Related papers: A model reduction method for large-scale linear mu…
In order to perform faster simulations, the model reduction is nowadays used in industrial contexts to solve large and complex problems. However, the efficiency of such an approach is sometimes cut by the interface size of the reduced model…
In this paper, we consider model order reduction (MOR) methods for problems with slowly decaying Kolmogorov $n$-widths as, e.g., certain wave-like or transport-dominated problems. To overcome this Kolmogorov barrier within MOR, nonlinear…
The bilinear form of a matrix function, namely $\mathbf{u}^\top f(A) \mathbf{v}$, appears in many scientific computing problems, where $\mathbf{u}, \mathbf{v} \in \mathbb{R}^n$, $A \in \mathbb{R}^{n \times n}$, and $f(z)$ is a given…
A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…
We are concerned with the computation of the mean-time-to-absorption (MTTA) for a large system of loosely interconnected components, modeled as continuous time Markov chains. In particular, we show that splitting the local and…
We discuss balanced truncation model order reduction for large-scale quadratic-bilinear (QB) systems. Balanced truncation for linear systems mainly involves the computation of the Gramians of the system, namely reachability and…
This work presents a low-rank tensor model for multi-dimensional Markov chains. A common approach to simplify the dynamical behavior of a Markov chain is to impose low-rankness on the transition probability matrix. Inspired by the success…
Solving large-scale optimization on-the-fly is often a difficult task for real-time computer graphics applications. To tackle this challenge, model reduction is a well-adopted technique. Despite its usefulness, model reduction often…
The estimation of weather forecast uncertainty with ensemble systems requires a careful selection of perturbations to establish a reliable sampling of the error growth potential in the phase space of the model. Usually, the singular vectors…
On the basis of input-output time-domain data collected from a complex simulator, this paper proposes a constructive methodology to infer a reduced-order linear, bilinear or quadratic time invariant dynamical model reproducing the…
Low-rank tensor approximation approaches have become an important tool in the scientific computing community. The aim is to enable the simulation and analysis of high-dimensional problems which cannot be solved using conventional methods…
Adaptive cubic regularization methods for solving nonconvex problems need the efficient computation of the trial step, involving the minimization of a cubic model. We propose a new approach in which this model is minimized in a low…
We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…
This work presents a new Krylov-subspace-recycling method for efficiently solving sequences of linear systems of equations characterized by varying right-hand sides and symmetric-positive-definite matrices. As opposed to typical truncation…
Markov decision processes (MDPs) with large number of states are of high practical interest. However, conventional algorithms to solve MDP are computationally infeasible in this scenario. Approximate dynamic programming (ADP) methods tackle…
This work presents a model reduction approach to the inverse problem in the application of subsurface flows. For the Bayesian inverse problem, the forward model needs to be repeatedly computed for a large number of samples to get a…
Focusing on the real-time dynamics of the reduced density matrix of the multidimensional Caldeira-Leggett model, several techniques are adopted in this paper to reduce the spatial and temporal dimensionality, combined into an efficient…
This paper introduces the concept of abstracted model reduction: a framework to improve the tractability of structure-preserving methods for the complexity reduction of interconnected system models. To effectively reduce high-order,…
This paper presents an adaptive sampling algorithm tailored for the optimization of parametrized dynamical systems using projection-based model order reduction. Unlike classical sampling strategies, this framework does not aim for a small…
Most of the literature on the solution of linear ill-posed operator equations, or their discretization, focuses only on the infinite-dimensional setting or only on the solution of the algebraic linear system of equations obtained by…