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Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

This paper presents a novel non-linear model reduction method: Probabilistic Manifold Decomposition (PMD), which provides a powerful framework for constructing non-intrusive reduced-order models (ROMs) by embedding a high-dimensional system…

Numerical Analysis · Mathematics 2026-01-09 Jiaming Guo , Dunhui Xiao

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 data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…

Numerical Analysis · Mathematics 2021-05-04 Neeraj Sarna , Peter Benner

This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…

Machine Learning · Computer Science 2024-06-06 Victor Matray , Faisal Amlani , Frédéric Feyel , David Néron

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

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 presents a novel paradigm in simulation-based engineering sciences by introducing a new framework called Generative Parametric Design (GPD). The GPD framework enables the generation of new designs along with their corresponding…

Computational Engineering, Finance, and Science · Computer Science 2025-12-15 Mohammed El Fallaki Idrissi , Jad Mounayer , Sebastian Rodriguez , Fodil Meraghni , Francisco Chinesta

In the present work, a new methodology is proposed for building surrogate parametric models of engineering systems based on modular assembly of pre-solved modules. Each module is a generic parametric solution considering parametric…

Computational Engineering, Finance, and Science · Computer Science 2024-03-15 Angelo Pasquale , Mohammad-Javad Kazemzadeh-Parsi , Daniele Di Lorenzo , Victor Champaney , Amine Ammar , Francisco Chinesta

Design-space dimensionality reduction is essential to mitigate the cost of high-fidelity simulation-based optimization, especially when dealing with high-dimensional geometric parameterizations. Traditional linear techniques, such as…

Optimization and Control · Mathematics 2025-07-23 Andrea Serani , Giorgio Palma , Jeroen Wackers , Domenico Quagliarella , Stefano Gaggero , Matteo Diez

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 Projected Gradient Descent (PGD) algorithm is a widely used and efficient first-order method for solving constrained optimization problems due to its simplicity and scalability in large design spaces. Building on recent advancements in…

Optimization and Control · Mathematics 2025-06-18 Lucka Barbeau , Marc-Étienne Lamarche-Gagnon , Florin Ilinca

Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…

Machine Learning · Statistics 2025-09-16 Xiao Liu , Jingyi Feng , Xinchao Liu

The efficient condition assessment of engineered systems requires the coupling of high fidelity models with data extracted from the state of the system `as-is'. In enabling this task, this paper implements a parametric Model Order Reduction…

Numerical Analysis · Mathematics 2024-07-25 Konstantinos Vlachas , Konstantinos Tatsis , Konstantinos Agathos , Adam R. Brink , Eleni Chatzi

A significant advancement in nonlinear projection-based model order reduction (PMOR) is presented through a highly effective methodology. This methodology employs Gaussian process regression (GPR) and radial basis function (RBF)…

Fluid Dynamics · Physics 2026-01-22 S. Ares de Parga , Radek Tezaur , Carlos G. Hernández , Charbel Farhat

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…

Numerical Analysis · Mathematics 2021-10-18 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

The Inertia Relief (IR) technique is widely used by industry and produces equilibrated loads allowing to analyze unconstrained systems without resorting to the more expensive full dynamic analysis. The main goal of this work is to develop a…

Numerical Analysis · Mathematics 2020-12-04 F. Cavaliere , S. Zlotnik , R. Sevilla , X. Larrayoz , P. Diez

A parametric model order reduction (MOR) approach for simulating the high dimensional models arising in financial risk analysis is proposed on the basis of the proper orthogonal decomposition (POD) approach to generate small model…

Numerical Analysis · Mathematics 2021-10-05 Andreas Binder , Onkar Jadhav , Volker Mehrmann

We study the problem of finding the best linear model that can minimize least-squares loss given a data-set. While this problem is trivial in the low dimensional regime, it becomes more interesting in high dimensions where the population…

Machine Learning · Computer Science 2021-02-09 Yahya Sattar , Samet Oymak

An adaptive scheme to generate reduced-order models for parametric nonlinear dynamical systems is proposed. It aims to automatize the POD-Greedy algorithm combined with empirical interpolation. At each iteration, it is able to adaptively…

Numerical Analysis · Mathematics 2021-10-13 Sridhar Chellappa , Lihong Feng , Peter Benner
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