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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

Model order reduction (MOR) is crucial for the design process of integrated circuits. Specifically, the vast amount of passive RLCk elements in electromagnetic models extracted from physical layouts exacerbates the extraction time, the…

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

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

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…

Numerical Analysis · Mathematics 2019-08-15 Roland Pulch , Akil Narayan

Port-Hamiltonian systems result from port-based network modeling of physical systems and are an important example of passive state-space systems. In this paper, we develop the framework for model reduction of large-scale…

Numerical Analysis · Mathematics 2015-03-17 Serkan Gugercin , Rostyslav V. Polyuga , Christopher Beattie , Arjan van der Schaft

Classical model order reduction (MOR) for parametric problems may become computationally inefficient due to large sizes of the required projection bases, especially for problems with slowly decaying Kolmogorov n-widths. Additionally,…

Numerical Analysis · Mathematics 2024-05-21 Robin Herkert , Patrick Buchfink , Bernard Haasdonk

In post--layout circuit simulation, efficient model order reduction (MOR) for many--port resistor--capacitor (RC) circuits remains a crucial issue. The current mainstream MOR methods for such circuits include high--order moment matching…

Systems and Control · Electrical Eng. & Systems 2025-10-21 Siyuan Yin , Yuncheng Xu , Lin Liu , Fan Yang , Xuan Zeng , Chengtao An , Yangfeng Su

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

The $\mathcal{H}_2$-optimal Model Order Reduction (MOR) is one of the most significant frameworks for reduction methodologies for linear dynamical systems. In this context, the Iterative Rational Krylov Algorithm (\IRKA) is a well…

Numerical Analysis · Mathematics 2025-08-04 Yiding Lin , Valeria Simoncini

During the past decade, Model Order Reduction (MOR) has become key enabler for the efficient simulation of large circuit models. MOR techniques based on moment-matching are well established due to their simplicity and computational…

The field of model order reduction (MOR) is growing in importance due to its ability to extract the key insights from complex simulations while discarding computationally burdensome and superfluous information. We provide an overview of MOR…

Nuclear Theory · Physics 2022-09-14 J. A. Melendez , C. Drischler , R. J. Furnstahl , A. J. Garcia , Xilin Zhang

Model order reduction (MOR) techniques play a crucial role in the computer-aided design of modern integrated circuits, where they are used to reduce the size of parasitic networks. Unfortunately, the efficient reduction of passive networks…

Computational Engineering, Finance, and Science · Computer Science 2016-06-29 Denis Oyaro , Piero Triverio

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…

Optimization and Control · Mathematics 2023-11-29 Sergey Dolgov , Dante Kalise , Luca Saluzzi

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 propose a new reinforcement learning algorithm for partially observable Markov decision processes (POMDP) based on spectral decomposition methods. While spectral methods have been previously employed for consistent learning of (passive)…

Artificial Intelligence · Computer Science 2017-06-20 Kamyar Azizzadenesheli , Alessandro Lazaric , Animashree Anandkumar

We present a modified model order reduction (MOR) technique for the FFT-based simulation of composite microstructures. It utilizes the earlier introduced MOR technique (Kochmann et al. [2019]), which is based on solving the…

Computational Engineering, Finance, and Science · Computer Science 2021-03-19 Christian Gierden , Johanna Waimann , Bob Svendsen , Stefanie Reese

We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the…

Dynamical Systems · Mathematics 2023-02-13 Riccardo Morandin , Jonas Nicodemus , Benjamin Unger

Model order reduction (MOR) is essential in integrated circuit design, particularly when dealing with large-scale electromagnetic models extracted from complex designs. The numerous passive elements introduced in these models pose…

Numerical Analysis · Mathematics 2024-11-22 Christos Giamouzis , Dimitrios Garyfallou , Nestor Evmorfopoulos , George Stamoulis

The Model Order Reduction (MOR) technique can provide compact numerical models for fast simulation. Different from the intrusive MOR methods, the non-intrusive MOR does not require access to the Full Order Models (FOMs), especially system…

Machine Learning · Computer Science 2022-04-20 Qinyu Zhuang , Dirk Hartmann , Hans Joachim Bungartz , Juan Manuel Lorenzi