Results 61 to 70 of about 3,862 (118)

Reduced-Order modeling for Heston stochastic volatility model

Hacettepe Journal of Mathematics and Statistics
In this paper, we compare the intrusive proper orthogonal decomposition (POD) with Galerkin projection and the data-driven dynamic mode decomposition (DMD), for Heston's option pricing model. The full order model is obtained by discontinuous Galerkin discretization in space and backward Euler in time.
Sinem Kozpınar, Murat Uzunca, Bülent Karasözen   +2 more
openaire   +4 more sources

Review of Reduced-Order Models for Online Protection of Water Distribution Networks

Engineering Proceedings
This paper presents a review of reduced-order models (ROMs) and digital twins, with a primary focus on their application to water distribution networks (WDNs). Initially, we concentrated on the physical modelling of WDNs.
Cheima Djemel, Olivier Piller, Thierry Horsin, Chloé Mimeau, Iraj Mortazavi   +4 more
doaj   +1 more source

Construction of adaptive reduced-order reservoir models based on POD‑DEIM approach

Georesursy
This paper introduces a method for constructing adaptive reduced-order reservoir simulation models based on the POD-DEIM approach for field development optimization and assisted history matching problems.
D. S. Voloskov, D. A. Koroteev
doaj   +1 more source

VpROM: a novel variational autoencoder-boosted reduced order model for the treatment of parametric dependencies in nonlinear systems

Scientific Reports
Reduced Order Models (ROMs) are of considerable importance in many areas of engineering in which computational time presents difficulties. Established approaches employ projection-based reduction, such as Proper Orthogonal Decomposition.
Thomas Simpson, Konstantinos Vlachas, Anthony Garland, Nikolaos Dervilis, Eleni Chatzi   +4 more
doaj   +1 more source

Evaluation of Prediction Model for Compressor Performance Using Artificial Neural Network Models and Reduced-Order Models

Energies
In order to save the time and material costs associated with refrigeration system performance evaluations, a reduced-order model (ROM) using highly accurate numerical analysis results and some experimental values was developed.
Hosik Jeong, Kanghyuk Ko, Junsung Kim, Jongsoo Kim, Seongyong Eom, Sangkyung Na, Gyungmin Choi   +6 more
doaj   +1 more source

Nonintrusive reduced order models

, 2018
Le but de cette thèse est de construire des modèles réduits permettant de se substituer à des logiciels de simulation de systèmes physiques complexes. Ces modèles réduits devront être rapides à interroger et seront identifiés sur la base d’un nombre limité de calculs issus du logiciel de simulation.
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Reduced order model

Description of the reduced order model implemented in a ...
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Reduced-order building models

Report and code on reduced order building models for building systems and thermal envelope modelling.
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Report on coupling reduced order aerodynamic model with reduced order structural models.

Report on coupling reduced order aerodynamic model with reduced order structural models.
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Laguerre-SVD reduced order modeling

IEEE 8th Topical Meeting on Electrical Performance of Electronic Packaging (Cat. No.99TH8412), 2000
A reduced-order modeling method based on a system description in terms of orthonormal Laguerre functions, together with a Krylov subspace decomposition technique is presented. The link with Pade approximation, the block Arnoldi process and singular value decomposition (SVD) leads to a simple and stable implementation of the algorithm. Novel features of
L. Knockaert, D. De Zutter
openaire   +1 more source