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[{"authors":null,"categories":null,"content":"I am a postdoctoral researcher at the University of Luxembourg. Currently, I am working on developing machine learning and reduced-order modeling frameworks for wind engineering and CFD problems.\nI was an MSCA fellow at the institute of mathematics at the Technical University of Berlin, where I received my Ph.D. in applied mathematics. My thesis was a cross-disciplinary work, where I developed complexity reduction methods using machine learning algorithms for financial risk analysis.\nI have an interdisciplinary background, a bachelor’s in mechanical engineering, a master’s in computational science focusing on computational methods and high-performance computing, and I am currently working in the field of numerical mathematics. Additionally, I am highly skilled in Python and MATLAB.\nMy primary research interest is in applied mathematics, and specifically, I find problems in differential equations, numerical analysis, reduced modeling, stochastic analysis, and machine learning interesting.\n","date":1627948800,"expirydate":-62135596800,"kind":"term","lang":"en","lastmod":1627948800,"objectID":"2525497d367e79493fd32b198b28f040","permalink":"","publishdate":"0001-01-01T00:00:00Z","relpermalink":"","section":"authors","summary":"I am a postdoctoral researcher at the University of Luxembourg. Currently, I am working on developing machine learning and reduced-order modeling frameworks for wind engineering and CFD problems.\nI was an MSCA fellow at the institute of mathematics at the Technical University of Berlin, where I received my Ph.","tags":null,"title":"Onkar Jadhav","type":"authors"},{"authors":["Onkar Jadhav","Andreas Binder","Volker Mehrmann"],"categories":null,"content":"","date":1627948800,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1627948800,"objectID":"f97d78b6118112415597d7140352cb43","permalink":"https://OnkaraJadhav.github.io/publication/conferenceecmi/","publishdate":"2021-08-03T00:00:00Z","relpermalink":"/publication/conferenceecmi/","section":"publication","summary":"This paper presents a model order reduction approach for large scale high dimensional parametric models arising in the analysis of financial risk.","tags":[],"title":"Complexity reduction for parametric high dimensional models in the analysis of financial risk","type":"publication"},{"authors":["Onkar Jadhav"],"categories":null,"content":"","date":1627948800,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1627948800,"objectID":"9feb2e32682b381e6c0b83c9cd267aa7","permalink":"https://OnkaraJadhav.github.io/publication/ml/","publishdate":"2021-08-03T00:00:00Z","relpermalink":"/publication/ml/","section":"publication","summary":"This paper presents a neural network model for large scale high dimensional parametric models arising in the analysis of financial risk.","tags":[],"title":"Neural network and reduced order modeling for financial risk analysis","type":"publication"},{"authors":["Onkar Jadhav"],"categories":null,"content":"Overview My experience as a Marie Curie fellow: https://www.romsoc.eu/my-ph-d-life/\n","date":1624924800,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1624924800,"objectID":"279b9966ca9cf3121ce924dca452bb1c","permalink":"https://OnkaraJadhav.github.io/post/getting-started/","publishdate":"2021-06-29T00:00:00Z","relpermalink":"/post/getting-started/","section":"post","summary":"My Ph.D. life as a marie curie fellow.","tags":["Academic"],"title":"My Ph.D. Life","type":"post"},{"authors":["Onkar Jadhav"],"categories":null,"content":"Overview My experience as a Marie Curie fellow: https://youtu.be/rJAUDG6Y0Pc\n","date":1624924800,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1624924800,"objectID":"3d0d9dbfa8b85d481538fd188e86532d","permalink":"https://OnkaraJadhav.github.io/post/getting-started-copy-2/","publishdate":"2021-06-29T00:00:00Z","relpermalink":"/post/getting-started-copy-2/","section":"post","summary":"My Ph.D. life as a marie curie fellow.","tags":["Academic"],"title":"Parametric Model Order Reduction with Adaptive Greedy Sampling","type":"post"},{"authors":["Onkar Jadhav","Anina Glumac","Vladimir Despotovic","Bert Blocken","Stephane Bordas"],"categories":null,"content":"","date":1622678400,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1622678400,"objectID":"8ba5007fdc695d7540ade97659a9b038","permalink":"https://OnkaraJadhav.github.io/publication/articled4w/","publishdate":"2021-06-03T00:00:00Z","relpermalink":"/publication/articled4w/","section":"publication","summary":"This paper presents a multi-fidelity framework for CFD analysis.","tags":[],"title":"A multi-fidelity wind surface pressure assessment via machine learning: A high-rise building case","type":"publication"},{"authors":["Onkar Jadhav","Andreas Binder","Volker Mehrmann"],"categories":null,"content":"","date":1622678400,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1622678400,"objectID":"55ea78ea5ecdf84b00a0c827558713ae","permalink":"https://OnkaraJadhav.github.io/publication/articleetna/","publishdate":"2021-06-03T00:00:00Z","relpermalink":"/publication/articleetna/","section":"publication","summary":"This paper presents an error analysis of the model order reduction framework for large scale high dimensional parametric models arising in the analysis of financial risk.","tags":[],"title":"Error analysis of a model order reduction framework for financial risk analysis","type":"publication"},{"authors":["Onkar Jadhav","Andreas Binder","Volker Mehrmann"],"categories":null,"content":"","date":1622678400,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1622678400,"objectID":"d0c17cb3bc27e80db8c3b4636acf10a2","permalink":"https://OnkaraJadhav.github.io/publication/articlejmi/","publishdate":"2021-06-03T00:00:00Z","relpermalink":"/publication/articlejmi/","section":"publication","summary":"This paper presents a model order reduction approach for large scale high dimensional parametric models arising in the analysis of financial risk.","tags":[],"title":"Model order reduction for the simulation of parametric interest rate models in financial risk analysis","type":"publication"},{"authors":null,"categories":null,"content":"","date":1617235200,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1617235200,"objectID":"3a7f935073da24770dfadaa070a94cea","permalink":"https://OnkaraJadhav.github.io/project/ecmi2021/","publishdate":"2021-04-01T00:00:00Z","relpermalink":"/project/ecmi2021/","section":"project","summary":"A model order reduction framework for financial risk analysis","tags":["Model Order Reduction","Machine Learning","Computational Finance","Numerical Mathematics"],"title":"ECMI 2021 conference","type":"project"},{"authors":null,"categories":null,"content":"","date":1617235200,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1617235200,"objectID":"c55379766814885a3cec1075008898f1","permalink":"https://OnkaraJadhav.github.io/project/tubseminar2020/","publishdate":"2021-04-01T00:00:00Z","relpermalink":"/project/tubseminar2020/","section":"project","summary":"Hierarchical modeling to establish a model order reduction framework for financial risk analysis","tags":["Model Order Reduction","Computational Finance","Numerical Mathematics"],"title":"Graduate seminar, Numerical mathematics","type":"project"},{"authors":null,"categories":null,"content":"","date":1617235200,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1617235200,"objectID":"c1093c23a172746a9426021992799fe7","permalink":"https://OnkaraJadhav.github.io/project/tubseminar2021/","publishdate":"2021-04-01T00:00:00Z","relpermalink":"/project/tubseminar2021/","section":"project","summary":"Neural Network Model for financial risk analysis","tags":["Machine Learning","Model Order Reduction","Computational Finance","Numerical Mathematics"],"title":"Graduate seminar, Numerical mathematics","type":"project"},{"authors":null,"categories":null,"content":"Computational fluid dynamics (CFD) represents an attractive tool for estimating wind pressures and wind loads on high-rise buildings. The CFD analyses can be conducted either by low-fidelity simulations (RANS) or by high-fidelity ones (LES). The low-fidelity model can efficiently estimate wind pressures over a large range of wind directions, but it generally lacks accuracy. On the other hand, the high-fidelity model generally exhibits satisfactory accuracy, yet, the high computational cost can limit the number of approaching wind angles that can be considered. In order to take advantage of the main benefits of these two CFD approaches, a multi-fidelity machine learning framework is investigated that aims to ensure the simulation accuracy while maintaining the computational efficiency.\n","date":1617235200,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1617235200,"objectID":"73a5748a36cea377c7979903f4958bae","permalink":"https://OnkaraJadhav.github.io/project/data4wind/","publishdate":"2021-04-01T00:00:00Z","relpermalink":"/project/data4wind/","section":"project","summary":"Multi-fidelity ML framework that takes RANS variables as inputs and predicts LES flow fields.","tags":["Machine Learning","Multi-fidelity","Model Order Reduction","Numerical Mathematics","Computational Fluid Dynamics","RANS and LES"],"title":"Machine learning and deep learning for CFD","type":"project"},{"authors":null,"categories":null,"content":"It is essential to be aware of the financial risk associated with an invested product. The risk analysis of financial instruments often requires the valuation of such instruments under a wide range of future market scenarios. The market scenarios (e.g., interest rates) are then input parameters in a valuation function that delivers the fair value of such financial instruments. These models are calibrated based on market scenarios that generate a high-dimensional parameter space. In short, to perform the risk analysis, the financial model needs to be solved for such a high dimensional parameter space, and this requires efficient algorithms. These two benchmark cases present the model order reduction approach based on the proper orthogonal decomposition approach with greedy sampling approaches for parameter sampling. The first case generates the 10000 simulated yield curves, which are then used to calibrate the financial model parameters. The second case presents both the classical and adaptive greedy sampling approaches.\nIn the source directory, one can find all source files required to run the benchmark cases. The directory benchmark contains the input data with the executable files. The Benchmark1_1.m file executes the yield curve simulation while the Benchmark1_2.nb file runs the parameter calibration. The classical greedy and adaptive greedy sampling techniques can be executed using Benchmark2_1.m and Benchmark2_2.m files. One can find a PDf file with a detailed step-by-step description of the benchmark case in the directory documentation.\n","date":1617235200,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1617235200,"objectID":"a9f521fa564aa18088c7d39e3ed3068c","permalink":"https://OnkaraJadhav.github.io/project/morfinance/","publishdate":"2021-04-01T00:00:00Z","relpermalink":"/project/morfinance/","section":"project","summary":"Benchmark cases for yield curve simulation, classical and adaptive greedy sampling approaches developed in https://doi.org/10.1186/s13362-021-00105-8.","tags":["Model Order Reduction","Computational Finance","Numerical Mathematics","Machine Learning","Stochastic analysis","Optimization"],"title":"Model Order Reduction for Finance","type":"project"},{"authors":null,"categories":null,"content":"","date":1617235200,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1617235200,"objectID":"f026f1b3a31c5ae35444db68aca68aa2","permalink":"https://OnkaraJadhav.github.io/project/wim2019/","publishdate":"2021-04-01T00:00:00Z","relpermalink":"/project/wim2019/","section":"project","summary":"Talk presented in the WIM2019 workshop.","tags":["Model Order Reduction","Machine Learning","Computational Finance","Numerical Mathematics"],"title":"Workshop in Industrial Mathematics 2019","type":"project"},{"authors":["Onkar Jadhav"],"categories":null,"content":"Overview Model Order Reduction in Computational Finance: https://www.romsoc.eu/model-hierarchy-for-the-reduced-order-modelling/\n","date":1595376000,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1595376000,"objectID":"fd624f846ec25b9c4eeba07c85a149e4","permalink":"https://OnkaraJadhav.github.io/post/getting-started-copy/","publishdate":"2020-07-22T00:00:00Z","relpermalink":"/post/getting-started-copy/","section":"post","summary":"Curse of Dimensionality","tags":["Academic"],"title":"Model order reduction for Financial risk analysis, blog post","type":"post"},{"authors":["Onkar Jadhav","Andreas Binder","Volker Mehrmann"],"categories":null,"content":"","date":1582761600,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1582761600,"objectID":"5fd10dc79c54a29baff435bfed339f26","permalink":"https://OnkaraJadhav.github.io/publication/preprint2/","publishdate":"2020-02-27T00:00:00Z","relpermalink":"/publication/preprint2/","section":"publication","summary":"This paper presents the error analysis of the model order reduction (MOR) framework developed in https://doi.org/10.1186/s13362-021-00105-8","tags":[],"title":"Error Analysis of a Model Order Reduction Framework for Financial Risk Analysis","type":"publication"},{"authors":["Onkar Jadhav","Andreas Binder","Volker Mehrmann"],"categories":null,"content":"","date":1582761600,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1582761600,"objectID":"72aecfa97fc361dd02cc9180cebb5a0c","permalink":"https://OnkaraJadhav.github.io/publication/preprint/","publishdate":"2020-02-27T00:00:00Z","relpermalink":"/publication/preprint/","section":"publication","summary":"This paper presents a model order reduction (MOR) approach for high dimensional problems in the analysis of financial risk.","tags":[],"title":"Model order reduction for parametric high dimensional models in the analysis of financial risk","type":"publication"},{"authors":[],"categories":[],"content":"Create slides in Markdown with Wowchemy Wowchemy | Documentation\n Features  Efficiently write slides in Markdown 3-in-1: Create, Present, and Publish your slides Supports speaker notes Mobile friendly slides   Controls  Next: Right Arrow or Space Previous: Left Arrow Start: Home Finish: End Overview: Esc Speaker notes: S Fullscreen: F Zoom: Alt + Click PDF Export: E   Code Highlighting Inline code: variable\nCode block:\nporridge = \u0026quot;blueberry\u0026quot;\rif porridge == \u0026quot;blueberry\u0026quot;:\rprint(\u0026quot;Eating...\u0026quot;)\r  Math In-line math: $x + y = z$\nBlock math:\n$$ f\\left( x \\right) = ;\\frac{{2\\left( {x + 4} \\right)\\left( {x - 4} \\right)}}{{\\left( {x + 4} \\right)\\left( {x + 1} \\right)}} $$\n Fragments Make content appear incrementally\n{{% fragment %}} One {{% /fragment %}}\r{{% fragment %}} **Two** {{% /fragment %}}\r{{% fragment %}} Three {{% /fragment %}}\r Press Space to play!\nOne  Two  Three \n A fragment can accept two optional parameters:\n class: use a custom style (requires definition in custom CSS) weight: sets the order in which a fragment appears   Speaker Notes Add speaker notes to your presentation\n{{% speaker_note %}}\r- Only the speaker can read these notes\r- Press `S` key to view\r{{% /speaker_note %}}\r Press the S key to view the speaker notes!\n Only the speaker can read these notes Press S key to view    Themes  black: Black background, white text, blue links (default) white: White background, black text, blue links league: Gray background, white text, blue links beige: Beige background, dark text, brown links sky: Blue background, thin dark text, blue links    night: Black background, thick white text, orange links serif: Cappuccino background, gray text, brown links simple: White background, black text, blue links solarized: Cream-colored background, dark green text, blue links   Custom Slide Customize the slide style and background\n{{\u0026lt; slide background-image=\u0026quot;/media/boards.jpg\u0026quot; \u0026gt;}}\r{{\u0026lt; slide background-color=\u0026quot;#0000FF\u0026quot; \u0026gt;}}\r{{\u0026lt; slide class=\u0026quot;my-style\u0026quot; \u0026gt;}}\r  Custom CSS Example Let\u0026rsquo;s make headers navy colored.\nCreate assets/css/reveal_custom.css with:\n.reveal section h1,\r.reveal section h2,\r.reveal section h3 {\rcolor: navy;\r}\r  Questions? Ask\nDocumentation\n","date":1549324800,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1549324800,"objectID":"0e6de1a61aa83269ff13324f3167c1a9","permalink":"https://OnkaraJadhav.github.io/slides/example/","publishdate":"2019-02-05T00:00:00Z","relpermalink":"/slides/example/","section":"slides","summary":"An introduction to using Wowchemy's Slides feature.","tags":[],"title":"Slides","type":"slides"},{"authors":["Onkar Jadhav","C. Yuan","E. Rudnyi","D. Hohlfeld","T. Bechtold"],"categories":null,"content":"","date":1523750400,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1523750400,"objectID":"8123e802bc9bbced68a1c54d5a4a8be5","permalink":"https://OnkaraJadhav.github.io/publication/confpapermsc2/","publishdate":"2018-04-15T00:00:00Z","relpermalink":"/publication/confpapermsc2/","section":"publication","summary":"This paper presents a parametric model order reduction approach for efficient parameter studies of thermoelectric generators.","tags":[],"title":"Parametric model order reduction of a thermoelectric generator for electrically active implants","type":"publication"},{"authors":["Onkar Jadhav","C. Yuan","D. Hohlfeld","T. Bechtold"],"categories":null,"content":"","date":1508716800,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":1508716800,"objectID":"7452f0e9c6aeb363b3fa338defc425fb","permalink":"https://OnkaraJadhav.github.io/publication/confpapermsc1/","publishdate":"2017-10-23T00:00:00Z","relpermalink":"/publication/confpapermsc1/","section":"publication","summary":"This paper presents a multiphysical model of a miniaturized thermoelectric generator for electrically active implants.","tags":[],"title":"Design of a thermoelectric generator for electrical active implants","type":"publication"},{"authors":null,"categories":null,"content":"","date":-62135596800,"expirydate":-62135596800,"kind":"page","lang":"en","lastmod":-62135596800,"objectID":"f26b5133c34eec1aa0a09390a36c2ade","permalink":"https://OnkaraJadhav.github.io/admin/config.yml","publishdate":"0001-01-01T00:00:00Z","relpermalink":"/admin/config.yml","section":"","summary":"","tags":null,"title":"","type":"wowchemycms"}]