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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

Assessing IC manufacturing process fluctuations and their impacts on IC interconnect performance has become unavoidable for modern DSM designs. However, the construction of parametric interconnect models is often hampered by the rapid…

Hardware Architecture · Computer Science 2011-11-09 Peng Li , Frank Liu , Xin Li , Lawrence T. Pileggi , Sani R. Nassif

Computational analysis with the finite element method requires geometrically accurate meshes. It is well known that high-order meshes can accurately capture curved surfaces with fewer degrees of freedom in comparison to low-order meshes.…

Mathematical Software · Computer Science 2024-01-30 Ketan Mittal , Veselin A. Dobrev , Patrick Knupp , Tzanio Kolev , Franck Ledoux , Claire Roche , Vladimir Z. Tomov

Dimensionality reduction is essential in simulation-based shape design, where high-dimensional parameterizations hinder optimization, surrogate modeling, and systematic design-space exploration. Parametric Model Embedding (PME) addresses…

Computational Engineering, Finance, and Science · Computer Science 2026-05-13 Andrea Serani , Giorgio Palma , Matteo Diez

We present a fully non-intrusive parametric reduced-order modeling (PROM) framework for geometrically nonlinear structures subject to geometric variations. The method builds upon equation-driven Galerkin ROMs constructed from vibration…

Numerical Analysis · Mathematics 2025-12-09 Alexander Saccani , Paolo Tiso

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

A model-order reduction framework for the meshless smoothed-particle hydrodynamics (SPH) method is presented. The proposed framework introduces the concept of modal reference spaces to overcome the challenges of discovering low-dimensional…

We present a novel framework for PDE-constrained $r$-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality…

Numerical Analysis · Mathematics 2025-07-03 Tzanio Kolev , Boyan Lazarov , Ketan Mittal , Mathias Schmidt , Vladimir Tomov

We develop optimization-based structure-preserving model order reduction (MOR) methods for port-Hamiltonian (pH) descriptor systems of differentiation index one. Descriptor systems in pH form permit energy-based modeling and intuitive…

Optimization and Control · Mathematics 2022-06-06 Paul Schwerdtner , Tim Moser , Volker Mehrmann , Matthias Voigt

This work investigates the use of sparse polynomial interpolation as a model order reduction method for the incompressible Navier-Stokes equations. Numerical results are presented underscoring the validity of sparse polynomial…

Numerical Analysis · Mathematics 2022-01-11 Martin W. Hess , Gianluigi Rozza

We propose a component-based (CB) parametric model order reduction (pMOR) formulation for parameterized {nonlinear} elliptic partial differential equations (PDEs). CB-pMOR is designed to deal with large-scale problems for which full-order…

Numerical Analysis · Mathematics 2022-02-22 Kathrin Smetana , Tommaso Taddei

This contribution presents a model order reduction framework for real-time efficient solution of trimmed, multi-patch isogeometric Kirchhoff-Love shells. In several scenarios, such as design and shape optimization, multiple simulations need…

Numerical Analysis · Mathematics 2025-10-10 Margarita Chasapi , Pablo Antolin , Annalisa Buffa

We examine implicit representations of parametric or point cloud models, based on interpolation matrices, which are not sensitive to base points. We show how interpolation matrices can be used for ray shooting of a parametric ray with a…

Algebraic Geometry · Mathematics 2017-06-09 Ioannis Z. Emiris , Christos Konaxis , Ilias S. Kotsireas , Clement Laroche

Reduced basis methods are projection-based model order reduction techniques for reducing the computational complexity of solving parametrized partial differential equation problems. In this work we discuss the design of pyMOR, a freely…

Mathematical Software · Computer Science 2019-10-30 René Milk , Stephan Rave , Felix Schindler

This work presents a high-order finite-difference adaptive mesh refinement (AMR) framework for robust simulation of shock-turbulence interaction problems. A staggered-grid arrangement, in which solution points are stored at cell centers…

Computational Physics · Physics 2025-11-12 Yuqi Wang , Yadong Zeng , Ralf Deiterding , Jinhui Yang , Jianhan Liang

Density-based topology optimization has become a powerful method for automatically generating optimized designs in a wide variety of applications. However, it comes with a large computational cost when solving the physical model requires…

Numerical Analysis · Mathematics 2026-04-22 Luis Fernando Cusicanqui Lopez , Ramadan Krasniqi , Florian Feppon , Karl Meerbergen

Methodologies for reducing the design-space dimensionality in shape optimization have been recently developed based on unsupervised machine learning methods. These methods provide reduced dimensionality representations of the design space,…

Optimization and Control · Mathematics 2022-12-21 Andrea Serani , Matteo Diez

We propose a new model-order reduction framework to poorly reducible problems arising from parametric partial differential equations with geometric variability. In such problems, the solution manifold exhibits a slowly decaying Kolmogorov…

Numerical Analysis · Mathematics 2025-10-30 Abbas Kabalan , Fabien Casenave , Felipe Bordeu , Virginie Ehrlacher , Alexandre Ern

Triangulated meshes have become ubiquitous discrete-surface representations. In this paper we address the problem of how to maintain the manifold properties of a surface while it undergoes strong deformations that may cause topological…

Computer Vision and Pattern Recognition · Computer Science 2020-12-11 Andrei Zaharescu , Edmond Boyer , Radu Horaud

This work presents a reduced order modelling technique built on a high fidelity embedded mesh finite element method. Such methods, and in particular the CutFEM method, are attractive in the generation of projection-based reduced order…

Numerical Analysis · Mathematics 2023-08-08 Efthymios N. Karatzas , Francesco Ballarin , Gianluigi Rozza