Search Results - subject:"proper orthogonal decomposition"

A-posteriori reduced basis error-estimates for a semi-discrete in space quasilinear parabolic PDE

Hoppe, Fabian; Neitzel, Ira - In: Computational Optimization and Applications (2021), pp. 1-30

We prove a-posteriori error-estimates for reduced-order modeling of quasilinear parabolic PDEs with non-monotone nonlinearity. We consider the solution of a semi-discrete in space equation as reference, and therefore incorporate reduced basis-, empirical interpolation-, and...

Persistent link: https://www.econbiz.de/10014501692

Surrogate Models for Optimization of Dynamical Systems

Khowaja, Kainat; Shcherbatyy, Mykhaylo; Härdle, … - 2021

models are constructed using combination of proper orthogonal decomposition and radial basis functions and provides system …

Persistent link: https://www.econbiz.de/10012433273

Surrogate models for optimization of dynamical systems

Khowaja, Kainat; Ščerbatij, Michajlo; Härdle, Wolfgang - 2021

models are constructed using combination of proper orthogonal decomposition and radial basis functions and provides system …

Persistent link: https://www.econbiz.de/10012493218

Towards a Simplified DynamicWake Model Using POD Analysis

Bastine, David; Witha, Björn; Wächter, Matthias; … - In: Energies 8 (2015) 2, pp. 895-920

We apply a modified proper orthogonal decomposition (POD) to large eddy simulation data of a wind turbine wake in a …

Persistent link: https://www.econbiz.de/10011147122

REDUCED-ORDER MODELS FOR THE IMPLIED VARIANCE UNDER LOCAL VOLATILITY

SACHS, EKKEHARD W.; SCHNEIDER, MARINA - In: International Journal of Theoretical and Applied … 17 (2014) 08, pp. 1450053-1

-order model (ROM) will be proper orthogonal decomposition (POD). This strategy is additionally combined with the discrete …

Persistent link: https://www.econbiz.de/10011106365

POD a-posteriori error analysis for optimal control problems with mixed control-state constraints

Gubisch, Martin; Volkwein, Stefan - In: Computational Optimization and Applications 58 (2014) 3, pp. 619-644

control problems. For the numerical solution a Galerkin discretization is applied utilizing proper orthogonal decomposition …

Persistent link: https://www.econbiz.de/10010847464

Adaptive POD basis computation for parametrized nonlinear systems using optimal snapshot location

Lass, Oliver; Volkwein, Stefan - In: Computational Optimization and Applications 58 (2014) 3, pp. 645-677

The construction of reduced-order models for parametrized partial differential systems using proper orthogonal … decomposition (POD) is based on the information of the so-called snapshots. These provide the spatial distribution of the nonlinear …

Persistent link: https://www.econbiz.de/10010998276

Pseudo spectral analysis of the energy entrainment in a scaled down wind farm

Newman, A. Jensen; Drew, Donald A.; Castillo, Luciano - In: Renewable Energy 70 (2014) C, pp. 129-141

.e.−〈U〉〈u′v′〉 A modal expansion for 〈U〉〈u′v′〉 was constructed based on the Proper Orthogonal Decomposition (POD). By determining each …

Persistent link: https://www.econbiz.de/10011045198

Reduced-order models for the implied variance under local volatility

Sachs, Ekkehard; Schneider, Marina - In: International journal of theoretical and applied finance 17 (2014) 8, pp. 1-23

Persistent link: https://www.econbiz.de/10010498793

MODEL REDUCTION METHODS IN OPTION PRICING

Falcó, Antonio; Chinesta, Francisco; González, Mariano - Instituto Valenciano de Investigaciones Económicas (IVIE) - 2006

In this work we introduce the Proper Orthogonal Decomposition (POD)approach to the valuation of contingent claims for …

Persistent link: https://www.econbiz.de/10005731435