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In this paper we analyze a zeroth-order proximal stochastic gradient method suitable for the minimization of weakly convex stochastic optimization problems. We consider nonsmooth and nonlinear stochastic composite problems, for which…

Optimization and Control · Mathematics 2025-04-21 Spyridon Pougkakiotis , Dionysios S. Kalogerias

Model order reduction (MOR) involves offering low-dimensional models that effectively approximate the behavior of complex high-order systems. Due to potential model complexities and computational costs, designing controllers for…

Systems and Control · Electrical Eng. & Systems 2025-02-04 Behrad Samari , Amy Nejati , Abolfazl Lavaei

We propose a hybrid stochastic method for the tensor renormalization group (TRG) approach. TRG is known as a powerful tool to study the many-body systems and quantum field theory on the lattice. It is based on a low-rank approximation of…

High Energy Physics - Lattice · Physics 2021-10-25 Hiroshi Ohki , Erika Arai , Masaaki Tomii

Model order reduction (MOR) is essential in integrated circuit design, particularly when dealing with large-scale electromagnetic models extracted from complex designs. The numerous passive elements introduced in these models pose…

Numerical Analysis · Mathematics 2024-11-22 Christos Giamouzis , Dimitrios Garyfallou , Nestor Evmorfopoulos , George Stamoulis

In this work we perform full-state LQR feedback control of fluid flows using non-intrusive data-driven reduced-order models. We propose a model reduction method called low-rank Dynamic Mode Decomposition (lrDMD) that solves for a…

Fluid Dynamics · Physics 2020-01-08 Palash Sashittal , Daniel J. Bodony

In the field of large language model (LLM) compression, singular value decomposition (SVD) is a widely studied and adopted low-rank decomposition technique. Since SVD operates exclusively on linear modules, and these modules in LLMs are…

Machine Learning · Computer Science 2025-10-23 Lin Xv , Jingsheng Gao , Xian Gao , Ting Liu , Yuzhuo Fu

High-resolution simulations of particle-based kinetic plasma models typically require a high number of particles and thus often become computationally intractable. This is exacerbated in multi-query simulations, where the problem depends on…

Numerical Analysis · Mathematics 2023-07-10 Jan S. Hesthaven , Cecilia Pagliantini , Nicolò Ripamonti

We analyze a distributed algorithm to compute a low-rank matrix factorization on $N$ clients, each holding a local dataset $\mathbf{S}^i \in \mathbb{R}^{n_i \times d}$, mathematically, we seek to solve $min_{\mathbf{U}^i \in…

Machine Learning · Computer Science 2025-07-22 Constantin Philippenko , Kevin Scaman , Laurent Massoulié

Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…

Numerical Analysis · Mathematics 2018-10-22 Anthony Nouy

Value iteration-type methods have been extensively studied for computing a nearly optimal value function in reinforcement learning (RL). Under a generative sampling model, these methods can achieve sharper sample complexity than policy…

Optimization and Control · Mathematics 2026-04-08 Zhichao Jia , Guanghui Lan

The objective function of a matrix factorization model usually aims to minimize the average of a regression error contributed by each element. However, given the existence of stochastic noises, the implicit deviations of sample data from…

Machine Learning · Computer Science 2016-10-31 Guang-He Lee , Shao-Wen Yang , Shou-De Lin

This paper is devoted to proposing a general weighted low-rank recovery model and designing a fast SVD-free computational scheme to solve it. First, our generic weighted low-rank recovery model unifies several existing approaches in the…

Optimization and Control · Mathematics 2022-08-02 Aritra Dutta , Jingwei Liang , Xin Li

Low-rank decomposition, particularly Singular Value Decomposition (SVD), is a pivotal technique for mitigating the storage and computational demands of Large Language Models (LLMs). However, prevalent SVD-based approaches overlook the…

Machine Learning · Computer Science 2026-01-15 Lin Xv , Xian Gao , Ting Li , Yuzhuo Fu

Singular value decomposition (SVD) is a widely used technique for dimensionality reduction and computation of basis vectors. In many applications, especially in fluid mechanics and image processing the matrices are dense, but low-rank…

Numerical Analysis · Computer Science 2019-05-13 Vinita Vasudevan , M. Ramakrishna

The increasing size and complexity of modern power systems have led to a high-dimensional mathematical model for transient stability studies, rendering full-scale simulations computationally burdensome. While dimensionality reduction is…

Dynamical Systems · Mathematics 2025-12-08 Farhana Farooq , Danish Rafiq

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

In this manuscript the development of a reduced order model for the analysis of long flexible cylinders in an offshore environment is proposed. In particular the focus is on the modelling of the vortex induced vibrations (VIV) and the aim…

Computational Engineering, Finance, and Science · Computer Science 2018-10-03 Giovanni Stabile , Hermann G. Matthies , Claudio Borri

An efficient Singular Value Decomposition (SVD) algorithm is an important tool for distributed and streaming computation in big data problems. It is observed that update of singular vectors of a rank-1 perturbed matrix is similar to a…

Machine Learning · Computer Science 2017-07-27 Ratnik Gandhi , Amoli Rajgor

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

Adding flexible polymers to a Newtonian solvent confers complex properties to the resulting solution. The additional complexity substantially increases the computational cost of numerical simulations, which often makes them prohibitively…

Fluid Dynamics · Physics 2026-04-30 Christian Amor , Adrián Corrochano , Marco Edoardo Rosti , Soledad Le Clainche