Dimensionality reduction of parameter-dependent problems through proper orthogonal decomposition
empirical interpolationinverse problemsKarhunen-Loève expansionPDE-constrained optimizationproper orthogonal decompositionreduced basis methodsreduced order modeling
PDEs with randomness, stochastic partial differential equations (35R60) Existence theories for optimal control problems involving partial differential equations (49J20) Existence of optimal solutions to problems involving randomness (49J55) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Numerical optimization and variational techniques (65K10)
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- Long‐time behavior of the proper orthogonal decomposition method
- An Adaptive Way of Choosing Significant Snapshots for Proper Orthogonal Decomposition
- Basic ideas and tools for projection-based model reduction of parametric partial differential equations
- Space-time registration-based model reduction of parameterized one-dimensional hyperbolic PDEs
- Interpolation of functions with parameter dependent jumps by transformed snapshots
- Residual-based error correction for neural operator accelerated Infinite-dimensional Bayesian inverse problems
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- Nonlinear dimensionality reduction for parametric problems: a kernel Proper Orthogonal Decomposition (kPOD)
- GFN: a graph feedforward network for resolution-invariant reduced operator learning in multifidelity applications
- Efficient PDE-constrained optimization under high-dimensional uncertainty using derivative-informed neural operators
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