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Related papers: Comparing (Empirical-Gramian-Based) Model Order Re…

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As an alternative to the popular balanced truncation method, the cross Gramian matrix induces a class of balancing model reduction techniques. Besides the classical computation of the cross Gramian by a Sylvester matrix equation, an…

Optimization and Control · Mathematics 2016-06-14 Christian Himpe , Mario Ohlberger

Novel constructions of empirical controllability and observability gramians for nonlinear systems for subsequent use in a balanced truncation style of model reduction are proposed. The new gramians are based on a generalisation of the…

Optimization and Control · Mathematics 2007-05-23 Marissa Condon , Rossen I. Ivanov

Model reduction is a powerful tool in dealing with numerical simulation of large scale dynamic systems for studying complex physical systems. Two major types of model reduction methods for linear time-invariant dynamic systems are Krylov…

Numerical Analysis · Mathematics 2024-06-11 Lei-Hong Zhang , Ren-Cang Li

A common approach in model reduction is balanced truncation, which is based on gramian matrices classifiying certain attributes of states or parameters of a given dynamic system. Initially restricted to linear systems, the empirical…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

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

The paper proposes a model reduction algorithm for linear hybrid systems, i.e., hybrid systems with externally induced discrete events, with linear continuous subsystems, and linear reset maps. The model reduction algorithm is based on…

Dynamical Systems · Mathematics 2020-03-19 Ion Victor Gosea , Mihaly Petreczky , John Leth , Rafael Wisniewski , Athanasios C. Antoulas

In this paper, nonlinear model reduction for power systems is performed by the balancing of empirical controllability and observability covariances that are calculated around the operating region. Unlike existing model reduction methods,…

Systems and Control · Computer Science 2016-08-30 Junjian Qi , Jianhui Wang , Hui Liu , Aleksandar D. Dimitrovski

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

Model order reduction is a technique that is used to construct low-order approximations of large-scale dynamical systems. In this paper, we investigate a balancing based model order reduction method for dynamical systems with a linear…

Optimization and Control · Mathematics 2019-09-11 Peter Benner , Pawan Goyal , Igor Pontes Duff

A standard approach for model reduction of linear input-output systems is balanced truncation, which is based on the controllability and observability properties of the underlying system. The related dominant subspace projection model…

Optimization and Control · Mathematics 2019-08-23 Peter Benner , Christian Himpe

We consider the Bayesian approach to the linear Gaussian inference problem of inferring the initial condition of a linear dynamical system from noisy output measurements taken after the initial time. In practical applications, the large…

Systems and Control · Electrical Eng. & Systems 2021-11-29 Elizabeth Qian , Jemima M. Tabeart , Christopher Beattie , Serkan Gugercin , Jiahua Jiang , Peter R. Kramer , Akil Narayan

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators'…

Numerical Analysis · Computer Science 2015-04-16 Martin Drohmann , Kevin Carlberg

In this contribution we are concerned with tight a posteriori error estimation for projection based model order reduction of $\inf$-$\sup$ stable parameterized variational problems. In particular, we consider the Reduced Basis Method in a…

Numerical Analysis · Mathematics 2018-02-12 Stefan Hain , Mario Ohlberger , Mladjan Radic , Karsten Urban

We deduce a procedure to apply balanced truncation to parameter-dependent differential-algebraic systems. For that we solve multiple projected Lyapunov equations for different parameter values to compute the Gramians that are required for…

Dynamical Systems · Mathematics 2024-01-08 Jennifer Przybilla , Matthias Voigt

We analyze structure-preserving model order reduction methods for Ornstein-Uhlenbeck processes and linear S(P)DEs with multiplicative noise based on balanced truncation. For the first time, we include in this study the analysis of non-zero…

Optimization and Control · Mathematics 2022-03-18 Simon Becker , Carsten Hartmann , Martin Redmann , Lorenz Richter

We present an extension of Vapnik's classical empirical risk minimizer (ERM) where the empirical risk is replaced by a median-of-means (MOM) estimator, the new estimators are called MOM minimizers. While ERM is sensitive to corruption of…

Statistics Theory · Mathematics 2018-08-10 Guillaume Lecué , Matthieu Lerasle , Timothée Mathieu

This work proposes novel techniques for the efficient numerical simulation of parameterized, unsteady partial differential equations. Projection-based reduced order models (ROMs) such as the reduced basis method employ a (Petrov-)Galerkin…

Numerical Analysis · Mathematics 2023-12-05 Nicholas Mueller , Santiago Badia

In this paper, we present a theoretical analysis of the model reduction algorithm for linear switched systems. This algorithm is a reminiscence of the balanced truncation method for linear parameter varying systems. Specifically in this…

Optimization and Control · Mathematics 2013-03-19 Mihaly Petreczky , Rafael Wisniewski , John Leth

In this paper, balancing based model order reduction (MOR) for large-scale linear discrete-time time-invariant systems in prescribed finite time intervals is studied. The first main topic is the development of error bounds regarding the…

Numerical Analysis · Mathematics 2019-02-06 Igor Pontes Duff , Patrick Kürschner

Parametric stochastic simulators are ubiquitous in science, often featuring high-dimensional input parameters and/or an intractable likelihood. Performing Bayesian parameter inference in this context can be challenging. We present a neural…

Machine Learning · Statistics 2021-10-27 Benjamin Kurt Miller , Alex Cole , Patrick Forré , Gilles Louppe , Christoph Weniger
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