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This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia

In the rapidly evolving world of financial markets, understanding the dynamics of limit order book (LOB) is crucial for unraveling market microstructure and participant behavior. We introduce ClusterLOB as a method to cluster individual…

Trading and Market Microstructure · Quantitative Finance 2025-05-13 Yichi Zhang , Mihai Cucuringu , Alexander Y. Shestopaloff , Stefan Zohren

We introduce a modified model of random walk, and then develop two novel clustering algorithms based on it. In the algorithms, each data point in a dataset is considered as a particle which can move at random in space according to the…

Machine Learning · Computer Science 2008-10-31 Qiang Li , Yan He , Jing-ping Jiang

Reduced order methods (ROMs) for the incompressible Navier--Stokes equations, based on proper orthogonal decomposition (POD), are studied that include snapshots which approach the temporal derivative of the velocity from a full order mixed…

Numerical Analysis · Mathematics 2023-04-18 Bosco García-Archilla , Volker John , Sarah Katz , Julia Novo

Reduced order models (ROM) can represent spatiotemporal processes in significantly fewer dimensions and can be solved many orders faster than their governing partial differential equations (PDEs). For example, using a proper orthogonal…

Machine Learning · Computer Science 2025-12-24 Shane X. Coffing , John Tipton , Arvind T. Mohan , Darren Engwirda

The data stream model has been defined for new classes of applications involving massive data being generated at a fast pace. Web click stream analysis and detection of network intrusions are two examples. Cluster analysis on data streams…

Databases · Computer Science 2007-05-23 Zengyou He , Xiaofei Xu , Shengchun Deng , Joshua Zhexue Huang

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

An efficient approach to calculate approximate pure-state and transition reduced density matrices in the framework of the multireference relativistic Fock-space coupled cluster (FS CC) theory is proposed. The method is based on the…

Computational Physics · Physics 2025-06-12 Alexander V. Oleynichenko , Andrei Zaitsevskii , Leonid V. Skripnikov , Ephraim Eliav

A Finite-Volume based POD-Galerkin reduced order modeling strategy for steady-state Reynolds averaged Navier--Stokes (RANS) simulation is extended for low-Prandtl number flow. The reduced order model is based on a full order model for which…

Fluid Dynamics · Physics 2020-08-04 Kelbij Star , Giovanni Stabile , Gianluigi Rozza , Joris Degroote

This article presents a general reduced order model (ROM) framework for addressing fluid dynamics problems involving time-dependent geometric parametrisations. The framework integrates Proper Orthogonal Decomposition (POD) and Empirical…

Fluid Dynamics · Physics 2024-05-07 J. R. Bravo , G. Stabile , M. Hess , J. A. Hernandez , R. Rossi , G. Rozza

We present a novel reduced-order pressure stabilization strategy based on continuous data assimilation(CDA) for two-dimensional incompressible Navier-Stokes equations. A feedback control term is incorporated into pressure-correction…

Numerical Analysis · Mathematics 2023-04-04 Xi Li , Youcai Xu , Minfu Feng

In this paper, we propose a novel approximation strategy for time-dependent hyperbolic systems of conservation laws for the Euler system of gas dynamics that aims to represent the dynamics of strong interacting discontinuities. The goal of…

Numerical Analysis · Mathematics 2023-01-16 Paola Bacigaluppi , Rémi Abgrall , Svetlana Tokareva

The combination of Markov state modeling (MSM) and molecular dynamics (MD) simulations has been shown in recent years to be a valuable approach to unravel the slow processes of molecular systems with increasing complexity. While the…

Computational Physics · Physics 2024-05-29 R. Gregor Weiß , Benjamin Ries , Shuzhe Wang , Sereina Riniker

Model order reduction (MOR) involves offering low-dimensional models that effectively approximate the behavior of complex high-order systems. Due to potential model complexities and computational costs, designing controllers for…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Behrad Samari , Amy Nejati , Abolfazl Lavaei

Generating a digital twin of any complex system requires modeling and computational approaches that are efficient, accurate, and modular. Traditional reduced order modeling techniques are targeted at only the first two but the novel…

Fluid Dynamics · Physics 2020-01-29 Shady E. Ahmed , Sk. Mashfiqur Rahman , Omer San , Adil Rasheed , Ionel M. Navon

The clustering of bounded data presents unique challenges in statistical analysis due to the constraints imposed on the data values. This paper introduces a novel method for model-based clustering specifically designed for bounded data.…

Methodology · Statistics 2025-05-16 Luca Scrucca

In this paper, we propose a novel reduced order model (ROM) lengthscale definition that is based on energy distribution arguments. This novel ROM lengthscale is fundamentally different from the current ROM lengthscales, which are generally…

Fluid Dynamics · Physics 2021-08-06 Changhong Mou , Elia Merzari , Omer San , Traian Iliescu

This paper proposes a general framework for structure-preserving model reduction of a secondorder network system based on graph clustering. In this approach, vertex dynamics are captured by the transfer functions from inputs to individual…

Systems and Control · Computer Science 2017-06-08 Xiaodong Cheng , Yu Kawano , Jacquelien M. A. Scherpen

Conventional SLAM algorithms takes a strong assumption of scene motionlessness, which limits the application in real environments. This paper tries to tackle the challenging visual SLAM issue of moving objects in dynamic environments. We…

Robotics · Computer Science 2019-02-26 Handuo Zhang , Karunasekera Hasith , Han Wang

Numerical simulations of contaminant dispersion, as after a gas leakage incident on a chemical plant, can provide valuable insights for both emergency response and preparedness. Simulation approaches combine incompressible Navier-Stokes…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Lisa Kühn , Jacopo Bonari , Max von Danwitz , Alexander Popp
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