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We present structure preserving integrators for solving linear quadratic optimal control problems. This problem requires the numerical integration of matrix Riccati differential equations whose exact solution is a symmetric positive…

Numerical Analysis · Mathematics 2012-12-04 Philipp Bader , Sergio Blanes , Enrique Ponsoda

In this paper, we examine the shifted passivity property of port-Hamiltonian systems. Shifted passivity accounts for the fact that in many applications the desired steady-state values of the input and output variables are nonzero, and thus…

Systems and Control · Computer Science 2017-11-27 Nima Monshizadeh , Pooya Monshizadeh , Romeo Ortega , Arjan van der Schaft

In this paper the explicit necessary and sufficient conditions for the existence of reduced order proportional-integral observer for the state estimation of continuous-time linear time-invariant systems are established. A procedure is given…

Optimization and Control · Mathematics 2024-04-10 Konstadinos H. Kiritsis

The parareal in time algorithm allows to efficiently use parallel computing for the simulation of time-dependent problems. It is based on a decomposition of the time interval into subintervals, and on a predictor-corrector strategy, where…

Numerical Analysis · Mathematics 2010-11-30 X. Dai , C. Le Bris , F. Legoll , Y. Maday

In this paper, we first propose a new extended mixture model of residual lifetime distributions. We show that this model is suitable in modeling residual lifetime in some practical situations. Several closure properties of some well-known…

Methodology · Statistics 2014-12-31 M. Kayid , S. Izadkhah

We investigate the existence of solutions of reversible and irreversible port-Hamiltonian systems. To this end, we utilize the associated exergy, a function that is composed of the system's Hamiltonian and entropy, to prove global existence…

Optimization and Control · Mathematics 2024-10-25 Willem Esterhuizen , Bernhard Maschke , Till Preuster , Manuel Schaller , Karl Worthmann

Port-Hamiltonian (pH) systems offer a highly structured and energy-based modular framework for control systems. Many pH systems exhibit non-polynomial non-linearities. We consider the problem of immersing such systems into a…

Systems and Control · Electrical Eng. & Systems 2026-03-12 Mohammad Itani , Manuel Schaller , Karl Worthmann , Timm Faulwasser

Port-Hamiltonian (PH) systems provide a framework for modeling, analysis and control of complex dynamical systems, where the complexity might result from multi-physical couplings, non-trivial domains and diverse nonlinearities. A major…

Dynamical Systems · Mathematics 2024-03-15 Philipp L. Kinon , Tobias Thoma , Peter Betsch , Paul Kotyczka

This paper studies the data-driven balanced truncation (BT) method for second-order systems based on the measurements in the frequency domain. The basic idea is to approximate Gramians used the numerical quadrature rules, and establish the…

Numerical Analysis · Mathematics 2025-06-05 Xiaolong Wang , Xuerong Yang , Xiaoli Wang , Bo Song

In this article we investigate model order reduction of large-scale systems using time-limited balanced truncation, which restricts the well known balanced truncation framework to prescribed finite time intervals. The main emphasis is on…

Numerical Analysis · Mathematics 2018-01-08 Patrick Kürschner

This paper presents a structure-preserving spatial discretization method for distributed parameter port-Hamiltonian systems. The class of considered systems are hyperbolic systems of two conservation laws in arbitrary spatial dimension and…

Numerical Analysis · Mathematics 2021-08-11 Flávio Luiz Cardoso-Ribeiro , Denis Matignon , Laurent Lefèvre

Studying high-dimensional Hamiltonian systems with microstructure, it is an important and challenging problem to identify reduced macroscopic models that describe some effective dynamics on large spatial and temporal scales. This paper…

Mathematical Physics · Physics 2008-12-27 Johannes Giannoulis , Michael Herrmann , Alexander Mielke

The port-Hamiltonian approach presents an energy-based modeling of dynamical systems with energy-conservative and energy-dissipative parts as well as an interconnection over the so-called ports. In this paper, we apply an operator splitting…

Numerical Analysis · Mathematics 2023-04-05 Andreas Frommer , Michael Günther , Björn Liljegren-Sailer , Nicole Marheineke

Given an energy-dissipating port-Hamiltonian system, we characterise the exponential decay of the energy via the model ingredients under mild conditions on the Hamiltonian density $\mathcal{H}$. In passing, we obtain generalisations for…

Analysis of PDEs · Mathematics 2024-02-29 Sascha Trostorff , Marcus Waurick

A framework for exponential time discretization of the multilayer rotating shallow water equations is developed in combination with a mimetic discretization in space. The method is based on a combination of existing exponential time…

Numerical Analysis · Mathematics 2019-08-27 Konstantin Pieper , K. Chad Sockwell , Max Gunzburger

Hamiltonian systems are known to conserve the Hamiltonian function, which describes the energy evolution over time. Obtaining a numerical spatio-temporal scheme that accurately preserves the discretized Hamiltonian function is often a…

Numerical Analysis · Mathematics 2023-10-10 Anand Srinivasan , Jose E. Castillo

We consider two approaches to balanced truncation of stochastic linear systems, which follow from different generalizations of the reachability Gramian of deterministic systems. Both preserve mean-square asymptotic stability, but only the…

Dynamical Systems · Mathematics 2017-03-14 Peter Benner , Tobias Damm , Yolanda Rocio Rodriguez Cruz

We investigate $n$-component systems of conservation laws that possess third-order Hamiltonian structures of differential-geometric type. The classification of such systems is reduced to the projective classification of linear congruences…

Exactly Solvable and Integrable Systems · Physics 2018-05-04 E. V. Ferapontov , M. V. Pavlov , R. F. Vitolo

In this paper, we consider linear time-invariant continuous control systems which are bounded real, also known as scattering passive. Our main theoretical contribution is to show the equivalence between such systems and port-Hamiltonian…

Optimization and Control · Mathematics 2025-01-22 Karim Cherifi , Nicolas Gillis , Punit Sharma

In this paper we apply symplectic algorithms to nearly integrable Hamiltonian system, and prove it can maintain lots of elliptic lower dimensional invariant tori. We are committed to consider the elliptic lower dimensional invariant tori…

Dynamical Systems · Mathematics 2024-02-23 Zaijiu Shang , Yang Xu