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In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…

Systems and Control · Electrical Eng. & Systems 2021-05-06 Giordano Scarciotti , Andrew R. Teel

Despite the success of model predictive control (MPC), its application to high-dimensional systems, such as flexible structures and coupled fluid/rigid-body systems, remains a largely open challenge due to excessive computational…

Systems and Control · Computer Science 2019-05-03 Joseph Lorenzetti , Benoit Landry , Sumeet Singh , Marco Pavone

In many areas of engineering, nonlinear numerical analysis is playing an increasingly important role in supporting the design and monitoring of structures. Whilst increasing computer resources have made such formerly prohibitive analyses…

Numerical Analysis · Mathematics 2020-07-02 Thomas Simpson , Nikolaos Dervilis , Eleni Chatzi

Dynamical systems are ubiquitous and are often modeled using a non-linear system of governing equations. Numerical solution procedures for many dynamical systems have existed for several decades, but can be slow due to high-dimensional…

Machine Learning · Computer Science 2021-09-14 Kaushik Balakrishnan , Devesh Upadhyay

Model order reduction in high-dimensional, nonlinear dynamical systems if often enabled through fast-slow timescale separation. One such approach involves identifying a low-dimensional slow manifold to which the state rapidly converges and…

Dynamical Systems · Mathematics 2026-05-14 Dan Wilson

A non-intrusive reduced order model based on convolutional autoencoders (NIROM-CAEs) is proposed as a data-driven tool to build an efficient nonlinear reduced-order model for stochastic spatio-temporal large-scale physical problems. The…

Fluid Dynamics · Physics 2022-08-08 Azzedine Abdedou , Azzeddine Soulaïmani

In this work we focus on reduced order modelling for problems for which the resulting reduced basis spaces show a slow decay of the Kolmogorov $n$-width, or, in practical calculations, its computational surrogate given by the magnitude of…

Numerical Analysis · Mathematics 2023-08-30 Monica Nonino , Francesco Ballarin , Gianluigi Rozza , Yvon Maday

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

Real-world systems are often characterized by high-dimensional nonlinear dynamics, making them challenging to control in real time. While reduced-order models (ROMs) are frequently employed in model-based control schemes, dimensionality…

Systems and Control · Electrical Eng. & Systems 2023-09-13 John Irvin Alora , Luis A. Pabon , Johannes Köhler , Mattia Cenedese , Ed Schmerling , Melanie N. Zeilinger , George Haller , Marco Pavone

Uncertain dynamic obstacles, such as pedestrians or vehicles, pose a major challenge for optimal robot navigation with safety guarantees. Previous work on motion planning has followed two main strategies to provide a safe bound on an…

This paper presents a technique for reduced-order Markov modeling for compact representation of time-series data. In this work, symbolic dynamics-based tools have been used to infer an approximate generative Markov model. The time-series…

Machine Learning · Statistics 2017-09-28 Devesh K Jha , Nurali Virani , Jan Reimann , Abhishek Srivastav , Asok Ray

As a core part of autonomous driving systems, motion planning has received extensive attention from academia and industry. However, real-time trajectory planning capable of spatial-temporal joint optimization is challenged by nonholonomic…

Robotics · Computer Science 2023-04-11 Zhichao Han , Yuwei Wu , Tong Li , Lu Zhang , Liuao Pei , Long Xu , Chengyang Li , Changjia Ma , Chao Xu , Shaojie Shen , Fei Gao

While model order reduction is a promising approach in dealing with multi-scale time-dependent systems that are too large or too expensive to simulate for long times, the resulting reduced order models can suffer from instabilities. We have…

Fluid Dynamics · Physics 2022-06-08 Jacob Price , Brek Meuris , Madelyn Shapiro , Panos Stinis

This paper introduces a novel method for approximating the dynamics of a large autonomous system projected onto a fixed subspace. The core contribution is a novel recursive algorithm to construct an effective time-dependent generator that…

Quantum Physics · Physics 2025-10-24 Tommaso Grigoletto

Multiple model reduction techniques have been proposed to tackle linear and non linear problems. Intrusive model order reduction techniques exhibit high accuracy levels, however, they are rarely used as a standalone industrial tool, because…

Computational Engineering, Finance, and Science · Computer Science 2025-04-10 Mikhael Tannous , Chady Ghnatios , Eivind Fonn , Trond Kvamsdal , Francisco Chinesta

In this paper, new implicit methods with reduced memory are developed for solving the time-dependent Boltzmann transport equation (BTE). One-group transport problems in 1D slab geometry are considered. The reduced-memory methods are…

Numerical Analysis · Mathematics 2026-03-18 Rylan C. Paye , Dmitriy Y. Anistratov , Jim E. Morel , James S. Warsa

The vast majority of reduced-order models (ROMs) first obtain a low dimensional representation of the problem from high-dimensional model (HDM) training data which is afterwards used to obtain a system of reduced complexity. Unfortunately,…

Numerical Analysis · Mathematics 2023-09-14 Victor Zucatti , Matthew J. Zahr

In this paper, a practicable simulation-free model order reduction method by nonlinear moment matching is developed. Based on the steady-state interpretation of linear moment matching, we comprehensively explain the extension of this…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Maria Cruz Varona , Raphael Gebhart , Julian Suk , Boris Lohmann

Coordinate descent methods have considerable impact in global optimization because global (or, at least, almost global) minimization is affordable for low-dimensional problems. Coordinate descent methods with high-order regularized models…

Optimization and Control · Mathematics 2023-04-28 V. S. Amaral , R. Andreani , E. G. Birgin , D. S. Marcondes , J. M. Martínez

Assembly of large scale structural systems in space is understood as critical to serving applications that cannot be deployed from a single launch. Recent literature proposes the use of discrete modular structures for in-space assembly and…

Multiagent Systems · Computer Science 2020-08-28 Allan Costa , Benjamin Jenett , Irina Kostitsyna , Amira Abdel-Rahman , Neil Gershenfeld , Kenneth Cheung