Model Order Reduction
Model Order Reduction (MOR) is the art of reducing a system's complexity while preserving its input-output behavior as much as possible.
Processes in all fields of todays technological world, like physics, chemistry and electronics, but also in finance, are very often described by dynamical systems. With the help of these dynamical systems, computer simulations, i.e. virtual experiments, are carried out. In this way, new products can be designed without having to build costly prototyps.
Due to the demand of more and more realistic simulations, the dynamical systems, i.e., the mathematical models, have to reflect more and more details of the real world problem. By this, the models' dimensions are increasing and simulations can often be carried out at high computational cost only.
In the design process, however, results are needed quickly. In circuit design, e.g., structures may need to be changed or parameters may need to be altered, in order to satisfy design rules or meet the prescribed performance. One cannot afford idle time, waiting for long simulation runs to be ready.
Model Order Reduction allows to speed up simulations in cases where one is not interested in all details of a system but merely in its input-output behavior. That means, considering a system, one may ask:
- How do varying parameters influence certain performances ?
Using the example of circuit design: How do widths and lengths of transistor channels, e.g., influence the voltage gain of a circuit. - Is a system stable?
Using the example of circuit design: In which frequency range, e.g., of voltage sources, does the circuit perform as expected - How do coupled subproblems interact?
Using the example of circuit design: How are signals applied at input-terminals translated to output-pins?
Classical situations in circuit design, where one does not need to know internals of blocks are optimization of design parameters (widths, lengths, ...) and post layout simulations and full system verifications. In the latter two cases, systems of coupled models are considered. In post layout simulations one has to deal with artificial, parasitic circuits, describing wiring effects.
Model Order Reduction automatically captures the essential features of a structure, omitting information which are not decisive for the answer to the above questions. Model Order reduction replaces in this way a dynamical system with another dynamical system producing (almost) the same output, given the same input with less internal states.
MOR replaces high dimensional (e.g. millions of degrees of freedom) with low dimensional (e.g. a hundred of degrees of freedom ) problems, that are then used instead in the numerical simulation.
The working group "Applied Mathematics/Numerical Analysis" has gathered expertise in MOR, especially in circuit design. Within the EU-Marie Curie Initial Training Network COMSON, attention was concentrated on MOR for Differential Algebraic Equations. Members that have been working on MOR in the EU-Marie Curie Transfer of Knowledge project O-MOORE-NICE! gathered knowledge especially in the still immature field of MOR for nonlinear problems.
Current research topics include:
- MOR for nonlinear, parameterized problems
- structure preserving MOR
- MOR for Differential Algebraic Equations
- MOR in financial applications, i.e., option prizing
Group members working on that field
- Jan ter Maten
- Roland Pulch
Publications
- 2024
5237.
Vinod, Vivin; Zaspel, Peter
Investigating Data Hierarchies in Multifidelity Machine Learning for Excitation Energies
20245236.
Kossaczká, Tatiana; Jagtap, Ameya D; Ehrhardt, Matthias
Deep smoothness WENO method for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators
Physics of Fluid, 36 (3) :036603
2024
Herausgeber: AIP Publishing5235.
Kossaczká, Tatiana; Jagtap, Ameya D; Ehrhardt, Matthias
Deep smoothness WENO method for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators
Physics of Fluid, 36 (3) :036603
2024
Herausgeber: AIP Publishing5234.
Kossaczká, Tatiana; Jagtap, Ameya D; Ehrhardt, Matthias
Deep smoothness weighted essentially non-oscillatory method for two-dimensional hyperbolic conservation laws: A deep learning approach for learning smoothness indicators
Physics of Fluids, 36 (3)
2024
Herausgeber: AIP Publishing5233.
Ackermann, Julia; Jentzen, Arnulf; Kuckuck, Benno; Padgett, Joshua Lee
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for space-time solutions of semilinear partial differential equations
arXiv:2406.10876 :64 pages
20245232.
Kapllani, Lorenc; Teng, Long
Deep learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations
Discrete and continuous dynamical systems - B, 29 (4) :1695–1729
2024
Herausgeber: AIMS Press5231.
Zaspel, Peter; Günther, Michael
Data-driven identification of port-Hamiltonian DAE systems by Gaussian processes.
20245230.
Zaspel, Peter; Günther, Michael
Data-driven identification of port-Hamiltonian DAE systems by Gaussian processes
Preprint
20245229.
Zaspel, Peter; Günther, Michael
Data-driven identification of port-Hamiltonian DAE systems by Gaussian processes
Preprint
20245228.
Günther, M.; Jacob, Birgit; Totzeck, Claudia
Data-driven adjoint-based calibration of port-Hamiltonian systems in time domain
Math. Control Signals Syst.
20245227.
Günther, Michael; Jacob, Birgit; Totzeck, Claudia
Data-driven adjoint-based calibration of port-Hamiltonian systems in time domain
Mathematics of Control, Signals, and Systems, 36 (4) :957–977
2024
Herausgeber: Springer London5226.
Günther, Michael; Jacob, Birgit; Totzeck, Claudia
Data-driven adjoint-based calibration of port-Hamiltonian systems in time domain
Mathematics of Control, Signals, and Systems, 36 (4) :957–977
2024
Herausgeber: Springer London5225.
Klamroth, Kathrin; Stiglmayr, Michael; Totzeck, Claudia
Consensus-Based Optimization for Multi-Objective Problems: A Multi-Swarm Approach
Journal of Global Optimization
20245224.
Vorberg, Lukas; Jacob, Birgit; Wyss, Christian
Computing the Quadratic Numerical Range
Journal of Computational and Applied Mathematics :116049
20245223.
Abel, Ulrich; Acu, Ana Maria; Heilmann, Margareta; Raşa, Ioan
Commutativity and spectral properties for a general class of Szasz-Mirakjan-Durrmeyer operators
Advances in Operator Theory, 10 (1) :14
20245222.
Klass, Friedemann; Gabbana, Alessandro; Bartel, Andreas
Characteristic boundary condition for thermal lattice Boltzmann methods
Computers & Mathematics with Applications, 157 :195-208
Juli 2024
ISSN: 0898-12215221.
Jamil, Hamza
Intrusive and non-intrusive uncertainty quantification methodologies for pyrolysis modeling
Fire Safety Journal, 143 :104060
2024
ISSN: 0379-71125220.
Botchev, M. A.; Knizhnerman, L. A.; Schweitzer, M.
Krylov subspace residual and restarting for certain second order differential equations
SIAM J. Sci. Comput., 46 (2) :S223-S253
20245219.
Hastir, Anthony; Jacob, Birgit; Zwart, Hans
Linear-Quadratic optimal control for boundary controlled networks of waves
20245218.
Palitta, Davide; Schweitzer, Marcel; Simoncini, Valeria
Sketched and truncated polynomial Krylov subspace methods: Matrix Sylvester equations
Math. Comp.
20245217.
Palitta, Davide; Schweitzer, Marcel; Simoncini, Valeria
Sketched and truncated polynomial Krylov methods: Evaluation of matrix functions
Numer. Linear Algebra Appl.
20245216.
[english] Grandrath, Rebecca; Bohrmann-Linde, Claudia
Simple biofuel cells: the superpower of baker’s yeast
Science in School - The European journal for science teachers, 66
Februar 20245215.
Andersen, Kim Allan; Boomsma, Trine Krogh; Efkes, Britta; Forget, Nicolas
Sensitivity Analysis of the Cost Coefficients in Multiobjective Integer Linear Optimization
Management Science
20245214.
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail
Self-exciting price impact via negative resilience in stochastic order books
Annals of Operations Research, 336 (1) :637–659
2024
Herausgeber: Springer Netherlands5213.
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail
Self-exciting price impact via negative resilience in stochastic order books
Annals of Operations Research, 336 (1) :637–659
2024
Herausgeber: Springer Netherlands