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Related papers: Quality of Approximate Balanced Truncation

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In this paper, we explore the role of tensor algebra in balanced truncation (BT) based model reduction/identification for high-dimensional multilinear/linear time invariant systems. In particular, we employ tensor train decomposition (TTD),…

Systems and Control · Electrical Eng. & Systems 2020-01-28 Can Chen , Amit Surana , Anthony Bloch , Indika Rajapakse

We consider linear dynamical systems consisting of ordinary differential equations with high dimensionality. The aim of model order reduction is to construct an approximating system of a much lower dimension. Therein, the reduced system may…

Numerical Analysis · Mathematics 2017-11-09 Roland Pulch

In this work, we propose to efficiently solve time dependent parametrized optimal control problems governed by parabolic partial differential equations through the certified reduced basis method. In particular, we will exploit an error…

Numerical Analysis · Mathematics 2021-03-10 Maria Strazzullo , Francesco Ballarin , Gianluigi Rozza

The Carleman linearization is one of the mainstream approaches to lift a finite-dimensional nonlinear dynamical system into an infinite-dimensional linear system with the promise of providing accurate approximations of the original…

Dynamical Systems · Mathematics 2022-07-21 Arash Amini , Cong Zheng , Qiyu Sun , Nader Motee

Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…

Probability · Mathematics 2018-10-11 Alexander Erreygers , Jasper De Bock

This letter proposes a predictor-corrector method to strike a balance between simulation accuracy and efficiency by appropriately tuning the numerical integration step length of a power system time-domain simulation. Numerical tests…

Computational Engineering, Finance, and Science · Computer Science 2019-02-07 Yiming Cai , Junbo Zhang , Weizhou Yu

This paper presents data-driven implementations of balanced truncation and several of its generalizations that rely exclusively on transfer function samples on the imaginary axis. Rather than implicitly approximating the Gramians via…

Systems and Control · Electrical Eng. & Systems 2026-02-16 Umair Zulfiqar

During the past decade, Model Order Reduction (MOR) has become key enabler for the efficient simulation of large circuit models. MOR techniques based on moment-matching are well established due to their simplicity and computational…

In this paper, we develop a method for solving the problem of minimizing the $H^2$ error norm between the transfer functions of original and reduced systems on the set of stable matrices and two Euclidean spaces. That is, we develop a…

Optimization and Control · Mathematics 2018-08-03 Kazuhiro Sato

In this contribution we propose reduced order methods to fast and reliably solve parametrized optimal control problems governed by time dependent nonlinear partial differential equations. Our goal is to provide a tool to deal with the time…

Numerical Analysis · Mathematics 2023-08-08 Francesco Ballarin , Gianluigi Rozza , Maria Strazzullo

Optimal balance is a non-asymptotic numerical method to compute a point on the slow manifold for certain two-scale dynamical systems. It works by solving a modified version of the system as a boundary value problem in time, where the…

Dynamical Systems · Mathematics 2022-12-13 G. Tuba Masur , Haidar Mohamad , Marcel Oliver

In this paper we consider the problem of obtaining sharp bounds for the performance of temporal difference (TD) methods with linear function approximation for policy evaluation in discounted Markov decision processes. We show that a simple…

Machine Learning · Statistics 2024-06-18 Sergey Samsonov , Daniil Tiapkin , Alexey Naumov , Eric Moulines

We introduce a 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 behaves…

Optimization and Control · Mathematics 2016-04-04 Jake Bouvrie , Boumediene Hamzi

We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary…

Machine Learning · Statistics 2022-03-10 Martin Jankowiak , Geoff Pleiss

The global existence of renormalised solutions and convergence to equilibrium for reaction-diffusion systems with non-linear diffusion are investigated. The system is assumed to have quasi-positive non-linearities and to satisfy an entropy…

Analysis of PDEs · Mathematics 2021-09-27 Klemens Fellner , Julian Fischer , Michael Kniely , Bao Quoc Tang

This paper presents the modal truncation and singular value decomposition (SVD) technique as two main algorithms for dynamic model reduction of the power system. The significance and accuracy of the proposed methods are investigated with…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Mohammad Khatibi , Fatemeh Rahmani , Tanushree Agarwal

The thermal dynamics in thermo-mechanical systems exhibits a much slower time scale compared to the structural dynamics. In this work, we use the method of multiple scales to reduce the thermo-mechanical structural models with a…

Computational Engineering, Finance, and Science · Computer Science 2019-10-25 Shobhit Jain , Paolo Tiso

Within Bayesian state estimation, considerable effort has been devoted to incorporating constraints into state estimation for process optimization, state monitoring, fault detection and control. Nonetheless, in the domain of state-space…

Systems and Control · Electrical Eng. & Systems 2025-07-28 Rodrigo A. González , Angel L. Cedeño , Koen Tiels , Tom Oomen

This paper is concerned with recovering the solution of a final value problem associated with a parabolic equation involving a non linear source and a non-local term, which to the best of our knowledge has not been studied earlier. It is…

Numerical Analysis · Mathematics 2023-12-20 Subhankar Mondal

We present a novel certified model order reduction (MOR) algorithm for switched descriptor systems applicable to large-scale systems. Our algorithm combines the idea of [Hossain \& Trenn, Technical report, 2023] to reformulate the switched…

Numerical Analysis · Mathematics 2024-04-17 Mattia Manucci , Benjamin Unger