arXiv subjects

Jan S. Hesthaven

Publications and source records attributed to Jan S. Hesthaven.

At least 19 recordsLinked to original sources

arXiv2026

Fast Numerical Approximation of Linear, Second-Order Hyperbolic Problems Using Model Order Reduction and the Laplace Transform

We extend our previous work [F. Henr'iquez and J. S. Hesthaven, arXiv:2403.02847 (2024)] to the linear, second-order wave equation in bounded domains. This technique uses two widely known mathematical tools to construct a fast and efficient method for the solution of linear, time-dependent problems: the Laplace transform (LT) and the model-order reduction (MOR) techniques, hence the name LT-MOR method. The application of the Laplace transform yields a time-independent problem parametrically depending on the Laplace variable. Following the two-phase paradigm of the reduced basis method, first in an offline stage we sample the Laplace parameter, compute the high-fidelity solution, and then resort to a Proper Orthogonal Decomposition (POD) to extract a basis of reduced dimension. Then, in an online phase, we project the time-dependent problem onto this basis and proceed to solve the evolution problem using any suitable time-stepping method. We prove exponential convergence of the reduced solution computed by the proposed method toward the high-fidelity one as the dimension of the reduced space increases. Finally, we present numerical experiments illustrating the performance of the method in terms of accuracy and, in particular, speed-up when compared to the full-order model.

math.NA↗

arXiv2026

Nonlinear model reduction for transport-dominated problems

This article surveys nonlinear model reduction methods that remain effective in regimes where linear reduced-space approximations are intrinsically inefficient, such as transport-dominated problems with wave-like phenomena and moving coherent structures, which are commonly associated with the Kolmogorov barrier. The article organizes nonlinear model reduction techniques around three key elements -- nonlinear parametrizations, reduced dynamics, and online solvers -- and categorizes existing approaches into transformation-based methods, online adaptive techniques, and formulations that combine generic nonlinear parametrizations with instantaneous residual minimization.

math.NA↗

arXiv2026

Fast Numerical Approximation of Parabolic Problems Using Model Order Reduction and the Laplace Transform

We introduce a method for the fast numerical approximation of linear, second-order parabolic partial differential equations (PDEs for short) with time-independent coefficients based on model order reduction techniques and the Laplace transform. We start by applying this transform to the evolution problem, thus yielding a time-independent boundary value problem solely depending on the complex Laplace variable. In an offline stage, we judiciously sample the Laplace variable and numerically solve the corresponding collection of high-fidelity or full-order problems. Next, we apply a proper orthogonal decomposition (POD) to this collection of solutions in order to obtain a reduced basis in the Laplace domain. We project the linear parabolic problem onto this basis and then, using any suitable time-stepping method, we solve the evolution problem. A key insight to justify the implementation and analysis of the proposed method consists of using Hardy spaces of analytic functions and establishing, through the Paley--Wiener theorem, an isometry between the solution of the time-dependent problem and its Laplace transform. As a result, one may conclude that computing a POD with samples taken in the Laplace domain produces an exponentially accurate reduced basis for the time-dependent problem. Numerical experiments illustrate the performance of the method in terms of accuracy and, in particular, speed-up when compared to the solution obtained by solving the full-order model.

math.NA↗

arXiv2025

Monitoring of water volume in a porous reservoir using seismic data: Validation of a numerical model with a field experiment

As global groundwater levels continue to decline rapidly, there is a growing need for advanced techniques to monitor and manage aquifers effectively. This study focuses on validating a numerical model using seismic data from a small-scale experimental setup designed to estimate water volume in a porous reservoir. Expanding on previous work with synthetic data, we analyze seismic data acquired from a controlled experimental site in Laukaa, Finland. By employing neural networks, we directly estimate water volume from seismic responses, bypassing the traditional need for separate determinations, for example, of reservoir water-table level and porosity. The study models wave propagation through a coupled poroviscoelastic-viscoelastic medium using a three-dimensional discontinuous Galerkin method. The proposed methodology is validated against experimental data, aiming to improve precision in mapping current water volumes and contributing to the development of sustainable groundwater management practices.

physics.comp-ph↗

arXiv2025

Neural Ordinary Differential Equations for Model Order Reduction of Stiff Systems

Neural Ordinary Differential Equations (ODEs) represent a significant advancement at the intersection of machine learning and dynamical systems, offering a continuous-time analog to discrete neural networks. Despite their promise, deploying neural ODEs in practical applications often encounters the challenge of stiffness, a condition where rapid variations in some components of the solution demand prohibitively small time steps for explicit solvers. This work addresses the stiffness issue when employing neural ODEs for model order reduction by introducing a suitable reparametrization in time. The considered map is data-driven and it is induced by the adaptive time-stepping of an implicit solver on a reference solution. We show the map produces a nonstiff system that can be cheaply solved with an explicit time integration scheme. The original, stiff, time dynamic is recovered by means of a map learnt by a neural network that connects the state space to the time reparametrization. We validate our method through extensive experiments, demonstrating improvements in efficiency for the neural ODE inference while maintaining robustness and accuracy. The neural network model also showcases good generalization properties for times beyond the training data.

math.NA↗

arXiv2025

Neural empirical interpolation method for nonlinear model reduction

In this paper, we introduce the neural empirical interpolation method (NEIM), a neural network-based alternative to the discrete empirical interpolation method for reducing the time complexity of computing the nonlinear term in a reduced order model (ROM) for a parameterized nonlinear partial differential equation. NEIM is a greedy algorithm which accomplishes this reduction by approximating an affine decomposition of the nonlinear term of the ROM, where the vector terms of the expansion are given by neural networks depending on the ROM solution, and the coefficients are given by an interpolation of some "optimal" coefficients. Because NEIM is based on a greedy strategy, we are able to provide a basic error analysis to investigate its performance. NEIM has the advantages of being easy to implement in models with automatic differentiation, of being a nonlinear projection of the ROM nonlinearity, of being efficient for both nonlocal and local nonlinearities, and of relying solely on data and not the explicit form of the ROM nonlinearity. We demonstrate the effectiveness of the methodology on solution-dependent and solution-independent nonlinearities, a nonlinear elliptic problem, and a nonlinear parabolic model of liquid crystals. Code availability: https://github.com/maxhirsch/NEIM

math.NA↗

arXiv2024

A new variable shape parameter strategy for RBF approximation using neural networks

The choice of the shape parameter highly effects the behaviour of radial basis function (RBF) approximations, as it needs to be selected to balance between ill-condition of the interpolation matrix and high accuracy. In this paper, we demonstrate how to use neural networks to determine the shape parameters in RBFs. In particular, we construct a multilayer perceptron trained using an unsupervised learning strategy, and use it to predict shape parameters for inverse multiquadric and Gaussian kernels. We test the neural network approach in RBF interpolation tasks and in a RBF-finite difference method in one and two-space dimensions, demonstrating promising results.

math.NA↗

arXiv2024

Galerkin Neural Network-POD for Acoustic and Electromagnetic Wave Propagation in Parametric Domains

We investigate reduced-order models for acoustic and electromagnetic wave problems in parametrically defined domains. The parameter-to-solution maps are approximated following the so-called Galerkin POD-NN method, which combines the construction of a reduced basis via proper orthogonal decomposition (POD) with neural networks (NNs). As opposed to the standard reduced basis method, this approach allows for the swift and efficient evaluation of reduced-order solutions for any given parametric input. As is customary in the analysis of problems in random or parametrically defined domains, we start by transporting the formulation to a reference domain. This yields a parameter-dependent variational problem set on parameter-independent functional spaces. In particular, we consider affine-parametric domain transformations characterized by a high-dimensional, possibly countably infinite, parametric input. To keep the number of evaluations of the high-fidelity solutions manageable, we propose using low-discrepancy sequences to sample the parameter space efficiently. Then, we train an NN to learn the coefficients in the reduced representation. This approach completely decouples the offline and online stages of the reduced basis paradigm. Numerical results for the three-dimensional Helmholtz and Maxwell equations confirm the method's accuracy up to a certain barrier and show significant gains in online speed-up compared to the traditional Galerkin POD method.

math.NA↗

arXiv2024

GFN: A graph feedforward network for resolution-invariant reduced operator learning in multifidelity applications

This work presents a novel resolution-invariant model order reduction strategy for multifidelity applications. We base our architecture on a novel neural network layer developed in this work, the graph feedforward network, which extends the concept of feedforward networks to graph-structured data by creating a direct link between the weights of a neural network and the nodes of a mesh, enhancing the interpretability of the network. We exploit the method's capability of training and testing on different mesh sizes in an autoencoder-based reduction strategy for parametrised partial differential equations. We show that this extension comes with provable guarantees on the performance via error bounds. The capabilities of the proposed methodology are tested on three challenging benchmarks, including advection-dominated phenomena and problems with a high-dimensional parameter space. The method results in a more lightweight and highly flexible strategy when compared to state-of-the-art models, while showing excellent generalisation performance in both single fidelity and multifidelity scenarios.

math.NA↗

arXiv2024

Deep orthogonal decomposition: a continuously adaptive data-driven approach to model order reduction

We develop a novel deep learning technique, termed Deep Orthogonal Decomposition (DOD), for dimensionality reduction and reduced order modeling of parameter dependent partial differential equations. The approach consists in the construction of a deep neural network model that approximates the solution manifold through a continuously adaptive local basis. In contrast to global methods, such as Principal Orthogonal Decomposition (POD), the adaptivity allows the DOD to overcome the Kolmogorov barrier, making the approach applicable to a wide spectrum of parametric problems. Furthermore, due to its hybrid linear-nonlinear nature, the DOD can accommodate both intrusive and nonintrusive techniques, providing highly interpretable latent representations and tighter control on error propagation. For this reason, the proposed approach stands out as a valuable alternative to other nonlinear techniques, such as deep autoencoders. The methodology is discussed both theoretically and practically, evaluating its performances on problems featuring nonlinear PDEs, singularities, and parametrized geometries.

math.NA↗

arXiv2024

Perfectly matched layers for the Boltzmann equation: stability and sensitivity analysis

We study the stability and sensitivity of an absorbing layer for the Boltzmann equation by examining the Bhatnagar-Gross-Krook (BGK) approximation and using the perfectly matched layer (PML) technique. To ensure stability, we discard some parameters in the model and calculate the total sensitivity indices of the remaining parameters using the ANOVA expansion of multivariate functions. We conduct extensive numerical experiments on two test cases to study stability and compute the total sensitivity indices, which allow us to identify the essential parameters of the model.

math.NA↗

arXiv2023

A graph convolutional autoencoder approach to model order reduction for parametrized PDEs

The present work proposes a framework for nonlinear model order reduction based on a Graph Convolutional Autoencoder (GCA-ROM). In the reduced order modeling (ROM) context, one is interested in obtaining real-time and many-query evaluations of parametric Partial Differential Equations (PDEs). Linear techniques such as Proper Orthogonal Decomposition (POD) and Greedy algorithms have been analyzed thoroughly, but they are more suitable when dealing with linear and affine models showing a fast decay of the Kolmogorov n-width. On one hand, the autoencoder architecture represents a nonlinear generalization of the POD compression procedure, allowing one to encode the main information in a latent set of variables while extracting their main features. On the other hand, Graph Neural Networks (GNNs) constitute a natural framework for studying PDE solutions defined on unstructured meshes. Here, we develop a non-intrusive and data-driven nonlinear reduction approach, exploiting GNNs to encode the reduced manifold and enable fast evaluations of parametrized PDEs. We show the capabilities of the methodology for several models: linear/nonlinear and scalar/vector problems with fast/slow decay in the physically and geometrically parametrized setting. The main properties of our approach consist of (i) high generalizability in the low-data regime even for complex regimes, (ii) physical compliance with general unstructured grids, and (iii) exploitation of pooling and un-pooling operations to learn from scattered data.

math.NA↗

arXiv2023

Monitoring of water volume in a porous reservoir using seismic data: A 3D simulation study

A potential framework to estimate the volume of water stored in a porous storage reservoir from seismic data is neural networks. In this study, the man-made groundwater reservoir is modeled as a coupled poroviscoelastic-viscoelastic medium, and the underlying wave propagation problem is solved using a three-dimensional discontinuous Galerkin method coupled with an Adams-Bashforth time stepping scheme. The wave problem solver is used to generate databases for the neural network-based machine learning model to estimate the water volume. In the numerical examples, we investigate a deconvolution-based approach to normalize the effect from the source wavelet in addition to the network's tolerance for noise levels. We also apply the SHapley Additive exPlanations method to obtain greater insight into which part of the input data contributes the most to the water volume estimation. The numerical results demonstrate the capacity of the fully connected neural network to estimate the amount of water stored in the porous storage reservoir.

physics.comp-ph↗

arXiv2023

Adaptive symplectic model order reduction of parametric particle-based Vlasov-Poisson equation

High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on a set of parameters. In this work, we derive reduced order models for the semi-discrete Hamiltonian system resulting from a geometric particle-in-cell approximation of the parametric Vlasov-Poisson equations. Since the problem's non-dissipative and highly nonlinear nature makes it reducible only locally in time, we adopt a nonlinear reduced basis approach where the reduced phase space evolves in time. This strategy allows a significant reduction in the number of simulated particles, but the evaluation of the nonlinear operators associated with the Vlasov-Poisson coupling remains computationally expensive. We propose a novel reduction of the nonlinear terms that combines adaptive parameter sampling and hyper-reduction techniques to address this. The proposed approach allows decoupling the operations having a cost dependent on the number of particles from those that depend on the instances of the required parameters. In particular, in each time step, the electric potential is approximated via dynamic mode decomposition (DMD) and the particle-to-grid map via a discrete empirical interpolation method (DEIM). These approximations are constructed from data obtained from a past temporal window at a few selected values of the parameters to guarantee a computationally efficient adaptation. The resulting DMD-DEIM reduced dynamical system retains the Hamiltonian structure of the full model, provides good approximations of the solution, and can be solved at a reduced computational cost.

math.NA↗

arXiv2023

Machine learning enhanced real-time aerodynamic forces prediction based on sparse pressure sensor inputs

Accurate prediction of aerodynamic forces in real-time is crucial for autonomous navigation of unmanned aerial vehicles (UAVs). This paper presents a data-driven aerodynamic force prediction model based on a small number of pressure sensors located on the surface of UAV. The model is built on a linear term that can make a reasonably accurate prediction and a nonlinear correction for accuracy improvement. The linear term is based on a reduced basis reconstruction of the surface pressure distribution, where the basis is extracted from numerical simulation data and the basis coefficients are determined by solving linear pressure reconstruction equations at a set of sensor locations. Sensor placement is optimized using the discrete empirical interpolation method (DEIM). Aerodynamic forces are computed by integrating the reconstructed surface pressure distribution. The nonlinear term is an artificial neural network (NN) that is trained to bridge the gap between the ground truth and the DEIM prediction, especially in the scenario where the DEIM model is constructed from simulation data with limited fidelity. A large network is not necessary for accurate correction as the linear model already captures the main dynamics of the surface pressure field, thus yielding an efficient DEIM+NN aerodynamic force prediction model. The model is tested on numerical and experimental dynamic stall data of a 2D NACA0015 airfoil, and numerical simulation data of dynamic stall of a 3D drone. Numerical results demonstrate that the machine learning enhanced model can make fast and accurate predictions of aerodynamic forces using only a few pressure sensors, even for the NACA0015 case in which the simulations do not agree well with the wind tunnel experiments. Furthermore, the model is robust to noise.

cs.LG↗

arXiv2023

Non-intrusive data-driven reduced-order modeling for time-dependent parametrized problems

Reduced-order models are indispensable for multi-query or real-time problems. However, there are still many challenges to constructing efficient ROMs for time-dependent parametrized problems. Using a linear reduced space is inefficient for time-dependent nonlinear problems, especially for transport-dominated problems. The non-linearity usually needs to be addressed by hyper-reduction techniques, such as DEIM, but it is intrusive and relies on the assumption of affine dependence of parameters. This paper proposes and studies a non-intrusive reduced-order modeling approach for time-dependent parametrized problems. It is purely data-driven and naturally split into offline and online stages. During the offline stage, a convolutional autoencoder, consisting of an encoder and a decoder, is trained to perform dimensionality reduction. The encoder compresses the full-order solution snapshots to a nonlinear manifold or a low-dimensional reduced/latent space. The decoder allows the recovery of the full-order solution from the latent space. To deal with the time-dependent problems, a high-order dynamic mode decomposition (HODMD) is utilized to model the trajectories in the latent space for each parameter. During the online stage, the HODMD models are first utilized to obtain the latent variables at a new time, then interpolation techniques are adopted to recover the latent variables at a new parameter value, and the full-order solution is recovered by the decoder. Some numerical tests are conducted to show that the approach can be used to predict the unseen full-order solution at new times and parameter values fast and accurately, including transport-dominated problems.

math.NA↗

arXiv2022

Multi-fidelity surrogate modeling using long short-term memory networks

When evaluating quantities of interest that depend on the solutions to differential equations, we inevitably face the trade-off between accuracy and efficiency. Especially for parametrized, time dependent problems in engineering computations, it is often the case that acceptable computational budgets limit the availability of high-fidelity, accurate simulation data. Multi-fidelity surrogate modeling has emerged as an effective strategy to overcome this difficulty. Its key idea is to leverage many low-fidelity simulation data, less accurate but much faster to compute, to improve the approximations with limited high-fidelity data. In this work, we introduce a novel data-driven framework of multi-fidelity surrogate modeling for parametrized, time-dependent problems using long short-term memory (LSTM) networks, to enhance output predictions both for unseen parameter values and forward in time simultaneously - a task known to be particularly challenging for data-driven models. We demonstrate the wide applicability of the proposed approaches in a variety of engineering problems with high- and low-fidelity data generated through fine versus coarse meshes, small versus large time steps, or finite element full-order versus deep learning reduced-order models. Numerical results show that the proposed multi-fidelity LSTM networks not only improve single-fidelity regression significantly, but also outperform the multi-fidelity models based on feed-forward neural networks.

math.NA↗

arXiv2022

Reduced basis methods for numerical room acoustic simulations with parametrized boundaries

The use of model-based numerical simulation of wave propagation in rooms for engineering applications requires that acoustic conditions for multiple parameters are evaluated iteratively and this is computationally expensive. We present a reduced basis methods (RBM) to achieve a computational cost reduction relative to a traditional full order model (FOM), for wave-based room acoustic simulations with parametrized boundary conditions. In this study, the FOM solver is based on the spectral element method, however other numerical methods could be applied. The RBM reduces the computational burden by solving the problem in a low-dimensional subspace for parametrized frequency-independent and frequency-dependent boundary conditions. The problem is formulated and solved in the Laplace domain, which ensures the stability of the reduced order model based on the RBM approach. We study the potential of the proposed RBM framework in terms of computational efficiency, accuracy and storage requirements and we show that the RBM leads to 100-fold speed-ups for a 2D case with an upper frequency of 2kHz and around 1000-fold speed-ups for an analogous 3D case with an upper frequency of 1kHz. While the FOM simulations needed to construct the ROM are expensive, we demonstrate that despite this cost, the ROM has a potential of three orders of magnitude faster than the FOM when four different boundary conditions are simulated per room surface. Moreover, results show that the storage model for the ROM is relatively high but affordable for the presented 2D and 3D cases.

cs.SD↗