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Accurate error estimation is crucial in model order reduction, both to obtain small reduced-order models and to certify their accuracy when deployed in downstream applications such as digital twins. In existing a posteriori error estimation…

Numerical Analysis · Mathematics 2023-07-24 Sridhar Chellappa , Lihong Feng , Peter Benner

We investigate a suitable application of Model Order Reduction (MOR) techniques for the numerical approximation of Turing patterns, that are stationary solutions of reaction-diffusion PDE (RD-PDE) systems. We show that solutions of…

Numerical Analysis · Mathematics 2022-03-18 Alessandro Alla , Angela Monti , Ivonne Sgura

This paper introduces a reduced-order modeling approach based on finite volume methods for hyperbolic systems, combining Proper Orthogonal Decomposition (POD) with the Discrete Empirical Interpolation Method (DEIM) and Proper Interval…

Numerical Analysis · Mathematics 2025-05-07 I. Gómez-Bueno , E. D. Fernández-Nieto , S. Rubino

We present a reduced order modeling (ROM) technique for subsurface multi-phase flow problems building on the recently introduced deep residual recurrent neural network (DR-RNN) [1]. DR-RNN is a physics aware recurrent neural network for…

Computational Engineering, Finance, and Science · Computer Science 2018-10-25 J. Nagoor Kani , Ahmed H. Elsheikh

In nonlinear imaging problems whose forward model is described by a partial differential equation (PDE), the main computational bottleneck in solving the inverse problem is the need to solve many large-scale discretized PDEs at each step of…

Numerical Analysis · Mathematics 2016-03-08 Meghan O'Connell , Misha E. Kilmer , Eric de Sturler , Serkan Gugercin

We provide an introduction to POD-MOR with focus on (nonlinear) parametric PDEs and (nonlinear) time-dependent PDEs, and PDE constrained optimization with POD surrogate models as application. We cover the relation of POD and SVD, POD from…

Numerical Analysis · Mathematics 2020-08-04 Carmen Gräßle , Michael Hinze , Stefan Volkwein

Recently, researchers have investigated the relationship between proper orthogonal decomposition (POD), difference quotients (DQs), and pointwise in time error bounds for POD reduced order models of partial differential equations. In a…

Numerical Analysis · Mathematics 2023-09-08 Andrew Janes , John R. Singler

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

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

In many applications, projection-based reduced-order models (ROMs) have demonstrated the ability to provide rapid approximate solutions to high-fidelity full-order models (FOMs). However, there is no a priori assurance that these…

Numerical Analysis · Computer Science 2020-04-22 Philip A. Etter , Kevin T. Carlberg

In the context of simulation-based methods, multiple challenges arise, two of which are considered in this work. As a first challenge, problems including time-dependent phenomena with complex domain deformations, potentially even with…

Numerical Analysis · Mathematics 2023-12-06 Fabian Key , Max von Danwitz , Francesco Ballarin , Gianluigi Rozza

Efficient shape morphing techniques play a crucial role in the approximation of partial differential equations defined in parametrized domains, such as for fluid-structure interaction or shape optimization problems. In this paper, we focus…

Numerical Analysis · Mathematics 2023-08-08 Francesco Ballarin , Alessandro D'Amario , Simona Perotto , Gianluigi Rozza

In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

Numerical Analysis · Mathematics 2024-01-22 Maria Strazzullo , Fabio Vicini

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

Optimization and Control · Mathematics 2026-03-31 Tobias Breiten , Shubhaditya Burela , Philipp Schulze

In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both…

Numerical Analysis · Mathematics 2024-02-07 Hongfei Fu , Hong Wang , Zhu Wang

We investigate the sensitivity of reduced order models (ROMs) to training data resolution as well as sampling rate. In particular, we consider proper orthogonal decomposition (POD), coupled with Galerkin projection (POD-GP), as an intrusive…

Fluid Dynamics · Physics 2020-07-15 Shady E. Ahmed , Omer San , Diana A. Bistrian , Ionel M. Navon

In this work, a new hybrid predictive Reduced Order Model (ROM) is proposed to solve reacting flow problems. This algorithm is based on a dimensionality reduction using Proper Orthogonal Decomposition (POD) combined with deep learning…

Machine Learning · Computer Science 2023-01-25 Adrián Corrochano , Rodolfo S. M. Freitas , Alessandro Parente , Soledad Le Clainche

We present an anisotropic goal-oriented error estimator based on the Dual Weighted Residual (DWR) method for time-dependent convection-dominated problems. Using elementwise p-anisotropic finite element spaces, the estimator is elementwise…

Numerical Analysis · Mathematics 2026-02-17 Nils Margenberg , Marius Paul Bruchhäuser , Bernhard Endtmayer

The long runtime of high-fidelity partial differential equation (PDE) solvers makes them unsuitable for time-critical applications. We propose to accelerate PDE solvers using reduced-order modeling (ROM). Whereas prior ROM approaches reduce…

While proper orthogonal decomposition (POD) is widely used for model reduction, its standard form does not take into account any parametric model structure. Extensions to POD have been proposed to address this, but these either require…

Numerical Analysis · Mathematics 2025-08-13 Sebastiaan P. C. van Schie , Boris Kramer , John T. Hwang