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In this paper, we investigate large-scale linear systems driven by a fractional Brownian motion (fBm) with Hurst parameter $H\in [1/2, 1)$. We interpret these equations either in the sense of Young ($H>1/2$) or Stratonovich ($H=1/2$).…

Numerical Analysis · Mathematics 2026-04-01 Nahid Jamshidi , Martin Redmann

The model reduction problem for semistable infinite-dimensional control systems is studied in this paper. In relation to these systems, we study an object we call the semistability Gramian, which serves as a generalization of the ordinary…

Optimization and Control · Mathematics 2019-03-25 Ingvar Ziemann , Yishao Zhou

We consider a second-order linear system of ordinary differential equations (ODEs) including random variables. A stochastic Galerkin method yields a larger deterministic linear system of ODEs. We apply a model order reduction (MOR) of this…

Numerical Analysis · Mathematics 2023-07-11 Roland Pulch

Stability of power networks is an increasingly important topic because of the high penetration of renewable distributed generation units. This requires the development of advanced (typically model-based) techniques for the analysis and…

Systems and Control · Computer Science 2018-09-14 T. W. Stegink , C. De Persis , A. J. van der Schaft

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

An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Umair Zulfiqar , Zhi-Hua Xiao , Qiu-Yan Song , Mohammad Monir Uddin , Victor Sreeram

It is well known that for gradient systems in Euclidean space or on a Riemannian manifold, the energy decreases monotonically along solutions. In this letter we derive and analyse functionally fitted energy-diminishing methods to preserve…

Numerical Analysis · Mathematics 2018-04-17 Bin Wang , Ting Li , Yajun Wu

We propose a projection-based model order reduction method for the solution of parameter-dependent dynamical systems. The proposed method relies on the construction of time-dependent reduced spaces generated from evaluations of the solution…

Numerical Analysis · Mathematics 2019-09-11 Marie Billaud-Friess , Anthony Nouy

In this paper, the problem of full state approximation by model reduction is studied for stochastic and bilinear systems. Our proposed approach relies on identifying the dominant subspaces based on the reachability Gramian of a system. Once…

Numerical Analysis · Mathematics 2021-02-16 Martin Redmann , Igor Pontes Duff

Structured reduced-order modeling is a central component in the computer-aided design of control systems in which cheap-to-evaluate low-dimensional models with physically meaningful internal structures are computed. In this work, we develop…

Numerical Analysis · Mathematics 2026-05-25 Sean Reiter , Steffen W. R. Werner

As a special type of bilinear systems, K-power bilinear systems possess a special coupled structure along with nice properties in practice. In this paper, we investigate the data-driven counterpart of balanced truncation for K-power…

Optimization and Control · Mathematics 2026-04-14 Xiaolong Wang , Biaolin Li , Xiaoli Wang

We analyze a family of Runge-Kutta based quadrature algorithms for the approximation of the gramians of linear time invariant dynamical systems. The approximated gramians are used to obtain an approximate balancing transformation similar to…

Numerical Analysis · Mathematics 2020-03-09 Christian Bertram , Heike Faßbender

Model order reduction encompasses mathematical techniques aimed at reducing the complexity of mathematical models in simulations while retaining the essential characteristics and behaviors of the original model. This is particularly useful…

Quantum Physics · Physics 2026-04-21 Wentao Fan , Hakan E. Türeci

We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…

Numerical Analysis · Mathematics 2019-04-15 Roland Pulch

We develop a linear systems theory that coincides with the existing theories for continuous and discrete dynamical systems, but that also extends to linear systems defined on nonuniform time domains. The approach here is based on…

Optimization and Control · Mathematics 2009-03-03 John M. Davis , Ian A. Gravagne , Billy J. Jackson , Robert J. Marks

This paper addresses the problem of model reduction for dynamical system models that describe biochemical reaction networks. Inherent in such models are properties such as stability, positivity and network structure. Ideally these…

Optimization and Control · Mathematics 2014-03-17 Aivar Sootla , James Anderson

Model order reduction algorithms for large-scale descriptor systems are proposed using balanced truncation, in which symmetry or block skew symmetry (reciprocity) and the positive realness of the original transfer matrix are preserved. Two…

Numerical Analysis · Computer Science 2018-11-13 Yuichi Tanji

The paper presents a model reduction framework geared towards the analysis and design of systems that switch and oscillate. While such phenomena are ubiquitous in nature and engineering, model reduction methods are not well developed for…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Alberto Padoan , Fulvio Forni , Rodolphe Sepulchre

In this contribution we develop an efficient reduced order model for solving parametrized linear-quadratic optimal control problems with linear time-varying state system. The fully reduced model combines reduced basis approximations of the…

Numerical Analysis · Mathematics 2024-08-29 Hendrik Kleikamp , Lukas Renelt

Coarse-graining or model reduction is a term describing a range of approaches used to extend the time-scale of molecular simulations by reducing the number of degrees of freedom. In the context of molecular simulation, standard…

Dynamical Systems · Mathematics 2023-11-14 Thomas Hudson , Xingjie Helen Li