Related papers: Low-dimensional approximations of high-dimensional…
Solving complex partial differential equations is vital in the physical sciences, but often requires computationally expensive numerical methods. Reduced-order models (ROMs) address this by exploiting dimensionality reduction to create fast…
Reduced order modeling methods are often used as a mean to reduce simulation costs in industrial applications. Despite their computational advantages, reduced order models (ROMs) often fail to accurately reproduce complex dynamics…
We introduce an approximation strategy for the discounted moments of a stochastic process that can, for a large class of problems, approximate the true moments. These moments appear in pricing formulas of financial products such as bonds…
This paper proposes a data-driven algorithm for model order reduction (MOR) of large-scale wind farms and studies the effects that the obtained reduced-order model (ROM) has when this is integrated into the power grid. With respect to…
Managing a book of options on several underlying involves controlling positions of several thousands of financial assets. It is one of the most challenging financial problems involving both pricing and microstructural modeling. An options…
We consider a second-order linear system of ordinary differential equations (ODEs) including random variables. A stochastic Galerkin method yields a larger deterministic linear system of ODEs. We apply a model order reduction (MOR) of this…
In the aim of reducing the computational cost of the resolution of parameter-dependent eigenvalue problems, a model order reduction (MOR) procedure is proposed. We focus on the case of non-self-adjoint generalized eigenvalue problems, such…
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…
In this paper, a parametric model order reduction (pMOR) technique is proposed to find a simplified system representation of a large-scale and complex thermal system. The main principle behind this technique is that any change of the…
Reduced basis methods are projection-based model order reduction techniques for reducing the computational complexity of solving parametrized partial differential equation problems. In this work we discuss the design of pyMOR, a freely…
In this paper, balancing based model order reduction (MOR) for large-scale linear discrete-time time-invariant systems in prescribed finite time intervals is studied. The first main topic is the development of error bounds regarding the…
Many model order reduction (MOR) methods rely on the computation of an orthonormal basis of a subspace onto which the large full order model is projected. Numerically, this entails the orthogonalization of a set of vectors. The nature of…
Though high-performance computing enables high-fidelity simulations of complex engineering systems, accurately resolving multi-scale physics for real-world problems remains computationally prohibitive, particularly in many-query…
The simulation of electric rotating machines is both computationally expensive and memory intensive. To overcome these costs, model order reduction techniques can be applied. The focus of this contribution is especially on machines that…
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…
Parametric high-fidelity simulations are of interest for a wide range of applications. But the restriction of computational resources renders such models to be inapplicable in a real-time context or in multi-query scenarios. Model order…
Model Order Reduction (MOR) can significantly reduce the computational cost of vibroacoustic simulations. While most MOR research focuses on single-domain systems (e.g., structural dynamics or computational fluid mechanics), this work…
Dynamical systems are pervasive in almost all engineering and scientific applications. Simulating such systems is computationally very intensive. Hence, Model Order Reduction (MOR) is used to reduce them to a lower dimension. Most of the…
We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible…
Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is…