Related papers: Structure-Preserving Linear Quadratic Gaussian Bal…
Balanced truncation is a well-established model order reduction method which has been applied to a variety of problems. Recently, a connection between linear Gaussian Bayesian inference problems and the system-theoretic concept of balanced…
We develop the framework for a non-intrusive, quadrature-based method for approximate balanced truncation (QuadBT) of linear systems with quadratic outputs, thus extending the applicability of QuadBT, which was originally designed for…
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…
We introduce a model reduction approach for linear time-invariant second order systems based on positive real balanced truncation. Our method guarantees asymptotic stability and passivity of the reduced order model as well as the positive…
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…
We study the numerical approximation of a coupled hyperbolic-parabolic system by a family of discontinuous Galerkin space-time finite element methods. The model is rewritten as a first-order evolutionary problem that is treated by the…
We develop optimization-based structure-preserving model order reduction (MOR) methods for port-Hamiltonian (pH) descriptor systems of differentiation index one. Descriptor systems in pH form permit energy-based modeling and intuitive…
In \emph{Guo et al, arXiv:2005.08288}, we propose a decoupled form of the structure-preserving doubling algorithm (dSDA). The method decouples the original two to four coupled recursions, enabling it to solve large-scale algebraic Riccati…
We investigate discretization strategies for a recently introduced class of energy-based models. The model class encompasses classical port-Hamiltonian systems, generalized gradient flows, and certain systems with algebraic constraints. Our…
We analyze a structure-preserving model order reduction technique for delay and stochastic delay equations based on the balanced truncation method and provide a system theoretic interpretation. Transferring error bounds based on Hankel…
We develop a pivot-shifted Carleman linearization framework for quantum algorithms solving quadratic nonlinear ordinary differential equations. By shifting the dynamics by a pivot state prior to Carleman lifting, and combining this with a…
Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. Two…
This paper proposes a data-driven model reduction approach on the basis of noisy data. Firstly, the concept of data reduction is introduced. In particular, we show that the set of reduced-order models obtained by applying a Petrov-Galerkin…
We propose a model order reduction approach for balanced truncation of linear switched systems. Such systems switch among a finite number of linear subsystems or modes. We compute pairs of controllability and observability Gramians…
In this paper, we present a new methodology to develop arbitrary high-order structure-preserving methods for solving the quantum Zakharov system. The key ingredients of our method are: (i) the original Hamiltonian energy is reformulated…
In this article, we present the structure-preserving discretization of linear one-dimensional port-Hamiltonian (PH) systems of two conservation laws using discontinuous Galerkin (DG) methods. We recall the DG discretization procedure which…
We study how the vector-field structure of nonlinear port-Hamiltonian systems is reflected in the infinitesimal Koopman generator. The generator admits a natural bracket decomposition into a conservative interconnection-bracket derivation,…
We present a gradient-based identification algorithm to identify the system matrices of a linear port-Hamiltonian system from given input-output time data. Aiming for a direct structure-preserving approach, we employ techniques from optimal…
Structure-preserving algorithms and algorithms with uniform error bound have constituted two interesting classes of numerical methods. In this paper, we blend these two kinds of methods for solving nonlinear Hamiltonian systems with highly…
The port-Hamiltonian framework is a structure-preserving modeling approach that preserves key physical properties such as energy conservation and dissipation. When subsystems are modeled as port-Hamiltonian systems (pHS) with linearly…