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Comparison of storm damage functions and their performance

2015, Prahl, B.F., Rybski, D., Burghoff, O., Kropp, J.P.

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Finite element pressure stabilizations for incompressible flow problems

2019, John, Volker, Knobloch, Petr, Wilbrandt, Ulrich

Discretizations of incompressible flow problems with pairs of finite element spaces that do not satisfy a discrete inf-sup condition require a so-called pressure stabilization. This paper gives an overview and systematic assessment of stabilized methods, including the respective error analysis.

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Comparison of correlation analysis techniques for irregularly sampled time series

2011, Rehfeld, K., Marwan, N., Heitzig, J., Kurths, J.

Geoscientific measurements often provide time series with irregular time sampling, requiring either data reconstruction (interpolation) or sophisticated methods to handle irregular sampling. We compare the linear interpolation technique and different approaches for analyzing the correlation functions and persistence of irregularly sampled time series, as Lomb-Scargle Fourier transformation and kernel-based methods. In a thorough benchmark test we investigate the performance of these techniques. All methods have comparable root mean square errors (RMSEs) for low skewness of the inter-observation time distribution. For high skewness, very irregular data, interpolation bias and RMSE increase strongly. We find a 40 % lower RMSE for the lag-1 autocorrelation function (ACF) for the Gaussian kernel method vs. the linear interpolation scheme,in the analysis of highly irregular time series. For the cross correlation function (CCF) the RMSE is then lower by 60 %. The application of the Lomb-Scargle technique gave results comparable to the kernel methods for the univariate, but poorer results in the bivariate case. Especially the high-frequency components of the signal, where classical methods show a strong bias in ACF and CCF magnitude, are preserved when using the kernel methods. We illustrate the performances of interpolation vs. Gaussian kernel method by applying both to paleo-data from four locations, reflecting late Holocene Asian monsoon variability as derived from speleothem δ18O measurements. Cross correlation results are similar for both methods, which we attribute to the long time scales of the common variability. The persistence time (memory) is strongly overestimated when using the standard, interpolation-based, approach. Hence, the Gaussian kernel is a reliable and more robust estimator with significant advantages compared to other techniques and suitable for large scale application to paleo-data.

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Error analysis of a SUPG-stabilized POD-ROM method for convection-diffusion-reaction equations

2021, John, Volker, Moreau, Baptiste, Novo, Julia

A reduced order model (ROM) method based on proper orthogonal decomposition (POD) is analyzed for convection-diffusion-reaction equations. The streamline-upwind Petrov--Galerkin (SUPG) stabilization is used in the practically interesting case of dominant convection, both for the full order method (FOM) and the ROM simulations. The asymptotic choice of the stabilization parameter for the SUPG-ROM is done as proposed in the literature. This paper presents a finite element convergence analysis of the SUPG-ROM method for errors in different norms. The constants in the error bounds are uniform with respect to small diffusion coefficients. Numerical studies illustrate the performance of the SUPG-ROM method.

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Convergence bounds for empirical nonlinear least-squares

2020, Eigel, Martin, Trunschke, Philipp, Schneider, Reinhold

We consider best approximation problems in a nonlinear subset of a Banach space of functions. The norm is assumed to be a generalization of the L2 norm for which only a weighted Monte Carlo estimate can be computed. The objective is to obtain an approximation of an unknown target function by minimizing the empirical norm. In the case of linear subspaces it is well-known that such least squares approximations can become inaccurate and unstable when the number of samples is too close to the number of parameters. We review this statement for general nonlinear subsets and establish error bounds for the empirical best approximation error. Our results are based on a restricted isometry property (RIP) which holds in probability and we show sufficient conditions for the RIP to be satisfied with high probability. Several model classes are examined where analytical statements can be made about the RIP. Numerical experiments illustrate some of the obtained stability bounds.