Related papers: A theoretical basis for the Harmonic Balance Metho…
It is known that the unified transform method may be used to solve any well-posed initial-boundary value problem for a linear constant-coefficient evolution equation on the finite interval or the half-line. In contrast, classical methods…
Generalized Fourier series with orthogonal polynomial bases have useful applications in several fields, including differential equations, pattern recognition, and image and signal processing. However, computing the generalized Fourier…
This paper discusses model order reduction of LTI systems over limited frequency intervals within the framework of balanced truncation. Two new \emph{frequency-dependent balanced truncation} methods were developed, one is \emph{SF-type…
In this paper, we present an empirical balanced truncation method for nonlinear systems with linear time-invariant input vector field components. First, we define differential reachability and observability Gramians. They are matrix valued…
Reduced-order models for flows that exhibit time-periodic behavior are critical for several tasks, including active control and optimization. One well-known procedure to obtain the desired reduced-order model in the proximity of a periodic…
In this note we consider spectral cut-off estimators to solve a statistical linear inverse problem under arbitrary white noise. The truncation level is determined with a recently introduced adaptive method based on the classical discrepancy…
This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…
The numerical solution of an ordinary differential equation can be interpreted as the exact solution of a nearby modified equation. Investigating the behaviour of numerical solutions by analysing the modified equation is known as backward…
In this work, we illustrate and explore the use of Taylor series as solutions of differential equations. For a large a number of classes of differential equations in the literature, there are plenty of sources where the well known Taylor…
Truncated sum rules have been used to calculate the fundamental limits of the nonlinear susceptibilities; and, the results have been consistent with all measured molecules. However, given that finite-state models result in inconsistencies…
The aim of this paper is to develop a general method for constructing approximation schemes for viscosity solutions of fully nonlinear pathwise stochastic partial differential equations, and for proving their convergence. Our results apply…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
When using a finite difference method to solve an initial--boundary--value problem, the truncation error is often of lower order at a few grid points near boundaries than in the interior. Normal mode analysis is a powerful tool to analyze…
The numerical methods for differential equation solution allow obtaining a discrete field that converges towards the solution if the method is applied to the correct problem. Nevertheless, the numerical methods have the restricted class of…
In this work we explore the fidelity of numerical approximations to the analytic spectra of hyperbolic partial differential equation systems with variable coefficients. We are particularly interested in the ability of discrete methods to…
We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…
We consider the problem of constructing reduced models for large scale systems with poles in general domains in the complex plane (as opposed to, e.g., the open left-half plane or the open unit disk). Our goal is to design a model reduction…
A non-${\cal{PT}}$-symmetric Hamiltonian system of a Duffing oscillator coupled to an anti-damped oscillator with a variable angular frequency is shown to admit periodic solutions. The result implies that ${\cal{PT}}$-symmetry of a…
In this paper, an approximate solution to a specific class of the Fokker-Planck equation is proposed. The solution is based on the relationship between the Schr\"{o}dinger type equation with a partially confining and symmetrical potential.…