Related papers: $\mathcal{L}_2$-optimal Reduced-order Modeling Usi…
In order to solve partial differential equations numerically and accurately, a high order spatial discretization is usually needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized systems…
In this paper, we consider continuous-time stochastic optimal control problems where the cost is evaluated through a coherent risk measure. We provide an explicit gradient descent-ascent algorithm which applies to problems subject to…
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),…
Establishing appropriate mathematical models for complex systems in natural phenomena not only helps deepen our understanding of nature but can also be used for state estimation and prediction. However, the extreme complexity of natural…
Interpolatory necessary optimality conditions for $\mathcal{H}_2$-optimal reduced-order modeling of non-parametric linear time-invariant (LTI) systems are known and well-investigated. In this work, using the general framework of…
The Heston model is a well-known two-dimensional financial model. Because the Heston model contains implicit parameters that cannot be determined directly from real market data, calibrating the parameters to real market data is challenging.…
We consider non-differentiable dynamic optimization problems such as those arising in robotics and subspace tracking. Given the computational constraints and the time-varying nature of the problem, a low-complexity algorithm is desirable,…
Given a set of response observations for a parametrized dynamical system, we seek a parametrized dynamical model that will yield uniformly small response error over a range of parameter values yet has low order. Frequently, access to…
Recently, various algorithms for data-driven simulation and control have been proposed based on the Willems' fundamental lemma. However, when collected data are noisy, these methods lead to ill-conditioned data-driven model structures. In…
This work formulates a new approach to reduced modeling of parameterized, time-dependent partial differential equations (PDEs). The method employs Operator Inference, a scientific machine learning framework combining data-driven learning…
Fitting parametric models of human bodies, hands or faces to sparse input signals in an accurate, robust, and fast manner has the promise of significantly improving immersion in AR and VR scenarios. A common first step in systems that…
This contribution describes the implementation of a data--driven shape optimization pipeline in a naval architecture application. We adopt reduced order models (ROMs) in order to improve the efficiency of the overall optimization, keeping a…
In this paper, we consider the learning of a Reduced-Order Linear Parameter-Varying Model (ROLPVM) of a nonlinear dynamical system based on data. This is achieved by a two-step procedure. In the first step, we learn a projection to a lower…
We address the problem of estimating a high-dimensional matrix from linear measurements, with a focus on designing optimal rank-adaptive algorithms. These algorithms infer the matrix by estimating its singular values and the corresponding…
In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized…
Reduced order modeling (ROM) techniques are numerical methods that approximate the solution of parametric partial differential equation (PDE) by properly combining the high-fidelity solutions of the problem obtained for several…
We extend our previous work [F. Henr'iquez and J. S. Hesthaven, arXiv:2403.02847 (2024)] to the linear, second-order wave equation in bounded domains. This technique uses two widely known mathematical tools to construct a fast and efficient…
Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…
We present the design of a low-cost wheeled mobile robot, and an analytical model for predicting its motion under the influence of motor torques and friction forces. Using our proposed model, we show how to analytically compute the gradient…
In analyzing and assessing the condition of dynamical systems, it is necessary to account for nonlinearity. Recent advances in computation have rendered previously computationally infeasible analyses readily executable on common computer…