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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

Advection-Diffusion-Reaction (ADR) Partial Differential Equations (PDEs) appear in a wide spectrum of applications such as chemical reactors, concentration flows, and biological systems. A large number of these applications require the…

Systems and Control · Electrical Eng. & Systems 2022-03-29 Ahmed Elkhashap , Dirk Abel

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

We consider second order explicit and implicit two-step time-discrete schemes for wave-type equations. We derive optimal order aposteriori estimates controlling the time discretization error. Our analysis, has been motivated by the need to…

Numerical Analysis · Mathematics 2017-05-17 Emmanuil H. Georgoulis , Omar Lakkis , Charalambos Makridakis , Juha M. Virtanen

This paper proposes a supervised machine learning framework for the non-intrusive model order reduction of unsteady fluid flows to provide accurate predictions of non-stationary state variables when the control parameter values vary. Our…

Fluid Dynamics · Physics 2019-06-26 Omer San , Romit Maulik , Mansoor Ahmed

In this paper, we propose an equation-based parametric Reduced Order Model (ROM), whose accuracy is improved with data-driven terms added into the reduced equations. These additions have the aim of reintroducing contributions that in…

Numerical Analysis · Mathematics 2025-05-26 Anna Ivagnes , Giovanni Stabile , Gianluigi Rozza

Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced…

Optimization and Control · Mathematics 2019-07-15 Martin Redmann

In this paper we present a novel approach for the design of high order general boundary conditions when approximating solutions of the Euler equations on domains with curved boundaries, using meshes which may not be boundary conformal. When…

Numerical Analysis · Mathematics 2023-12-13 Mirco Ciallella , Stephane Clain , Elena Gaburro , Mario Ricchiuto

Most model reduction methods reduce the state dimension and then temporally evolve a set of coefficients that encode the state in the reduced representation. In this paper, we instead employ an efficient representation of the entire…

Numerical Analysis · Mathematics 2025-11-03 Peter Frame , Cong Lin , Oliver Schmidt , Aaron Towne

Reduced order methods (ROMs) for the incompressible Navier--Stokes equations, based on proper orthogonal decomposition (POD), are studied that include snapshots which approach the temporal derivative of the velocity from a full order mixed…

Numerical Analysis · Mathematics 2023-04-18 Bosco García-Archilla , Volker John , Sarah Katz , Julia Novo

We study the numerical approximation by space-time finite element methods of a multi-physics system coupling hyperbolic elastodynamics with parabolic transport and modeling poro- and thermoelasticity. The equations are rewritten as a…

Numerical Analysis · Mathematics 2023-02-14 Markus Bause , Mathias Anselmann , Uwe Köcher , Florin A. Radu

In this paper, we consider model order reduction (MOR) methods for problems with slowly decaying Kolmogorov $n$-widths as, e.g., certain wave-like or transport-dominated problems. To overcome this Kolmogorov barrier within MOR, nonlinear…

Numerical Analysis · Mathematics 2025-01-08 Silke Glas , Benjamin Unger

In this work a stabilised and reduced Galerkin projection of the incompressible unsteady Navier-Stokes equations for moderate Reynolds number is presented. The full-order model, on which the Galerkin projection is applied, is based on a…

Numerical Analysis · Mathematics 2019-02-08 Giovanni Stabile , Gianluigi Rozza

We are interested in numerically approximating the solution ${\bf U}(t)$ of the large dimensional semilinear matrix differential equation $\dot{\bf U}(t) = { \bf A}{\bf U}(t) + {\bf U}(t){ \bf B} + {\cal F}({\bf U},t)$, with appropriate…

Numerical Analysis · Mathematics 2021-05-26 Gerhard Kirsten , Valeria Simoncini

In this paper, we prove uniform error bounds for proper orthogonal decomposition (POD) reduced order modeling (ROM) of Burgers equation, considering difference quotients (DQs), introduced in [26]. In particular, we study the behavior of the…

Numerical Analysis · Mathematics 2023-02-20 Birgul Koc , Tomás Chacón Rebollo , Samuele Rubino

Parametric partial differential equations (PDEs) are fundamental for modeling a wide range of physical and engineering systems influenced by uncertain or varying parameters. Traditional neural network-based solvers, such as Physics-Informed…

Machine Learning · Computer Science 2025-12-29 Qiuqi Li , Yiting Liu , Jin Zhao , Wencan Zhu

We provide rigorous and computable a-posteriori error estimates for first order finite-volume approximations of nonlinear systems of hyperbolic conservation laws in one spatial dimension. Our estimators rely on recent stability results by…

Numerical Analysis · Mathematics 2023-05-03 Jan Giesselmann , Aleksey Sikstel

In this work, we address parametric non-stationary fluid dynamics problems within a model order reduction setting based on domain decomposition. Starting from the optimisation-based domain decomposition approach, we derive an optimal…

Numerical Analysis · Mathematics 2024-02-21 Ivan Prusak , Davide Torlo , Monica Nonino , Gianluigi Rozza

This work proposes a statistically enhanced framework to address the instability and limited predictive capability of conventional Galerkin-Proper Orthogonal Decomposition (Galerkin-POD) models. The method reformulates the correction of the…

Fluid Dynamics · Physics 2026-04-15 Bijie Yang , Chengyuan Liu , Lu Tian , Yuping Qian , Mingyang Yang

We introduce a residual-based a posteriori error estimator for a novel $hp$-version interior penalty discontinuous Galerkin method for the biharmonic problem in two and three dimensions. We prove that the error estimate provides an upper…

Numerical Analysis · Mathematics 2021-02-16 Zhaonan Dong , Lorenzo Mascotto , Oliver J. Sutton
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