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Optimal control problems driven by evolutionary partial differential equations arise in many industrial applications and their numerical solution is known to be a challenging problem. One approach to obtain an optimal feedback control is…

Numerical Analysis · Mathematics 2023-05-16 Gerhard Kirsten , Luca Saluzzi

Deterministic solutions to the Sn transport equation can be computationally expensive to calculate. Reduced Order Models (ROMs) provide an efficient means of approximating the Full Order Model (FOM) solution. We propose a novel approach for…

Numerical Analysis · Mathematics 2025-12-17 Quincy Huhn , Jean Ragusa , Youngsoo Choi

The proper orthogonal decomposition (POD) is a powerful classical tool in fluid mechanics used, for instance, for model reduction and extraction of coherent flow features. However, its applicability to high-resolution data, as produced by…

Fluid Dynamics · Physics 2020-11-11 Philipp Krah , Thomas Engels , Kai Schneider , Julius Reiss

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

We present a new data-driven reduced-order modeling approach to efficiently solve parametrized partial differential equations (PDEs) for many-query problems. This work is inspired by the concept of implicit neural representation (INR),…

Numerical Analysis · Mathematics 2023-11-30 Tianshu Wen , Kookjin Lee , Youngsoo Choi

Dimensionality reduction is crucial for controlling nonlinear partial differential equations (PDE) through a "reduce-then-design" strategy, which identifies a reduced-order model and then implements model-based control solutions. However,…

Systems and Control · Electrical Eng. & Systems 2024-03-05 Xiangyuan Zhang , Saviz Mowlavi , Mouhacine Benosman , Tamer Başar

In this paper, a stabilized proper orthogonal decomposition (POD) reduced-order model (ROM) is presented for the barotropic vorticity equation. We apply the POD-ROM model to mid-latitude simplified oceanic basins, which are standard…

Fluid Dynamics · Physics 2018-01-29 Omer San , Traian Iliescu

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

We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…

Numerical Analysis · Mathematics 2020-05-19 Oleg Balabanov , Anthony Nouy

PDE-constrained optimal control problems require regularisation to ensure well-posedness, introducing small perturbations that make the solutions challenging to approximate accurately. We propose a finite element approach that couples both…

Numerical Analysis · Mathematics 2025-03-17 Jenny Power , Tristan Pryer

We consider linear model reduction in both the control and state variables for unconstrained linear-quadratic optimal control problems subject to time-varying parabolic PDEs. The first-order optimality condition for a state-space reduced…

Optimization and Control · Mathematics 2025-10-17 Michael Kartmann , Stefan Volkwein

This paper introduces the approach of Randomized Orthogonal Decomposition (ROD) for producing twin data models in order to overcome the drawbacks of existing reduced order modelling techniques. When compared to Fourier empirical…

Numerical Analysis · Mathematics 2024-10-07 Diana A. Bistrian

This paper proposes novel computational multiscale methods for linear second-order elliptic partial differential equations in nondivergence-form with heterogeneous coefficients satisfying a Cordes condition. The construction follows the…

Numerical Analysis · Mathematics 2024-07-03 Philip Freese , Dietmar Gallistl , Daniel Peterseim , Timo Sprekeler

We derive several numerical methods for designing optimized first-order algorithms in unconstrained convex optimization settings. Our methods are based on the Performance Estimation Problem (PEP) framework, which casts the worst-case…

Optimization and Control · Mathematics 2025-07-29 Yassine Kamri , Julien M. Hendrickx , François Glineur

Proper orthogonal decomposition (POD) and dynamic mode decomposition (DMD) are two complementary singular-value decomposition (SVD) techniques that are widely used to construct reduced-order models (ROMs) in a variety of fields of science…

Numerical Analysis · Mathematics 2020-02-19 Hannah Lu , Daniel M. Tartakovsky

Direct methods for the simulation of optimal control problems apply a specific discretization to the dynamics of the problem, and the discrete adjoint method is suitable to calculate corresponding conditions to approximate an optimal…

We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…

Numerical Analysis · Mathematics 2019-04-15 Roland Pulch

The light-based minimum-time circadian entrainment problem for mammals, Neurospora, and Drosophila is studied based on the mathematical models of their circadian gene regulation. These models contain high order nonlinear differential…

Molecular Networks · Quantitative Biology 2019-03-12 Jiawei Yin , Agung Julius , John T. Wen

This article presents an innovative approach for developing an efficient reduced-order model to study the dispersion of urban air pollutants. The need for real-time air quality monitoring has become increasingly important, given the rise in…

Numerical Analysis · Mathematics 2023-05-29 Moaad Khamlich , Giovanni Stabile , Gianluigi Rozza , László Környei , Zoltán Horváth

Many control policies used in various applications determine the input or action by solving a convex optimization problem that depends on the current state and some parameters. Common examples of such convex optimization control policies…

Optimization and Control · Mathematics 2019-12-23 Akshay Agrawal , Shane Barratt , Stephen Boyd , Bartolomeo Stellato