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In this paper we address the challenging problem of designing globally convergent estimators for the parameters of nonlinear systems containing a non-separable exponential nonlinearity. This class of terms appears in many practical…

Dynamical Systems · Mathematics 2022-11-17 Romeo Ortega , Alexey Bobtsov , Ramon Costa-Castello , Nikolay Nikolaev

Thermal models have proven to be an useful and simple tool used to make theoretical predictions and data analysis in relativistic and ultra-relativistic heavy ion collisions. A new version of these models is presented here, incorporating a…

An approach to derive low-complexity models describing thermal radiation for the sake of simulating the behavior of electric arcs in switchgear systems is presented. The idea is to approximate the (high dimensional) full-order equations,…

Optimization and Control · Mathematics 2015-12-09 Lorenzo Fagiano , Rudolf Gati

In recent years, algorithms aiming at learning models from available data have become quite popular due to two factors: 1) the significant developments in Artificial Intelligence techniques and 2) the availability of large amounts of data.…

Dynamical Systems · Mathematics 2026-01-13 Stefano Riva , Andrea Missaglia , Carolina Introini , In Cheol Bang , Antonio Cammi

To counter the volatile nature of renewable energy sources, gas networks take a vital role. But, to ensure fulfillment of contracts under these circumstances, a vast number of possible scenarios, incorporating uncertain supply and demand,…

Optimization and Control · Mathematics 2021-07-20 Christian Himpe , Sara Grundel , Peter Benner

In this paper, we generalize existing frameworks for $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal model order reduction to a broad class of parametric linear time-invariant systems. To this end, we derive first-order necessary ptimality…

Optimization and Control · Mathematics 2022-04-04 Manuela Hund , Tim Mitchell , Petar Mlinarić , Jens Saak

This paper proposes a parametric approach for stochastic modeling of limit order markets. The models are obtained by augmenting classical perfectly liquid market models by few additional risk factors that describe liquidity properties of…

Trading and Market Microstructure · Quantitative Finance 2010-06-24 Pekka Malo , Teemu Pennanen

We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…

Numerical Analysis · Mathematics 2019-04-15 Roland Pulch

There exist various types of network block models such as the Stochastic Block Model (SBM), the Degree Corrected Block Model (DCBM), and the Popularity Adjusted Block Model (PABM). While this leads to a variety of choices, the block models…

Machine Learning · Statistics 2021-03-16 Majid Noroozi , Marianna Pensky

We present a general approach for modelling the small-scale suppression in the linear matter power spectrum induced by the presence of non-cold dark matter. We show that the new parametrisation accurately describes a large variety of…

Cosmology and Nongalactic Astrophysics · Physics 2018-03-14 Riccardo Murgia

Parameter-dependent models arise in many contexts such as uncertainty quantification, sensitivity analysis, inverse problems or optimization. Parametric or uncertainty analyses usually require the evaluation of an output of a model for many…

Numerical Analysis · Mathematics 2018-10-22 Anthony Nouy

An adaptive state observer is proposed for a class of overparametrized uncertain linear time-invariant systems without restrictive requirement of their representation in the observer canonical form. It evolves the method of generalized…

Systems and Control · Electrical Eng. & Systems 2023-01-19 Anton Glushchenko , Konstantin Lastochkin

Reduced order models are computationally inexpensive approximations that capture the important dynamical characteristics of large, high-fidelity computer models of physical systems. This paper applies machine learning techniques to improve…

Machine Learning · Computer Science 2015-11-11 Azam Moosavi , Razvan Stefanescu , Adrian Sandu

In many areas of engineering, nonlinear numerical analysis is playing an increasingly important role in supporting the design and monitoring of structures. Whilst increasing computer resources have made such formerly prohibitive analyses…

Numerical Analysis · Mathematics 2020-07-02 Thomas Simpson , Nikolaos Dervilis , Eleni Chatzi

Ordinary differential equations have been used to model dynamical systems in a broad range. Model checking for parametric ordinary differential equations is a necessary step to check whether the assumed models are plausible. In this paper…

Statistics Theory · Mathematics 2020-03-26 Ran Liu , Yun Fang , Lixing Zhu

A special class of symmetry reductions called nonclassical equivalence transformations is discussed in connection to a class of parameter identification problems represented by partial differential equations. These symmetry reductions…

Analysis of PDEs · Mathematics 2010-01-04 Nicoleta Bila , Jitse Niesen

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

Our research aims to propose a new performance-explainability analytical framework to assess and benchmark machine learning methods. The framework details a set of characteristics that systematize the performance-explainability assessment…

Machine Learning · Computer Science 2021-11-22 Kevin Fauvel , Véronique Masson , Élisa Fromont

For a nonlinear dynamical system that depends on parameters, the paper introduces a novel tensorial reduced-order model (TROM). The reduced model is projection-based, and for systems with no parameters involved, it resembles proper…

Numerical Analysis · Mathematics 2023-11-16 Alexander V. Mamonov , Maxim A. Olshanskii

In this work, we investigate a model order reduction scheme for polynomial parametric systems. We begin with defining the generalized multivariate transfer functions for the system. Based on this, we aim at constructing a reduced-order…

Numerical Analysis · Mathematics 2019-04-29 Peter Benner , Pawan Goyal