Surrogate models for optimization of dynamical systems

DOI10.1007/978-3-031-30114-8_16MaRDI QIDQ6200201zbMATH OpenOpenAlexFDO

Authors Kainat Khowaja, Mykhaylo Shcherbatyy, Wolfgang K. Härdle

Publication date 22 March 2024

Published in Foundations of Modern Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2101.10189

zbMATH Keywords

optimizationparameter estimationSVDradial basis functionsproper orthogonal decompositionsurrogate modelssmart data analytics

Mathematics Subject Classification ID

Statistics (62-XX)

Abstract: Driven by increased complexity of dynamical systems, the solution of system of differential equations through numerical simulation in optimization problems has become computationally expensive. This paper provides a smart data driven mechanism to construct low dimensional surrogate models. These surrogate models reduce the computational time for solution of the complex optimization problems by using training instances derived from the evaluations of the true objective functions. The surrogate models are constructed using combination of proper orthogonal decomposition and radial basis functions and provides system responses by simple matrix multiplication. Using relative maximum absolute error as the measure of accuracy of approximation, it is shown surrogate models with latin hypercube sampling and spline radial basis functions dominate variable order methods in computational time of optimization, while preserving the accuracy. These surrogate models also show robustness in presence of model non-linearities. Therefore, these computational efficient predictive surrogate models are applicable in various fields, specifically to solve inverse problems and optimal control problems, some examples of which are demonstrated in this paper.

Cites work

• scientific article; zbMATH DE number 2222860 (Why is no real title available?)
• Applications of optimal control theory in economics
• Gradient-enhanced surrogate modeling based on proper orthogonal decomposition
• Inverse analyses with model reduction. Proper orthogonal decomposition in structural mechanics.
• Model order reduction: Theory, research aspects and applications. Selected papers based on the presentations at the workshop `Model order reduction, coupled problems and optimization', Leiden, The Netherlands, September 19--23, 2005.
• Principal component analysis in an asymmetric norm
• Production and process management: an optimal control approach
• Proper orthogonal decomposition, surrogate modelling and evolutionary optimization in aerodynamic design
• Reduced basis techniques for stochastic problems
• Risk related brain regions detection and individual risk classification with 3D image FPCA
• Surrogate modeling of elasto-plastic problems via long short-term memory neural networks and proper orthogonal decomposition
• The method of proper orthogonal decomposition for dynamical characterization and order reduction of mechanical systems: an overview
• Turbulence and the dynamics of coherent structures. I. Coherent structures

This page was built for publication: Surrogate models for optimization of dynamical systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6200201)