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By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

Shape optimization is a challenging task in many engineering fields, since the numerical solutions of parametric system may be computationally expensive. This work presents a novel optimization procedure based on reduced order modeling,…

Numerical Analysis · Mathematics 2018-11-07 Nicola Demo , Marco Tezzele , Gianluca Gustin , Gianpiero Lavini , Gianluigi Rozza

In PDE-constrained optimization, proper orthogonal decomposition (POD) provides a surrogate model of a (potentially expensive) PDE discretization, on which optimization iterations are executed. Because POD models usually provide good…

Optimization and Control · Mathematics 2021-08-05 Paul Manns , Stefan Ulbrich

Transport-dominated phenomena provide a challenge for common mode-based model reduction approaches. We present a model reduction method, which is suited for these kind of systems. It extends the proper orthogonal decomposition (POD) by…

Numerical Analysis · Mathematics 2018-02-20 Julius Reiss , Philipp Schulze , Jörn Sesterhenn , Volker Mehrmann

This paper presents a structure-exploiting nonlinear model reduction method for systems with general nonlinearities. First, the nonlinear model is lifted to a model with more structure via variable transformations and the introduction of…

Numerical Analysis · Computer Science 2019-07-30 Boris Kramer , Karen Willcox

Prediction of the state evolution of complex high-dimensional nonlinear systems is challenging due to the nonlinear sensitivity of the evolution to small inaccuracies in the model. Data Assimilation (DA) techniques improve state estimates…

Data Analysis, Statistics and Probability · Physics 2023-07-10 Aishah Albarakati , Marko Budisic , Erik Van Vleck

This paper introduces the $3^{rd}$-order Spectral Representation Method for simulation of non-stationary and non-Gaussian stochastic processes. The proposed method extends the classical $2^{nd}$-order Spectral Representation Method to…

Statistics Theory · Mathematics 2022-06-01 Lohit Vandanapu , Michael D. Shields

We demonstrate that accurate computation of the spectral proper orthogonal decomposition (SPOD) critically depends on the choice of frequency resolution. Using both artificially generated data and large-eddy simulation data of a turbulent…

Fluid Dynamics · Physics 2024-02-27 Liam Heidt , Tim Colonius

The optimal transport (OT) problem can be reduced to a linear programming (LP) problem through discretization. In this paper, we introduced the random block coordinate descent (RBCD) methods to directly solve this LP problem. Our approach…

Optimization and Control · Mathematics 2023-11-27 Yue Xie , Zhongjian Wang , Zhiwen Zhang

The proper orthogonal decomposition reduced-order models (POD-ROMs) have been widely used as a computationally efficient surrogate models in large-scale numerical simulations of complex systems. However, when it is applied to a Hamiltonian…

Numerical Analysis · Mathematics 2017-03-08 Yuezheng Gong , Qi Wang , Zhu Wang

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

In this paper, we propose an efficient proper orthogonal decomposition based reduced-order model(POD-ROM) for nonstationary Stokes equations, which combines the classical projection method with POD technique. This new scheme mainly owns two…

Numerical Analysis · Mathematics 2023-04-04 Xi Li , Yan Luo , Minfu Feng

We present a data-driven nonintrusive model order reduction method for dynamical systems with moving boundaries. The proposed method draws on the proper orthogonal decomposition, Gaussian process regression, and moving least squares…

Computational Engineering, Finance, and Science · Computer Science 2021-03-18 Zhan Ma , Wenxiao Pan

The dynamic mode decomposition (DMD) has become a leading tool for data-driven modeling of dynamical systems, providing a regression framework for fitting linear dynamical models to time-series measurement data. We present a simple…

Numerical Analysis · Mathematics 2017-04-11 Travis Askham , J. Nathan Kutz

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

In this paper we present algorithms for an efficient implementation of the Localized Orthogonal Decomposition method (LOD). The LOD is a multiscale method for the numerical simulation of partial differential equations with a continuum of…

Numerical Analysis · Mathematics 2019-02-21 Christian Engwer , Patrick Henning , Axel Målqvist , Daniel Peterseim

In our previous work, a reduced order model (ROM) for a stochastic system was made, where noisy data was projected onto principal component analysis (PCA)-derived basis vectors to obtain an accurate reconstruction of the noise-free data.…

Numerical Analysis · Mathematics 2017-02-07 Indika Udagedara , Brian Helenbrook , Aaron Luttman , Jared Catenacci

This paper presents a randomized algorithm for computing the near-optimal low-rank dynamic mode decomposition (DMD). Randomized algorithms are emerging techniques to compute low-rank matrix approximations at a fraction of the cost of…

Numerical Analysis · Mathematics 2019-11-28 N. Benjamin Erichson , Lionel Mathelin , Steven L. Brunton , J. Nathan Kutz

In this work, we present a model order reduction technique for nonlinear structures assembled from components.The reduced order model is constructed by reducing the substructures with proper orthogonal decomposition and connecting them by a…

Computational Engineering, Finance, and Science · Computer Science 2024-11-15 Stephan Ritzert , Jannick Kehls , Stefanie Reese , Tim Brepols

The evaluation of robustness and reliability of realistic structures in the presence of uncertainty involves costly numerical simulations with a very high number of evaluations. This motivates model order reduction techniques like the…

Numerical Analysis · Mathematics 2024-12-20 Steffen Kastian , Dieter Moser , Stefanie Reese , Lars Grasedyck