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We introduce a nonlinear stochastic model reduction technique for high-dimensional stochastic dynamical systems that have a low-dimensional invariant effective manifold with slow dynamics, and high-dimensional, large fast modes. Given only…

Machine Learning · Statistics 2023-10-25 Felix X. -F. Ye , Sichen Yang , Mauro Maggioni

Variational multiscale (VMS) methods offer a robust framework for handling under-resolved flow scales without resorting to problem-specific turbulence models. Here, we propose and assess a dynamic, term-by-term VMS stabilized formulation…

Fluid Dynamics · Physics 2026-02-06 Diego Escobar , Douglas Pacheco , Alejando Aguirre , Ernesto Castillo

We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…

Numerical Analysis · Mathematics 2021-09-09 Mildred Aduamoah , Benjamin D. Goddard , John W. Pearson , Jonna C. Roden

A variational principle for determining unstable periodic orbits of flows as well as unstable spatio-temporally periodic solutions of extended systems is proposed and implemented. An initial loop approximating a periodic solution is evolved…

Chaotic Dynamics · Physics 2009-11-10 Yueheng Lan , Predrag Cvitanovic

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

This article describes an approach for parametrizing input and state trajectories in model predictive control. The parametrization is designed to be invariant to time shifts, which enables warm-starting the successive optimization problems…

Systems and Control · Computer Science 2019-03-20 Michael Muehlebach , Raffaello D'Andrea

This paper generalizes a previously-conceived, continuation-based optimization technique for scalar objective functions on constraint manifolds to cases of periodic and quasiperiodic solutions of delay-differential equations. A Lagrange…

Dynamical Systems · Mathematics 2022-09-27 Zaid Ahsan , Harry Dankowicz , Jan Sieber

This study proposes a method for designing stabilizing suboptimal controllers for nonlinear stochastic systems. These systems include time-invariant stochastic parameters that represent uncertainty of dynamics, posing two key difficulties…

Optimization and Control · Mathematics 2025-01-22 Yuji Ito , Kenji Fujimoto

Chemical reactions modeled by ordinary differential equations are finite-dimensional dissipative dynamical systems with multiple time-scales. They are numerically hard to tackle -- especially when they enter an optimal control problem as…

Optimization and Control · Mathematics 2017-03-27 Marcus Heitel , Dirk Lebiedz

We present a method for determining optimal modes of operation for autonomously oscillating systems with uncertain parameters. In a typical application of the method, a nonlinear dynamical system is optimized with respect to an economic…

Dynamical Systems · Mathematics 2013-08-20 Darya Kastsian , Martin Mönnigmann

Steering a system towards a desired target in a very short amount of time is challenging from a computational standpoint. Indeed, the intrinsically iterative nature of optimal control problems requires multiple simulations of the physical…

Optimization and Control · Mathematics 2025-05-16 Matteo Tomasetto , Andrea Manzoni , Francesco Braghin

In this paper, we study an affine connection approach to realizing nonholonomic mechanical systems mediated by viscous friction forces with large coefficients, viewed as a singular perturbation of the nonholonomic system. We show that the…

Mathematical Physics · Physics 2024-08-02 Vaughn Gzenda , Robin Chhabra

We present a methodology that extends invariant manifold theory to a class of autonomous piecewise linear systems with nonsmoothness at the equilibrium, providing a framework for model order reduction in mechanical structures with compliant…

Dynamical Systems · Mathematics 2026-01-16 A. Yassine Karoui , Remco I. Leine

Variational methods are employed in situations where exact Bayesian inference becomes intractable due to the difficulty in performing certain integrals. Typically, variational methods postulate a tractable posterior and formulate a lower…

Machine Learning · Statistics 2019-06-12 Nikolaos Gianniotis , Christoph Schnörr , Christian Molkenthin , Sanjay Singh Bora

The efficient condition assessment of engineered systems requires the coupling of high fidelity models with data extracted from the state of the system `as-is'. In enabling this task, this paper implements a parametric Model Order Reduction…

Numerical Analysis · Mathematics 2024-07-25 Konstantinos Vlachas , Konstantinos Tatsis , Konstantinos Agathos , Adam R. Brink , Eleni Chatzi

We address the design and synthesis of optimal control strategies for high-dimensional stochastic dynamical systems. Such systems may be deterministic nonlinear systems evolving from random initial states, or systems driven by random…

Numerical Analysis · Mathematics 2020-08-26 Panos Lambrianides , Qi Gong , Daniele Venturi

We consider the primal and dual forms of the optimality conditions for PDE-contrained optimization problems arising in Data-Driven Computational Mechanics when specialized to the reaction-diffusion context. Starting with the continuous…

Numerical Analysis · Mathematics 2025-12-24 Ramon Codina , Roberto Federico Ausas , Pedro Balbão Bazon , Cristian Guillermo Gebhardt

Variational principles play a central role in classical mechanics, providing compact formulations of dynamics and direct access to conserved quantities. While holonomic systems admit well-known action formulations, non-holonomic systems --…

Classical Physics · Physics 2026-04-29 A. Rothkopf , W. A. Horowitz

This paper presents a non-minimal order dynamics model for many analysis, simulation, and control problems of constrained mechanical systems with switching topology by making use of linear projection operator. The distinct features of this…

Systems and Control · Electrical Eng. & Systems 2021-08-24 Farhad Aghili

A new method for stochastic control based on neural networks and using randomisation of discrete random variables is proposed and applied to optimal stopping time problems. The method models directly the policy and does not need the…

Computational Finance · Quantitative Finance 2021-01-11 Thomas Deschatre , Joseph Mikael