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
5012.
Beck, Christian; Jentzen, Arnulf; Kleinberg, Konrad; Kruse, Thomas
Nonlinear Monte Carlo methods with polynomial runtime for Bellman equations of discrete time high-dimensional stochastic optimal control problems
20235011.
Müller, Mats; Kemper, Svenja; Schlenkhoff, Andreas
Numerical modelling of the hydraulic capacity of grates inlets (OpenFOAM)
E-proceedings of the 40th IAHR World Congress in 2023 in Vienna, Austria.
20235010.
Ehrhardt, Matthias; Kozitskiy, Sergey B
On a generalization of the split-step Padé method to the case of unknown vector-functions
Preprint IMACM
2023
Herausgeber: Bergische Universität Wuppertal5009.
Ehrhardt, Matthias; Kozitskiy, Sergey B
On a generalization of the split-step Padé method to the case of unknown vector-functions
Preprint IMACM
2023
Herausgeber: Bergische Universität Wuppertal5008.
Farkas, Bálint; Jacob, Birgit; Schmitz, Merlin
On exponential splitting methods for semilinear abstract Cauchy problems
Integral Equations and Operator Theory, 95 :Paper No. 15
20235007.
Soroking, Mikhail; Petrov, Pavel; Budyansky, Maxim; Fayman, Pavel; Didov, Alexandr; Golov, Alexandr; Morgunov, Yuri
On the effect of horizontal refraction caused by an anticyclonic eddy in the case of long-range sound propagation in the Sea of Japan
J. Marine Sci. Eng. , 11 (9)
Juni 20235006.
Kraus, Konstantin; Klamroth, Kathrin; Stiglmayr, Michael
On the online path extension problem -- Location and routing problems in board games
20235005.
Bartel, Andreas; Günther, Michael; Jacob, Birgit; Reis, Timo
Operator splitting based dynamic iteration for linear differential-algebraic port-Hamiltonian systems
Accepted at Numerische Mathematik
20235004.
Bartel, Andreas; Günther, Michael; Jacob, Birgit; Reis, Timo
Operator splitting based dynamic iteration for linear differential-algebraic port-Hamiltonian systems
Numerische Mathematik, 155 (1-2) :1–34
2023
Herausgeber: Springer New York5003.
Bartel, Andreas; Günther, Michael; Jacob, Birgit; Reis, Timo
Operator splitting based dynamic iteration for linear differential-algebraic port-Hamiltonian systems
Numerische Mathematik, 155 (1-2) :1–34
2023
Herausgeber: Springer New York5002.
Farkas, Bálint; Jacob, Birgit; Reis, Timo; Schmitz, Merlin
Operator splitting based dynamic iteration for linear infinite-dimensional port-Hamiltonian systems
20235001.
Tyshchenko, Andrey; Kozitskiy, Sergey; Kazak, Mikhail; Petrov, Pavel
Modern methods of sound propagation modelling based on the expansion of acoustic fields over normal modes
Acoustical Physics (accepted, to appear in 2023), 69 (5)
Juni 20235000.
Frommer, Andreas; Günther, Michael; Liljegren-Sailer, Björn; Marheineke, Nicole
Operator splitting for port-Hamiltonian systems
arXiv preprint arXiv:2304.01766
20234999.
Frommer, Andreas; Günther, Michael; Liljegren-Sailer, Björn; Marheineke, Nicole
Operator splitting for port-Hamiltonian systems
Preprint
20234998.
Frommer, Andreas; Günther, Michael; Liljegren-Sailer, Björn; Marheineke, Nicole
Operator splitting for port-Hamiltonian systems
Preprint
20234997.
Bartel, Andreas; Diab, Malak; Frommer, Andreas; Günther, Michael
Operator splitting for semi-explicit differential-algebraic equations and port-Hamiltonian DAEs
Preprint
20234996.
Bartel, Andreas; Diab, Malak; Frommer, Andreas; Günther, Michael
Operator splitting for semi-explicit differential-algebraic equations and port-Hamiltonian DAEs
Preprint
20234995.
Doganay, Onur Tanil; Klamroth, Kathrin; Lang, Bruno; Stiglmayr, Michael; Totzeck, Claudia
Optimal control for port-Hamiltonian systems and a new perspective on dynamic network flow problems
20234994.
Klamroth, Kathrin; Stiglmayr, Michael; Sudhoff, Julia
Ordinal optimization through multi-objective reformulation
European Journal of Operational Research, 311 (2) :427-443
2023
ISSN: 0377-22174993.
Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas; Anh Nguyen, Tuan
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
Journal of Numerical Mathematics, 31 (1) :1–28
2023
Herausgeber: De Gruyter4992.
Hutzenthaler, Martin; Jentzen, Arnulf; Kruse, Thomas; Anh Nguyen, Tuan
Overcoming the curse of dimensionality in the numerical approximation of backward stochastic differential equations
Journal of Numerical Mathematics, 31 (1) :1–28
2023
Herausgeber: De Gruyter4991.
Alves, A. Augusto; others
Parallel processing of radio signals and detector arrays in CORSIKA 8
PoS, ICRC2023 :469
20234990.
Heldmann, Fabian; Ehrhardt, Matthias; Klamroth, Kathrin
PINN training using biobjective optimization: The trade-off between data loss and residual loss
Journal of Computational Physics, 488 :112211
20234989.
Heldmann, Fabian; Ehrhardt, Matthias; Klamroth, Kathrin
PINN training using biobjective optimization: The trade-off between data loss and residual loss
Journal of Computational Physics, 488 :112211
2023
Herausgeber: Academic Press4988.
Heldmann, Fabian; Ehrhardt, Matthias; Klamroth, Kathrin
PINN training using biobjective optimization: The trade-off between data loss and residual loss
Journal of Computational Physics, 488 :112211
2023
Herausgeber: Academic Press