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We consider the identification of large-scale linear and stable dynamic systems whose outputs may be the result of many correlated inputs. Hence, severe ill-conditioning may affect the estimation problem. This is a scenario often arising…

Dynamical Systems · Mathematics 2022-09-07 Wenqi Cao , Gianluigi Pillonetto

Mathematical models for flow and reactive transport in porous media often involve non-linear, degenerate parabolic equations. Their solutions have low regularity, and therefore lower order schemes are used for the numerical approximation.…

Numerical Analysis · Mathematics 2021-05-24 Jakub W. Both , Kundan Kumar , Jan M. Nordbotten , Iuliu Sorin Pop , Florin A. Radu

We consider the linear least squares problem with linear equality constraints (LSE problem) formulated as $\min_{x\in\mathbb{R}^{n}}\|Ax-b\|_2 \ \mathrm{s.t.} \ Cx = d$. Although there are some classical methods available to solve this…

Numerical Analysis · Mathematics 2025-01-06 Haibo Li

In this study, we consider the numerical solution of large systems of linear equations obtained from the stochastic Galerkin formulation of stochastic partial differential equations. We propose an iterative algorithm that exploits the…

Numerical Analysis · Mathematics 2016-05-18 Kookjin Lee , Howard C. Elman

This paper presents the results of a preliminary experimental investigation of the performance of a stationary iterative method based on a block staircase splitting for solving singular systems of linear equations arising in Markov chain…

Numerical Analysis · Mathematics 2023-02-16 V. Besozzi , M. Della Bartola , L. Gemignani

Mathematical modeling often yields linear dynamical systems in science and engineering. We change physical parameters of the system into random variables to perform an uncertainty quantification. The stochastic Galerkin method yields a…

Numerical Analysis · Mathematics 2019-09-17 Roland Pulch

We investigate iterated Tikhonov methods coupled with a Kaczmarz strategy for obtaining stable solutions of nonlinear systems of ill-posed operator equations. We show that the proposed method is a convergent regularization method. In the…

Numerical Analysis · Mathematics 2020-12-23 J. Baumeister , A. De Cezaro , A. Leitao

We present a method that connects a well-established nonlinear (bilinear) identification method from time-domain data with neural network (NNs) advantages. The main challenge for fitting bilinear systems is the accurate recovery of the…

Dynamical Systems · Mathematics 2022-08-23 Dimitrios S. Karachalios , Ion Victor Gosea , Kirandeep Kour , Athanasios C. Antoulas

Dynamical systems with quadratic outputs have recently attracted significant attention. In this paper, we consider bilinear dynamical systems, a special class of weakly nonlinear systems, with a quadratic output. We develop various…

Numerical Analysis · Mathematics 2025-07-08 Heike Faßbender , Serkan Gugercin , Till Peters

This paper deals with learning stability of partially observed switched linear systems under arbitrary switching. Such systems are widely used to describe cyber-physical systems which arise by combining physical systems with digital…

Systems and Control · Electrical Eng. & Systems 2023-01-20 Zheming Wang , Raphaël M. Jungers , Mihály Petreczky , Bo Chen , Li Yu

Iterative linear-quadratic (ILQ) methods are widely used in the nonlinear optimal control community. Recent work has applied similar methodology in the setting of multiplayer general-sum differential games. Here, ILQ methods are capable of…

Systems and Control · Electrical Eng. & Systems 2020-03-20 David Fridovich-Keil , Vicenc Rubies-Royo , Claire J. Tomlin

Bilevel optimization problems are a class of challenging optimization problems, which contain two levels of optimization tasks. In these problems, the optimal solutions to the lower level problem become possible feasible candidates to the…

Neural and Evolutionary Computing · Computer Science 2013-10-08 Ankur Sinha , Pekka Malo , Kalyanmoy Deb

An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Umair Zulfiqar , Zhi-Hua Xiao , Qiu-Yan Song , Mohammad Monir Uddin , Victor Sreeram

Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…

Numerical Analysis · Mathematics 2013-11-25 Anastasia Cornelio , Federica Porta , Marco Prato , Luca Zanni

Boundary element methods produce dense linear systems that can be accelerated via multipole expansions. Solved with Krylov methods, this implies computing the matrix-vector products within each iteration with some error, at an accuracy…

Numerical Analysis · Mathematics 2016-10-04 Tingyu Wang , Simon K. Layton , Lorena A. Barba

Nesterov's well-known scheme for accelerating gradient descent in convex optimization problems is adapted to accelerating stationary iterative solvers for linear systems. Compared with classical Krylov subspace acceleration methods, the…

Optimization and Control · Mathematics 2021-08-10 Tao Hong , Irad Yavneh

In this paper, we deal with the problem of synthesizing static output feedback controllers for stabilizing polynomial systems. Our approach jointly synthesizes a Lyapunov function and a static output feedback controller that stabilizes the…

Optimization and Control · Mathematics 2015-01-20 Mohamed Amin Ben Sassi , Sriram Sankaranarayanan

Bilinear systems emerge in a wide variety of fields as natural models for dynamical systems ranging from robotics to quantum dots. Analyzing controllability of such systems is of fundamental and practical importance, for example, for the…

Optimization and Control · Mathematics 2019-08-14 Wei Zhang , Jr-Shin Li

Several results regarding the stability and the stabilization of linear impulsive positive systems under arbitrary, constant, minimum, maximum and range dwell-time are obtained. The proposed stability conditions characterize the pointwise…

Optimization and Control · Mathematics 2016-11-09 Corentin Briat

Hybrid multiscale modelling has emerged as a useful framework for modelling complex biological phenomena. However, when accounting for stochasticity in the internal dynamics of agents, these models frequently become computationally…

Quantitative Methods · Quantitative Biology 2021-05-11 Daria Stepanova , Helen M. Byrne , Philip K. Maini , Tomás Alarcón