Order reduction methods for solving large-scale differential matrix Riccati equations

G Kirsten, V Simoncini - SIAM Journal on Scientific Computing, 2020 - SIAM
We consider the numerical solution of large-scale symmetric differential matrix Riccati
equations. Under certain hypotheses on the data, reduced order methods have recently …

Non-intrusive balancing transformation of highly stiff systems with lightly damped impulse response

E Rezaian, C Huang… - … Transactions of the …, 2022 - royalsocietypublishing.org
Balanced truncation (BT) is a model reduction method that uses a coordinate transformation
to retain eigen-directions that are highly observable and reachable. To address realizability …

Squeezing below the ground state of motion of a continuously monitored levitating nanoparticle

Q Wu, D Chisholm, R Muffato, T Georgescu… - arXiv preprint arXiv …, 2024 - arxiv.org
Squeezing is a crucial resource for quantum information processing and quantum sensing.
In levitated nanomechanics, squeezed states of motion can be generated via temporal …

Numerical methods for closed-loop systems with non-autonomous data

B Baran, P Benner, J Saak, T Stillfjord - arXiv preprint arXiv:2402.13656, 2024 - arxiv.org
By computing a feedback control via the linear quadratic regulator (LQR) approach and
simulating a non-linear non-autonomous closed-loop system using this feedback, we …

Classical system theory revisited for turnpike in standard state space systems and impulse controllable descriptor systems

J Heiland, E Zuazua - SIAM Journal on Control and Optimization, 2021 - SIAM
The concept of turnpike connects the solution of long but finite time horizon optimal control
problems with steady-state optimal controls. A key ingredient of the analysis of turnpike …

Feedback control of time-dependent nonlinear PDEs with applications in fluid dynamics

P Benner, M Hinze - Handbook of Numerical Analysis, 2023 - Elsevier
In this chapter, we survey recent progress on model predictive and Riccati-based feedback
control of time-dependent PDEs with special emphasis on fluid dynamics. Concerning …

[PDF][PDF] Factor learning portfolio optimization informed by continuous-time finance models

S Geng, H Nassif, Z Kuang, A Reppen… - ICML Workshop on New …, 2023 - open.bu.edu
We study financial portfolio optimization in the presence of unknown and uncontrolled
system variables referred to as stochastic factors. Existing work falls into two distinct …

Order reduction of semilinear differential matrix and tensor equations

GP Kirsten - 2021 - amsdottorato.unibo.it
In this thesis, we are interested in approximating, by model order reduction, the solution to
large-scale matrix-or tensor-valued semilinear Ordinary Differential Equations (ODEs) …

Model-Regularized Machine Learning for Decision-Making

S Geng - 2023 - search.proquest.com
Thanks to the availability of more and more high-dimensional data, recent developments in
machine learning (ML) have redefined decision-making in numerous domains. However, the …

Riccati-feedback Control of a Two-dimensional Two-phase Stefan Problem

B Baran, P Benner, J Saak - arXiv preprint arXiv:2209.05476, 2022 - arxiv.org
We discuss the feedback control problem for a two-dimensional two-phase Stefan problem.
In our approach, we use a sharp interface representation in combination with mesh …