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In this paper, we compare the intrusive proper orthogonal decomposition (POD) with Galerkin projection and the data-driven dynamic mode decomposition (DMD), for Heston's option pricing model. The full order model is obtained by…

数值分析 · 数学 2025-01-03 Sinem Kozpınar , Murat Uzunca , Bülent Karasözen

We propose a parallel (distributed) version of the spectral proper orthogonal decomposition (SPOD) technique. The parallel SPOD algorithm distributes the spatial dimension of the dataset preserving time. This approach is adopted to preserve…

The classical Fourier analysis of a time signal, in the discrete sense, provides the frequency content of signal under the assumption of periodicity. Although the original signal can be exactly recovered using an inverse transform, the time…

流体动力学 · 物理学 2026-01-06 Vilas J. Shinde

The use of multitaper estimates for spectral proper orthogonal decomposition (SPOD) is explored. Multitaper and multitaper-Welch estimators that use discrete prolate spheroidal sequences (DPSS) as orthogonal data windows are compared to the…

流体动力学 · 物理学 2022-09-14 Oliver T. Schmidt

Reduced-order models (ROMs) of turbulent flows based on Galerkin projection often require many degrees of freedom to resolve the dynamics of the turbulence, or simulation data to obtain an optimal modal basis. However, obtaining simulation…

流体动力学 · 物理学 2025-11-21 Ian Addison-Smith , Igor A. Maia , Benjamin Herrmann , Andre V. G. Cavalieri

In this work we recast parametrized time dependent optimal control problems governed by partial differential equations in a saddle point formulation and we propose reduced order methods as an effective strategy to solve them. Indeed, on one…

数值分析 · 数学 2023-08-08 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

We present a numerical methodology for construction of reduced order models, ROMs, of fluid flows through the combination of flow modal decomposition and regression analysis. Spectral proper orthogonal decomposition, SPOD, is applied to…

流体动力学 · 物理学 2019-07-24 Hugo F. S. Lui , William R. Wolf

In the context of Galerkin discretizations of a partial differential equation (PDE), the modes of the classical method of Proper Orthogonal Decomposition (POD) can be interpreted as the ansatz and trial functions of a low-dimensional…

最优化与控制 · 数学 2020-03-11 Manuel Baumann , Peter Benner , Jan Heiland

This paper presents a reduced order approach for transient modeling of multiple moving objects in nonlinear crossflows. The Proper Orthogonal Decomposition method and the Galerkin projection are used to construct a reduced version of the…

流体动力学 · 物理学 2021-06-07 My Ha Dao

The coherent structures in the turbulent wake of a disk at a moderately high Reynolds number ($\Rey$) of $50,000$ are examined using spectral proper orthogonal decomposition (SPOD) which considers all three velocity components in a…

流体动力学 · 物理学 2021-01-04 Sheel Nidhan , Karu Chongsiripinyo , Oliver T. Schmidt , Sutanu Sarkar

In this work, Galerkin projection is used to build Reduced Order Models (ROM) for two-dimensional Rayleigh-B\'enard (RB) convection with no-slip walls. We compare an uncoupled projection approach that uses separate orthonormal bases for…

流体动力学 · 物理学 2025-04-07 Enrique Flores-Montoya , André V. G. Cavalieri

Reduced-order models were derived for plane Couette flow using Galerkin projection, with orthonormal basis functions taken as the leading controllability modes of the linearised Navier-Stokes system for a few low wavenumbers. Resulting…

流体动力学 · 物理学 2022-07-15 André V. G. Cavalieri , Petrônio A. S. Nogueira

This paper deals with the numerical modeling of flow around and through a porous obstacle by a reduced order model (ROM) obtained by Galerkin projection of the Navier-Stokes equations onto a Proper Orthogonal Decomposition (POD) reduced…

流体动力学 · 物理学 2023-07-24 Cyrille Allery , Claudine Beghein , Claire Dubot , Fabien Dubot

The fluid flow around a bluff body is complex and time dependent, which also contains a wide range of time and length scales. The first few eigenmodes of the proper orthogonal decomposition (POD) of such a flow provide significant insight…

流体动力学 · 物理学 2021-11-10 Jahrul Alam , Asokan Variyath

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

We present a framework for parametric proper orthogonal decomposition (POD)-Galerkin reduced-order modeling (ROM) of fluid flows that accommodates variations in flow parameters and control inputs. As an initial step, to explore how the…

流体动力学 · 物理学 2025-11-10 Shintaro Sato , Oliver T. Schmidt

A methodology to generate sparse Galerkin models of chaotic/unsteady fluid flows containing a minimal number of active triadic interactions is proposed. The key idea is to find an appropriate set of basis functions for the projection…

流体动力学 · 物理学 2021-05-17 Riccardo Rubini , Davide Lasagna , Andrea Da Ronch

We present a scalable 2D Galerkin spectral element method solution to the linearized potential flow radiation problem for wave induced forcing of a floating offshore structure. The pseudo-impulsive formulation of the problem is solved in…

数值分析 · 数学 2023-02-22 Jens Visbech , Allan P. Engsig-Karup , Harry B. Bingham

This interdisciplinary study, which combines machine learning, statistical methodologies, high-fidelity simulations, and flow physics, demonstrates a new process for building an efficient surrogate model for predicting spatiotemporally…

计算工程、金融与科学 · 计算机科学 2018-02-27 Yu-Hung Chang , Liwei Zhang , Xingjian Wang , Shiang-Ting Yeh , Simon Mak , Chih-Li Sung , C. F. Jeff Wu , Vigor Yang

Many turbulent flows exhibit time-periodic statistics. These include turbomachinery flows, flows with external harmonic forcing, and the wakes of bluff bodies. Many existing techniques for identifying turbulent coherent structures, however,…

流体动力学 · 物理学 2024-05-01 Liam Heidt , Tim Colonius