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In this paper, we investigate a large-scale stochastic system with bilinear drift and linear diffusion term. Such high dimensional systems appear for example when discretizing a stochastic partial differential equations in space. We study a…

Optimization and Control · Mathematics 2018-04-06 Martin Redmann

When solving partial differential equations numerically, usually a high order spatial discretization is needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized systems and hence reduce…

Optimization and Control · Mathematics 2017-10-23 Martin Redmann , Patrick Kürschner

We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible…

Numerical Analysis · Mathematics 2019-08-15 Roland Pulch , Akil Narayan

Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized (stochastic) partial differential equations and hence reduce computational complexity. A particular class of MOR techniques is balancing…

Optimization and Control · Mathematics 2019-03-29 Martin Redmann

This paper studies the data-driven balanced truncation (BT) method for second-order systems based on the measurements in the frequency domain. The basic idea is to approximate Gramians used the numerical quadrature rules, and establish the…

Numerical Analysis · Mathematics 2025-06-05 Xiaolong Wang , Xuerong Yang , Xiaoli Wang , Bo Song

In this paper, balancing based model order reduction (MOR) for large-scale linear discrete-time time-invariant systems in prescribed finite time intervals is studied. The first main topic is the development of error bounds regarding the…

Numerical Analysis · Mathematics 2019-02-06 Igor Pontes Duff , Patrick Kürschner

Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced…

Optimization and Control · Mathematics 2019-07-15 Martin Redmann

Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. Two…

Optimization and Control · Mathematics 2023-02-07 Boris Kramer , Serkan Gugercin , Jeff Borggaard

Model order reduction (MOR) is essential in integrated circuit design, particularly when dealing with large-scale electromagnetic models extracted from complex designs. The numerous passive elements introduced in these models pose…

Numerical Analysis · Mathematics 2024-11-22 Christos Giamouzis , Dimitrios Garyfallou , Nestor Evmorfopoulos , George Stamoulis

Model order reduction (MOR) is an important step in the design process of integrated circuits. Specifically, the electromagnetic models extracted from modern complex designs result in a large number of passive elements that introduce…

Numerical Analysis · Mathematics 2023-11-16 Christos Giamouzis , Dimitrios Garyfallou , Anastasis Vagenas , Nestor Evmorfopoulos

In this paper, we explore the role of tensor algebra in balanced truncation (BT) based model reduction/identification for high-dimensional multilinear/linear time invariant systems. In particular, we employ tensor train decomposition (TTD),…

Systems and Control · Electrical Eng. & Systems 2020-01-28 Can Chen , Amit Surana , Anthony Bloch , Indika Rajapakse

Balanced truncation (BT) is a model reduction method that utilizes a coordinate transformation to retain eigen-directions that are highly observable and reachable. To address realizability and scalability of BT applied to highly stiff and…

Systems and Control · Electrical Eng. & Systems 2022-07-13 Elnaz Rezaian , Cheng Huang , Karthik Duraisamy

Model order reduction is a technique that is used to construct low-order approximations of large-scale dynamical systems. In this paper, we investigate a balancing based model order reduction method for dynamical systems with a linear…

Optimization and Control · Mathematics 2019-09-11 Peter Benner , Pawan Goyal , Igor Pontes Duff

When solving linear stochastic differential equations numerically, usually a high order spatial discretisation is used. Balanced truncation (BT) and singular perturbation approximation (SPA) are well-known projection techniques in the…

Numerical Analysis · Mathematics 2016-11-18 Martin Redmann , Melina A. Freitag

We discuss balanced truncation model order reduction for large-scale quadratic-bilinear (QB) systems. Balanced truncation for linear systems mainly involves the computation of the Gramians of the system, namely reachability and…

Optimization and Control · Mathematics 2017-05-02 Peter Benner , Pawan Goyal

We introduce a model reduction approach for linear time-invariant second order systems based on positive real balanced truncation. Our method guarantees asymptotic stability and passivity of the reduced order model as well as the positive…

Numerical Analysis · Mathematics 2020-06-17 Ines Dorschky , Timo Reis , Matthias Voigt

Model reduction is a powerful tool in dealing with numerical simulation of large scale dynamic systems for studying complex physical systems. Two major types of model reduction methods for linear time-invariant dynamic systems are Krylov…

Numerical Analysis · Mathematics 2024-06-11 Lei-Hong Zhang , Ren-Cang Li

We analyze a structure-preserving model order reduction technique for delay and stochastic delay equations based on the balanced truncation method and provide a system theoretic interpretation. Transferring error bounds based on Hankel…

Optimization and Control · Mathematics 2020-08-28 Simon Becker , Lorenz Richter

We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…

Numerical Analysis · Mathematics 2017-12-07 Ion Victor Gosea , Mihaly Petreczky , Athanasios C. Antoulas , Christophe Fiter

In this paper, we consider model order reduction for bilinear systems with non-zero initial conditions. We discuss choices of Gramians for both the homogeneous and the inhomogeneous parts of the system individually and prove how these…

Numerical Analysis · Mathematics 2022-05-19 Martin Redmann , Igor Pontes Duff
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