An observation-driven time-dependent basis for a reduced description of transient stochastic systems

DOI10.1098/rspa.2019.0506zbMath1472.60004arXiv1904.09846OpenAlexW2988171647WikidataQ91866670 ScholiaQ91866670MaRDI QIDQ5160812

Hessam Babaee

Publication date: 29 October 2021

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1904.09846

zbMATH Keywords

dimension reductioncomputational mathematicscomputational physicstransient dynamicsmatrix freecomputer modelling and simulationfinite-time instabilitiesobservation driventime-dependent modes

Mathematics Subject Classification ID

Computational methods for problems pertaining to probability theory (60-08) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Generation, random and stochastic difference and differential equations (37H10)

Related Items (8)

Scalable \textit{in situ} compression of transient simulation data using time-dependent bases ⋮ Bottom-Up Transient Time Models in Coarse-Graining Molecular Systems ⋮ Adaptive sparse interpolation for accelerating nonlinear stochastic reduced-order modeling with time-dependent bases ⋮ Real-time reduced-order modeling of stochastic partial differential equations via time-dependent subspaces ⋮ Reduced-Order Modeling with Time-Dependent Bases for PDEs with Stochastic Boundary Conditions ⋮ On-the-fly reduced order modeling of passive and reactive species via time-dependent manifolds ⋮ Gaussian Process Subspace Prediction for Model Reduction ⋮ Computing Sensitivities in Evolutionary Systems: A Real-Time Reduced Order Modeling Strategy

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