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This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

We propose an adaptive moment-matching framework for model order reduction of quadratic-bilinear descriptor systems. In this framework, an important issue is the selection of those shift frequencies where moment-matching is to be achieved.…

Optimization and Control · Mathematics 2021-05-28 Muhammad Altaf Khattak , Mian Ilyas Ahmad , Lihong Feng , Peter Benner

This work brings together the moment matching approach based on Loewner functions and the classical Loewner framework based on the Loewner pencil in the case of bilinear systems. New Loewner functions are defined based on the bilinear…

Classical Analysis and ODEs · Mathematics 2024-12-13 Pauline Kergus , Ion Victor Gosea , Mihaly Petreczky

This article concerns second-order time discretization of subdiffusion equations with time-dependent diffusion coefficients. High-order differentiability and regularity estimates are established for subdiffusion equations with…

Numerical Analysis · Mathematics 2020-06-05 Bangti Jin , Buyang Li , Zhi Zhou

In this paper we study the problem of model reduction of linear network systems. We aim at computing a reduced order stable approximation of the network with the same topology and optimal w.r.t. H2 norm error approximation. Our approach is…

Optimization and Control · Mathematics 2019-05-21 I. Necoara , T. C. Ionescu

Two families of symplectic methods specially designed for second-order time-dependent linear systems are presented. Both are obtained from the Magnus expansion of the corresponding first-order equation, but otherwise they differ in…

Numerical Analysis · Mathematics 2024-04-22 Philipp Bader , Sergio Blanes , Fernando Casas , Nikita Kopylov , Enrique Ponsoda

Suppressing vibrations in mechanical systems, usually described by second-order dynamical models, is a challenging task in mechanical engineering in terms of computational resources even nowadays. One remedy is structure-preserving model…

Optimization and Control · Mathematics 2023-09-25 Rebekka S. Beddig , Peter Benner , Ines Dorschky , Timo Reis , Paul Schwerdtner , Matthias Voigt , Steffen W. R. Werner

In this paper, we propose a second-order dynamical system with a smoothing effect for solving paramonotone variational inequalities. Under standard assumptions, we prove that the trajectories of this dynamical system converges to a solution…

Optimization and Control · Mathematics 2024-11-25 Pham Viet Hai , Trinh Ngoc Hai

In the present paper we consider controllability and observability of second order linear time invariant systems in matrix form. Without reducing into first order systems we show how the classical conditions for first order linear systems…

Optimization and Control · Mathematics 2019-06-18 Elimhan N. Mahmudov

This paper studies the second moment boundedness of solutions of linear stochastic delay differential equations. First, we give a framework, for general $\mathrm{N}$-dimensional linear stochastic differential equations with a single…

Statistics Theory · Mathematics 2012-10-11 Zhen Wang , Xiong Li , Jinzhi Lei

Shrinkage of large particles, either through depolymerisation (i.e. progressive shortening) or through fragmentation (breakage into smaller pieces) may be modelled by discrete equations, of Becker-D\''oring type, or by continuous ones. In…

Analysis of PDEs · Mathematics 2024-07-08 Marie Doumic

We prove optimal error bounds for a second order in time finite element approximation of curve shortening flow in possibly higher codimension. In addition, we introduce a second order in time method for curve diffusion. Both schemes are…

Numerical Analysis · Mathematics 2026-01-29 Klaus Deckelnick , Robert Nürnberg

Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…

Optimization and Control · Mathematics 2022-05-23 Xin He , Rong Hu , Ya-Ping Fang

We present an adaptation of two recent low-rank approximation technique proposed for first-order model reduction systems to the second-order systems. The resulting reduced order models are guaranteed to keep the second order structure which…

Dynamical Systems · Mathematics 2015-12-01 Younes Chahlaoui

In this paper, we address the model reduction problem for linear hybrid systems via the interconnection-based technique called moment matching. We consider two classical interconnections, namely the direct and swapped interconnections, in…

Systems and Control · Electrical Eng. & Systems 2026-01-23 Zirui Niu , Giordano Scarciotti , Alessandro Astolfi

Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…

General Relativity and Quantum Cosmology · Physics 2010-01-18 M. Chirvasa , S. Husa

Mechanical systems are often characterized only by their response to certain loads known from experiments or simulations. The obtained data can be used for various purposes: system analysis, design of mathematical models, or construction of…

Dynamical Systems · Mathematics 2026-01-05 Yevgeniya Filanova , Igor Pontes Duff , Pawan Goyal , Peter Benner

We derive relativistic second-order dissipative fluid-dynamical equations of motion for massive spin-1/2 particles from kinetic theory using the method of moments. Besides the usual conservation laws for charge, energy, and momentum, such a…

Nuclear Theory · Physics 2022-11-23 Nora Weickgenannt , David Wagner , Enrico Speranza , Dirk Rischke

This paper proposes an alternative to the classical price-adjustment mechanism (called "t\^{a}tonnement" after Walras) that is second-order in time. The proposed mechanism, an analogue to the damped harmonic oscillator, provides a dynamic…

General Finance · Quantitative Finance 2011-08-25 Eric Kemp-Benedict

Conventionally, the concept of moment has been primarily employed in model order reduction to approximate system by matching the moment, which is merely the specific set of steady-state responses. In this paper, we propose a novel design…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Hyeonyeong Jang , Jin Gyu Lee