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This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk. To understand the financial risks and possible outcomes, we have to perform several thousand simulations of the…

Computational Finance · Quantitative Finance 2021-06-15 Andreas Binder , Onkar Jadhav , Volker Mehrmann

Quantum computers have the potential to efficiently solve a system of nonlinear ordinary differential equations (ODEs), which play a crucial role in various industries and scientific fields. However, it remains unclear which system of…

Quantum Physics · Physics 2025-04-07 Yu Tanaka , Keisuke Fujii

Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is necessary to draw conclusions from these data, and it often becomes essential to construct dynamical models using these data. We…

Machine Learning · Computer Science 2022-05-20 Pawan Goyal , Peter Benner

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

Numerical Analysis · Mathematics 2017-09-28 Max Gunzburger , Nan Jiang , Michael Schneier

This work formulates a new approach to reduced modeling of parameterized, time-dependent partial differential equations (PDEs). The method employs Operator Inference, a scientific machine learning framework combining data-driven learning…

Computational Engineering, Finance, and Science · Computer Science 2025-06-16 Shane A McQuarrie , Parisa Khodabakhshi , Karen E Willcox

In this paper, we consider the model reduction problem of large-scale systems, such as systems obtained through the discretization of partial differential equations. We propose a computationally optimal randomized proper orthogonal…

Dynamical Systems · Mathematics 2016-05-04 Dan Yu , Suman Chakravorty

Deep Learning research is advancing at a fantastic rate, and there is much to gain from transferring this knowledge to older fields like Computational Fluid Dynamics in practical engineering contexts. This work compares state-of-the-art…

Computational Physics · Physics 2020-10-01 Pierre Jacquier , Azzedine Abdedou , Vincent Delmas , Azzeddine Soulaimani

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…

Numerical Analysis · Mathematics 2016-02-17 Alessandro Alla , J. Nathan Kutz

Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform…

Dynamical Systems · Mathematics 2022-10-03 Peter Benner , Pawan Goyal , Jan Heiland , Igor Pontes

An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Umair Zulfiqar , Zhi-Hua Xiao , Qiu-Yan Song , Mohammad Monir Uddin , Victor Sreeram

Proper orthogonal decomposition (POD) allows reduced-order modeling of complex dynamical systems at a substantial level, while maintaining a high degree of accuracy in modeling the underlying dynamical systems. Advances in machine learning…

Machine Learning · Computer Science 2023-03-13 Justin Baker , Elena Cherkaev , Akil Narayan , Bao Wang

In this work, we develop Non-Intrusive Reduced Order Models (NIROMs) that combine Proper Orthogonal Decomposition (POD) with a Radial Basis Function (RBF) interpolation method to construct efficient reduced order models for time-dependent…

Computational Physics · Physics 2025-02-21 Sourav Dutta , Matthew W. Farthing , Emma Perracchione , Gaurav Savant , Mario Putti

This paper introduces tensorial calculus techniques in the framework of Proper Orthogonal Decomposition (POD) to reduce the computational complexity of the reduced nonlinear terms. The resulting method, named tensorial POD, can be applied…

Numerical Analysis · Computer Science 2015-06-18 Răzvan Ştefănescu , Adrian Sandu , Ionel M. Navon

This paper studies the numerical approximation of parametric time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Although many papers in the literature consider reduced…

Numerical Analysis · Mathematics 2025-04-28 Bosco García-Arcilla , Alicia García-Mascaraque , Julia Novo

A structure preserving proper orthogonal decomposition reduce-order modeling approach has been developed in [Gong et al. 2017] for the Hamiltonian system, which uses the traditional framework of Galerkin projection-based model reduction but…

Numerical Analysis · Mathematics 2021-03-03 Zhu Wang

Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…

This work introduces an empirical quadrature-based hyperreduction procedure and greedy training algorithm to effectively reduce the computational cost of solving convection-dominated problems with limited training. The proposed approach…

Numerical Analysis · Mathematics 2023-09-14 Marzieh Alireza Mirhoseini , Matthew J. Zahr

Accurate simulations are essential for engineering applications, and intricate continuum mechanical material models are constructed to achieve this goal. However, the increasing complexity of the material models and geometrical properties…

Computational Engineering, Finance, and Science · Computer Science 2023-11-30 Steffen Kastian , Jannick Kehls , Tim Brepols , Stefanie Reese

Adding flexible polymers to a Newtonian solvent confers complex properties to the resulting solution. The additional complexity substantially increases the computational cost of numerical simulations, which often makes them prohibitively…

Fluid Dynamics · Physics 2026-04-30 Christian Amor , Adrián Corrochano , Marco Edoardo Rosti , Soledad Le Clainche
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