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
- 2023
5142.
Carrillo, Jose Antonio; Totzeck, Claudia; Vaes, Urbain
Consensus-based Optimization and Ensemble Kalman Inversion for Global Optimization Problems with Constraints
, Modeling and Simulation for Collective Dynamics,Lecture Notes Series, Institute for Mathematical Sciences, NUS Band 40
20235141.
Halim, A. Abdul; others
Constraining the sources of ultra-high-energy cosmic rays across and above the ankle with the spectrum and composition data measured at the Pierre Auger Observatory
JCAP, 05 :024
20235140.
Yue, Baobiao; others
Constraints on BSM particles from the absence of upward-going air showers in the Pierre Auger Observatory
PoS, ICRC2023 :1095
20235139.
Abdul Halim, Adila; others
Constraints on UHECR characteristics from cosmogenic neutrino limits with the measurements of the Pierre Auger Observatory
PoS, ICRC2023 :1520
20235138.
Abdul Halim, Adila; others
Constraints on upward-going air showers using the Pierre Auger Observatory data
PoS, ICRC2023 :1099
20235137.
Acu, Ana-Maria; Heilmann, Margareta; Raşa, Ioan; Seserman, Andra
Convergence of linking Durrmeyer type modifications of generalized Baskakov operators
Bulletin of the Malaysian Math. Sciences Society, 46 (3)
20235136.
Jacob, Birgit; Mironchenko, Andrii; Partington, Jonathan R.; Wirth, Fabian
Corrigendum: Noncoercive Lyapunov functions for input-to-state stability of infinite-dimensional systems
SIAM J. Control Optim., 61 (2) :723-724
20235135.
Aerdker, S.; others
CRPropa 3.2: a public framework for high-energy astroparticle simulations
PoS, ICRC2023 :1471
20235134.
Günther, Michael; Jacob, Birgit; Totzeck, Claudia
Data-driven adjoint-based calibration of port-Hamiltonian systems in time domain
arXiv preprint arXiv:2301.03924
20235133.
Kossaczká, Tatiana; Ehrhardt, Matthias; Günther, Michael
Deep FDM: Enhanced finite difference methods by deep learning
Franklin Open, 4 :100039
2023
Herausgeber: Elsevier5132.
Kossaczká, Tatiana; Ehrhardt, Matthias; Günther, Michael
Deep FDM: Enhanced finite difference methods by deep learning
Franklin Open, 4 :100039
2023
Herausgeber: Elsevier5131.
Kossaczká, Tatiana; Ehrhardt, Matthias; Günther, Michael
Deep FDM: Enhanced finite difference methods by deep learning
Franklin Open, 4 :100039
2023
Herausgeber: Elsevier5130.
Kossaczká, Tatiana; Ehrhardt, Matthias; Günther, Michael
Deep finite difference method for solving Asian option pricing problems
Preprint IMACM
2023
Herausgeber: Bergische Universität Wuppertal5129.
Kossaczká, Tatiana; Ehrhardt, Matthias; Günther, Michael
Deep finite difference method for solving Asian option pricing problems
Preprint IMACM
2023
Herausgeber: Bergische Universität Wuppertal5128.
Kapllani, Lorenc; Teng, Long
Deep Learning algorithms for solving high-dimensional nonlinear Backward Stochastic Differential Equations
Discrete Contin. Dyn. Syst. - B
2023
ISSN: 1531-34925127.
Kapllani, Lorenc; Teng, Long
Deep Learning algorithms for solving high-dimensional nonlinear backward stochastic differential equations
Discrete Contin. Dyn. Syst. - B
20235126.
Ackermann, Julia; Jentzen, Arnulf; Kruse, Thomas; Kuckuck, Benno; Padgett, Joshua Lee
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the $L^p$-sense
20235125.
Ackermann, Julia; Jentzen, Arnulf; Kruse, Thomas; Kuckuck, Benno; Padgett, Joshua Lee
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the Lp-sense
Preprint
20235124.
Ackermann, Julia; Jentzen, Arnulf; Kruse, Thomas; Kuckuck, Benno; Padgett, Joshua Lee
Deep neural networks with ReLU, leaky ReLU, and softplus activation provably overcome the curse of dimensionality for Kolmogorov partial differential equations with Lipschitz nonlinearities in the Lp-sense
Preprint
20235123.
Abdul Halim, Adila; others
Deep-Learning-Based Cosmic-Ray Mass Reconstruction Using the Water-Cherenkov and Scintillation Detectors of AugerPrime
PoS, ICRC2023 :371
20235122.
Kowol, Philipp; Bargmann, Swantje; Görrn, Patrick; Wilmers, Jana
Delamination Behavior of Highly Stretchable Soft Islands Multi-Layer Materials
Applied Mechanics, 4 (2) :514--527
2023
ISSN: 2673-31615121.
Ehrhardt, Matthias; Matyokubov, Kh Sh
Driven transparent quantum graphs
Preprint
20235120.
Ehrhardt, Matthias; Matyokubov, Kh Sh
Driven transparent quantum graphs
Preprint
20235119.
Felpel, Mike; Kienitz, Jörg; McWalter, Thomas
Effective stochastic local volatility models
Quantitative Finance, 23 (12) :1731–1750
2023
Herausgeber: Routledge5118.
Klamroth, Kathrin; Lang, Bruno; Stiglmayr, Michael
Efficient Dominance Filtering for Unions and Minkowski Sums of Non-Dominated Sets
Computers and Operations Research
2023
Herausgeber: Elsevier {BV}