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We consider high-dimensional asset price models that are reduced in their dimension in order to reduce the complexity of the problem or the effect of the curse of dimensionality in the context of option pricing. We apply model order…

Probability · Mathematics 2021-04-02 Martin Redmann , Christian Bayer , Pawan Goyal

In this paper we discuss a projection model order reduction (MOR) method for a class of parametric linear evolution PDEs, which is based on the application of the Laplace transform. The main advantage of this approach consists in the fact…

Numerical Analysis · Mathematics 2022-09-02 Nicola Guglielmi , Mattia Manucci

Model order reduction (MOR) methods that are designed to preserve structural features of a given full order model (FOM) often suffer from a lower accuracy when compared to their non-structure-preserving counterparts. In this paper, we…

Systems and Control · Electrical Eng. & Systems 2022-05-17 Paul Schwerdtner , Matthias Voigt

A computational approach is introduced for the study of the rheological properties of complex fluids and soft materials. The approach allows for a consistent treatment of microstructure elastic mechanics, hydrodynamic coupling, thermal…

Soft Condensed Matter · Physics 2023-02-28 P. J. Atzberger

In aircraft design, structural optimization and uncertainty quantification concerning transonic aeroelastic issues are computationally impractical, because the iterative process requires great number of aeroelastic analysis. Emerging…

Fluid Dynamics · Physics 2018-08-15 Ziyi Wang , Weiwei Zhang , Xiaojing Wu , Kongjin Chen

Designing effective reduced-order models (ROMs) for parametrized transport-dominated problems remains challenging because of the well-known Kolmogorov barrier. Autoencoder-based nonlinear ROMs have been developed to improve the compression…

Numerical Analysis · Mathematics 2026-03-23 Meng Li , Yang Xiang , Zhichao Peng

The vortex-induced vibration of multiple spring-mounted bodies free to move in the orthogonal direction of the flow is investigated. In a first step, we derive a Linear Arbitrary Lagrangian Eulerian (L-ALE) method to solve the…

Fluid Dynamics · Physics 2026-03-02 Théo Mouyen , Javier Sierra , David Fabre , Flavio Giannetti

The Model Order Reduction (MOR) technique can provide compact numerical models for fast simulation. Different from the intrusive MOR methods, the non-intrusive MOR does not require access to the Full Order Models (FOMs), especially system…

Machine Learning · Computer Science 2022-04-20 Qinyu Zhuang , Dirk Hartmann , Hans Joachim Bungartz , Juan Manuel Lorenzi

Body-fitted arbitrary Lagrangian-Eulerian (ALE) methods provide a sharp representation of the fluid-structure interface but rely on mesh-update strategies that incrementally deform a reference configuration. To address this issue, we…

Numerical Analysis · Mathematics 2026-05-01 Jingya Li , Ye Ji , Hugo Verhelst , Henk den Besten , Matthias Möller

Numerical simulations of contaminant dispersion, as after a gas leakage incident on a chemical plant, can provide valuable insights for both emergency response and preparedness. Simulation approaches combine incompressible Navier-Stokes…

Computational Engineering, Finance, and Science · Computer Science 2026-03-05 Lisa Kühn , Jacopo Bonari , Max von Danwitz , Alexander Popp

The numerical solution of the Stokes equations on an evolving domain with a moving boundary is studied based on the arbitrary Lagrangian-Eulerian finite element method and a second-order projection method along the trajectories of the…

Numerical Analysis · Mathematics 2023-10-13 Qiqi Rao , Jilu Wang , Yupei Xie

The dynamics of Lagrangian particles in turbulence play a crucial role in mixing, transport, and dispersion in complex flows. Their trajectories exhibit highly non-trivial statistical behavior, motivating the development of surrogate models…

Swimming involves a body's capability to navigate through a fluid by undergoing self-deformations. Typically, fluid dynamics are described by the Navier-Stokes equations, and when integrated with a swimming body, it results in a highly…

Analysis of PDEs · Mathematics 2024-08-27 Céline Van Landeghem , Luca Berti , Laëtitia Giraldi , Christophe Prud'Homme

A linear evolving surface partial differential equation is first discretized in space by an arbitrary Lagrangian Eulerian (ALE) evolving surface finite element method, and then in time either by a Runge-Kutta method, or by a backward…

Numerical Analysis · Mathematics 2015-01-14 Balázs Kovács , Christian Andreas Power Guerra

We present an adaptive sampling strategy for the optimization-based structure preserving model order reduction (MOR) algorithm developed in [Schwerdtner, P. and Voigt, M. (2020). Structure preserving model order reduction by parameter…

Systems and Control · Electrical Eng. & Systems 2021-06-23 Paul Schwerdtner , Matthias Voigt

The current study aims to evaluate and investigate the development of projection-based reduced-order models (ROMs) for efficient and accurate RDE simulations. Specifically, we focus on assessing the projection-based ROM construction…

Fluid Dynamics · Physics 2024-08-29 Ryan Camacho , Cheng Huang

Model-based offline Reinforcement Learning (RL) constructs environment models from offline datasets to perform conservative policy optimization. Existing approaches focus on learning state transitions through ensemble models, rollouting…

Machine Learning · Computer Science 2025-03-27 Hongye Cao , Fan Feng , Jing Huo , Shangdong Yang , Meng Fang , Tianpei Yang , Yang Gao

Reduced order models (ROMs) play a critical role in fluid mechanics by providing low-cost predictions, making them an attractive tool for engineering applications. However, for ROMs to be widely applicable, they must not only generalise…

Machine Learning · Computer Science 2025-05-06 Ismaël Zighed , Nicolas Thome , Patrick Gallinari , Taraneh Sayadi

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

Though high-performance computing enables high-fidelity simulations of complex engineering systems, accurately resolving multi-scale physics for real-world problems remains computationally prohibitive, particularly in many-query…

Fluid Dynamics · Physics 2025-03-26 Ali Mohaghegh , Cheng Huang