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Suitable reduced order models (ROMs) are computationally efficient tools in characterizing key dynamical and statistical features of nature. In this paper, a systematic multiscale stochastic ROM framework is developed for complex systems…

Computational Physics · Physics 2022-03-23 Changhong Mou , Nan Chen , Traian Iliescu

Large-scale linear, time-invariant (LTI) dynamical systems are widely used to characterize complicated physical phenomena. We propose a two-stage algorithm to reduce the order of a large-scale LTI system given samples of its transfer…

Numerical Analysis · Mathematics 2023-04-11 Annan Yu , Alex Townsend

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…

Numerical Analysis · Mathematics 2023-09-26 Petar Mlinarić , Serkan Gugercin

This chapter deals with the stabilization of a class of linear time-varying parabolic partial differential equations employing receding horizon control (RHC). Here, RHC is finite-dimensional, i.e., it enters as a time-depending linear…

Optimization and Control · Mathematics 2024-01-18 Behzad Azmi , Jan Rohleff , Stefan Volkwein

This paper presents a state and state-input constrained variant of the discrete-time iterative Linear Quadratic Regulator (iLQR) algorithm, with linear time-complexity in the number of time steps. The approach is based on a projection of…

Robotics · Computer Science 2018-05-25 Markus Giftthaler , Jonas Buchli

The quadratic optimal state feedback (LQR) is one of the most popular designs for linear systems and succeeds via the solution of the algebraic Riccati equation. The situation is different in the case of non-linear systems: the Riccati…

Optimization and Control · Mathematics 2024-01-30 Boris Lohmann , Joscha Bongard

The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems with exponentially fewer qubits than the Quantum Approximate Optimization Algorithm (QAOA). The advantages of conventional LogQ are accompanied by a…

Quantum Physics · Physics 2025-07-14 Yagnik Chatterjee , Jérémie Messud

We consider model order reduction of a nonlinear cable-mass system modeled by a 1D wave equation with interior damping and dynamic boundary conditions. The system is driven by a time dependent forcing input to a linear mass-spring system at…

Optimization and Control · Mathematics 2018-11-27 Belinda A. Batten , Hesam Shoori , John R. Singler , Madhuka H. Weerasinghe

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…

Numerical Analysis · Mathematics 2025-09-17 Reetish Padhi , Ion Victor Gosea , Igor Pontes Duff , Serkan Gugercin

We consider the linear matrix inequality (LMI) problem of $H_\infty$ output feedback control problem for a generalized plant whose control input, measured output, disturbance input, and controlled output are scalar. We provide an explicit…

Optimization and Control · Mathematics 2020-10-13 Hayato Waki , Yoshio Ebihara , Noboru Sebe

Monotonicity is a simple yet significant qualitative characteristic. We consider the problem of segmenting a sequence in up to K segments. We want segments to be as monotonic as possible and to alternate signs. We propose a quality metric…

Databases · Computer Science 2009-09-01 Daniel Lemire , Martin Brooks , Yuhong Yan

Quadratic Lyapunov function has been widely used in the analysis of linear time invariant (LTI) systems ever since it has shown that the existence of such quadratic Lyapunov function certifies the stability of the LTI system. In this work,…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Hassan Abdelraouf , Gidado-Yisa Immanuel , Eric Feron

The LogQ algorithm encodes Quadratic Unconstrained Binary Optimization (QUBO) problems, which are often encountered in the industry (portfolio optimization, fleet optimization, charging stations, etc.). It was developed within the framework…

Optimization and Control · Mathematics 2026-04-15 Jérémie Messud , Yagnik Chatterjee

In many applications throughout science and engineering, model reduction plays an important role replacing expensive large-scale linear dynamical systems by inexpensive reduced order models that capture key features of the original, full…

Numerical Analysis · Mathematics 2023-03-24 Jeffrey M. Hokanson , Caleb C. Magruder

This paper presents a novel model order reduction framework tailored for fully nonlinear stochastic dynamics without lifting them to quadratic systems and without using linearization techniques. By directly leveraging structural properties…

Probability · Mathematics 2025-08-05 Martin Redmann

An adaptive approach to using reduced-order models as surrogates in PDE-constrained optimization is introduced that breaks the traditional offline-online framework of model order reduction. A sequence of optimization problems constrained by…

Optimization and Control · Mathematics 2014-07-30 Matthew J. Zahr , Charbel Farhat

Model order reduction (MOR) is essential in integrated circuit design, particularly when dealing with large-scale electromagnetic models extracted from complex designs. The numerous passive elements introduced in these models pose…

Numerical Analysis · Mathematics 2024-11-22 Christos Giamouzis , Dimitrios Garyfallou , Nestor Evmorfopoulos , George Stamoulis

In standard balanced truncation model order reduction, the initial condition is typically ignored in the reduction procedure and is assumed to be zero instead. However, such a reduced-order model may be a bad approximation to the full-order…

Systems and Control · Electrical Eng. & Systems 2022-03-16 Christian Schröder , Matthias Voigt

Trotter and linear-combination-of-unitary (LCU) are two popular Hamiltonian simulation methods. We propose Hamiltonian simulation algorithms using LCU to compensate Trotter error, which enjoy both of their advantages. By adding few gates…

Quantum Physics · Physics 2025-03-31 Pei Zeng , Jinzhao Sun , Liang Jiang , Qi Zhao

The use of momentum in stochastic optimization algorithms has shown empirical success across a range of machine learning tasks. Recently, a new class of stochastic momentum algorithms has emerged within the Linear Minimization Oracle (LMO)…

Optimization and Control · Mathematics 2025-12-16 Sarit Khirirat , Abdurakhmon Sadiev , Yury Demidovich , Peter Richtárik
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