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Predicting and understanding the chaotic dynamics in complex systems is essential in various applications. However, conventional approaches, whether full-scale simulations or small-scale omissions, fail to offer a comprehensive solution.…

Computational Physics · Physics 2024-03-28 Pengyu Lai , Jing Wang , Rui Wang , Dewu Yang , Haoqi Fei , Hui Xu

In this paper, we compare the intrusive proper orthogonal decomposition (POD) with Galerkin projection and the data-driven dynamic mode decomposition (DMD), for Heston's option pricing model. The full order model is obtained by…

Numerical Analysis · Mathematics 2025-01-03 Sinem Kozpınar , Murat Uzunca , Bülent Karasözen

The recently developed generalized Fourier-Galerkin method is complemented by a numerical continuation with respect to the kinetic energy, which extends the framework to the investigation of modal interactions resulting in folds of the…

Numerical Analysis · Mathematics 2021-01-07 Malte Krack , Lars Panning-von Scheidt , Jörg Wallaschek

Model order reduction through the POD-Galerkin method can lead to dramatic gains in terms of computational efficiency in solving physical problems. However, the applicability of the method to non linear high-dimensional dynamical systems…

Training nonlinear parametrizations such as deep neural networks to numerically approximate solutions of partial differential equations is often based on minimizing a loss that includes the residual, which is analytically available in…

Numerical Analysis · Mathematics 2023-06-28 Yuxiao Wen , Eric Vanden-Eijnden , Benjamin Peherstorfer

In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

Numerical Analysis · Mathematics 2024-01-22 Maria Strazzullo , Fabio Vicini

This paper describes the use of a quadratic manifold for the model order reduction of structural dynamics problems featuring geometric nonlinearities. The manifold is tangent to a subspace spanned by the most relevant vibration modes, and…

Computational Engineering, Finance, and Science · Computer Science 2017-05-22 Shobhit Jain , Paolo Tiso , Daniel J. Rixen , Johannes B. Rutzmoser

Suitable reduced order models (ROMs) are computationally efficient tools in characterizing key dynamical and statistical features of nature. In this paper, a systematic multiscale stochastic ROM framework is developed for complex systems…

Computational Physics · Physics 2022-03-23 Changhong Mou , Nan Chen , Traian Iliescu

Steering a system towards a desired target in a very short amount of time is challenging from a computational standpoint. Indeed, the intrinsically iterative nature of optimal control problems requires multiple simulations of the physical…

Optimization and Control · Mathematics 2025-05-16 Matteo Tomasetto , Andrea Manzoni , Francesco Braghin

This work investigates model order reduction for time-dependent parametrized variational inequalities, with a focus on discrete contact problems. As a prototypical example, we consider an agent-based crowd model [Maury et al., 2011] in…

Numerical Analysis · Mathematics 2026-05-06 Giulia Sambataro , Virginie Ehrlacher

We propose reduced order methods as a suitable approach to face parametrized optimal control problems governed by partial differential equations, with applications in en- vironmental marine sciences and engineering. Environmental…

Numerical Analysis · Mathematics 2023-08-08 Maria Strazzullo , Francesco Ballarin , Renzo Mosetti , Gianluigi Rozza

We investigate model order reduction (MOR) strategies for simulating unsteady hemodynamics within cerebrovascular systems, contrasting a physics-based intrusive approach with a data-driven non-intrusive framework. High-fidelity 3D…

Numerical Analysis · Mathematics 2026-03-20 Rahul Halder , Arash Hajisharifi , Kabir Bakhshaei , Gianluigi Rozza

In this work, we propose and investigate stable high-order collocation-type discretisations of the discontinuous Galerkin method on equidistant and scattered collocation points. We do so by incorporating the concept of discrete least…

Numerical Analysis · Mathematics 2021-02-24 Jan Glaubitz , Philipp Oeffner

Model predictive controllers use dynamics models to solve constrained optimal control problems. However, computational requirements for real-time control have limited their use to systems with low-dimensional models. Nevertheless,…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Joseph Lorenzetti , Andrew McClellan , Charbel Farhat , Marco Pavone

Modeling complex dynamical systems under varying conditions is computationally intensive, often rendering high-fidelity simulations intractable. Although reduced-order models (ROMs) offer a promising solution, current methods often struggle…

Machine Learning · Computer Science 2026-01-16 Andrew F. Ilersich , Kevin Course , Prasanth B. Nair

In this paper, we propose an efficient data-driven predictive control approach for general nonlinear processes based on a reduced-order Koopman operator. A Kalman-based sparse identification of nonlinear dynamics method is employed to…

Systems and Control · Electrical Eng. & Systems 2024-04-02 Xuewen Zhang , Minghao Han , Xunyuan Yin

Rapid simulations of advection-dominated problems are vital for multiple engineering and geophysical applications. In this paper, we present a long short-term memory neural network to approximate the nonlinear component of the reduced-order…

Machine Learning · Computer Science 2019-11-04 Romit Maulik , Vishwas Rao , Sandeep Madireddy , Bethany Lusch , Prasanna Balaprakash

A wide range of implicit time integration methods, including multi-step, implicit Runge-Kutta, and Galerkin finite-time element schemes, is evaluated in the context of chaotic dynamical systems. The schemes are applied to solve the Lorenz…

Computational Physics · Physics 2024-01-02 Viktoriya Morozova , James G. Coder , Kevin Holst

By incorporating physical consistency as inductive bias, deep neural networks display increased generalization capabilities and data efficiency in learning nonlinear dynamic models. However, the complexity of these models generally…

Machine Learning · Computer Science 2025-03-03 Katharina Friedl , Noémie Jaquier , Jens Lundell , Tamim Asfour , Danica Kragic

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

Systems and Control · Computer Science 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski