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This paper proposes a non-intrusive, data-driven reduced-order modeling framework for stochastic optimal control problems governed by partial differential equations. The control problem is formulated with a quadratic cost functional and…

Optimization and Control · Mathematics 2026-05-20 Lingling Ma , Jingyi Zhang , Qiuqi Li

Physical systems are governed by partial differential equations (PDEs). The Navier-Stokes equations describe fluid flows and are representative of nonlinear physical systems with complex spatio-temporal interactions. Fluid flows are…

Fluid Dynamics · Physics 2022-10-05 Deniz A. Bezgin , Aaron B. Buhendwa , Nikolaus A. Adams

This paper presents a novel physics-infused reduced-order modeling (PIROM) methodology for efficient and accurate modeling of non-linear dynamical systems. The PIROM consists of a physics-based analytical component that represents the known…

Fluid Dynamics · Physics 2022-10-20 Carlos Vargas Venegas , Daning Huang

We present StochasticPrograms.jl, a user-friendly and powerful open-source framework for stochastic programming written in the Julia language. The framework includes both modeling tools and structure-exploiting optimization algorithms.…

Optimization and Control · Mathematics 2022-09-07 Martin Biel , Mikael Johansson

Numerical solvers of partial differential equations (PDEs) have been widely employed for simulating physical systems. However, the computational cost remains a major bottleneck in various scientific and engineering applications, which has…

Continuous monitoring and real-time control of high-dimensional distributed systems are often crucial in applications to ensure a desired physical behavior, without degrading stability and system performances. Traditional feedback control…

Optimization and Control · Mathematics 2024-12-16 Matteo Tomasetto , Francesco Braghin , Andrea Manzoni

Partial differential equations can be used to model many problems in several fields of application including, e.g., fluid mechanics, heat and mass transfer, and electromagnetism. Accurate discretization methods (e.g., finite element or…

Numerical Analysis · Mathematics 2022-03-18 Pierfrancesco Siena , Michele Girfoglio , Gianluigi Rozza

Solving and optimising Partial Differential Equations (PDEs) in geometrically parameterised domains often requires iterative methods, leading to high computational and time complexities. One potential solution is to learn a direct mapping…

Numerical Analysis · Mathematics 2025-06-12 Guglielmo Padula , Gianluigi Rozza

This paper presents two novel, physics-informed extreme learning machine (PIELM)-based algorithms for solving steady and unsteady nonlinear partial differential equations (PDEs) related to fluid flow. Although single-hidden-layer PIELMs…

Machine Learning · Computer Science 2025-03-11 Vikas Dwivedi , Bruno Sixou , Monica Sigovan

In our earlier work, we proposed a data-driven filtered reduced order model (DDF-ROM) framework for the numerical simulation of fluid flows, which can be formally written as \begin{equation*} \boxed{ \text{ DDF-ROM = Galerkin-ROM +…

Numerical Analysis · Mathematics 2018-12-26 M. Mohebujjaman , L. G. Rebholz , T. Iliescu

This paper deals with the development of a Reduced-Order Model (ROM) to investigate haemodynamics in cardiovascular applications. It employs the use of Proper Orthogonal Decomposition (POD) for the computation of the basis functions and the…

Numerical Analysis · Mathematics 2025-01-24 Pierfrancesco Siena , Pasquale Claudio Africa , Michele Girfoglio , Gianluigi Rozza

This paper presents a novel, more efficient proper orthogonal decomposition (POD) based reduced-order model (ROM) for compressible flows. In this POD model the governing equations, i.e., the conservation of mass, momentum, and energy…

Computational Physics · Physics 2021-02-03 Elizabeth H. Krath , Forrest L. Carpenter , Paul G. A. Cizmas , David A. Johnston

We present MultiObjectiveAlgorithms.jl, an open-source Julia library for solving multi-objective optimization problems written in JuMP. MultiObjectiveAlgorithms.jl implements a number of different solution algorithms, which all rely on an…

Optimization and Control · Mathematics 2026-05-26 Oscar Dowson , Xavier Gandibleux , Gökhan Kof

In this paper, we present a brief tutorial on reduced order model (ROM) closures. First, we carefully motivate the need for ROM closure modeling in under-resolved simulations. Then, we construct step by step the ROM closure model by…

Numerical Analysis · Mathematics 2022-03-01 William Snyder , Changhong Mou , Honghu Liu , Omer San , Raffaella De Vita , Traian Iliescu

We present a reduced-order model (ROM) methodology for inverse scattering problems in which the reduced-order models are data-driven, i.e. they are constructed directly from data gathered by sensors. Moreover, the entries of the ROM contain…

Numerical Analysis · Mathematics 2023-06-16 Jörn Zimmerling , Vladimir Druskin , Murthy Guddati , Elena Cherkaev , Rob Remis

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

In this study, we present a non-intrusive reduced order modeling (ROM) framework for large-scale quasi-stationary systems. The framework proposed herein exploits the time series prediction capability of long short-term memory (LSTM)…

Computational Engineering, Finance, and Science · Computer Science 2019-11-20 Sk. Mashfiqur Rahman , Suraj Pawar , Omer San , Adil Rasheed , Traian Iliescu

In this paper, we propose a new stabilized projection-based POD-ROM for the numerical simulation of incompressible flows. The new method draws inspiration from successful numerical stabilization techniques used in the context of Finite…

Numerical Analysis · Mathematics 2019-07-23 Samuele Rubino

In this work, we present an approach for the efficient treatment of parametrized geometries in the context of POD-Galerkin reduced order methods based on Finite Volume full order approximations. On the contrary to what is normally done in…

Numerical Analysis · Mathematics 2020-02-07 Giovanni Stabile , Matteo Zancanaro , Gianluigi Rozza

We propose a new hyper-reduction method for a recently introduced nonlinear model reduction framework based on dynamically transformed basis functions and especially well-suited for advection-dominated systems. Furthermore, we discuss…

Numerical Analysis · Mathematics 2021-08-30 Felix Black , Philipp Schulze , Benjamin Unger
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