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We present a method leveraging extreme learning machine (ELM) type randomized neural networks (NNs) for learning the exact time integration algorithm for initial value problems (IVPs). The exact time integration algorithm for non-autonomous…

Numerical Analysis · Mathematics 2025-02-18 Suchuan Dong , Naxian Ni

We propose and analyse a numerical integrator that computes a low-rank approximation to large time-dependent matrices that are either given explicitly via their increments or are the unknown solution to a matrix differential equation.…

Numerical Analysis · Mathematics 2020-10-06 Gianluca Ceruti , Christian Lubich

We consider state and parameter estimation for a dynamical system having both time-varying and time-invariant parameters. It has been shown that the robustness of the Markov Chain Monte Carlo (MCMC) algorithm for estimating time-invariant…

Computational Engineering, Finance, and Science · Computer Science 2022-10-18 Philippe Bisaillon , Brandon Robinson , Mohammad Khalil , Chris L. Pettit , Dominique Poirel , Abhijit Sarkar

Structure-preserving linearly implicit exponential integrators are constructed for Hamiltonian partial differential equations with linear constant damping. Linearly implicit integrators are derived by polarizing the polynomial terms of the…

Numerical Analysis · Mathematics 2024-03-19 Murat Uzunca , Bülent Karasözen

The paper focuses on the numerical stability and accuracy of implicit time-domain integration (TDI) methods when applied for the solution of a power system model impacted by time delays. Such a model is generally formulated as a set of…

Systems and Control · Electrical Eng. & Systems 2025-06-18 Andreas Bouterakos , Georgios Tzounas

For time integration of transient eddy current problems commonly implicit time integration methods are used, where in every time step one or several nonlinear systems of equations have to be linearized with the Newton-Raphson method due to…

Computational Engineering, Finance, and Science · Computer Science 2017-09-26 Jennifer Dutiné , Markus Clemens , Sebastian Schöps , Georg Wimmer

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…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

Time-delay embedding is a technique that uses snapshots of state history over time to build a linear state space model of a nonlinear smooth system. We demonstrate that periodic non-smooth or hybrid system can also be modeled as a linear…

Robotics · Computer Science 2025-08-12 Chun-Ming Yang , Pranav A. Bhounsule

We develop a method to control discrete-time systems with constant but initially unknown parameters from linear temporal logic (LTL) specifications. We introduce the notions of (non-deterministic) parametric and adaptive transition systems…

Systems and Control · Computer Science 2017-03-23 Sadra Sadraddini , Calin Belta

Determining the induced L2 norm of a linear, parameter-varying (LPV) system is an integral part of many analysis and robust control design procedures. Most prior work has focused on efficiently computing upper bounds for the induced L2…

Systems and Control · Computer Science 2014-08-29 Tamas Peni , Peter J. Seiler

This work deals with the problem of choosing a time step for the numerical solution of boundary value problems for parabolic equations. The problem solution is derived using the fully implicit scheme, whereas a time step is selected via…

Numerical Analysis · Computer Science 2013-11-13 Petr N. Vabishchevich

This work presents a novel formulation and numerical strategy for the simulation of geometrically nonlinear structures. First, a non-canonical Hamiltonian (Poisson) formulation is introduced by including the dynamics of the stress tensor.…

Numerical Analysis · Mathematics 2025-10-27 Andrea Brugnoli , Denis Matignon , Joseph Morlier

The applicability of the Parareal parallel-in-time integration scheme for the solution of a linear, two-dimensional hyperbolic acoustic-advection system, which is often used as a test case for integration schemes for numerical weather…

Computational Engineering, Finance, and Science · Computer Science 2015-10-09 Daniel Ruprecht , Rolf Krause

In order to model realistic quantum devices it is necessary to simulate quantum systems strongly coupled to their environment. To date, most understanding of open quantum systems is restricted either to weak system-bath couplings, or to…

Quantum Physics · Physics 2018-09-25 Aidan Strathearn , Peter Kirton , Dainius Kilda , Jonathan Keeling , Brendon W. Lovett

Most numerical methods for time integration use real-valued time steps. Complex time steps, however, can provide an additional degree of freedom, as we can select the magnitude of the time step in both the real and imaginary directions. We…

Numerical Analysis · Mathematics 2026-01-13 Jithin D. George , Julian Koellermeier , Samuel Y. Jung , Niall M. Mangan

The increasing relevance of areas such as real-time and embedded systems, pervasive computing, hybrid systems control, and biological and social systems modeling is bringing a growing attention to the temporal aspects of computing, not only…

General Literature · Computer Science 2013-08-15 Carlo A. Furia , Dino Mandrioli , Angelo Morzenti , Matteo Rossi

When dealing with stiff conservation laws, explicit time integration forces to employ very small time steps, due to the restrictive CFL stability condition. Implicit methods offer an alternative, yielding the possibility to choose the time…

Numerical Analysis · Mathematics 2026-03-26 Alessandra Zappa , Matteo Semplice

Lyapunov exponents are a widely used tool for studying dynamical systems. When calculating Lyapunov exponents for piecewise-smooth systems with time-delayed arguments one faces a lack of continuity in the variational problem. This paper…

Chaotic Dynamics · Physics 2020-08-26 Zhi Zhang , Yang Liu , Jan Sieber

Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For…

Numerical Analysis · Mathematics 2020-08-26 Han Gao , Jian-Xun Wang , Matthew J. Zahr

Numerical modelling of several coupled passive linear dynamical systems (LDS) is considered. Since such component systems may arise from partial differential equations, transfer function descriptions, lumped systems, measurement data, etc.,…

Optimization and Control · Mathematics 2019-11-12 Juha Kuortti , Jarmo Malinen , Tom Gustafsson