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We develop an optimization-based algorithm for parametric model order reduction (PMOR) of linear time-invariant dynamical systems. Our method aims at minimizing the $\mathcal{H}_\infty \otimes \mathcal{L}_\infty$ approximation error in the…

Systems and Control · Electrical Eng. & Systems 2023-03-21 Paul Schwerdtner , Manuel Schaller

This work presents two novel approaches for the symplectic model reduction of high-dimensional Hamiltonian systems using data-driven quadratic manifolds. Classical symplectic model reduction approaches employ linear symplectic subspaces for…

Numerical Analysis · Mathematics 2023-08-25 Harsh Sharma , Hongliang Mu , Patrick Buchfink , Rudy Geelen , Silke Glas , Boris Kramer

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

This paper reports a development in the proper symplectic decomposition (PSD) for model reduction of forced Hamiltonian systems. As an analogy to the proper orthogonal decomposition (POD), PSD is designed to build a symplectic subspace to…

Numerical Analysis · Mathematics 2016-03-14 Liqian Peng , Kamran Mohseni

Hamiltonian operator inference has been developed in [Sharma, H., Wang, Z., Kramer, B., Physica D: Nonlinear Phenomena, 431, p.133122, 2022] to learn structure-preserving reduced-order models (ROMs) for Hamiltonian systems. The method…

Numerical Analysis · Mathematics 2025-07-21 Yuwei Geng , Lili Ju , Boris Kramer , Zhu Wang

The proper orthogonal decomposition reduced-order models (POD-ROMs) have been widely used as a computationally efficient surrogate models in large-scale numerical simulations of complex systems. However, when it is applied to a Hamiltonian…

Numerical Analysis · Mathematics 2017-03-08 Yuezheng Gong , Qi Wang , Zhu Wang

Model order reduction (MOR) involves offering low-dimensional models that effectively approximate the behavior of complex high-order systems. Due to potential model complexities and computational costs, designing controllers for…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Behrad Samari , Amy Nejati , Abolfazl Lavaei

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

Port-based network modeling of multi-physics problems leads naturally to a formulation as port-Hamiltonian differential-algebraic system. In this way, the physical properties are directly encoded in the structure of the model. Since the…

Optimization and Control · Mathematics 2024-12-20 Sarah-Alexa Hauschild , Nicole Marheineke , Volker Mehrmann

We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin…

Numerical Analysis · Mathematics 2023-08-15 Roland Pulch , Olivier Sète

This paper presents an H2-optimal model order reduction (MOR) method for linear systems with quadratic outputs based on Riemannian optimization. The H2-optimal MOR is formulated as an optimization problem in which the optimization variables…

Optimization and Control · Mathematics 2026-05-12 Xiaolong Wang , Chenglong Liu

Though ubiquitous as first-principles models for conservative phenomena, Hamiltonian systems present numerous challenges for model reduction even in relatively simple, linear cases. Here, we present a method for the projection-based model…

Numerical Analysis · Mathematics 2024-07-12 Anthony Gruber , Irina Tezaur

Mathematical modeling often yields linear dynamical systems in science and engineering. We change physical parameters of the system into random variables to perform an uncertainty quantification. The stochastic Galerkin method yields a…

Numerical Analysis · Mathematics 2019-09-17 Roland Pulch

We investigate linear dynamical systems of second order. Uncertainty quantification is applied, where physical parameters are substituted by random variables. A stochastic Galerkin method yields a linear dynamical system of second order…

Numerical Analysis · Mathematics 2023-06-21 Roland Pulch

Model order reduction (MOR) techniques have always struggled in compressing information for advection dominated problems. Their linear nature does not allow to accelerate the slow decay of the Kolmogorov $N$--width of these problems. In the…

Numerical Analysis · Mathematics 2020-04-01 Davide Torlo

We propose a projection-based monolithic model order reduction (MOR) procedure for a class of problems in nonlinear mechanics with internal variables. The work is is motivated by applications to thermo-hydro-mechanical (THM) systems for…

Numerical Analysis · Mathematics 2021-09-14 Angelo Iollo , Giulia Sambataro , Tommaso Taddei

We present a novel model-order reduction (MOR) method for linear time-invariant systems that preserves passivity and is thus suited for structure-preserving MOR for port-Hamiltonian (pH) systems. Our algorithm exploits the well-known…

Dynamical Systems · Mathematics 2021-08-30 Tobias Breiten , Benjamin Unger

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

Many Hamiltonian systems can be recast in multi-symplectic form. We develop a reduced-order model (ROM) for multi-symplectic Hamiltonian partial differential equations (PDEs) that preserves the global energy. The full-order solutions are…

Numerical Analysis · Mathematics 2022-08-30 Murat Uzunca , Bülent Karasözen , Ayhan Aydın

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…

Applied Physics · Physics 2026-02-05 Sander Metting van Rijn , Linus Taenzer , Paolo Tiso , Bart Van Damme