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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

Model-based deep learning (MoDL) algorithms that rely on unrolling are emerging as powerful tools for image recovery. In this work, we introduce a novel monotone operator learning framework to overcome some of the challenges associated with…

Machine Learning · Computer Science 2021-11-23 Aniket Pramanik , Mathews Jacob

We present a new optimization-based structure-preserving model order reduction (MOR) method for port-Hamiltonian descriptor systems (pH-DAEs) with differentiation index two. Our method is based on a novel parameterization that allows us to…

Systems and Control · Electrical Eng. & Systems 2022-06-09 Tim Moser , Paul Schwerdtner , Volker Mehrmann , Matthias Voigt

Neural models learn representations of high-dimensional data on low-dimensional manifolds. Multiple factors, including stochasticities in the training process, model architectures, and additional inductive biases, may induce different…

Machine Learning · Computer Science 2025-12-02 Hanlin Yu , Berfin Inal , Georgios Arvanitidis , Soren Hauberg , Francesco Locatello , Marco Fumero

This work introduces a new approach for accelerating the numerical analysis of time-domain partial differential equations (PDEs) governing complex physical systems. The methodology is based on a combination of a classical reduced-order…

Machine Learning · Computer Science 2024-06-06 Victor Matray , Faisal Amlani , Frédéric Feyel , David Néron

We propose a novel probabilistic dimensionality reduction framework that can naturally integrate the generative model and the locality information of data. Based on this framework, we present a new model, which is able to learn a smooth…

Machine Learning · Statistics 2016-10-18 Li Wang

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

Unsupervised multi-object representation learning depends on inductive biases to guide the discovery of object-centric representations that generalize. However, we observe that methods for learning these representations are either…

Computer Vision and Pattern Recognition · Computer Science 2021-06-08 Patrick Emami , Pan He , Sanjay Ranka , Anand Rangarajan

To be feasible for computationally intensive applications such as parametric studies, optimization and control design, large-scale finite element analysis requires model order reduction. This is particularly true in nonlinear settings that…

Computational Physics · Physics 2015-05-22 Maciej Balajewicz , David Amsallem , Charbel Farhat

Determining the proper level of details to develop and solve physical models is usually difficult when one encounters new engineering problems. Such difficulty comes from how to balance the time (simulation cost) and accuracy for the…

Artificial Intelligence · Computer Science 2022-02-03 Randi Wang , Morad Behandish

This paper lays the foundations for a unified framework for numerically and computationally applying methods drawn from a range of currently distinct geometrical approaches to statistical modelling. In so doing, it extends information…

Statistics Theory · Mathematics 2012-09-11 Karim Anaya-Izquierdo , Frank Critchley , Paul Marriott , Paul W. Vos

This work proposes a model-reduction methodology that preserves Lagrangian structure (equivalently Hamiltonian structure) and achieves computational efficiency in the presence of high-order nonlinearities and arbitrary parameter dependence.…

Computational Engineering, Finance, and Science · Computer Science 2015-04-16 Kevin Carlberg , Ray Tuminaro , Paul Boggs

We propose a new model reduction framework for problems that exhibit transport phenomena. As in the moving finite element method (MFEM), our method employs time-dependent transformation operators and, especially, generalizes MFEM to…

Numerical Analysis · Mathematics 2020-10-30 Felix Black , Philipp Schulze , Benjamin Unger

In this paper we use retraction and discretization maps (see [Barbero Li\~n\'an and Mart\'in de Diego, 2022]) as a tool for deriving in a systematic way numerical integrators preserving geometric structures (such as symplecticity or…

Numerical Analysis · Mathematics 2025-02-21 María Barbero Liñán , Juan Carlos Marrero , David Martín de Diego

While the existence of low-dimensional embedding manifolds has been shown in patterns of collective motion, the current battery of nonlinear dimensionality reduction methods are not amenable to the analysis of such manifolds. This is mainly…

Numerical Analysis · Mathematics 2017-07-21 Kelum Gajamannage , Sachit Butail , Maurizio Porfiri , Erik M. Bollt

Many complex mechatronic systems consist of multiple interconnected dynamical subsystems, which are designed, developed, analyzed, and manufactured by multiple independent teams. To support such a design approach, a modular model framework…

Systems and Control · Electrical Eng. & Systems 2024-02-13 Robert A. Egelmeers , Lars A. L. Janssen , Rob H. B. Fey , Jasper Gerritsen , Nathan van de Wouw

The dynamics in a primary Spectral Submanifold (SSM) constructed over the slowest modes of a dynamical system provide an ideal reduced-order model for nearby trajectories. Modeling the dynamics of trajectories further away from the primary…

Dynamical Systems · Mathematics 2025-03-31 Leonardo Bettini , Bálint Kaszás , Bernhard Zybach , Jürg Dual , George Haller

The numerical simulation of electromagnetic transients in fusion devices is essential for analyzing plasma stability and disruptive events. However, it remains computationally demanding due to the large-scale dense systems arising from…

Numerical Analysis · Mathematics 2026-05-28 Salvatore Ventre

We introduce a novel nonlinear seismic imaging method based on model order reduction. The reduced order model (ROM) is an orthogonal projection of the wave equation propagator operator on the subspace of the snapshots of the solutions of…

Numerical Analysis · Mathematics 2015-09-16 Alexander V. Mamonov , Vladimir Druskin , Mikhail Zaslavsky

Normalizing flows are a powerful technique for obtaining reparameterizable samples from complex multimodal distributions. Unfortunately, current approaches are only available for the most basic geometries and fall short when the underlying…

Machine Learning · Statistics 2021-05-03 Luca Falorsi
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