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
5062.
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: 2673-31615061.
Ehrhardt, Matthias; Matyokubov, Kh Sh
Driven transparent quantum graphs
Preprint
20235060.
Ehrhardt, Matthias; Matyokubov, Kh Sh
Driven transparent quantum graphs
Preprint
20235059.
Felpel, Mike; Kienitz, Jörg; McWalter, Thomas
Effective stochastic local volatility models
Quantitative Finance, 23 (12) :1731–1750
2023
Herausgeber: Routledge5058.
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}5057.
Di Persio, Luca; Ehrhardt, Matthias
Electricity price forecasting via statistical and deep learning approaches: The German case
AppliedMath, 3 (2) :316–342
2023
Herausgeber: MDPI5056.
Di Persio, Luca; Ehrhardt, Matthias
Electricity price forecasting via statistical and deep learning approaches: The German case
AppliedMath, 3 (2) :316–342
2023
Herausgeber: MDPI5055.
Di Persio, Luca; Ehrhardt, Matthias
Electricity Price Forecasting via Statistical and Deep Learning Approaches: The German Case
AppliedMath, 3 (2) :316--342
2023
Herausgeber: Multidisciplinary Digital Publishing Institute5054.
Glück, Jochen; Hölz, Julian
Eventual cone invariance revisited
Linear Algebra and its Applications, 675 :274 - 293
20235053.
Janssen, Nils; Fetzer, Jana R; Grewing, Jannis; Burgmann, Sebastian; Janoske, Uwe
Experimental investigation of particle--droplet--substrate interaction
Experiments in Fluids, 64 (3) :44
2023
Herausgeber: Springer Berlin Heidelberg Berlin/Heidelberg5052.
Ehrhardt, Matthias
Experimental observation and theoretical analysis of the low-frequency source interferogram and hologram in shallow water
Journal of Sound and Vibration, 544 :117388
2023
Herausgeber: Academic Press5051.
Ehrhardt, Matthias
Experimental observation and theoretical analysis of the low-frequency source interferogram and hologram in shallow water
Journal of Sound and Vibration, 544 :117388
2023
Herausgeber: Academic Press5050.
Abdul Halim, Adila; others
Constraints on UHECR characteristics from cosmogenic neutrino limits with the measurements of the Pierre Auger Observatory
PoS, ICRC2023 :1520
20235049.
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
20235048.
Kääpä, Alex; Kampert, Karl-Heinz; Becker Tjus, Julia
Flux predictions in the transition region incorporating the effects from propagation of cosmic rays in the Galactic magnetic field
EPJ Web Conf., 283 :03006
20235047.
Kordon, Florian; Stiglmayr, Michael; Maier, Andreas; Vicario, Celia Mart{\'{\i}}n; Pertlwieser, Tobias; Kunze, Holger
A principled representation of elongated structures using heatmaps
Scientific Reports, 13 (15253)
September 20235046.
Metzmacher, Andreas; Burgmann, Sebastian; Janoske, Uwe
$\mu$PIV measurements of the phase-averaged velocity distribution within wavy films
Experiments in Fluids, 64 (4) :81
2023
Herausgeber: Springer Berlin Heidelberg Berlin/Heidelberg5045.
Ehrhardt, Matthias
3D Modeling of sound field hologram of moving source in presence of internal waves causing horizontal refraction.
Preprint IMACM
2023
Herausgeber: Bergische Universität Wuppertal5044.
Ehrhardt, Matthias
3D Modeling of sound field hologram of moving source in presence of internal waves causing horizontal refraction.
Preprint IMACM
2023
Herausgeber: Bergische Universität Wuppertal5043.
Klass, Friedemann; Gabbana, Alessandro; Bartel, Andreas
A characteristic boundary condition for multispeed lattice Boltzmann methods
Communications in Computational Physics, 33 (1) :101–117
2023
Herausgeber: Global Science Press5042.
Fatoorehchi, Hooman; Ehrhardt, Matthias
A combined method for stability analysis of linear time invariant control systems based on Hermite-Fujiwara matrix and Cholesky decomposition
The Canadian Journal of Chemical Engineering, 101 (12) :7043–7052
2023
Herausgeber: John Wiley & Sons5041.
Fatoorehchi, Hooman; Ehrhardt, Matthias
A combined method for stability analysis of linear time invariant control systems based on Hermite-Fujiwara matrix and Cholesky decomposition
The Canadian Journal of Chemical Engineering, 101 (12) :7043–7052
2023
Herausgeber: John Wiley & Sons5040.
Zargaran, Amin; Dolshanskiy, Wladislaw; Stepanyuk, Alexey; Pauer, Werner; Janoske, Uwe
A hybrid approach based on Lagrangian particles and immersed-boundary method to characterize rotor--stator mixing systems for high viscous mixtures
Chemical Engineering Journal, 473 :145062
2023
Herausgeber: Elsevier5039.
Fatoorehchi, Hooman; Ehrhardt, Matthias
A new method for stability analysis of linear time-invariant systems and continuous-time nonlinear systems with application to process dynamics and control
Preprint IMACM
20235038.
Fatoorehchi, Hooman; Ehrhardt, Matthias
A new method for stability analysis of linear time-invariant systems and continuous-time nonlinear systems with application to process dynamics and control
Preprint IMACM
2023