Today's computational and experimental paradigms feature complex models along with disparate and, frequently, enormous data sets. This necessitates the development of theoretical and computational strategies for efficient and robust numerical algorithms that effectively resolve the important features and characteristics of these complex computational models. The desiderata for resolving the underlying model features is often application-specific and combines mathematical tasks like approximation, prediction, calibration, design, and optimization. Running simulations that fully account for the variability of the complexities of modern scientific models can be infeasible due to the curse of dimensionality, chaotic behavior or dynamics, and/or overwhelming streams of informative data.

This semester program focuses on both theoretical investigation and practical algorithm development for reduction in the complexity - the dimension, the degrees of freedom, the data - arising in these... (more)

Mathematical models of scientific applications often involve simulations with a large number of degrees of freedom that strain even the most efficient of algorithms. A clear need is the rigorous development of models with reduced complexity that retain fidelity to the application. Mathematics-based reduced-order modeling applies techniques in nonlinear approximation, projection-based discretizations, sparse surrogate construction, and high-dimensional approximation, in order to construct a model surrogate with near-optimal approximation properties. This workshop focuses on theoretical and algorithmic advances in mathematics-based model order reduction of various types: reduced basis methods, projection-based methods for dynamical systems, and sparse and low-rank approximations in high dimensions.

The advancement in computing and storage capabilities of modern computational clusters fosters use of novel statistical techniques in machine learning and deep networks. Such data-driven techniques allow one to learn model features and characteristics that are difficult for mathematical methods alone to reveal. Many computational methods achieve model and complexity discovery using methods that lie at the nexus of mathematical, statistical, and computational disciplines. Statistical methods often employ “big data” approaches that glean predictive capability from diverse and enormous databases of information. Emerging methods in machine learning and deep networks can provide impressive results. This workshop gathers researchers at the frontier of large-scale statistical computation, data science, tensor decompositions and approximations, and data-driven model learning, to focus on modern challenges that use data to reduce complexity of models.