Related papers: Model Reduction for Systems with Inhomogeneous Ini…
We propose a stochastic model reduction strategy for deterministic and stochastic slow-fast systems with finite time-scale separation. The stochastic model reduction relaxes the assumption of infinite time-scale separation of classical…
We study the robustness of system estimation to parametric perturbations in system dynamics and initial conditions. We define the problem of sensitivity-based parametric uncertainty quantification in dynamical system estimation. The main…
When considering an unconstrained minimization problem, a standard approach is to solve the optimality system with a Newton method possibly preconditioned by, e.g., nonlinear elimination. In this contribution, we argue that nonlinear…
We extend the theory of spectral submanifolds (SSMs) to general non-autonomous dynamical systems that are either weakly forced or slowly varying. Examples of such systems arise in structural dynamics, fluid-structure interactions and…
A method for adaptive model order reduction for nonsmooth discrete element simulation is developed and analysed in numerical experiments. Regions of the granular media that collectively move as rigid bodies are substituted with rigid bodies…
We study the influence of the preparation of an open quantum system on its reduced time evolution. In contrast to the frequently considered case of an initial preparation where the total density matrix factorizes into a product of a system…
The last two decades have seen major developments in interpolatory methods for model reduction of large-scale linear dynamical systems. Advances of note include the ability to produce (locally) optimal reduced models at modest cost; refined…
We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…
We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…
In this paper we study the problem of model reduction by moment matching for stochastic systems. We characterize the mathematical object which generalizes the notion of moment to stochastic differential equations and we find a class of…
Model order reduction in high-dimensional, nonlinear dynamical systems if often enabled through fast-slow timescale separation. One such approach involves identifying a low-dimensional slow manifold to which the state rapidly converges and…
We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…
We derive conditions under which a general nonlinear mechanical system can be exactly reduced to a lower-dimensional model that involves only the most flexible degrees of freedom. This Slow-Fast Decomposition (SFD) enslaves exponentially…
The renormalization method which is a type of perturbation method is extended to a tool to study weakly nonlinear time-delay systems. For systems with order-one delay, we show that the renormalization method leads to reduced systems without…
In this paper, we propose a new framework for solving a general dynamic optimal stopping problem without time consistency. A sophisticated solution is proposed and is well-defined for any time setting with general flows of objectives. A…
A primary interest in dynamic inverse problems is to identify the underlying temporal behaviour of the system from outside measurements. In this work we consider the case, where the target can be represented by a decomposition of spatial…
This work addresses inverse linear optimization where the goal is to infer the unknown cost vector of a linear program. Specifically, we consider the data-driven setting in which the available data are noisy observations of optimal…
We propose a new model reduction framework for problems that exhibit transport phenomena. As in the moving finite element method (MFEM), our method employs time-dependent transformation operators and, especially, generalizes MFEM to…
The paper deals with the decoupling problem of general quasilinear first order systems in two independent variables. We consider either the case of homogeneous and autonomous systems or the one of nonhomogeneous and/or nonautonomous…
In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…