Model Order Reduction in Contour Integral Methods for Parametric PDEs
DOI10.1137/22m1520189zbMath1515.65234arXiv2201.01320OpenAlexW4383898729MaRDI QIDQ6116391
Nicola Guglielmi, Mattia Manucci
Publication date: 18 July 2023
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2201.01320
inverse Laplace transformconvection-diffusion equationsmodel order reductionparametric partial differential equationevolutionary PDEscontour integral methodsweighted pseudospectra
Numerical methods for initial value problems involving ordinary differential equations (65L05) Numerical methods for integral transforms (65R10) Numerical solutions to equations with linear operators (65J10) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Numerical methods for partial differential equations, initial value and time-dependent initial-boundary value problems (65M99)
Cites Work
- Unnamed Item
- The Pricing of Options and Corporate Liabilities
- A new error bound for reduced basis approximation of parabolic partial differential equations
- Stability of ADI schemes applied to convection--diffusion equations with mixed derivative terms
- Heuristic strategies for the approximation of stability factors in quadratically nonlinear parametrized PDEs
- An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
- On the numerical inversion of the Laplace transform of certain holomorphic mappings
- Pseudospectral roaming contour integral methods for convection-diffusion equations
- An LP empirical quadrature procedure for reduced basis treatment of parametrized nonlinear PDEs
- A contour method for time-fractional PDEs and an application to fractional viscoelastic beam equations
- Sparse data-driven quadrature rules via \(\ell^p\)-quasi-norm minimization
- Decay of the Kolmogorov \(N\)-width for wave problems
- Approximation variationnelle des problèmes aux limites
- Talbot quadratures and rational approximations
- A successive constraint linear optimization method for lower bounds of parametric coercivity and inf-sup stability constants
- A general multipurpose interpolation procedure: The magic points
- Exponentially Convergent Parallel Discretization Methods for the First Order Evolution Equations
- Kolmogorov widths under holomorphic mappings
- A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems
- Subspace Methods for Computing the Pseudospectral Abscissa and the Stability Radius
- Reduced Basis Approximation for Nonlinear Parametrized Evolution Equations based on Empirical Operator Interpolation
- Certified Reduced Basis Method for the Electric Field Integral Equation
- Numerical Optimization of Eigenvalues of Hermitian Matrix Functions
- The Exponentially Convergent Trapezoidal Rule
- Certified Reduced Basis Methods for Parametrized Partial Differential Equations
- Structure-preserving, stability, and accuracy properties of the energy-conserving sampling and weighting method for the hyper reduction of nonlinear finite element dynamic models
- On Adaptive Choice of Shifts in Rational Krylov Subspace Reduction of Evolutionary Problems
- A Contour Integral Method for the Black–Scholes and Heston Equations
- Convergence Rates for Greedy Algorithms in Reduced Basis Methods
- A Subspace Method for Large-Scale Eigenvalue Optimization
- A Spectral Order Method for Inverting Sectorial Laplace Transforms
- Improved successive constraint method baseda posteriorierror estimate for reduced basis approximation of 2D Maxwell's problem
- Matrix Analysis
- Turbulence and the dynamics of coherent structures. I. Coherent structures
- The Accurate Numerical Inversion of Laplace Transforms
- Two Ways to Treat Time in Reduced Basis Methods
- A parallel method for time discretization of parabolic equations based on Laplace transformation and quadrature
- Numerical inverse Laplace transform for convection-diffusion equations
- Convergence Rates of the POD–Greedy Method
- A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
- ADI finite difference schemes for option pricing in the Heston model with correlation
- Computing Semigroups with Error Control
This page was built for publication: Model Order Reduction in Contour Integral Methods for Parametric PDEs
