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An unconventional approach for optimal stopping under model ambiguity is introduced. Besides ambiguity itself, we take into account how ambiguity-averse an agent is. This inclusion of ambiguity attitude, via an $\alpha$-maxmin nonlinear…

Mathematical Finance · Quantitative Finance 2021-07-15 Yu-Jui Huang , Xiang Yu

The larger the distance to instability from a matrix is, the more robustly stable the associated autonomous dynamical system is in the presence of uncertainties and typically the less severe transient behavior its solution exhibits.…

Numerical Analysis · Mathematics 2018-09-07 Emre Mengi

A variational model for describing the morphology of two-phase continua by allowing for the interplay between coherent and incoherent interfaces is introduced. Coherent interfaces are characterized by the microscopical arrangement of atoms…

Analysis of PDEs · Mathematics 2023-10-24 Randy Llerena , Paolo Piovano

A projection-based formulation is presented for non-linear model reduction of problems with extreme scale disparity. The approach allows for the selection of an arbitrary, but complete, set of solution variables while preserving the…

Computational Physics · Physics 2021-10-04 Cheng Huang , Christopher R. Wentland , Karthik Duraisamy , Charles Merkle

The energy transition is causing many stability-related challenges for power systems. Transient stability refers to the ability of a power grid's bus angles to retain synchronism after the occurrence of a major fault. In this paper a…

Optimization and Control · Mathematics 2021-01-12 Tim Aschenbruck , Willem Esterhuizen , Stefan Streif

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

In this paper we propose a method for applications oriented input design for linear systems under time-domain constraints on the amplitude of input and output signals. The method guarantees a desired control performance for the estimated…

Systems and Control · Computer Science 2014-03-28 A. Ebadat , B. Wahlberg , H. Hjalmarsson , C. R. Rojas , P. Hagg , C. A. Larsson

This paper proposes a data-driven control framework to regulate an unknown, stochastic linear dynamical system to the solution of a (stochastic) convex optimization problem. Despite the centrality of this problem, most of the available…

Optimization and Control · Mathematics 2021-08-31 Gianluca Bianchin , Miguel Vaquero , Jorge Cortes , Emiliano Dall'Anese

Mechanical systems are often characterized only by their response to certain loads known from experiments or simulations. The obtained data can be used for various purposes: system analysis, design of mathematical models, or construction of…

Dynamical Systems · Mathematics 2026-01-05 Yevgeniya Filanova , Igor Pontes Duff , Pawan Goyal , Peter Benner

Reduced-order models are indispensable for multi-query or real-time problems. However, there are still many challenges to constructing efficient ROMs for time-dependent parametrized problems. Using a linear reduced space is inefficient for…

Numerical Analysis · Mathematics 2023-11-17 Junming Duan , Jan S. Hesthaven

Wavelet phase is a critical parameter in seismic processing, where zero-phase wavelets are essential for maximizing temporal resolution and ensuring accurate interpretation of subsurface structures. In practice, however, the seismic wavelet…

Geophysics · Physics 2026-04-09 Ali Gholami

Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

The problem of late time instability in time domain integral equations for electromagnetics is longstanding. While several techniques have been suggested for addressing this problem, they either require impractically high degrees of freedom…

Mathematical Physics · Physics 2012-12-13 N. V. Nair , A. J. Pray , B. Shanker

In this paper we use an affine connection formulation to study an optimal control problem for a class of nonholonomic, under-actuated mechanical systems. In particular, we aim at minimizing the norm-squared of the control input to move the…

Optimization and Control · Mathematics 2007-05-23 Islam I. Hussein , Anthony M. Bloch

Obtaining predictive low-order models is a central challenge in fluid dynamics. Data-driven frameworks have been widely used to obtain low-order models of aerodynamic systems; yet, resulting models tend to yield predictions that grow…

A class of nonlinear control-affine systems with bounded time-varying drift is considered. It is assumed that the control vector fields together with their iterated Lie brackets satisfy Hormander's condition in a neighborhood of the origin.…

Optimization and Control · Mathematics 2020-02-07 Victoria Grushkovskaya , Alexander Zuyev

This paper addresses the optimal covariance steering problem for stochastic discrete-time linear systems subject to probabilistic state and control constraints. A method is presented for efficiently attaining the exact solution of the…

Systems and Control · Electrical Eng. & Systems 2023-10-06 George Rapakoulias , Panagiotis Tsiotras

This work presents a method for constructing online-efficient reduced models of large-scale systems governed by parametrized nonlinear scalar conservation laws. The solution manifolds induced by transport-dominated problems such as…

Numerical Analysis · Mathematics 2021-01-01 Donsub Rim , Benjamin Peherstorfer , Kyle T. Mandli

We study discrete time linear constrained switching systems with additive disturbances, in which the switching may be on the system matrices, the disturbance sets, the state constraint sets or a combination of the above. In our general…

Systems and Control · Computer Science 2017-02-03 Nikolaos Athanasopoulos , Konstantinos Smpoukis , Raphael M. Jungers

We develop an adaptive control architecture to achieve stabilization and command following of uncertain dynamical systems with improved transient performance. Our framework consists of a new reference system and an adaptive controller. The…

Dynamical Systems · Mathematics 2013-09-27 Tansel Yucelen , Gerardo De La Torre , Eric N. Johnson