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In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…

Mathematical Physics · Physics 2011-09-23 Leonardo Colombo , Fernando Jimenez , David Martin de Diego

Machine learning pipelines often rely on optimization procedures to make discrete decisions (e.g., sorting, picking closest neighbors, or shortest paths). Although these discrete decisions are easily computed, they break the…

Machine Learning · Computer Science 2020-06-11 Quentin Berthet , Mathieu Blondel , Olivier Teboul , Marco Cuturi , Jean-Philippe Vert , Francis Bach

Since the expense of the numerical integration of large scale dynamical systems is often computationally prohibitive, model reduction methods, which approximate such systems by simpler and much lower order ones, are often employed to reduce…

Numerical Analysis · Mathematics 2018-10-25 Yuto Miyatake

In this paper, we consider the problem of computing robust controlled invariants for discrete-time monotone dynamical systems. We consider different classes of monotone systems depending on whether the sets of states, control inputs and…

Systems and Control · Electrical Eng. & Systems 2023-06-27 Adnane Saoud , Murat Arcak

Due to its reduced memory and computational demands, dynamical low-rank approximation (DLRA) has sparked significant interest in multiple research communities. A central challenge in DLRA is the development of time integrators that are…

Numerical Analysis · Mathematics 2024-03-06 Jonas Kusch

We propose the difference discrete variational principle in discrete mechanics and symplectic algorithm with variable step-length of time in finite duration based upon a noncommutative differential calculus established in this paper. This…

Mathematical Physics · Physics 2018-01-17 Xu-Dong Luo , Han-Ying Guo , Yu-Qi Li , Ke Wu

In this paper, we propose a constructive algorithm to dynamically linearize two-input control systems via successive one-fold prolongations of a control that has to be suitably chosen at each step of the algorithm. Linearization via…

Optimization and Control · Mathematics 2025-05-13 Florentina Nicolau , Witold Respondek , Shunjie Li

In general, a system of differential equations is integrable if there exist `sufficiently many' first integrals (FIs) so that its solution can be found by means of quadratures. Therefore, the determination of the FIs is an important issue…

Mathematical Physics · Physics 2023-01-04 Antonios Mitsopoulos , Michael Tsamparlis

We present a new class of exponential integrators for ordinary differential equations. They are locally exact, i.e., they preserve the linearization of the original system at every point. Their construction consists in modifying existing…

Numerical Analysis · Mathematics 2011-04-08 Jan L. Cieśliński

An algorithm for a family of self-starting high-order implicit time integration schemes with controllable numerical dissipation is proposed for both linear and nonlinear transient problems. This work builds on the previous works of the…

Numerical Analysis · Mathematics 2024-09-23 Daniel O'Shea , Xiaoran Zhang , Shayan Mohammadian , Chongmin Song

We present an adaptation of the so-called structural method \cite{CMM23} for Hamiltonian systems, and redesign the method for this specific context, which involves two coupled differential systems. Structural schemes decompose the problem…

Numerical Analysis · Mathematics 2025-01-24 Stéphane Clain , Emmanuel Franck , Victor Michel-Dansac

In this paper, we study the discrete time filtering problems for linear systems driven by fractional noises. The main difficulty comes from the non-Markovian of the noises. We construct the difference equation of the covariance process…

Optimization and Control · Mathematics 2024-12-24 Yuecai Han , Yuhang Li

It is well-known that if a symplectic integrator is applied to a Hamiltonian system, then the modified equation, whose solutions interpolate the numerical solutions, is again Hamiltonian. We investigate this property from the variational…

Numerical Analysis · Mathematics 2017-11-07 Mats Vermeeren

For the linearized setting of the dynamics of complex bodies we construct variational integrators and prove their convergence by making use of BV estimates on the rate fields. We allow for peculiar substructural inertia and internal…

Mathematical Physics · Physics 2008-03-12 Matteo Focardi , Paolo Maria Mariano

This paper presents a discrete-time nonlinear system identification method while satisfying the stability and safety properties of the system with high probability. An Extreme Learning Machine (ELM) is used with a Gaussian assumption on the…

Systems and Control · Electrical Eng. & Systems 2022-10-04 Iman Salehi , Tyler Taplin , Ashwin P. Dani

This paper investigates first-order variable metric backward forward dynamical systems associated with monotone inclusion and convex minimization problems in real Hilbert space. The operators are chosen so that the backward-forward…

Optimization and Control · Mathematics 2021-06-15 Pankaj Gautam , D. R. Sahu , J. C. Yao

We present a variational integrator based on the Lobatto quadrature for the time integration of dynamical systems issued from the least action principle. This numerical method uses a cubic interpolation of the states and the action is…

Numerical Analysis · Mathematics 2025-10-30 François Dubois , Juan Antonio Rojas-Quintero

Stability and stabilization analysis of fractional-order linear time-invariant (FO-LTI) systems with different derivative orders is studied in this paper. First, by using an appropriate linear matrix function, a single-order equivalent…

Systems and Control · Computer Science 2018-08-30 Pouya Badri , Mahdi Sojoodi

Robot design optimization, imitation learning and system identification share a common problem which requires optimization over robot or task parameters at the same time as optimizing the robot motion. To solve these problems, we can use…

Robotics · Computer Science 2022-09-05 Traiko Dinev , Carlos Mastalli , Vladimir Ivan , Steve Tonneau , Sethu Vijayakumar

Mechanical systems are most often described by a set of continuous-time, nonlinear, second-order differential equations (SODEs) of a particular structure governed by the covariant derivative. The digital implementation of controllers for…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Shreyas N. B. , David Martin Diego , Ravi Banavar
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