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相关论文: Model order reduction for parametric high dimensio…

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A parametric model order reduction (MOR) approach for simulating the high dimensional models arising in financial risk analysis is proposed on the basis of the proper orthogonal decomposition (POD) approach to generate small model…

数值分析 · 数学 2021-10-05 Andreas Binder , Onkar Jadhav , Volker Mehrmann

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…

概率论 · 数学 2021-04-02 Martin Redmann , Christian Bayer , Pawan Goyal

Feedback control synthesis for nonlinear, parameter-dependent fluid flow control problems is considered. The optimal feedback law requires the solution of the Hamilton-Jacobi-Bellman (HJB) PDE suffering the curse of dimensionality. This is…

最优化与控制 · 数学 2023-11-29 Sergey Dolgov , Dante Kalise , Luca Saluzzi

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…

动力系统 · 数学 2025-12-08 Farhana Farooq , Danish Rafiq

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…

数值分析 · 数学 2022-09-02 Nicola Guglielmi , Mattia Manucci

We provide an introduction to POD-MOR with focus on (nonlinear) parametric PDEs and (nonlinear) time-dependent PDEs, and PDE constrained optimization with POD surrogate models as application. We cover the relation of POD and SVD, POD from…

数值分析 · 数学 2020-08-04 Carmen Gräßle , Michael Hinze , Stefan Volkwein

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…

数值分析 · 数学 2023-12-06 Fabian Key , Max von Danwitz , Francesco Ballarin , Gianluigi Rozza

We investigate a suitable application of Model Order Reduction (MOR) techniques for the numerical approximation of Turing patterns, that are stationary solutions of reaction-diffusion PDE (RD-PDE) systems. We show that solutions of…

数值分析 · 数学 2022-03-18 Alessandro Alla , Angela Monti , Ivonne Sgura

In this paper, we present a projection-based model-order reduction (MOR) technique for smoothed particle hydrodynamics (SPH) simulations, which is a mesh-free approach within the Lagrangian framework. Our approach utilizes the proper…

计算物理 · 物理学 2025-07-29 Lidong Fang , Zilong Song , Kirk Fraser , Faisal Habib , Christopher Drummond , Huaxiong Huang

Model order reduction (MOR) has long been a mainstream strategy to accelerate large-scale transient circuit simulation. Dynamic Mode Decomposition (DMD) represents a novel data-driven characterization method, extracting dominant dynamical…

信号处理 · 电气工程与系统科学 2025-08-06 Na Liu , Chengliang Dai , Qiuyue Wu , Qiuqi Li , Guoxiong Cai

Numerical simulations are crucial for comprehending how engineering structures behave under extreme conditions, particularly when dealing with thermo-mechanically coupled issues compounded by damage-induced material softening. However, such…

偏微分方程分析 · 数学 2024-07-03 Qinghua Zhang , Stephan Ritzert , Jian Zhang , Jannick Kehls , Stefanie Reese , Tim Brepols

Model order reduction (MOR) involves offering low-dimensional models that effectively approximate the behavior of complex high-order systems. Due to potential model complexities and computational costs, designing controllers for…

系统与控制 · 电气工程与系统科学 2025-02-04 Behrad Samari , Amy Nejati , Abolfazl Lavaei

Model Order Reduction (MOR) based on Proper Orthogonal Decomposition (POD) and Smooth Particle Hydrodynamics (SPH) has proven effective in various applications. Most MOR methods utilizing POD are implemented within a pure Eulerian…

计算物理 · 物理学 2025-08-04 Lidong Fang , Zilong Song , Kirk Fraser , Huaxiong Huang

We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore,…

数值分析 · 数学 2021-05-04 Neeraj Sarna , Peter Benner

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…

Model order reduction (MOR) techniques have always struggled in compressing information for advection dominated problems. Their linear nature does not allow to accelerate the slow decay of the Kolmogorov $N$--width of these problems. In the…

数值分析 · 数学 2020-04-01 Davide Torlo

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…

流体动力学 · 物理学 2025-03-26 Ali Mohaghegh , Cheng Huang

In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the…

数值分析 · 数学 2024-01-22 Maria Strazzullo , Fabio Vicini

We investigate model order reduction (MOR) strategies for simulating unsteady hemodynamics within cerebrovascular systems, contrasting a physics-based intrusive approach with a data-driven non-intrusive framework. High-fidelity 3D…

数值分析 · 数学 2026-03-20 Rahul Halder , Arash Hajisharifi , Kabir Bakhshaei , Gianluigi Rozza

Parametric high-fidelity simulations are of interest for a wide range of applications. But the restriction of computational resources renders such models to be inapplicable in a real-time context or in multi-query scenarios. Model order…

数值分析 · 数学 2019-02-28 Patrick Buchfink , Ashish Bhatt , Bernard Haasdonk
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