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Differential Dynamic Programming (DDP) is an efficient trajectory optimization algorithm relying on second-order approximations of a system's dynamics and cost function, and has recently been applied to optimize systems with time-invariant…

Optimization and Control · Mathematics 2022-04-11 Alex Oshin , Matthew D. Houghton , Michael J. Acheson , Irene M. Gregory , Evangelos A. Theodorou

In this paper, we propose a variationally consistent technique for decreasing the maximum eigenfrequencies of structural dynamics related finite element formulations. Our approach is based on adding a symmetric positive-definite term to the…

Numerical Analysis · Mathematics 2022-07-27 Stein K. F. Stoter , Thi-Hoa Nguyen , René R. Hiemstra , Dominik Schillinger

We propose a novel method for fast and scalable evaluation of periodic solutions of systems of ordinary differential equations for a given set of parameter values and initial conditions. The equations governing the system dynamics are…

Dynamical Systems · Mathematics 2016-05-30 I. Yu. Tyukin , A. N. Gorban , T. A. Tyukina , J. Al Ameri , Yu. A. Korablev

The adoption of detailed mechanisms for chemical kinetics often poses two types of severe challenges: First, the number of degrees of freedom is large; and second, the dynamics is characterized by widely disparate time scales. As a result,…

Dynamical Systems · Mathematics 2025-10-01 Eliodoro Chiavazzo , C. William Gear , Carmeline J. Dsilva , Neta Rabin , Ioannis G. Kevrekidis

This paper details how to parameterize the posterior distribution of state-space systems to generate improved optimization problems for system identification using variational inference. Three different parameterizations of the assumed…

Applications · Statistics 2025-01-15 Dimas Abreu Archanjo Dutra

We propose a variational method to solve all three estimation problems for nonlinear stochastic dynamical systems: prediction, filtering, and smoothing. Our new approach is based upon a proper choice of cost function, termed the {\it…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Gregory L. Eyink

Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…

Probability · Mathematics 2008-12-20 Seid Bahlali

This work introduces a new approach to reduce the computational cost of solving partial differential equations (PDEs) with convection-dominated solutions: model reduction with implicit feature tracking. Traditional model reduction…

Numerical Analysis · Mathematics 2021-10-01 Marzieh Alireza Mirhoseini , Matthew J. Zahr

Inference, prediction and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management, climate and weather modeling, or molecular dynamics. The analysis of such highly…

Machine Learning · Statistics 2019-08-19 Hao Wu , Frank Noé

While data-driven model reduction techniques are well-established for linearizable mechanical systems, general approaches to reducing non-linearizable systems with multiple coexisting steady states have been unavailable. In this paper, we…

Dynamical Systems · Mathematics 2022-07-13 Mattia Cenedese , Joar Axås , Haocheng Yang , Melih Eriten , George Haller

We propose a variational alternative to the Trotter-Suzuki decomposition that provides greater control over errors while preserving the unitary structure of time evolution. The variational parameters in our ansatz are derived from a global…

Quantum Physics · Physics 2025-11-20 Ibsal Assi , Michael Vogl , Meenu Kumari , J. P. F. LeBlanc

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

This paper proposes a low order geometrically exact flexible beam formulation based on the utilisation of generic beam shape functions to approximate distributed kinematic properties of the deformed structure. The proposed nonlinear beam…

Classical Physics · Physics 2018-09-05 C. Howcroft , R. G. Cook , S. A. Neild , M. H. Lowenberg , J. E. Cooper , E. B. Coetzee

We propose a new LMI approach to the design of optimal switching sequences for polynomial dynamical systems with state constraints. We formulate the switching design problem as an optimal control problem which is then relaxed to a linear…

Optimization and Control · Mathematics 2013-03-11 Didier Henrion , Jamal Daafouz , Mathieu Claeys

A projection-based formulation is presented for non-linear model reduction of problems with extreme scale disparity. The approach allows for the selection of an arbitrary, but complete, set of solution variables while preserving the…

Computational Physics · Physics 2021-10-04 Cheng Huang , Christopher R. Wentland , Karthik Duraisamy , Charles Merkle

Complex and nonlinear dynamical systems often involve parameters that change with time, accurate tracking of which is essential to tasks such as state estimation, prediction, and control. Existing machine-learning methods require full state…

Machine Learning · Computer Science 2023-11-16 Zheng-Meng Zhai , Mohammadamin Moradi , Bryan Glaz , Mulugeta Haile , Ying-Cheng Lai

This paper describes valuation-based systems for representing and solving discrete optimization problems. In valuation-based systems, we represent information in an optimization problem using variables, sample spaces of variables, a set of…

Artificial Intelligence · Computer Science 2013-04-05 Prakash P. Shenoy , Glenn Shafer

We propose a semi-discrete numerical scheme and establish well-posedness of a class of parabolic systems. Such systems naturally arise while studying the optimal control of grain boundary motions. The latter is typically described using a…

Analysis of PDEs · Mathematics 2018-10-26 Harbir Antil , Ken Shirakawa , Noriaki Yamazaki

The long-term success of climate models that operate on multi-resolution grids will depend on access to subgrid parameterizations that act appropriately across a wide range of spatial and temporal scales. As the first step in a series of…

Atmospheric and Oceanic Physics · Physics 2015-05-20 Qingshan Chen , Max Gunzburger , Todd Ringler

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi
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