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Estimation and counterfactual experiments in dynamic discrete choice models with large state spaces pose computational difficulties. This paper proposes a model-adaptive approach, based on the conjugate gradient (CG) method, to solve the…

Econometrics · Economics 2026-03-18 Ertian Chen

A new model order reduction approach is proposed for parametric steady-state nonlinear fluid flows characterized by shocks and discontinuities whose spatial locations and orientations are strongly parameter dependent. In this method,…

Fluid Dynamics · Physics 2019-01-04 Nirmal J. Nair , Maciej Balajewicz

We propose and compare goal-oriented projection based model order reduction methods for the estimation of vector-valued functionals of the solution of parameter-dependent equations. The first projection method is a generalization of the…

Numerical Analysis · Mathematics 2018-10-22 Olivier Zahm , Marie Billaud-Friess , Anthony Nouy

In this paper, we investigate the optimal $\mathcal{H}_2$ model reduction problem for single-input single-output (SISO) continuous-time linear time-invariant (LTI) systems. A semi-definite relaxation (SDR) approach is proposed to determine…

Optimization and Control · Mathematics 2025-08-26 Wenshan Zhu , Imad Jaimoukha

In this paper we are interested in the problem of adaptive state observation of linear time-varying (LTV) systems where the system and the input matrices depend on unknown time-varying parameters. It is assumed that these parameters satisfy…

Systems and Control · Electrical Eng. & Systems 2021-12-13 Anton Pyrkin , Alexey Bobtsov , Romeo Ortega , Alberto Isidori

We consider the problem of performing parameter and state inference in a state-space model (SSM) parametrized by a static parameter $\theta$. A popular idea to address this problem consists of incorporating $\theta$ in the state of the…

Statistics Theory · Mathematics 2025-06-10 Yuan Chen , Mathieu Gerber , Christophe Andrieu , Randal Douc

Data driven models of dynamical systems help planners and controllers to provide more precise and accurate motions. Most model learning algorithms will try to minimize a loss function between the observed data and the model's predictions.…

Artificial Intelligence · Computer Science 2021-02-12 Clark Zhang , Santiago Paternain , Alejandro Ribeiro

This article presents a state feedback control design strategy for the stabilization of a vehicle along a reference collision avoidance maneuver. The stabilization of the vehicle is achieved through a combination of steering, acceleration…

Optimization and Control · Mathematics 2021-02-16 Penco Dario , Davins-Valldaura Joan , Godoy Emmanuel , Kvieska Pedro , Valmorbida Giorgio

We propose a model reduction procedure for rapid and reliable solution of parameterized hyperbolic partial differential equations. Due to the presence of parameter-dependent shock waves and contact discontinuities, these problems are…

Numerical Analysis · Mathematics 2020-10-20 Tommaso Taddei , Lei Zhang

Linear parameter-varying (LPV) systems with uncertainty in time-varying delays are subject to performance degradation and instability. In this line, we investigate the stability of such systems invoking an input-output stability approach.…

Systems and Control · Electrical Eng. & Systems 2020-04-10 Shahin Tasoujian , Saeed Salavati , Karolos Grigoriadis , Matthew Franchek

We introduce Variational State-Space Filters (VSSF), a new method for unsupervised learning, identification, and filtering of latent Markov state space models from raw pixels. We present a theoretically sound framework for latent state…

Machine Learning · Computer Science 2022-03-22 Daniel Pfrommer , Nikolai Matni

Projection-based model reduction enables efficient simulation of complex dynamical systems by constructing low-dimensional surrogate models from high-dimensional data. The Operator Inference (OpInf) approach learns such reduced surrogate…

Numerical Analysis · Mathematics 2026-02-06 Tomoki Koike , Prakash Mohan , Marc T. Henry de Frahan , Julie Bessac , Elizabeth Qian

We develop a mathematical and numerical framework to solve state estimation problems for applications that present variations in the shape of the spatial domain. This situation arises typically in a biomedical context where inverse problems…

Numerical Analysis · Mathematics 2023-03-14 Felipe Galarce , Damiano Lombardi , Olga Mula

We present a method for approximating the solution of a parameterized, nonlinear dynamical system using an affine combination of solutions computed at other points in the input parameter space. The coefficients of the affine combination are…

Numerical Analysis · Mathematics 2013-04-09 Paul G. Constantine , Qiqi Wang

The dynamic behavior of jointed assemblies exhibiting friction nonlinearities features amplitude-dependent dissipation and stiffness. To develop numerical simulations for predictive and design purposes, macro-scale High Fidelity Models…

Computational Engineering, Finance, and Science · Computer Science 2022-04-27 Ahmed Amr Morsy , Mariella Kast , Paolo Tiso

Model reduction simplifies complex dynamical systems while preserving essential properties. This paper revisits a recently proposed system-theoretic framework for least squares moment matching. It interprets least squares model reduction in…

Optimization and Control · Mathematics 2025-05-28 Alberto Padoan

Considering the natural ventilation, the thermal behavior of buildings can be described by a linear time varying model. In this paper, we describe an implementation of model reduction of linear time varying systems. We show the consequences…

Computational Engineering, Finance, and Science · Computer Science 2012-12-27 Thierry Berthomieu , Harry Boyer

The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…

Numerical Analysis · Mathematics 2020-02-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore

This paper presents an algorithm for checking and enforcing passivity of behavioral reduced-order macromodels of LTI systems, whose frequency-domain (scattering) responses depend on external parameters. Such models, which are typically…

Computational Engineering, Finance, and Science · Computer Science 2020-11-06 Stefano Grivet-Talocia

Functional time series data frequently appears in econometric analyses, where the functions of interest are subject to some shape constraints, including monotonicity and convexity, as typical of the estimation of the Lorenz curve. This…

Applications · Statistics 2024-12-03 Daichi Hiraki , Yasuyuki Hamura , Kaoru Irie , Shonosuke Sugasawa