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math.NA2025
Greedy Rational Approximation for Frequency-Domain Model Reduction of Parametric LTI Systems
Filip Bělík, Yanlai Chen, Akil Narayan
We investigate model reduction of parametric linear time-invariant (LTI) dynamical systems. When posed in the frequency domain, this problem can be formulated as seeking a low-orde…
stat.CO2025
Optimally balancing exploration and exploitation to automate multi-fidelity statistical estimation
Thomas Dixon, Alex Gorodetsky, John Jakeman +2
Multi-fidelity methods that use an ensemble of models to compute a Monte Carlo estimator of the expectation of a high-fidelity model can significantly reduce computational costs co…