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A new algorithm for the approximation and simulation of twofold iterated stochastic integrals together with the corresponding L\'{e}vy areas driven by a multidimensional Brownian motion is proposed. The algorithm is based on a truncated…

Probability · Mathematics 2021-01-26 Jan Mrongowius , Andreas Rößler

In this brief paper, we propose a time-domain data-driven method for model order reduction by two-sided moment matching for linear systems. An algorithm that asymptotically approximates the matrix product $\Upsilon \Pi$ from time-domain…

Systems and Control · Electrical Eng. & Systems 2022-12-19 Junyu Mao , Giordano Scarciotti

The cross gramian matrix is a tool for model reduction and system identification, but it is only computable for square control systems. For symmetric systems the cross gramian possesses a useful relation to the system's associated Hankel…

Optimization and Control · Mathematics 2016-08-22 Christian Himpe , Mario Ohlberger

We propose a new numerical scheme designed for a wide class of structured population models based on the idea of operator splitting and particle approximations. This scheme is related to the Escalator Boxcar Train (EBT) method commonly used…

Analysis of PDEs · Mathematics 2013-06-10 J. A. Carrillo , P. Gwiazda , A. Ulikowska

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.…

Numerical Analysis · Mathematics 2022-10-21 Terry A. Loring , Fredy Vides

We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible…

Numerical Analysis · Mathematics 2019-08-15 Roland Pulch , Akil Narayan

Hamiltonian truncation is a non-perturbative numerical method for calculating observables of a quantum field theory. The starting point for this method is to truncate the interacting Hamiltonian to a finite-dimensional space of states…

High Energy Physics - Theory · Physics 2022-08-10 Timothy Cohen , Kara Farnsworth , Rachel Houtz , Markus A. Luty

We study the problem of multi-compression and reconstructing a stochastic signal observed by several independent sensors (or compressors) that transmit compressed information to a fusion center. { The key aspect of this problem is to find…

Information Theory · Computer Science 2021-11-08 Pablo Soto-Quiros , Anatoli Torokhti , Stanley J. Miklavcic

We study low-rank tensor methods for the numerical solution of Schr\"odinger's equation with time-independent and explicitly time-dependent Hamiltonians, motivated by large-scale simulations of many-body quantum systems and quantum…

Quantum Physics · Physics 2026-05-05 N. Anders Petersson , Chase Hodges-Heilmann , Stefanie Günther

We obtain correction terms for the standard Hamiltonian of 2 transmons driven by microwaves in cross resonance. Data is obtained from a real transmon system, namely ibm kyiv on the IBM quantum platform. Various data points obtained…

Quantum Physics · Physics 2025-05-06 John GeorgeFrancis , Dr Anil Shaji

In this paper, we consider model order reduction for bilinear systems with non-zero initial conditions. We discuss choices of Gramians for both the homogeneous and the inhomogeneous parts of the system individually and prove how these…

Numerical Analysis · Mathematics 2022-05-19 Martin Redmann , Igor Pontes Duff

Along the ideas of Curtain and Glover, we extend the balanced truncation method for infinite-dimensional linear systems to bilinear and stochastic systems. Specifically , we apply Hilbert space techniques used in many-body quantum mechanics…

Optimization and Control · Mathematics 2018-11-27 Simon Becker , Carsten Hartmann

Novel nonlinear damping control is proposed for the second-order systems. The proportional output feedback is combined with the damping term which is quadratic to the output derivative and inverse to the set-point distance. The global…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Michael Ruderman

We develop a multi-reference perturbation theory for electronic structure calculations based on symmetries of the Hamiltonian. The reference Hamiltonian in the symmetry-based perturbation theory (SBPT) is chosen such that it possesses more…

Quantum Physics · Physics 2026-03-10 Hiromichi Nishimura , Nam Nguyen , Tanvi Gujarati , Mario Motta

In an earlier paper, a randomized load balancing model was studied in a heavy traffic asymptotic regime where the load balancing stream is thin compared to the total arrival stream. It was shown that the limit is given by a system of…

Probability · Mathematics 2024-09-24 Rami Atar , Tomoyuki Ichiba

We consider model order reduction of parameterized Hamiltonian systems describing nondissipative phenomena, like wave-type and transport dominated problems. The development of reduced basis methods for such models is challenged by two main…

Numerical Analysis · Mathematics 2021-05-27 Cecilia Pagliantini

Controllability and observability energy functions play a fundamental role in model order reduction and are inherently connected to optimal control problems. For linear dynamical systems the energy functions are known to be quadratic…

Dynamical Systems · Mathematics 2025-02-11 Linus Balicki , Serkan Gugercin

Analysis of survival data with biased samples caused by left-truncation or length-biased sampling has received extensive interest. Many inference methods have been developed for various survival models. These methods, however, break down…

Statistics Theory · Mathematics 2018-12-31 Li-Pang Chen

Theory and methods to obtain parametric reduced-order models by moment matching are presented. The definition of the parametric moment is introduced, and methods (model-based and data-driven) for the approximation of the parametric moment…

Systems and Control · Electrical Eng. & Systems 2025-06-13 Hanqing Zhang , Junyu Mao , Mohammad Fahim Shakib , Giordano Scarciotti

We present a data-driven framework for $h^{2}$-optimal model reduction for linear discrete-time systems. Our main contribution is to create optimal reduced-order models in the $h^{2}$-norm sense directly from the measurement data alone,…

Optimization and Control · Mathematics 2025-09-26 Hiroki Sakamoto , Kazuhiro Sato
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