Applied and Computational Mathematics (ACM)

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

5212.

Vinod, Vivin; Zaspel, Peter
Investigating Data Hierarchies in Multifidelity Machine Learning for Excitation Energies
2024

5211.

Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail
Reducing Obizhaeva-Wang-type trade execution problems to LQ stochastic control problems
Finance and Stochastics, 28 (3) :813–863
2024
Herausgeber: Springer Verlag

5210.

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

5209.

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

5208.

Andersen, Kim Allan; Boomsma, Trine Krogh; Efkes, Britta; Forget, Nicolas
Sensitivity Analysis of the Cost Coefficients in Multiobjective Integer Linear Optimization
Management Science
2024

5207.

[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 2024

5206.

Palitta, Davide; Schweitzer, Marcel; Simoncini, Valeria
Sketched and truncated polynomial Krylov methods: Evaluation of matrix functions
Numer. Linear Algebra Appl.
2024

5205.

Kruse, Thomas; Strack, Philipp
Optimal dynamic control of an epidemic
Operations Research, 72 (3) :1031–1048
2024
Herausgeber: INFORMS

5204.

Kruse, Thomas; Strack, Philipp
Optimal dynamic control of an epidemic
Operations Research, 72 (3) :1031–1048
2024
Herausgeber: INFORMS

5203.

Lorenz, Jan; Zwerschke, Tom; Schaefers, Kevin
Operator splitting for coupled linear port-Hamiltonian systems
2024

5202.

Schultes, Johanna
Multiobjective optimization of shapes using scalarization techniques
Dissertation
Dissertation
Bergische Universität Wuppertal
2024

5201.

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
2024

5200.

Hastir, Anthony; Jacob, Birgit; Zwart, Hans
Linear-Quadratic optimal control for boundary controlled networks of waves
2024

5199.

Xu, Zhuo; Tucsnak, Marius
LQR control for a system describing the interaction between a floating solid and the surrounding fluid
Mathematical Control and Related Fields, 14(4) :1477-1500
Dezember 2024

5198.

Costa, G Morais Rodrigues; Ehrhardt, Matthias
Mathematical analysis and a nonstandard scheme for a model of the immune response against COVID-19
Band 793
Seite 251–270
Herausgeber: AMS Contemporary Mathematics
2024
251–270

5197.

Costa, G Morais Rodrigues; Ehrhardt, Matthias
Mathematical analysis and a nonstandard scheme for a model of the immune response against COVID-19
Band 793
Seite 251–270
Herausgeber: AMS Contemporary Mathematics
2024
251–270

5196.

Bolten, Matthias; Kilmer, Misha E.; MacLachlan, Scott
Multigrid preconditioning for regularized least-squares problems
SIAM J. Sci. Comput., 46 (5) :s271—s295
2024
ISSN: 1064-8275

5195.

Allmendinger, Richard; Fonseca, Carlos M.; Sayin, Serpil; Wiecek, Margaret M.; Stiglmayr, Michael
Multiobjective Optimization on a Budget (Dagstuhl Seminar 23361)
2024
Herausgeber: Schloss Dagstuhl – Leibniz-Zentrum für Informatik

5194.

Abel, Ulrich; Acu, Ana Maria; Heilmann, Margareta; Raşa, Ioan
On some Cauchy problems and positive linear operators
Mediterranean Journal of Mathematics, accepted
2024

5193.

Bolten, Matthias; Doganay, Onur Tanil; Gottschalk, Hanno; Klamroth, Kathrin
Non-convex shape optimization by dissipative {H}amiltonian flows
Engineering Optimization
2024

5192.

Bolten, M.; Doganay, O. T.; Gottschalk, H.; Klamroth, K.
Non-convex shape optimization by dissipative Hamiltonian flows
Eng. Optim. :1—20
2024

5191.

Bauß, Julius
On improvements of multi-objective branch and bound
Dissertation
Dissertation
Bergische Universität Wuppertal
2024

5190.

Yoda, R.; Bolten, M.; Nakajima, K.; Fujii, A.
Coarse-grid operator optimization in multigrid reduction in time for time-dependent Stokes and Oseen problems
Jpn. J. Ind. Appl. Math.
2024
2023

5189.

Haussmann, N.; Stroka, S.; Mazaheri, S.; Clemens, M.
Using Point Clouds for Material Properties Smoothing in Low-Frequency Numerical Dosimetry Simulations
21st Biennial IEEE Conference on Electromagnetic Field Computation (CEFC 2024)
Jeju, South Korea
Dezember 2023

5188.

Kähne, B.; Clemens, M.
A GPU Accelerated Semi-Implicit Method for Large-Scale Nonlinear Eddy-Current Problems Using Adaptive Time Step Control
21st Biennial IEEE Conference on Electromagnetic Field Computation (CEFC 2024)
Jeju, South Korea
Dezember 2023

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