{"title":"Balanced truncation for quadratic-bilinear control systems","authors":"Peter Benner, Pawan Goyal","doi":"10.1007/s10444-024-10186-9","DOIUrl":"10.1007/s10444-024-10186-9","url":null,"abstract":"<div><p>We discuss model order reduction (MOR) for large-scale quadratic-bilinear (QB) systems based on balanced truncation. The method for linear systems mainly involves the computation of the Gramians of the system, namely reachability and observability Gramians. These Gramians are extended to a general nonlinear setting in Scherpen (Systems Control Lett. <b>21</b>, 143-153 1993). These formulations of Gramians are not only challenging to compute for large-scale systems but hard to utilize also in the MOR framework. This work proposes algebraic Gramians for QB systems based on the underlying Volterra series representation of QB systems and their Hilbert adjoint systems. We then show their relation to a certain type of generalized quadratic Lyapunov equation. Furthermore, we quantify the reachability and observability subspaces based on the proposed Gramians. Consequently, we propose a balancing algorithm, allowing us to find those states that are simultaneously hard to reach and hard to observe. Truncating such states yields reduced-order systems. We also study sufficient conditions for the existence of Gramians, and a local stability of reduced-order models obtained using the proposed balanced truncation scheme. Finally, we demonstrate the proposed balancing-type MOR for QB systems using various numerical examples.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-024-10186-9.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141904535","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Analysis of a WSGD scheme for backward fractional Feynman-Kac equation with nonsmooth data","authors":"Liyao Hao, Wenyi Tian","doi":"10.1007/s10444-024-10188-7","DOIUrl":"10.1007/s10444-024-10188-7","url":null,"abstract":"<div><p>In this paper, we propose and analyze a second-order time-stepping numerical scheme for the inhomogeneous backward fractional Feynman-Kac equation with nonsmooth initial data. The complex parameters and time-space coupled Riemann-Liouville fractional substantial integral and derivative in the equation bring challenges on numerical analysis and computations. The nonlocal operators are approximated by using the weighted and shifted Grünwald difference (WSGD) formula. Then, a second-order WSGD scheme is obtained after making some initial corrections. Moreover, the error estimates of the proposed time-stepping scheme are rigorously established without the regularity requirement on the exact solution. Finally, some numerical experiments are performed to validate the efficiency and accuracy of the proposed numerical scheme.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-08","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141904533","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Ana Alonso Rodríguez, Jessika Camaño, Eduardo De Los Santos, Francesca Rapetti
{"title":"Weights for moments’ geometrical localization: a canonical isomorphism","authors":"Ana Alonso Rodríguez, Jessika Camaño, Eduardo De Los Santos, Francesca Rapetti","doi":"10.1007/s10444-024-10183-y","DOIUrl":"10.1007/s10444-024-10183-y","url":null,"abstract":"<div><p>This paper deals with high order Whitney forms. We define a canonical isomorphism between two sets of degrees of freedom. This allows to geometrically localize the classical degrees of freedom, the moments, over the elements of a simplicial mesh. With such a localization, it is thus possible to associate, even with moments, a graph structure relating a field with its potential.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-024-10183-y.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141895604","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Alessandro Alla, Agnese Pacifico, Michele Palladino, Andrea Pesare
{"title":"Online identification and control of PDEs via reinforcement learning methods","authors":"Alessandro Alla, Agnese Pacifico, Michele Palladino, Andrea Pesare","doi":"10.1007/s10444-024-10167-y","DOIUrl":"10.1007/s10444-024-10167-y","url":null,"abstract":"<div><p>We focus on the control of unknown partial differential equations (PDEs). The system dynamics is unknown, but we assume we are able to observe its evolution for a given control input, as typical in a reinforcement learning framework. We propose an algorithm based on the idea to control and identify on the fly the unknown system configuration. In this work, the control is based on the state-dependent Riccati approach, whereas the identification of the model on Bayesian linear regression. At each iteration, based on the observed data, we obtain an estimate of the <i>a-priori</i> unknown parameter configuration of the PDE and then we compute the control of the correspondent model. We show by numerical evidence the convergence of the method for infinite horizon control problems.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141862339","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Mark D. Schubel, Daniel Berwick-Evans, Anil N. Hirani
{"title":"Averaging property of wedge product and naturality in discrete exterior calculus","authors":"Mark D. Schubel, Daniel Berwick-Evans, Anil N. Hirani","doi":"10.1007/s10444-024-10179-8","DOIUrl":"10.1007/s10444-024-10179-8","url":null,"abstract":"<div><p>In exterior calculus on smooth manifolds, the exterior derivative and wedge products are natural with respect to smooth maps between manifolds, that is, these operations commute with pullback. In discrete exterior calculus (DEC), simplicial cochains play the role of discrete forms, the coboundary operator serves as the discrete exterior derivative, and an antisymmetrized cup-like product provides a discrete wedge product. We show that these discrete operations in DEC are natural with respect to abstract simplicial maps. A second contribution is a new averaging interpretation of the discrete wedge product in DEC. We also show that this wedge product is the same as Wilson’s cochain product defined using Whitney and de Rham maps.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141857629","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Two-grid stabilized finite element methods with backtracking for the stationary Navier-Stokes equations","authors":"Jing Han, Guangzhi Du","doi":"10.1007/s10444-024-10180-1","DOIUrl":"10.1007/s10444-024-10180-1","url":null,"abstract":"<div><p>Based on local Gauss integral technique and backtracking technique, this paper presents and studies three kinds of two-grid stabilized finite element algorithms for the stationary Navier-Stokes equations. The proposed methods consist of deducing a coarse solution on the nonlinear system, updating the solution on a fine mesh via three different methods, and solving a linear correction problem on the coarse mesh to obtain the final solution. The error estimates are derived for the solution approximated by the proposed algorithms. A series of numerical experiments are illustrated to test the applicability and efficiency of our proposed methods, and support the theoretical analysis results.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-07-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141857628","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Analysis of the leapfrog-Verlet method applied to the Kuwabara-Kono force model in discrete element method simulations of granular materials","authors":"Gabriel Nóbrega Bufolo, Yuri Dumaresq Sobral","doi":"10.1007/s10444-024-10162-3","DOIUrl":"10.1007/s10444-024-10162-3","url":null,"abstract":"<div><p>The discrete element method (DEM) is a numerical technique widely used to simulate granular materials. The temporal evolution of these simulations is often performed using a Verlet-type algorithm, because of its second order and its desirable property of better energy conservation. However, when dissipative forces are considered in the model, such as the nonlinear Kuwabara-Kono model, the Verlet method no longer behaves as a second order method, but instead its order decreases to 1.5. This is caused by the singular behavior of the derivative of the damping force in the Kuwabara-Kono model at the beginning of particle collisions. In this work, we introduce a simplified problem which reproduces the singularity of the Kuwabara-Kono model and prove that the order of the method decreases from 2 to <span>(1+q)</span>, where <span>(0< q < 1)</span> is the exponent of the nonlinear singular term.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-07-23","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141764226","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Randomized greedy magic point selection schemes for nonlinear model reduction","authors":"Ralf Zimmermann, Kai Cheng","doi":"10.1007/s10444-024-10172-1","DOIUrl":"10.1007/s10444-024-10172-1","url":null,"abstract":"<div><p>An established way to tackle model nonlinearities in projection-based model reduction is via relying on partial information. This idea is shared by the methods of gappy proper orthogonal decomposition (POD), missing point estimation (MPE), masked projection, hyper reduction, and the (discrete) empirical interpolation method (DEIM). The selected indices of the partial information components are often referred to as “magic points.” The original contribution of the work at hand is a novel randomized greedy magic point selection. It is known that the greedy method is associated with minimizing the norm of an oblique projection operator, which, in turn, is associated with solving a sequence of rank-one SVD update problems. We propose simplification measures so that the resulting greedy point selection has the following main features: (1) The inherent rank-one SVD update problem is tackled in a way, such that its dimension does not grow with the number of selected magic points. (2) The approach is online efficient in the sense that the computational costs are independent from the dimension of the full-scale model. To the best of our knowledge, this is the first greedy magic point selection that features this property. We illustrate the findings by means of numerical examples. We find that the computational cost of the proposed method is orders of magnitude lower than that of its deterministic counterpart. Nevertheless, the prediction accuracy is just as good if not better. When compared to a state-of-the-art randomized method based on leverage scores, the randomized greedy method outperforms its competitor.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://link.springer.com/content/pdf/10.1007/s10444-024-10172-1.pdf","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141737016","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"The (L_q)-weighted dual programming of the linear Chebyshev approximation and an interior-point method","authors":"Yang Linyi, Zhang Lei-Hong, Zhang Ya-Nan","doi":"10.1007/s10444-024-10177-w","DOIUrl":"10.1007/s10444-024-10177-w","url":null,"abstract":"<div><p>Given samples of a real or complex-valued function on a set of distinct nodes, the traditional linear Chebyshev approximation is to compute the minimax approximation on a prescribed linear functional space. Lawson’s iteration is a classical and well-known method for the task. However, Lawson’s iteration converges only linearly and in many cases, the convergence is very slow. In this paper, relying upon the Lagrange duality, we establish an <span>(L_q)</span>-weighted dual programming for the discrete linear Chebyshev approximation. In this framework of dual problem, we revisit the convergence of Lawson’s iteration and provide a new and self-contained proof for the well-known Alternation Theorem in the real case; moreover, we propose a Newton type iteration, the interior-point method, to solve the <span>(L_2)</span>-weighted dual programming. Numerical experiments are reported to demonstrate its fast convergence and its capability in finding the reference points that characterize the unique minimax approximation.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-07-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141736934","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Kui Du, Jia-Jun Fan, Xiao-Hui Sun, Fang Wang, Ya-Lan Zhang
{"title":"On Krylov subspace methods for skew-symmetric and shifted skew-symmetric linear systems","authors":"Kui Du, Jia-Jun Fan, Xiao-Hui Sun, Fang Wang, Ya-Lan Zhang","doi":"10.1007/s10444-024-10178-9","DOIUrl":"10.1007/s10444-024-10178-9","url":null,"abstract":"<div><p>Krylov subspace methods for solving linear systems of equations involving skew-symmetric matrices have gained recent attention. Numerical equivalences among Krylov subspace methods for nonsingular skew-symmetric linear systems have been given in Greif et al. [SIAM J. Matrix Anal. Appl., 37 (2016), pp. 1071–1087]. In this work, we extend the results of Greif et al. to singular skew-symmetric linear systems. In addition, we systematically study three Krylov subspace methods (called S<span>(^3)</span>CG, S<span>(^3)</span>MR, and S<span>(^3)</span>LQ) for solving shifted skew-symmetric linear systems. They all are based on Lanczos triangularization for skew-symmetric matrices and correspond to CG, MINRES, and SYMMLQ for solving symmetric linear systems, respectively. To the best of our knowledge, this is the first work that studies S<span>(^3)</span>LQ. We give some new theoretical results on S<span>(^3)</span>CG, S<span>(^3)</span>MR, and S<span>(^3)</span>LQ. We also provide relations among the three methods and those based on Golub–Kahan bidiagonalization and Saunders–Simon–Yip tridiagonalization. Numerical examples are given to illustrate our theoretical findings.</p></div>","PeriodicalId":50869,"journal":{"name":"Advances in Computational Mathematics","volume":"50 4","pages":""},"PeriodicalIF":1.7,"publicationDate":"2024-07-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141725760","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}