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Unconditionally stable time stepping schemes are useful and often practically necessary for advancing parabolic operators in multi-scale systems. However, serious accuracy problems may emerge when taking time steps that far exceed the…

Computational Engineering, Finance, and Science · Computer Science 2024-03-05 Ronald M. Caplan , Craig D. Johnston , Lars K. S. Daldoff , Jon A. Linker

A single-step high-order implicit time integration scheme for the solution of transient and wave propagation problems is presented. It is constructed from the Pad\'e expansions of the matrix exponential solution of a system of first-order…

Numerical Analysis · Mathematics 2022-06-10 Chongmin Song , Sascha Eisenträger

In this work, we propose a subsystem decomposition approach and a distributed estimation scheme for a class of implicit two-time-scale nonlinear systems. Taking the advantage of the two-time-scale separation, these processes are decomposed…

Systems and Control · Electrical Eng. & Systems 2021-10-05 Sarupa Debnath , Soumya Ranjan Sahoo , Benjamin Decardi-Nelson , Jinfeng Liu

Motivated by the development and deployment of large-scale dynamical systems, often composed of geographically distributed smaller subsystems, we address the problem of verifying their controllability in a distributed manner. In this work…

Optimization and Control · Mathematics 2015-06-19 Joao Carvalho , Sergio Pequito , A. Pedro Aguiar , Soummya Kar , Karl H. Johansson

A class of interior point methods using inexact directions is analysed. The linear system arising in interior point methods for linear programming is reformulated such that the solution is less sensitive to perturbations in the right-hand…

Optimization and Control · Mathematics 2016-08-02 Lukas Schork , Jacek Gondzio

The nonlinear optimization problem with linear constraints has many applications in engineering fields such as the visual-inertial navigation and localization of an unmanned aerial vehicle maintaining the horizontal flight. In order to…

Numerical Analysis · Mathematics 2020-11-03 Xin-long Luo , Jia-hui Lv , Geng Sun

We consider linear iterative schemes for the time-discrete equations stemming from a class of nonlinear, doubly-degenerate parabolic equations. More precisely, the diffusion is nonlinear and may vanish or become multivalued for certain…

Numerical Analysis · Mathematics 2025-08-12 Ayesha Javed , Koondanibha Mitra , Iuliu Sorin Pop

We analyze the preservation properties of a family of reversible splitting methods when they are applied to the numerical time integration of linear differential equations defined in the unitary group. The schemes involve complex…

Numerical Analysis · Mathematics 2023-06-01 Joackim Bernier , Sergio Blanes , Fernando Casas , Alejandro Escorihuela-Tomàs

We present a parametric family of semi-implicit second order accurate numerical methods for non-conservative and conservative advection equation for which the numerical solutions can be obtained in a fixed number of forward and backward…

Numerical Analysis · Mathematics 2023-12-01 Peter Frolkovič , Svetlana Krišková , Michaela Rohová , Michal Žeravý

Tube-enhanced multi-stage nonlinear model predictive control is a robust control scheme that can handle a wide range of uncertainties with reduced conservatism and manageable computational complexity. In this paper, we elaborate on the…

Systems and Control · Electrical Eng. & Systems 2022-04-21 Sankaranarayanan Subramanian , Yehia Abdelsalam , Sergio Lucia , Sebastian Engell

In this paper we present a method for designing a linear time invariant (LTI) state-feedback controller to monotonically track a constant step reference at any desired rate of convergence for any initial condition. Necessary and sufficient…

Optimization and Control · Mathematics 2014-12-08 Lorenzo Ntogramatzidis , Jean-Francois Tregouet , Robert Schmid , Augusto Ferrante

This paper presents a distributed learning model predictive control (DLMPC) scheme for distributed linear time invariant systems with coupled dynamics and state constraints. The proposed solution method is based on an online distributed…

Systems and Control · Electrical Eng. & Systems 2020-06-25 Yvonne R. Stürz , Edward L. Zhu , Ugo Rosolia , Karl H. Johansson , Francesco Borrelli

This paper introduces a novel approach to evaluating the asymptotic stability of equilibrium points in both continuous-time (CT) and discrete-time (DT) nonlinear autonomous systems. By utilizing indirect Lyapunov methods and linearizing…

Systems and Control · Electrical Eng. & Systems 2025-08-08 Sadredin Hokmi , Mohammad Khajenejad

We present a data-driven nonlinear predictive control approach for the class of discrete-time multi-input multi-output feedback linearizable nonlinear systems. The scheme uses a non-parametric predictive model based only on input and noisy…

Systems and Control · Electrical Eng. & Systems 2023-03-28 Mohammad Alsalti , Victor G. Lopez , Julian Berberich , Frank Allgöwer , Matthias A. Müller

Recent results in control systems and numerical integration literature utilize invariant set theory to lift dynamical systems evolving on nonlinear manifolds to those evolving on vector spaces. We leverage this technique to propose an…

Optimization and Control · Mathematics 2022-08-09 Siddharth H. Nair

This work proposes a structure-preserving model reduction method for marginally stable linear time-invariant (LTI) systems. In contrast to Lyapunov-stability-based approaches---which ensure the poles of the reduced system remain in the open…

Dynamical Systems · Mathematics 2017-04-24 Liqian Peng , Kevin Carlberg

In this paper, we develop an asymptotic-preserving dynamical low-rank method for the multiscale linear kinetic transport equation. The proposed scheme is unconditionally stable in the diffusive regime while preserving the correct asymptotic…

Numerical Analysis · Mathematics 2026-02-16 Shun Li , Yan Jiang , Mengping Zhang , Tao Xiong

Symmetric matrix-valued dynamical systems are an important class of systems that can describe important processes such as covariance/second-order moment processes, or processes on manifolds and Lie Groups. We address here the case of…

Optimization and Control · Mathematics 2023-10-03 Corentin Briat

This paper discusses discretization methods for implementing nonlinear model predictive controllers using Iterative Linear Quadratic Regulator (ILQR). Finite-difference approximations are mostly used to derive a discrete-time state equation…

Systems and Control · Electrical Eng. & Systems 2024-12-31 Katsuya Shigematsu , Hikaru Hoshino , Eiko Furutani

We present a new method for developing time step controllers based on a technique from the field of machine learning. This method is applicable to stable time integrators that have an embedded scheme, i.e., that have local error estimation…

Numerical Analysis · Mathematics 2025-12-23 Thomas Izgin , Hendrik Ranocha