On the deterministic solution of multidimensional parametric models using the proper generalized decomposition

DOI10.1016/j.matcom.2010.07.015zbMath1207.65014MaRDI QIDQ622216

Francisco Chinesta, Etienne Pruliere, Amine Ammar

Publication date: 31 January 2011

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.matcom.2010.07.015

zbMATH Keywords

Fokker-Planck equation; numerical examples; quantum chemistry; kinetic theory; curse of dimensionality; parametric models; financial mathematics; separated representations; multidimensional models; chemical master equation; proper generalized decompositions; Schrödinger or Dirac equations

Mathematics Subject Classification ID

91G60: Numerical methods (including Monte Carlo methods)

65C20: Probabilistic models, generic numerical methods in probability and statistics

81Q05: Closed and approximate solutions to the Schrödinger, Dirac, Klein-Gordon and other equations of quantum mechanics

82C31: Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics

81V99: Applications of quantum theory to specific physical systems

82C40: Kinetic theory of gases in time-dependent statistical mechanics

Related Items

A Prior Reduced Model of Dynamical Systems, Variable-fidelity modeling of structural analysis of assemblies, Parametric nonlinear PDEs with multiple solutions: a PGD approach, On the space separated representation when addressing the solution of PDE in complex domains, Recent advances and new challenges in the use of the proper generalized decomposition for solving multidimensional models, A priori space-time separated representation for the reduced order modeling of low Reynolds number flows, Space-time proper generalized decompositions for the resolution of transient elastodynamic models, PGD-based \textit{computational vademecum} for efficient design, optimization and control, An overview of the proper generalized decomposition with applications in computational rheology, Multidimensional a priori hyper-reduction of mechanical models involving internal variables, Parametric solutions involving geometry: a step towards efficient shape optimization, kPCA-based parametric solutions within the PGD framework, Review of reduced order models for heat and moisture transfer in building physics with emphasis in PGD approaches, A multiscale separated representation to compute the mechanical behavior of composites with periodic microstructure, A Newmark space-time formulation in structural dynamics, Efficient estimation of cardiac conductivities: a proper generalized decomposition approach, Non-incremental response evaluation in geometrically nonlinear structural dynamics using a space-time stiffness operator, A fast and robust sub-optimal control approach using reduced order model adaptation techniques, Numerical comparisons of high-order nonlinear solvers for the transient Navier-Stokes equations based on homotopy and perturbation techniques, A coupling strategy for adaptive local refinement in space and time with a fixed global model in explicit dynamics, Proper generalized decomposition of time-multiscale models, Nonincremental proper generalized decomposition solution of parametric uncoupled models defined in evolving domains, A basis for bounding the errors of proper generalised decomposition solutions in solid mechanics, Model order reduction in hyperelasticity: a proper generalized decomposition approach, The proper generalized decomposition for the simulation of delamination using cohesive zone model, Real-time monitoring of thermal processes by reduced-order modeling, Time-space PGD for the rapid solution of 3D nonlinear parametrized problems in the many-query context, Towards a framework for non‐linear thermal models in shell domains, Proper Generalized Decomposition model reduction in the Bayesian framework for solving inverse heat transfer problems, The Optimization Landscape for Fitting a Rank-2 Tensor with a Rank-1 Tensor, Approximate modelling of the leftward flow and morphogen transport in the embryonic node by specifying vorticity at the ciliated surface

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Recent developments in spectral stochastic methods for the numerical solution of stochastic partial differential equations
• A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modelling of complex fluids. II: Transient simulation using space-time separated representations
• Galerkin methods for linear and nonlinear elliptic stochastic partial differential equations
• Alleviating mesh constraints: model reduction, parallel time integration and high resolution homogenization
• A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
• Robust and efficient methods for stochastic finite element analysis using Monte Carlo simulation
• On the reduction of kinetic theory models related to finitely extensible dumbbells
• On the a priori model reduction: overview and recent developments
• Circumventing Curse of Dimensionality in the Solution of Highly Multidimensional Models Encountered in Quantum Mechanics Using Meshfree Finite Sums Decomposition
• Stochastic finite element: a non intrusive approach by regression
• Computational Methods for Option Pricing
• Algorithms for Numerical Analysis in High Dimensions