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We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the…

Dynamical Systems · Mathematics 2023-02-13 Riccardo Morandin , Jonas Nicodemus , Benjamin Unger

A two-stage batch estimation algorithm for solving a class of nonlinear, static parameter estimation problems that appear in aerospace engineering applications is proposed. It is shown how these problems can be recast into a form suitable…

Signal Processing · Electrical Eng. & Systems 2020-02-18 Kerry Sun , Demoz Gebre-Egziabher

This paper presents a numerical method to implement the parameter estimation method using response statistics that was recently formulated by the authors. The proposed approach formulates the parameter estimation problem of It\^o drift…

Numerical Analysis · Mathematics 2019-03-05 He Zhang , Xiantao Li , John Harlim

Mechanical systems are often characterized only by their response to certain loads known from experiments or simulations. The obtained data can be used for various purposes: system analysis, design of mathematical models, or construction of…

Dynamical Systems · Mathematics 2026-01-05 Yevgeniya Filanova , Igor Pontes Duff , Pawan Goyal , Peter Benner

We develop a new least squares method for solving the second-order elliptic equations in non-divergence form. Two least-squares-type functionals are proposed for solving the equations in two steps. We first obtain a numerical approximation…

Numerical Analysis · Mathematics 2020-04-02 Ruo Li , Fanyi Yang

By combining different ideas, a general and efficient protocol to deal with discontinuous phase transitions at low temperatures is proposed. For small $T$'s, it is possible to derive a generic analytic expression for appropriate order…

Statistical Mechanics · Physics 2015-06-03 C. E. Fiore , M. G. E. da Luz

We propose a general strategy for reduced order modeling of systems that display highly nonlinear oscillations. By considering a continuous family of forced periodic orbits defined in relation to a stable fixed point and subsequently…

Dynamical Systems · Mathematics 2023-02-07 Dan Wilson , Kai Sun

The problem of fitting experimental data to a given model function $f(t; p_1,p_2,\dots,p_N)$ is conventionally solved numerically by methods such as that of Levenberg-Marquardt, which are based on approximating the Chi-squared measure of…

Optimization and Control · Mathematics 2017-03-14 Alberto Herrera-Gomez , R. Michael Porter

Backward parabolic equations, such as the backward heat equation, are classical examples of ill-posed problems where solutions may not exist or depend continuously on the data. In this work, we study a least squares finite element method to…

Numerical Analysis · Mathematics 2025-10-28 Harald Monsuur

We develop a primal dual active set with continuation algorithm for solving the \ell^0-regularized least-squares problem that frequently arises in compressed sensing. The algorithm couples the the primal dual active set method with a…

Optimization and Control · Mathematics 2014-03-04 Yuling Jiao , Bangti Jin , Xiliang Lu

This paper presents a unified Least-Squares framework for solving nonlinear partial differential equations by recasting the governing system as a residual minimisation problem. A Least-Squares functional is formulated and the corresponding…

Numerical Analysis · Mathematics 2025-11-10 Fleurianne Bertrand , Maximilian Brodbeck , Tim Ricken , Henrik Schneider

Multivariable parametric models are essential for optimizing the performance of high-tech systems. The main objective of this paper is to develop an identification strategy that provides accurate parametric models for complex multivariable…

Systems and Control · Electrical Eng. & Systems 2025-03-05 M. van der Hulst , R. A. González , K. Classens , P. Tacx , N. Dirkx , J. van de Wijdeven , T. Oomen

We consider the reduction of parametric families of linear dynamical systems having an affine parameter dependence that differ from one another by a low-rank variation in the state matrix. Usual approaches for parametric model reduction…

Numerical Analysis · Mathematics 2019-12-25 Christopher Beattie , Serkan Gugercin , Zoran Tomljanovic

Regularly varying stochastic processes model extreme dependence between process values at different locations and/or time points. For such processes we propose a two-step parameter estimation of the extremogram, when some part of the domain…

Statistics Theory · Mathematics 2018-08-28 Sven Buhl , Claudia Klüppelberg

The paper addresses the model reduction problem by least squares moment matching for continuous-time, linear, time-invariant systems. The basic idea behind least squares moment matching is to approximate a transfer function by ensuring that…

Optimization and Control · Mathematics 2021-09-27 Alberto Padoan

In this paper, we propose and analyze the least squares finite element methods for the linear elasticity interface problem in the stress-displacement system on unfitted meshes. We consider the cases that the interface is $C^2$ or polygonal,…

Numerical Analysis · Mathematics 2023-06-16 Fanyi Yang

In identification of dynamical systems, the prediction error method using a quadratic cost function provides asymptotically efficient estimates under Gaussian noise and additional mild assumptions, but in general it requires solving a…

Systems and Control · Computer Science 2018-03-28 Miguel Galrinho , Cristian R. Rojas , Hakan Hjalmarsson

This paper proposes an adaptive stochastic Model Predictive Control (MPC) strategy for stable linear time invariant systems in the presence of bounded disturbances. We consider multi-input multi-output systems that can be expressed by a…

Systems and Control · Computer Science 2018-12-03 Monimoy Bujarbaruah , Xiaojing Zhang , Francesco Borrelli

We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$…

Numerical Analysis · Mathematics 2023-08-03 Thomas Führer , Michael Karkulik

The success of compressed sensing relies essentially on the ability to efficiently find an approximately sparse solution to an under-determined linear system. In this paper, we developed an efficient algorithm for the sparsity promoting…

Information Theory · Computer Science 2015-06-18 Qibin Fan , Yuling Jiao , Xiliang Lu