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In many applications, for instance when describing dynamics of fluids or gases, hyperbolic conservation laws arise naturally in the modeling of conserved quantities of a system, like mass or energy. These types of equations exhibit highly…
Nonlinear model predictive control (NMPC) often requires real-time solution to optimization problems. However, in cases where the mathematical model is of high dimension in the solution space, e.g. for solution of partial differential…
The main focus of the present work is the inclusion of spatial adaptivity for the snapshot computation in the offline phase of model order reduction utilizing Proper Orthogonal Decomposition (POD-MOR) for nonlinear parabolic evolution…
The vast majority of reduced-order models (ROMs) first obtain a low dimensional representation of the problem from high-dimensional model (HDM) training data which is afterwards used to obtain a system of reduced complexity. Unfortunately,…
This article describes a bridge between POD-based model order reduction techniques and the classical Newton/Krylov solvers. This bridge is used to derive an efficient algorithm to correct, "on-the-fly", the reduced order modelling of highly…
This work investigates model order reduction for time-dependent parametrized variational inequalities, with a focus on discrete contact problems. As a prototypical example, we consider an agent-based crowd model [Maury et al., 2011] in…
When gradient-based methods are impractical, black-box optimization (BBO) provides a valuable alternative. However, BBO often struggles with high-dimensional problems and limited trial budgets. In this work, we propose a novel approach…
Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as the dimensionality increases. A common framework to tackle…
Parametric model order reduction techniques often struggle to accurately represent transport-dominated phenomena due to a slowly decaying Kolmogorov n-width. To address this challenge, we propose a non-intrusive, data-driven methodology…
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…
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…
This work presents a non-intrusive surrogate modeling scheme based on machine learning technology for predictive modeling of complex systems, described by parametrized time-dependent PDEs. For these problems, typical finite element…
In this work, we investigate a model order reduction scheme for high-fidelity nonlinear structured parametric dynamical systems. More specifically, we consider a class of nonlinear dynamical systems whose nonlinear terms are polynomial…
We propose a non-intrusive, Autoencoder-based framework for reduced-order modeling in continuum mechanics. Our method integrates three stages: (i) an unsupervised Autoencoder compresses high-dimensional finite element solutions into a…
Numerical solutions of partial differential equations (PDEs) require expensive simulations, limiting their application in design optimization, model-based control, and large-scale inverse problems. Surrogate modeling techniques seek to…
Many real-world applications demand accurate and fast predictions, as well as reliable uncertainty estimates. However, quantifying uncertainty on high-dimensional predictions is still a severely under-investigated problem, especially when…
Model reduction is an active research field to construct low-dimensional surrogate models of high fidelity to accelerate engineering design cycles. In this work, we investigate model reduction for linear structured systems using dominant…
Enforcing complex (e.g., nonconvex) operational constraints is a critical challenge in real-world learning and control systems. However, existing methods struggle to efficiently enforce general classes of constraints. To address this, we…
Reduced order modeling (ROM) is a field of techniques that approximates complex physics-based models of real-world processes by inexpensive surrogates that capture important dynamical characteristics with a smaller number of degrees of…
Hyperparameter optimization (HPO) is generally treated as a bi-level optimization problem that involves fitting a (probabilistic) surrogate model to a set of observed hyperparameter responses, e.g. validation loss, and consequently…