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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

Piecewise-linear nonlinear systems appear in many engineering disciplines. Prediction of the dynamic behavior of such systems is of great importance from practical and theoretical viewpoint. In this paper, a data-driven model order…

Dynamical Systems · Mathematics 2026-03-19 Akira Saito , Masato Tanaka

A nonlinear-manifold reduced order model (NM-ROM) is a great way of incorporating underlying physics principles into a neural network-based data-driven approach. We combine NM-ROMs with domain decomposition (DD) for efficient computation.…

Numerical Analysis · Mathematics 2023-12-04 Alejandro N. Diaz , Youngsoo Choi , Matthias Heinkenschloss

A novel reduced order model (ROM) for incompressible flows is developed by performing a Galerkin projection based on a fully (space and time) discrete full order model (FOM) formulation. This 'discretize-then-project' approach requires no…

This paper presents a proper generalized decomposition (PGD) based reduced-order model of hierarchical deep-learning neural networks (HiDeNN). The proposed HiDeNN-PGD method keeps both advantages of HiDeNN and PGD methods. The automatic…

Numerical Analysis · Mathematics 2022-01-12 Lei Zhang , Ye Lu , Shaoqiang Tang , Wing Kam Liu

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

Model predictive controllers use dynamics models to solve constrained optimal control problems. However, computational requirements for real-time control have limited their use to systems with low-dimensional models. Nevertheless,…

Systems and Control · Electrical Eng. & Systems 2024-10-30 Joseph Lorenzetti , Andrew McClellan , Charbel Farhat , Marco Pavone

Nonintrusive projection-based reduced order models (ROMs) are essential for dynamics prediction in multi-query applications where access to the source of the underlying full order model (FOM) is unavailable; that is, FOM is a black-box.…

Computational Physics · Physics 2024-10-16 Aviral Prakash , Yongjie Jessica Zhang

Physics-based simulations of earthquake ground motion are useful to complement recorded ground motions. However, the computational expense of performing numerical simulations hinders their applicability to tasks that require real-time…

Geophysics · Physics 2023-07-28 John M. Rekoske , Alice-Agnes Gabriel , Dave A. May

This paper presents a data-driven, nested Operator Inference (OpInf) approach for learning physics-informed reduced-order models (ROMs) from snapshot data of high-dimensional dynamical systems. The approach exploits the inherent hierarchy…

Machine Learning · Computer Science 2025-08-18 Nicole Aretz , Karen Willcox

The use of model-based numerical simulation of wave propagation in rooms for engineering applications requires that acoustic conditions for multiple parameters are evaluated iteratively and this is computationally expensive. We present a…

Deep Operator Network (DeepONet), a recently introduced deep learning operator network, approximates linear and nonlinear solution operators by taking parametric functions (infinite-dimensional objects) as inputs and mapping them to…

Computational Engineering, Finance, and Science · Computer Science 2023-10-12 Junyan He , Shashank Kushwaha , Jaewan Park , Seid Koric , Diab Abueidda , Iwona Jasiuk

Time domain simulations are crucial for analyzing transient behavior and broadband responses in electromagnetic problems. However, conventional numerical methods such as finite element method in time domain (FEMTD) and finite difference…

Computational Physics · Physics 2025-02-19 Ruth Medeiros , Valentín de la Rubia

While data-driven techniques are powerful tools for reduced-order modeling of systems with chaotic dynamics, great potential remains for leveraging known physics (i.e. a full-order model (FOM)) to improve predictive capability. We develop a…

Machine Learning · Computer Science 2025-07-30 Alex Guo , Michael D. Graham

This work investigates projection-based Reduced-Order Models (ROMs) formulated in the frequency domain, employing a space-time basis constructed with Spectral Proper Orthogonal Decomposition to efficiently represent dominant spatio-temporal…

Fluid Dynamics · Physics 2026-01-12 Xiaodong Li , Davide Lasagna

Traditional linear subspace reduced order models (LS-ROMs) are able to accelerate physical simulations, in which the intrinsic solution space falls into a subspace with a small dimension, i.e., the solution space has a small Kolmogorov…

Numerical Analysis · Mathematics 2020-11-17 Youngkyu Kim , Youngsoo Choi , David Widemann , Tarek Zohdi

Multiscale modeling is an effective approach for investigating multiphysics systems with largely disparate size features, where models with different resolutions or heterogeneous descriptions are coupled together for predicting the system's…

Computational Engineering, Finance, and Science · Computer Science 2022-12-07 Minglang Yin , Enrui Zhang , Yue Yu , George Em Karniadakis

This paper proposes a deep-learning based generalized reduced-order model (ROM) that can provide a fast and accurate prediction of the glottal flow during normal phonation. The approach is based on the assumption that the vibration of the…

Fluid Dynamics · Physics 2020-05-26 Yang Zhang , Weili Jiang , Luning Sun , Jianxun Wang , Simeon Smith , Ingo R. Titze , Xudong Zheng , Qian Xue

Focused ultrasound (FUS) therapy is a promising tool for optimally targeted treatment of spinal cord injuries (SCI), offering submillimeter precision to enhance blood flow at injury sites while minimizing impact on surrounding tissues.…

Medical Physics · Physics 2024-12-23 Avisha Kumar , Xuzhe Zhi , Zan Ahmad , Minglang Yin , Amir Manbachi

Model order reduction (MOR) methods that are designed to preserve structural features of a given full order model (FOM) often suffer from a lower accuracy when compared to their non-structure-preserving counterparts. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Paul Schwerdtner , Matthias Voigt