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In this work, we aim at efficiently solving a parametrized family of optimal transport problems by using model order reduction methods. We propose a reduced-order model by adding to the primal (respectively dual) version of the…

数值分析 · 数学 2026-04-13 Elise Bonnet-Weill , Virginie Ehrlacher , Luca Nenna

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…

机器学习 · 计算机科学 2022-04-20 Qinyu Zhuang , Dirk Hartmann , Hans Joachim Bungartz , Juan Manuel Lorenzi

This paper investigates structure-preserving $H_2$-optimal model order reduction (MOR) for linear systems with quadratic outputs. Within a Petrov-Galerkin projection framework, the $H_2$-optimal MOR problem is first formulated as an…

最优化与控制 · 数学 2025-08-19 Xiaolong Wang , Chenglong Liu , Tongtu Tian

Moment-based distributionally robust optimization (DRO) provides an optimization framework to integrate statistical information with traditional optimization approaches. Under this framework, one assumes that the underlying joint…

最优化与控制 · 数学 2023-11-01 Shiyi Jiang , Jianqiang Cheng , Kai Pan , Zuo-Jun Max Shen

The numerical simulation of electromagnetic transients in fusion devices is essential for analyzing plasma stability and disruptive events. However, it remains computationally demanding due to the large-scale dense systems arising from…

数值分析 · 数学 2026-05-28 Salvatore Ventre

Model Order Reduction (MOR) methods enable the generation of real-time-capable digital twins, which can enable various novel value streams in industry. While traditional projection-based methods are robust and accurate for linear problems,…

数值分析 · 数学 2021-09-09 Qinyu Zhuang , Juan Manuel Lorenzi , Hans-Joachim Bungartz , Dirk Hartmann

An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…

最优化与控制 · 数学 2014-07-30 Matthew J. Zahr , Charbel Farhat

Model predictive controllers use dynamics models to solve constrained optimal control problems. However, computational requirements for real-time control have limited their use to systems with low-dimensional models. Nevertheless,…

系统与控制 · 电气工程与系统科学 2024-10-30 Joseph Lorenzetti , Andrew McClellan , Charbel Farhat , Marco Pavone

A nonintrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional…

数值分析 · 数学 2025-06-11 M. A. Freitag , J. M. Nicolaus , M. Redmann

This article deals with the efficient and certified numerical approximation of the smallest eigenvalue and the associated eigenspace of a large-scale parametric Hermitian matrix. For this aim, we rely on projection-based model order…

数值分析 · 数学 2026-01-14 Mattia Manucci , Benjamin Stamm , Zhuoyao Zeng

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…

最优化与控制 · 数学 2022-06-06 Paul Schwerdtner , Tim Moser , Volker Mehrmann , Matthias Voigt

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

数值分析 · 数学 2024-08-29 Hendrik Kleikamp , Lukas Renelt

This work proposes a novel structure-preserving model order reduction (MOR) method for linear, time-invariant port-Hamiltonian (pH) systems. Our goal is to construct a reduced order pH system, which can still be interpreted in the physical…

最优化与控制 · 数学 2025-10-16 Silke Glas , Mir Mamunuzzaman , Hongliang Mu , Hans Zwart

Systems of differential-algebraic equations (DAEs) represent a widespread formalism in the modeling of constrained mechanical systems and electrical networks. Due to the automatic, object-oriented generation of the equations of motion and…

We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…

统计力学 · 物理学 2023-10-27 Niccolò Zagli , Grigorios A. Pavliotis , Valerio Lucarini , Alexander Alecio

We study the efficient numerical solution of linear inverse problems with operator valued data which arise, e.g., in seismic exploration, inverse scattering, or tomographic imaging. The high-dimensionality of the data space implies…

数值分析 · 数学 2021-06-10 Jürgen Dölz , Herbert Egger , Matthias Schlottbom

The efficient condition assessment of engineered systems requires the coupling of high fidelity models with data extracted from the state of the system `as-is'. In enabling this task, this paper implements a parametric Model Order Reduction…

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

人工智能 · 计算机科学 2011-06-02 M. Hauskrecht

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

We present a novel certified model order reduction (MOR) algorithm for switched descriptor systems applicable to large-scale systems. Our algorithm combines the idea of [Hossain \& Trenn, Technical report, 2023] to reformulate the switched…

数值分析 · 数学 2024-04-17 Mattia Manucci , Benjamin Unger