108 citations · 525 across the 62 of their papers we have counts for
9 papers · 1 filter
Linearly Implicit Multistep Methods for Time Integration
Ross Glandon, Mahesh Narayanamurthi, Adrian Sandu
Time integration methods for solving initial value problems are an important component of many scientific and engineering simulations. Implicit time integrators are desirable for t…
A fast time-stepping strategy for dynamical systems equipped with a surrogate model
Steven Roberts, Andrey A Popov, Arash Sarshar +1
Simulation of complex dynamical systems arising in many applications is computationally challenging due to their size and complexity. Model order reduction, machine learning, and o…
Linearly implicit GARK schemes
Adrian Sandu, Michael Günther, Steven Roberts
Systems driven by multiple physical processes are central to many areas of science and engineering. Time discretization of multiphysics systems is challenging, since different proc…
A Multifidelity Ensemble Kalman Filter with Reduced Order Control Variates
Andrey A Popov, Changhong Mou, Traian Iliescu +1
This work develops a new multifidelity ensemble Kalman filter (MFEnKF) algorithm based on linear control variate framework. The approach allows for rigorous multifidelity extension…
Convergence Results for Implicit--Explicit General Linear Methods
Adrian Sandu
This paper studies fixed-step convergence of implicit-explicit general linear methods. We focus on a subclass of schemes that is internally consistent, has high stage order, and fa…
An Explicit Probabilistic Derivation of Inflation in a Scalar Ensemble Kalman Filter for Finite Step, Finite Ensemble Convergence
Andrey A Popov, Adrian Sandu
This paper uses a probabilistic approach to analyze the converge of an ensemble Kalman filter solution to an exact Kalman filter solution in the simplest possible setting, the scal…
A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering
Andrey A Popov, Adrian Sandu, Elias D. Nino-Ruiz +1
The Ensemble Kalman Filters (EnKF) employ a Monte-Carlo approach to represent covariance information, and are affected by sampling errors in operational settings where the number o…
Parallel implicit-explicit general linear methods
Steven Roberts, Arash Sarshar, Adrian Sandu
High-order discretizations of partial differential equations (PDEs) necessitate high-order time integration schemes capable of handling both stiff and nonstiff operators in an effi…
Goal-oriented a posteriori estimation of numerical errors in the solution of multiphysics systems
Mahesh Narayanamurthi, Ulrich Römer, Adrian Sandu
This paper develops a general methodology for a posteriori error estimation in time-dependent multiphysics numerical simulations. The methodology builds upon the generalized-struct…