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Partial Differential Equations (PDEs) with high dimensionality are commonly encountered in computational physics and engineering. However, finding solutions for these PDEs can be computationally expensive, making model-order reduction…

Machine Learning · Statistics 2023-03-07 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis , Petros Koumoutsakos

Bilinear dynamical systems are commonly used in science and engineering because they form a bridge between linear and non-linear systems. However, simulating them is still a challenge because of their large size. Hence, a lot of research is…

Numerical Analysis · Mathematics 2019-03-13 Rajendra Choudhary , Kapil Ahuja

We are interested in the numerical solution of coupled nonlinear partial differential equations (PDEs) in two and three dimensions. Under certain assumptions on the domain, we take advantage of the Kronecker structure arising in standard…

Numerical Analysis · Mathematics 2021-07-21 Gerhard Kirsten

Matrix exponential discriminant analysis (EDA) is a generalized discriminant analysis method based on matrix exponential. It can essentially overcome the intrinsic difficulty of small sample size problem that exists in the classical linear…

Numerical Analysis · Mathematics 2015-12-22 Gang Wu , Ting-ting Feng , Li-jia Zhang , Meng Yang

We propose algorithms for efficient time integration of large systems of oscillatory second order ordinary differential equations (ODEs) whose solution can be expressed in terms of trigonometric matrix functions. Our algorithms are based on…

Numerical Analysis · Mathematics 2023-04-07 M. A. Botchev , L. A. Knizhnerman , M. Schweitzer

Many scientific and engineering challenges can be formulated as optimization problems which are constrained by partial differential equations (PDEs). These include inverse problems, control problems, and design problems. As a major…

Optimization and Control · Mathematics 2017-12-25 Lasse Hjuler Christiansen , John Bagterp Jørgensen

We extend the index-aware model-order reduction method to systems of nonlinear differential-algebraic equations with a special nonlinear term f(Ex), where E is a singular matrix. Such nonlinear differential-algebraic equations arise, for…

Numerical Analysis · Mathematics 2020-02-25 Nicodemus Banagaaya , Giuseppe Ali , Sara Grundel , Peter Benner

Recently a new algorithm for model reduction of second order linear dynamical systems with proportional damping, the Adaptive Iterative Rational Global Arnoldi (AIRGA) algorithm, has been proposed. The main computational cost of the AIRGA…

Numerical Analysis · Mathematics 2017-02-15 Navneet Pratap Singh , Kapil Ahuja , Heike Fassbender

Fully implicit Runge-Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner

Constrained mechanical systems occur in many applications, such as modeling of robots and other multibody systems. In this case, the motion is governed by a system of differential-algebraic equations (DAE), often with large and sparse…

Dynamical Systems · Mathematics 2025-07-09 Peter Benner , Yevgeniya Filanova , Igor Pontes Duff , Jens Saak

Fully implicit Runge-Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty…

Numerical Analysis · Mathematics 2021-10-07 Ben S. Southworth , Oliver Krzysik , Will Pazner , Hans De Sterck

We consider the solution of large stiff systems of ordinary differential equations with explicit exponential Runge--Kutta integrators. These problems arise from semi-discretized semi-linear parabolic partial differential equations on…

Numerical Analysis · Mathematics 2023-08-24 Kai Bergermann , Martin Stoll

We investigate the regularizing behavior of an iterative Krylov subspace method for the solution of linear inverse problems in precisions lower than double. Recent works have considered the projection of iterated Tikhonov methods using…

Numerical Analysis · Mathematics 2025-12-02 Chelsea Drum , James. G. Nagy , Lucas Onisk

Two comprehensive approaches are considered for constructing projection-based reduced-order computational models for linear dynamical systems. The first one reduces the governing equations written in the descriptor form, using a Galerkin or…

Dynamical Systems · Mathematics 2013-01-08 David Amsallem , Charbel Farhat

In this paper, we consider an efficient iterative approach to the solution of the discrete Helmholtz equation with Dirichlet, Neumann and Sommerfeld-like boundary conditions based on a compact sixth order approximation scheme and…

Numerical Analysis · Mathematics 2012-12-07 Yury Gryazin

We consider an optimization problem related to semi-active damping of vibrating systems. The main problem is to determine the best damping matrix able to minimize influence of the input on the output of the system. We use a minimization…

Dynamical Systems · Mathematics 2017-07-07 Zoran Tomljanović , Christopher Beattie , Serkan Gugercin

A class of distributed optimization problem with a globally coupled equality constraint and local constrained sets is studied in this paper. For its special case where local constrained sets are absent, an augmented primal-dual gradient…

Optimization and Control · Mathematics 2024-10-10 Jingwang Li , Housheng Su

We present iDARR, a scalable iterative Data-Adaptive RKHS Regularization method, for solving ill-posed linear inverse problems. The method searches for solutions in subspaces where the true solution can be identified, with the data-adaptive…

Numerical Analysis · Mathematics 2024-01-02 Haibo Li , Jinchao Feng , Fei Lu

The structure-preserving doubling algorithm (SDA) is a fairly efficient method for solving problems closely related to Hamiltonian (or Hamiltonian-like) matrices, such as computing the required solutions to algebraic Riccati equations.…

Numerical Analysis · Mathematics 2020-05-19 Zhen-Chen Guo , Eric King-Wah Chu , Xin Liang , Wen-Wei Lin

We study a deflation method to reduce and to solve linear dfferential-algebraic equations (DAEs). It consists to define a sequence of DAEs with index reduction of one unit by step. This is simultaneously performed by substitution and…

Classical Analysis and ODEs · Mathematics 2011-09-20 Fabien Monfreda , Jean-Claude Yakoubsohn