Related papers: Balanced Truncation via Tangential Interpolation
When solving linear stochastic differential equations numerically, usually a high order spatial discretisation is used. Balanced truncation (BT) and singular perturbation approximation (SPA) are well-known projection techniques in the…
In this document, some elements of the theory and algorithmics corresponding to the existence and computability of approximate joint eigenpairs for finite collections of matrices with applications to model order reduction, are presented.…
Efficient solution of the lowest eigenmodes is studied for a family of related eigenvalue problems with common $2\times 2$ block structure. It is assumed that the upper diagonal block varies between different versions while the lower…
We present a balanced truncation model reduction approach for a class of nonlinear systems with time-varying and uncertain inputs. First, our approach brings the nonlinear system into quadratic-bilinear~(QB) form via a process called…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
We study the convergence rate of randomly truncated stochastic algorithms, which consist in the truncation of the standard Robbins-Monro procedure on an increasing sequence of compact sets. Such a truncation is often required in practice to…
We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of…
It is well-known that the univariate Multiquadric quasi-interpolation operator is constructed based on the piecewise linear interpolation by |x|. In this paper, we first introduce a new transcendental RBF based on the hyperbolic tangent…
Representing a strongly interacting multi-particle wave function in a finite product basis leads to errors. Simple rescaling of the contact interaction can preserve the low-lying energy spectrum and long-wavelength structure of wave…
This paper explores robust recovery of a superposition of $R$ distinct complex exponential functions from a few random Gaussian projections. We assume that the signal of interest is of $2N-1$ dimensional and $R<<2N-1$. This framework covers…
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…
We investigate the use of inexact solves for interpolatory model reduction and consider associated perturbation effects on the underlying model reduction problem. We give bounds on system perturbations induced by inexact solves and relate…
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 introduce an interpolation--regression operator for polynomial approximation on the unit sphere $\mathbb{S}^2$ from discrete samples. The approximant is a spherical polynomial of degree $r$ which interpolates the data on a prescribed…
Equilibrium or stationary solutions usually proceed through the exact balance between hyperbolic transport terms and source terms. Such equilibrium solutions are affected by truncation errors that prevent any classical numerical scheme from…
We present a new balancing-based structure-preserving model reduction technique for linear port-Hamiltonian descriptor systems. The proposed method relies on a modification of a set of two dual generalized algebraic Riccati equations that…
Rapid prediction of the aeroacoustic response is a key component in the design of aircraft and turbomachinery. While it is possible to achieve accurate predictions using direct solution of the compressible Navier-Stokes equations,…
We develop a unifying framework for interpolatory $\mathcal{L}_2$-optimal reduced-order modeling for a wide classes of problems ranging from stationary models to parametric dynamical systems. We first show that the framework naturally…
In this paper we develop a discrete Hierarchical Basis (HB) to efficiently solve the Radial Basis Function (RBF) interpolation problem with variable polynomial order. The HB forms an orthogonal set and is adapted to the kernel seed function…
Small signal analysis is a special case of analytical approaches using Taylor expansions of power system differential equations with the truncation performed at order one. The truncated Taylor expansions (TTEs) at higher orders can lead to…