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Identifiers

zbMATH Open document ID

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10.1137/16M1082469

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

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