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Maciej Balajewicz : Nonlinear dimensionality reduction: from turbulent fluid flows to computational finance

The past several decades have seen an exponential growth of computer processing speed and memory capacity. The massive, complex simulations that run on supercomputers allow exploration of fields for which physical experiments are too impractical, hazardous, and/or costly. Accurate and efficient high-fidelity simulations are critical to many energy, defense, and health applications, e.g., global climate simulations, optimal design of wind systems for power generation, combustion simulations aimed at increasing fuel efficiency and reducing carbon emissions, simulations of heart fibrillation, and many others. Unfortunately, even with the aid of massively parallel next-generation computers, high-fidelity simulations are still too expensive for real-time and multi-query applications such as uncertainty quantification, design, optimization, and control. For this reason, interest in model order reduction continues to grow. In this talk I will summarize recent advances in nonlinear model reduction for high-Reynolds-number fluid flows, structural dynamics, and computational finance.

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