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This paper proposes a hierarchical adaptive sampling scheme for passivity characterization of large-scale linear lumped macromodels. Here, large-scale is intended both in terms of dynamic order and especially number of input/output ports.…

Computational Engineering, Finance, and Science · Computer Science 2020-11-06 Marco De Stefano , Stefano Grivet-Talocia , Torben Wendt , Cheng Yang , Christian Schuster

Recent years have witnessed a wave of research activities in systems science toward the study of population systems. The driving force behind this shift was geared by numerous emerging and ever-changing technologies in life and physical…

Optimization and Control · Mathematics 2019-08-16 Jr-Shin Li , Wei Zhang , Lin Tie

Splitting schemes are numerical integrators for Hamiltonian problems that may advantageously replace the St\"ormer-Verlet method within Hamiltonian Monte Carlo (HMC) methodology. However, HMC performance is very sensitive to the step size…

Numerical Analysis · Mathematics 2022-12-02 F. Diele , C. Marangi , C. Tamborrino , C. Tarantino

This paper presents enhancement strategies for the Hermitian and skew-Hermitian splitting method based on gradient iterations. The spectral properties are exploited for the parameter estimation, often resulting in a better convergence. In…

Numerical Analysis · Mathematics 2020-07-08 Qinmeng Zou , Frederic Magoules

We consider the problem of finding an event-based sampling scheme that optimizes the trade-off between average sampling rate and control performance in a linear-quadratic-Gaussian (LQG) control problem setting with output feedback. Our…

Optimization and Control · Mathematics 2017-09-25 Marcus Thelander Andrén , Bo Bernhardsson , Anton Cervin , Kristian Soltesz

We develop a scalable algorithm for mean field control problems with kernel interactions by combining particle system simulations with random Fourier feature approximations. The method replaces the quadratic-cost kernel evaluations by…

Optimization and Control · Mathematics 2026-05-25 Zhongyuan Cao , Kaustav Das , Nicolas Langrené , Mathieu Laurière

A crucial task in system identification problems is the selection of the most appropriate model class, and is classically addressed resorting to cross-validation or using asymptotic arguments. As recently suggested in the literature, this…

Numerical Analysis · Mathematics 2015-06-09 Silvia Bonettini , Alessandro Chiuso , Marco Prato

This paper addresses the design and analysis of a multivariable gradient-based stochastic extremum-seeking control method for multi-input systems with arbitrary input delays. The approach accommodates systems with distinct time delays…

Optimization and Control · Mathematics 2024-11-19 Paulo Cesar Souza Silva , Paulo Cesar Pellanda , Tiago Roux Oliveira

Efficient approaches to quantum control and feedback are essential for quantum technologies, from sensing to quantum computation. Open-loop control tasks have been successfully solved using optimization techniques, including methods like…

Quantum Physics · Physics 2023-08-02 Riccardo Porotti , Vittorio Peano , Florian Marquardt

Hamiltonian Monte Carlo (HMC) is a powerful tool for Bayesian statistical inference due to its potential to rapidly explore high dimensional state space, avoiding the random walk behavior typical of many Markov Chain Monte Carlo samplers.…

When balanced truncation is used for model order reduction, one has to solve a pair of Lyapunov equations for two Gramians and uses them to construct a reduced-order model. Although advances in solving such equations have been made, it is…

Numerical Analysis · Mathematics 2020-03-11 Nguyen Thanh Son , Pierre-Yves Gousenbourger , Estelle Massart , Tatjana Stykel

System Gramian matrices are a well-known encoding for properties of input-output systems such as controllability, observability or minimality. These so-called system Gramians were developed in linear system theory for applications such as…

Mathematical Software · Computer Science 2018-09-14 Christian Himpe

Quantum control can be employed in quantum metrology to improve the precision limit for the estimation of unknown parameters. The optimal control, however, typically depends on the actual values of the parameters and thus needs to be…

Quantum Physics · Physics 2021-04-30 Han Xu , Lingna Wang , Haidong Yuan , Xin Wang

The GRadient Ascent Pulse Engineering (GRAPE) method is widely used for optimization in quantum control. GRAPE is gradient search method based on exact expressions for gradient of the control objective. It has been applied to coherently…

Quantum Physics · Physics 2023-07-18 Vadim Petruhanov , Alexander Pechen

Given a linear dynamical system, we consider the problem of constructing an approximate system using only a subset of the sensors out of the total set such that the observability Gramian of the new system is approximately equal to that of…

Systems and Control · Computer Science 2018-11-08 Shaunak D. Bopardikar

The development of physical simulators, called Ising machines, that sample from low energy states of the Ising Hamiltonian has the potential to drastically transform our ability to understand and control complex systems. However, most of…

Computational Physics · Physics 2021-03-10 Timothee Leleu , Farad Khoyratee , Timothee Levi , Ryan Hamerly , Takashi Kohno , Kazuyuki Aihara

Suppose several two-valued input-output systems are designed by setting the levels of several controllable factors. For this situation, Taguchi method has proposed to assign the controllable factors to the orthogonal array and use ANOVA…

Methodology · Statistics 2007-06-21 Satoshi Aoki , Masami Miyakawa

There is a tension between robustness and efficiency when designing Markov chain Monte Carlo (MCMC) sampling algorithms. Here we focus on robustness with respect to tuning parameters, showing that more sophisticated algorithms tend to be…

Computation · Statistics 2020-05-12 Samuel Livingstone , Giacomo Zanella

The multicanonical method has been proven powerful for statistical investigations of lattice and off-lattice systems throughout the last two decades. We discuss an intuitive but very efficient parallel implementation of this algorithm and…

Statistical Mechanics · Physics 2013-12-11 Johannes Zierenberg , Martin Marenz , Wolfhard Janke

We review several parallel tempering schemes and examine their main ingredients for accuracy and efficiency. The present study covers two selection methods of temperatures and several choices for the exchange of replicas, including a recent…

Statistical Mechanics · Physics 2015-06-16 A. Malakis , T. Papakonstantinou