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In dynamical system theory, the process of obtaining a reduced-order approximation of the high-order model is called model order reduction. The closeness of the reduced-order model to the original model is generally gauged by using system…

Systems and Control · Electrical Eng. & Systems 2023-03-07 Umair Zulfiqar , Xin Dua , Qiuyan Song , Muwahida Liaquat , Victor Sreeram

We propose a block Krylov subspace version of the GCRO-DR method proposed in [Parks et al.; SISC 2005], which is an iterative method allowing for the efficient minimization of the the residual over an augmented Krylov subspace. We offer a…

Numerical Analysis · Mathematics 2026-05-14 Michael L. Parks , Kirk M. Soodhalter , Daniel B. Szyld

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…

Numerical Analysis · Mathematics 2023-08-24 Kai Bergermann , Martin Stoll

The field of model order reduction (MOR) is growing in importance due to its ability to extract the key insights from complex simulations while discarding computationally burdensome and superfluous information. We provide an overview of MOR…

Nuclear Theory · Physics 2022-09-14 J. A. Melendez , C. Drischler , R. J. Furnstahl , A. J. Garcia , Xilin Zhang

We propose a model order reduction framework for incompressible fluid-structure interaction (FSI) problems based on high-order implicit Runge-Kutta (IRK) methods. We consider separate reduced spaces for fluid velocity, fluid pressure and…

Numerical Analysis · Mathematics 2025-12-30 Tommaso Taddei , Xuejun Xu , Lei Zhang

An adaptive projection-based reduced-order model (ROM) formulation is presented for model-order reduction of problems featuring chaotic and convection-dominant physics. An efficient method is formulated to adapt the basis at every time-step…

Computational Physics · Physics 2023-08-09 Cheng Huang , Karthik Duraisamy

A classical reduced order model (ROM) for dynamical problems typically involves only the spatial reduction of a given problem. Recently, a novel space-time ROM for linear dynamical problems has been developed, which further reduces the…

Numerical Analysis · Mathematics 2025-11-06 Youngkyu Kim , Karen May Wang , Youngsoo Choi

We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…

Numerical Analysis · Mathematics 2020-05-19 Oleg Balabanov , Anthony Nouy

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

Rational Krylov subspace projection methods have proven to be a highly successful approach in the field of model order reduction (MOR), primarily due to the fact that some derivatives of the approximate and original transfer functions are…

Numerical Analysis · Mathematics 2025-02-18 Yiding Lin

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…

Numerical Analysis · Mathematics 2016-01-22 Kevin Carlberg , Virginia Forstall , Ray Tuminaro

Lie groups and their actions are ubiquitous in the description of physical systems, and we explore implications in the setting of model order reduction (MOR). We present a novel framework of MOR via Lie groups, called MORLie, in which…

Numerical Analysis · Mathematics 2026-04-01 Yannik P. Wotte , Patrick Buchfink , Silke Glas , Federico Califano , Stefano Stramigioli

A Krylov subspace recycling method for the efficient evaluation of a sequence of matrix functions acting on a set of vectors is developed. The method improves over the recycling methods presented in [Burke et al., arXiv:2209.14163, 2022] in…

Numerical Analysis · Mathematics 2023-08-23 Liam Burke , Stefan Güttel

This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…

Numerical Analysis · Mathematics 2023-06-16 Julianne Chung , Malena Sabaté Landman

An Iterative Reanalysis Approximation (IRA) is integrated with the Moving Morphable Components (MMCs) based topology optimization (IRA-MMC) in this study. Compared with other classical topology optimization methods, the Finite Element (FE)…

Numerical Analysis · Computer Science 2018-10-17 Kangjia Mo , Hu Wang , Zhenxing Cheng , Yu Li

A standard approach to model reduction of large-scale higher-order linear dynamical systems is to rewrite the system as an equivalent first-order system and then employ Krylov-subspace techniques for model reduction of first-order systems.…

Numerical Analysis · Mathematics 2007-05-23 Roland W. Freund

Classical model reduction techniques project the governing equations onto linear subspaces of the high-dimensional state-space. For problems with slowly decaying Kolmogorov-n-widths such as certain transport-dominated problems, however,…

Numerical Analysis · Mathematics 2021-12-22 Patrick Buchfink , Silke Glas , Bernard Haasdonk

The numerical simulation of incompressible flows is challenging due to the tight coupling of velocity and pressure. Projection methods offer an effective solution by decoupling these variables, making them suitable for large-scale…

Numerical Analysis · Mathematics 2025-12-12 Mejdi Azaïez , Yayu Guo , Carlos Núñez Fernández , Samuele Rubino , Chuanju Xu

Projection-based Reduced Order Models minimize the discrete residual of a "full order model" (FOM) while constraining the unknowns to a reduced dimension space. For problems with symmetric positive definite (SPD) Jacobians, this is…

Computational Engineering, Finance, and Science · Computer Science 2023-09-29 S. Ares de Parga , J. R. Bravo , J. A. Hernandez , R. Zorrilla , R. Rossi

This work studies reduced order modeling (ROM) approaches to speed up the solution of variational data assimilation problems with large scale nonlinear dynamical models. It is shown that a key requirement for a successful reduced order…

Systems and Control · Computer Science 2015-05-20 Răzvan Ştefănescu , Adrian Sandu , Ionel Michael Navon
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