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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

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 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

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…

计算金融 · 定量金融 2021-06-15 Andreas Binder , Onkar Jadhav , Volker Mehrmann

In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both…

数值分析 · 数学 2024-02-07 Hongfei Fu , Hong Wang , Zhu Wang

We developed a reduced order model (ROM) using the proper orthogonal decomposition (POD) to compute efficiently the labyrinth and spot like patterns of the FitzHugh-Nagumo (FNH) equation. The FHN equation is discretized in space by the…

数值分析 · 数学 2017-02-08 Bülent Karasözen , Murat Uzunca , Tuğba Küçükseyhan

This paper introduces a reduced-order modeling approach based on finite volume methods for hyperbolic systems, combining Proper Orthogonal Decomposition (POD) with the Discrete Empirical Interpolation Method (DEIM) and Proper Interval…

数值分析 · 数学 2025-05-07 I. Gómez-Bueno , E. D. Fernández-Nieto , S. Rubino

This work studies reduced order modeling (ROM) approaches to speed up the solution of variational data assimilation problems with large scale nonlinear dynamical models. It is shown that a key requirement for a successful reduced order…

系统与控制 · 计算机科学 2015-05-20 Răzvan Ştefănescu , Adrian Sandu , Ionel Michael Navon

This contribution proposes novel data-driven surrogate modeling approaches for parameterized parabolic PDEs, where the parameter dependence can be split into two parts with different decay behavior of the Kolmogorov $N$-width. Such problems…

数值分析 · 数学 2026-04-27 Dawid Kotowski , Mario Ohlberger

This paper studies the numerical approximation of parametric time-dependent partial differential equations (PDEs) by proper orthogonal decomposition reduced order models (POD-ROMs). Although many papers in the literature consider reduced…

数值分析 · 数学 2025-04-28 Bosco García-Arcilla , Alicia García-Mascaraque , Julia Novo

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

For a nonlinear dynamical system that depends on parameters, the paper introduces a novel tensorial reduced-order model (TROM). The reduced model is projection-based, and for systems with no parameters involved, it resembles proper…

数值分析 · 数学 2023-11-16 Alexander V. Mamonov , Maxim A. Olshanskii

In this work, a numerical simulation of 1D Burgers' equation is developed using finite difference method and a reduced order model (ROM) of the simulation is developed using proper orthogonal decomposition (POD). The objective of this work…

数值分析 · 数学 2023-03-14 Neelakantan Padmanabhan

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

Partial differential equations (PDE) often involve parameters, such as viscosity or density. An analysis of the PDE may involve considering a large range of parameter values, as occurs in uncertainty quantification, control and…

数值分析 · 数学 2017-09-28 Max Gunzburger , Nan Jiang , Michael Schneier

Classical model order reduction (MOR) for parametric problems may become computationally inefficient due to large sizes of the required projection bases, especially for problems with slowly decaying Kolmogorov n-widths. Additionally,…

数值分析 · 数学 2024-05-21 Robin Herkert , Patrick Buchfink , Bernard Haasdonk

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

This paper presents a novel, more efficient proper orthogonal decomposition (POD) based reduced-order model (ROM) for compressible flows. In this POD model the governing equations, i.e., the conservation of mass, momentum, and energy…

计算物理 · 物理学 2021-02-03 Elizabeth H. Krath , Forrest L. Carpenter , Paul G. A. Cizmas , David A. Johnston

In this work, a novel method with an adaptive functional basis for reduced order models (ROM) based on proper orthogonal decomposition (POD) is introduced. The method is intended to be applied in particular to hydrocarbon reservoir…

数值分析 · 数学 2021-06-23 Dmitry Voloskov , Dimitri Pissarenko

Solving optimal control problems for transport-dominated partial differential equations (PDEs) can become computationally expensive, especially when dealing with high-dimensional systems. To overcome this challenge, we focus on developing…

最优化与控制 · 数学 2024-12-30 Tobias Breiten , Shubhaditya Burela , Philipp Schulze
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