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Exponential integrators that use Krylov approximations of matrix functions have turned out to be efficient for the time-integration of certain ordinary differential equations (ODEs). This holds in particular for linear homogeneous ODEs,…

Numerical Analysis · Mathematics 2015-02-25 Antti Koskela , Elias Jarlebring

We consider expected risk minimization problems when the range of the estimator is required to be nonnegative, motivated by the settings of maximum likelihood estimation (MLE) and trajectory optimization. To facilitate nonlinear…

Machine Learning · Statistics 2022-05-05 Abhishek Chakraborty , Ketan Rajawat , Alec Koppel

In time-limited model order reduction, a reduced-order approximation of the original high-order model is obtained that accurately approximates the original model within the desired limited time interval. Accuracy outside that time interval…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Umair Zulfiqar , Xin Du , Qiuyan Song , Zhi-Hua Xiao , Victor Sreeram

This paper develops a new class of Rosenbrock-type integrators based on a Krylov space solution of the linear systems. The new family, called Rosenbrock-Krylov (Rosenbrock-K), is well suited for solving large scale systems of ODEs or…

Numerical Analysis · Mathematics 2015-01-30 Paul Tranquilli , Adrian Sandu

Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…

Machine Learning · Computer Science 2024-10-03 Vincenzo Di Vito , Mostafa Mohammadian , Kyri Baker , Ferdinando Fioretto

The current limitation in the synthesis of distributed $\mathscr{H}_2$ controllers for linear interconnected systems is scalability due to non-convex or unstructured synthesis conditions. In this paper we develop convex and structured…

Systems and Control · Electrical Eng. & Systems 2021-01-15 Tom R. V. Steentjes , Mircea Lazar , Paul M. J. Van den Hof

Many Hamiltonian systems can be recast in multi-symplectic form. We develop a reduced-order model (ROM) for multi-symplectic Hamiltonian partial differential equations (PDEs) that preserves the global energy. The full-order solutions are…

Numerical Analysis · Mathematics 2022-08-30 Murat Uzunca , Bülent Karasözen , Ayhan Aydın

Designing high-performance electric machines that maintain their efficiency and reliability under uncertain material and operating conditions is crucial for industrial applications. In this paper, we present a novel framework for robust…

Optimization and Control · Mathematics 2025-04-08 Peter Gangl , Theodor Komann , Nepomuk Krenn , Stefan Ulbrich

The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…

Mathematical Physics · Physics 2017-01-18 Leonardo Colombo

Bilevel optimization, with broad applications in machine learning, has an intricate hierarchical structure. Gradient-based methods have emerged as a common approach to large-scale bilevel problems. However, the computation of the…

Optimization and Control · Mathematics 2025-02-27 Yan Yang , Bin Gao , Ya-xiang Yuan

This work is on a user-friendly reduced basis method for solving a family of parametric PDEs by preconditioned Krylov subspace methods including the conjugate gradient method, generalized minimum residual method, and bi-conjugate gradient…

Numerical Analysis · Mathematics 2026-02-24 Yuwen Li , Ludmil T. Zikatanov , Cheng Zuo

In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method preserves the convergence of the second-order method while…

Optimization and Control · Mathematics 2023-07-04 Chuwen Zhang , Dongdong Ge , Chang He , Bo Jiang , Yuntian Jiang , Yinyu Ye

The method of sub-iteration, which was previously applied to the higher-order coupled cluster amplitude equations, is extended to the case of the coupled cluster $\Lambda$ equations. The sub-iteration procedure for the $\Lambda$ equations…

Chemical Physics · Physics 2025-03-26 Devin A. Matthews

We propose a geometry-aware strategy for training neural preconditioners tailored to parametrized linear systems arising from the discretization of mixed-dimensional partial differential equations (PDEs). These systems are typically…

Numerical Analysis · Mathematics 2025-07-22 Nunzio Dimola , Alessandro Coclite , Paolo Zunino

We develop a new approximation theory for linear and quadratic interpolation models, suitable for use in convex-constrained derivative-free optimization (DFO). Most existing model-based DFO methods for constrained problems assume the…

Optimization and Control · Mathematics 2024-03-25 Lindon Roberts

We provide a unifying framework for $\mathcal{L}_2$-optimal reduced-order modeling for linear time-invariant dynamical systems and stationary parametric problems. Using parameter-separable forms of the reduced-model quantities, we derive…

Numerical Analysis · Mathematics 2022-10-17 Petar Mlinarić , Serkan Gugercin

We consider the solution to the biharmonic equation in mixed form discretized by the Hybrid High-Order (HHO) methods. The two resulting second-order elliptic problems can be decoupled via the introduction of a new unknown, corresponding to…

Numerical Analysis · Mathematics 2024-09-06 Paola F. Antonietti , Pierre Matalon , Marco Verani

Using a residuum approach, we provide a complete description of the space of the rational spatial curves of given tangent directions. The rational Pythagorean hodograph curves are obtained as a special case when the norm of the direction…

Metric Geometry · Mathematics 2023-07-18 Hans-Peter Schröcker , Zbyněk Šìr

This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia

Many matrices appearing in numerical methods for partial differential equations and integral equations are rank-structured, i.e., they contain submatrices that can be approximated by matrices of low rank. A relatively general class of…

Numerical Analysis · Mathematics 2015-03-10 Steffen Börm , Knut Reimer