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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

The increasing size and complexity of modern power systems have led to a high-dimensional mathematical model for transient stability studies, rendering full-scale simulations computationally burdensome. While dimensionality reduction is…

Dynamical Systems · Mathematics 2025-12-08 Farhana Farooq , Danish Rafiq

The goal of image ordinal estimation is to estimate the ordinal label of a given image with a convolutional neural network. Existing methods are mainly based on ordinal regression and particularly focus on modeling the ordinal mapping from…

Computer Vision and Pattern Recognition · Computer Science 2023-01-18 Yiming Lei , Zilong Li , Yangyang Li , Junping Zhang , Hongming Shan

Nonlinear parametric inverse problems appear in several prominent applications; one such application is Diffuse Optical Tomography (DOT) in medical image reconstruction. Such inverse problems present huge computational challenges, mostly…

Spectroscopy is an indispensable tool in understanding the structures and dynamics of molecular systems. However computational modelling of spectroscopy is challenging due to the exponential scaling of computational complexity with system…

Quantum Physics · Physics 2021-06-22 Chee-Kong Lee , Chang-Yu Hsieh , Shengyu Zhang , Liang Shi

Color theme or color palette can deeply influence the quality and the feeling of a photograph or a graphical design. Although color palettes may come from different sources such as online crowd-sourcing, photographs and graphical designs,…

Computer Vision and Pattern Recognition · Computer Science 2017-03-20 Huy Q. Phan , Hongbo Fu , Antoni B. Chan

In this paper, we propose high order numerical methods to solve a 2D advection diffusion equation, in the highly oscillatory regime. We use an integrator strategy that allows the construction of arbitrary high-order schemes {leading} to an…

Numerical Analysis · Mathematics 2024-11-11 Clarissa Astuto

This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…

Optimization and Control · Mathematics 2021-12-07 Rishabh Gupta , Qi Zhang

One approach to parametric and adaptive model reduction is via the interpolation of orthogonal bases, subspaces or positive definite system matrices. In all these cases, the sampled inputs stem from matrix sets that feature a geometric…

Numerical Analysis · Mathematics 2022-12-16 Ralf Zimmermann

In this paper, we present an adaptive framework for constructing a pseudo-optimal reduced model for the frequency-limited H2-optimal model order reduction problem. We show that the frequency-limited pseudo-optimal reduced-order model has an…

Systems and Control · Electrical Eng. & Systems 2021-09-27 Umair Zulfiqar , Victor Sreeram , Xin Du

We present a practical methodology for inverse design of compact high-order/multiresonance filters in linear passive 2-port wave-scattering systems, targeting any desired transmission spectrum (such as standard pass/stop-band filters). Our…

Applied Physics · Physics 2026-02-11 Mo Chen , Steven G. Johnson , Aristeidis Karalis

High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…

Numerical Analysis · Mathematics 2023-07-10 Jan S. Hesthaven , Cecilia Pagliantini , Nicolò Ripamonti

The numerical simulation of electromagnetic transients in fusion devices is essential for analyzing plasma stability and disruptive events. However, it remains computationally demanding due to the large-scale dense systems arising from…

Numerical Analysis · Mathematics 2026-05-28 Salvatore Ventre

We present an adaptive reduced-order model for the efficient time-resolved simulation of fluid-structure interaction problems with complex and non-linear deformations. The model is based on repeated linearizations of the structural balance…

Fluid Dynamics · Physics 2020-04-13 Ali Thari , Vito Pasquariello , Niels Aage , Stefan Hickel

The ground state energy of a many-electron system can be approximated by an variational approach in which the total energy of the system is minimized with respect to one and two-body reduced density matrices (RDM) instead of many-electron…

Optimization and Control · Mathematics 2017-09-01 Yongfeng Li , Zaiwen Wen , Chao Yang , Yaxiang Yuan

We propose an inverse-design approach for computational spectrometers in which the scattering media are topology-optimized to achieve better performance in inference of unknown spectra. Unlike traditional end-to-end approaches, our inverse…

Optics · Physics 2026-03-31 Wenchao Ma , Raphaël Pestourie , Zin Lin , Steven G. Johnson

We present a technique for the approximation of a class of Hilbert space-valued maps which arise within the framework of Model Order Reduction for parametric partial differential equations, whose solution map has a meromorphic structure.…

Numerical Analysis · Mathematics 2021-02-19 Davide Pradovera

A reduced-order model algorithm, based on approximations of Lax pairs, is proposed to solve nonlinear evolution partial differential equations. Contrary to other reduced-order methods, like Proper Orthogonal Decomposition, the space where…

Numerical Analysis · Mathematics 2012-11-20 Jean-Frédéric Gerbeau , Damiano Lombardi

Collecting and analysing X-ray photons over either spatial or temporal scales encompassing varying optical depth values requires knowledge about the optical depth distribution. In the case of sufficiently broad optical depth distribution,…

Instrumentation and Methods for Astrophysics · Physics 2022-03-16 Nicola Locatelli , Gabriele Ponti , Stefano Bianchi

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt