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Related papers: Adaptive Frequency-limited H2-Model Order Reductio…

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Depending on the frequency range of interest, finite element-based modeling of acoustic problems leads to dynamical systems with very high dimensional state spaces. As these models can mostly be described with second order linear dynamical…

Numerical Analysis · Mathematics 2024-12-17 Siyang Hu , Nick Wulbusch , Alexey Chernov , Tamara Bechtold

Model order reduction aims to determine a low-order approximation of high-order models with least possible approximation errors. For application to physical systems, it is crucial that the reduced order model (ROM) is robust to any…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Shivam Bajaj , Carolyn L. Beck , Vijay Gupta

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

Model order reduction (MOR) is often applied to spatially-discretized partial differential equations to reduce their order and hence decrease computational complexity. A reduced system can be obtained, e.g., by time-limited balanced…

Optimization and Control · Mathematics 2019-07-15 Martin Redmann

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

We investigate linear dynamical systems consisting of ordinary differential equations with high dimensionality. Model order reduction yields alternative systems of much lower dimensions. However, a reduced system may be unstable, although…

Numerical Analysis · Mathematics 2018-08-14 Roland Pulch

In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full…

Numerical Analysis · Mathematics 2023-03-24 Jeffrey M. Hokanson , Caleb C. Magruder

This paper investigates structure-preserving $H_2$-optimal model order reduction (MOR) for linear systems with quadratic outputs. Within a Petrov-Galerkin projection framework, the $H_2$-optimal MOR problem is first formulated as an…

Optimization and Control · Mathematics 2025-08-19 Xiaolong Wang , Chenglong Liu , Tongtu Tian

Two approaches for approximating the solution of large-scale Lyapunov equations are considered: the alternating direction implicit (ADI) iteration and projective methods by Krylov subspaces. A link between them is presented by showing that…

Numerical Analysis · Mathematics 2014-02-13 Thomas Wolf , Heiko K. F. Panzer

We present a new accelerated stochastic second-order method that is robust to both gradient and Hessian inexactness, which occurs typically in machine learning. We establish theoretical lower bounds and prove that our algorithm achieves…

Optimization and Control · Mathematics 2024-05-28 Artem Agafonov , Dmitry Kamzolov , Alexander Gasnikov , Ali Kavis , Kimon Antonakopoulos , Volkan Cevher , Martin Takáč

This work proposes a universal and adaptive second-order method for minimizing second-order smooth, convex functions. Our algorithm achieves $O(\sigma / \sqrt{T})$ convergence when the oracle feedback is stochastic with variance $\sigma^2$,…

Optimization and Control · Mathematics 2022-12-13 Kimon Antonakopoulos , Ali Kavis , Volkan Cevher

An adaptive parametric reduced-order modeling method based on interpolating poles of reduced-order models is proposed in this paper. To guarantee correct interpolation, a pole-matching process is conducted to determine which poles of two…

Numerical Analysis · Mathematics 2019-08-05 Yao Yue , Lihong Feng , Peter Benner

This paper presents a novel adaptive multivariable smooth second-order sliding mode approach with the features of fast finite-time convergence, adaptation to disturbances and smooth. This approach can be directly applied to the controller…

Systems and Control · Electrical Eng. & Systems 2020-10-13 Xidong Wang

We develop a unifying framework for interpolatory $\mathcal{L}_2$-optimal reduced-order modeling for a wide classes of problems ranging from stationary models to parametric dynamical systems. We first show that the framework naturally…

Numerical Analysis · Mathematics 2023-09-26 Petar Mlinarić , Serkan Gugercin

This paper is concerned with model reference adaptive controller design for a class of nonlinear fractional order systems. Recent works on this topic rarely include direct methods and they are mostly based on indirect methods where the…

Optimization and Control · Mathematics 2017-10-17 Seyed Mohammad Moein Mousavi , Mohammad T. H. Beheshti , Amin Ramezani

This paper studies reduced-order modeling of dynamic networks with strongly connected topology. Given a graph clustering of an original complex network, we construct a quotient graph with less number of vertices, where the edge weights are…

Optimization and Control · Mathematics 2020-03-10 Xiaodong Cheng , Lanlin Yu , Dingchao Ren , Jacquelien M. A. Scherpen

We mainly consider the frequency limited $\mathcal{H}_2$ optimal model order reduction of large-scale sparse generalized systems. For this purpose we need to solve two Sylvester equations. This paper proposes efficient algorithm to solve…

Optimization and Control · Mathematics 2021-01-13 Xin Du , M. Monir Uddin , A. Mostakim Fony , Md. Tanzim Hossain , Mohammaed Sahadat-Hossain

This paper presents an H2-optimal model order reduction (MOR) method for linear systems with quadratic outputs based on Riemannian optimization. The H2-optimal MOR is formulated as an optimization problem in which the optimization variables…

Optimization and Control · Mathematics 2026-05-12 Xiaolong Wang , Chenglong Liu

We propose a Neural Hidden Markov Model (HMM) with Adaptive Granularity Attention (AGA) for high-frequency order flow modeling. The model addresses the challenge of capturing multi-scale temporal dynamics in financial markets, where…

Statistical Finance · Quantitative Finance 2026-03-24 Tianzuo Hu

Predictive modeling involving simulation and sensor data at the same time, is a growing challenge in computational science. Even with large-scale finite element models, a mismatch to the sensor data often remains, which can be attributed to…

Computational Engineering, Finance, and Science · Computer Science 2025-12-01 Lucas Hermann , Matthias Bollhöfer , Ulrich Römer