Related papers: Data-driven balanced truncation for second-order s…
Stochastic reduced-order models are widely used to represent the effective dynamics of complex systems, but estimating their drift and diffusion coefficients from data remains challenging. Standard approaches often rely on short-time…
A standard approach for model reduction of linear input-output systems is balanced truncation, which is based on the controllability and observability properties of the underlying system. The related dominant subspace projection model…
We introduce a simple, stochastic, a-posteriori, turbulence closure model based on a reduced subgrid scale term. This subgrid scale term is tailor-made to capture the statistics of a small set of spatially-integrate quantities of interest…
Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…
In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…
This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…
Data-driven control offers a powerful alternative to traditional model-based methods, particularly when accurate system models are unavailable or prohibitively complex. While existing data-driven control methods primarily aim to construct…
We propose a model order reduction approach for non-intrusive surrogate modeling of parametric dynamical systems. The reduced model over the whole parameter space is built by combining surrogates in frequency only, built at few selected…
Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. Two…
The theory of nonlinear balanced truncation provides a system-theoretic framework for model reduction that preserves important properties such as stability, controllability, and observability. We present a scalable algorithm for computing…
We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…
This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by…
We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…
Theory and methods to obtain parametric reduced-order models by moment matching are presented. The definition of the parametric moment is introduced, and methods (model-based and data-driven) for the approximation of the parametric moment…
Data-driven methods for the identification of the governing equations of dynamical systems or the computation of reduced surrogate models play an increasingly important role in many application areas such as physics, chemistry, biology, and…
Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…
Reinforcement learning is a promising paradigm for solving sequential decision-making problems, but low data efficiency and weak generalization across tasks are bottlenecks in real-world applications. Model-based meta reinforcement learning…
We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…
The increasing sophistication of wind turbine design and control generates a need for high-quality data. Therefore, the relatively limited set of measured wind data may be extended with computer-generated surrogate data, e.g. to make…
The present study proposes a data-driven framework trained with high-fidelity simulation results to facilitate decision making for combustor designs. At its core is a surrogate model employing a machine-learning technique called kriging,…