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In large-scale Bayesian inverse problems, it is often necessary to apply approximate forward models to reduce the cost of forward model evaluations, while controlling approximation quality. In the context of Bayesian inverse problems with…

Numerical Analysis · Mathematics 2026-01-08 Josie König , Han Cheng Lie

Projection-based model order reduction of dynamical systems usually introduces an error between the high-fidelity model and its counterpart of lower dimension. This unknown error can be bounded by residual-based methods, which are typically…

Numerical Analysis · Mathematics 2023-03-31 Johannes Rettberg , Dominik Wittwar , Patrick Buchfink , Robin Herkert , Jörg Fehr , Bernard Haasdonk

This paper presents a low-dimensional observer design for stable, single-input single-output, continuous-time linear time-invariant (LTI) systems. Leveraging the model reduction by moment matching technique, we approximate the system with a…

Systems and Control · Electrical Eng. & Systems 2025-08-04 M. F. Shakib , M. Khalil , R. Postoyan

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

We propose two kinds of model order reduction methods for discrete time-delay systems with inhomogeneous initial conditions. The peculiar properties of discrete Walsh functions are directly utilized to compute the Walsh coefficients of the…

Optimization and Control · Mathematics 2024-06-07 Xiaolong Wang , Kejia Xu

Efficient high order numerical methods for evolving the solution of an ordinary differential equation are widely used. The popular Runge--Kutta methods, linear multi-step methods, and more broadly general linear methods, all have a global…

Numerical Analysis · Mathematics 2020-03-16 Adi Ditkowski , Sigal Gottlieb , Zachary J. Grant

This paper presents a structure-exploiting nonlinear model reduction method for systems with general nonlinearities. First, the nonlinear model is lifted to a model with more structure via variable transformations and the introduction of…

Numerical Analysis · Computer Science 2019-07-30 Boris Kramer , Karen Willcox

A reliable model order reduction process for parametric analysis in electromagnetics is detailed. Special emphasis is placed on certifying the accuracy of the reduced-order model. For this purpose, a sharp state error estimator is proposed.…

Numerical Analysis · Mathematics 2023-04-04 Sridhar Chellappa , Lihong Feng , Valentin de la Rubia , Peter Benner

Parametric model order reduction using reduced basis methods can be an effective tool for obtaining quickly solvable reduced order models of parametrized partial differential equation problems. With speedups that can reach several orders of…

Numerical Analysis · Mathematics 2022-01-26 Mario Ohlberger , Stephan Rave

Recent efforts to accelerate first-order methods have focused on convex optimization problems that satisfy a geometric property known as error-bound condition, which covers a broad class of problems, including piece-wise linear programs and…

Optimization and Control · Mathematics 2025-10-16 Qihang Lin , Negar Soheili , Runchao Ma , Selvaprabu Nadarajah

In this paper, a practicable simulation-free model order reduction method by nonlinear moment matching is developed. Based on the steady-state interpretation of linear moment matching, we comprehensively explain the extension of this…

Systems and Control · Electrical Eng. & Systems 2024-12-20 Maria Cruz Varona , Raphael Gebhart , Julian Suk , Boris Lohmann

In feedback flow control, one of the challenges is to develop mathematical models that describe the fluid physics relevant to the task at hand, while neglecting irrelevant details of the flow in order to remain computationally tractable. A…

Optimization and Control · Mathematics 2015-05-13 Zhanhua Ma , Sunil Ahuja , Clarence W. Rowley

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

When the state space of a discrete state space positive recurrent Markov chain is infinite or very large, it becomes necessary to truncate the state space in order to facilitate numerical computation of the stationary distribution. This…

Probability · Mathematics 2025-05-07 Peter W. Glynn , Zeyu Zheng

Model predictive control is a powerful framework for enabling optimal control of constrained systems. However, for systems that are described by high-dimensional state spaces this framework can be too computationally demanding for real-time…

Systems and Control · Electrical Eng. & Systems 2020-08-24 Joseph Lorenzetti , Marco Pavone

In this contribution we present a new modeling and simulation framework for parametrized Lithium-ion battery cells. We first derive a new continuum model for a rather general intercalation battery cell on the basis of non-equilibrium…

Numerical Analysis · Mathematics 2021-10-13 M. Landstorfer , M. Ohlberger , S. Rave , M. Tacke

When solving partial differential equations numerically, usually a high order spatial discretisation is needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretised systems and hence reduce…

Optimization and Control · Mathematics 2017-09-19 Martin Redmann

Finite element based simulation of phenomena governed by partial differential equations is a standard tool in many engineering workflows today. However, the simulation of complex geometries is computationally expensive. Many engineering…

Numerical Analysis · Mathematics 2019-08-07 Andreas Buhr

We revisit the sequential variants of linear regression with the squared loss, classification problems with hinge loss, and logistic regression, all characterized by unbounded losses in the setup where no assumptions are made on the…

Machine Learning · Statistics 2025-09-08 Jian Qian , Alexander Rakhlin , Nikita Zhivotovskiy

Model order reduction aims to determine a low-order approximation of high-order models with least possible approximation errors. For application to physical systems, it is crucial that the reduced order model (ROM) is robust to any…

Systems and Control · Electrical Eng. & Systems 2025-05-05 Shivam Bajaj , Carolyn L. Beck , Vijay Gupta