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We deal with the minimization of the ${\mathcal H}_\infty$-norm of the transfer function of a parameter-dependent descriptor system over the set of admissible parameter values. Subspace frameworks are proposed for such minimization problems…

Numerical Analysis · Mathematics 2019-05-13 Nicat Aliyev , Peter Benner , Emre Mengi , Matthias Voigt

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

Many complex engineering systems consist of multiple subsystems that are developed by different teams of engineers. To analyse, simulate and control such complex systems, accurate yet computationally efficient models are required. Modular…

Systems and Control · Electrical Eng. & Systems 2023-01-02 Lars A. L. Janssen , Bart Besselink , Rob H. B. Fey , Nathan van de Wouw

In this paper we approximate the radiative transfer equations by the method of moments, constructing mesoscopic approximations of arbitrary order of the otherwise microscopic system. To define the necessary closure a minimum entropy…

Computational Physics · Physics 2008-12-17 Philipp Monreal , Martin Frank

Model order reduction algorithms for large-scale descriptor systems are proposed using balanced truncation, in which symmetry or block skew symmetry (reciprocity) and the positive realness of the original transfer matrix are preserved. Two…

Numerical Analysis · Computer Science 2018-11-13 Yuichi Tanji

We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…

Numerical Analysis · Mathematics 2020-05-19 Oleg Balabanov , Anthony Nouy

We propose a new model reduction framework for problems that exhibit transport phenomena. As in the moving finite element method (MFEM), our method employs time-dependent transformation operators and, especially, generalizes MFEM to…

Numerical Analysis · Mathematics 2020-10-30 Felix Black , Philipp Schulze , Benjamin Unger

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

Interpolatory necessary optimality conditions for $\mathcal{H}_2$-optimal reduced-order modeling of non-parametric linear time-invariant (LTI) systems are known and well-investigated. In this work, using the general framework of…

Optimization and Control · Mathematics 2024-11-12 Petar Mlinarić , Peter Benner , Serkan Gugercin

An important class of dynamical systems with several practical applications is linear systems with quadratic outputs. These models have the same state equation as standard linear time-invariant systems but differ in their output equations,…

Systems and Control · Electrical Eng. & Systems 2024-08-13 Umair Zulfiqar , Zhi-Hua Xiao , Qiu-Yan Song , Mohammad Monir Uddin , Victor Sreeram

In [Z. Hu, R. Li, and Z. Qiao. Acceleration for microflow simulations of high-order moment models by using lower-order model correction. J. Comput. Phys., 327:225-244, 2016], it has been successfully demonstrated that using lower-order…

Numerical Analysis · Mathematics 2019-05-14 Zhicheng Hu , Guanghui Hu

A model order reduction algorithm is presented that generates a reduced-order model of the original high-order model, which ensures high-fidelity within the desired time interval. The reduced model satisfies a subset of the first-order…

Systems and Control · Electrical Eng. & Systems 2020-07-16 Umair Zulfiqar , Victor Sreeram , Xin Du

In this paper, we consider the problem of finding surrogate models for large-scale second-order linear time-invariant systems with inhomogeneous initial conditions. For this class of systems, the superposition principle allows us to…

Dynamical Systems · Mathematics 2022-06-24 Jennifer Przybilla , Igor Pontes Duff , Peter Benner

The Loewner framework is one of the most successful data-driven model order reduction techniques. If $N$ is the cardinality of a given data set, the so-called Loewner and shifted Loewner matrices $\mathbb{L}\in\mathbb{C}^{N\times N}$ and…

Numerical Analysis · Mathematics 2021-03-15 Davide Palitta , Sanda Lefteriu

We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system…

Optimization and Control · Mathematics 2011-06-15 Jake Bouvrie , Boumediene Hamzi

We introduce a novel model order reduction method for large-scale linear switched systems (LSS) where the coefficient matrices are affected by a low-rank switching. The key idea is to replace the LSS by a non-switched system with extended…

Systems and Control · Computer Science 2018-12-21 Philipp Schulze , Benjamin Unger

This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…

Optimization and Control · Mathematics 2018-01-11 Shana Moothedath , Prasanna Chaporkar , Madhu N. Belur

We consider high-dimensional asset price models that are reduced in their dimension in order to reduce the complexity of the problem or the effect of the curse of dimensionality in the context of option pricing. We apply model order…

Probability · Mathematics 2021-04-02 Martin Redmann , Christian Bayer , Pawan Goyal

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

In this study, we develop an extended implicit moment method, namely, a coupled high-order low-order (HOLO) method and apply it to the electromagnetic Vlasov-Darwin model. The high-order (HO) system evolves particles in a manner that…

Plasma Physics · Physics 2025-08-13 Derek A. Kuldinow , William T. Taitano , Kentaro Hara