A survey of projection-based model reduction methods for parametric dynamical systems

P Benner, S Gugercin, K Willcox - SIAM review, 2015 - SIAM
Numerical simulation of large-scale dynamical systems plays a fundamental role in studying
a wide range of complex physical phenomena; however, the inherent large-scale nature of …

Model order reduction for linear and nonlinear systems: a system-theoretic perspective

U Baur, P Benner, L Feng - Archives of Computational Methods in …, 2014 - Springer
In the past decades, Model Order Reduction (MOR) has demonstrated its robustness and
wide applicability for simulating large-scale mathematical models in engineering and the …

Computational methods for linear matrix equations

V Simoncini - siam REVIEW, 2016 - SIAM
Given the square matrices A,B,D,E and the matrix C of conforming dimensions, we consider
the linear matrix equation A\mathbfXE+D\mathbfXB=C in the unknown matrix \mathbfX. Our …

Learning optimal controllers for linear systems with multiplicative noise via policy gradient

B Gravell, PM Esfahani… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
The linear quadratic regulator (LQR) problem has reemerged as an important theoretical
benchmark for reinforcement learning-based control of complex dynamical systems with …

Tensor decomposition methods for high-dimensional Hamilton--Jacobi--Bellman equations

S Dolgov, D Kalise, KK Kunisch - SIAM Journal on Scientific Computing, 2021 - SIAM
A tensor decomposition approach for the solution of high-dimensional, fully nonlinear
Hamilton--Jacobi--Bellman equations arising in optimal feedback control of nonlinear …

[BOOK][B] Interpolatory methods for model reduction

Dynamical systems are at the core of computational models for a wide range of complex
phenomena and, as a consequence, the simulation of dynamical systems has become a …

Numerical solution of large and sparse continuous time algebraic matrix Riccati and Lyapunov equations: a state of the art survey

P Benner, J Saak - GAMM‐Mitteilungen, 2013 - Wiley Online Library
Efficient numerical algorithms for the solution of large and sparse matrix Riccati and
Lyapunov equations based on the low rank alternating directions implicit (ADI) iteration have …

Interpolation-Based -Model Reduction of Bilinear Control Systems

P Benner, T Breiten - SIAM Journal on Matrix Analysis and Applications, 2012 - SIAM
In this paper, we will discuss the problem of optimal model order reduction of bilinear control
systems with respect to the generalization of the well-known \calH_2-norm for linear …

-Quasi-Optimal Model Order Reduction for Quadratic-Bilinear Control Systems

P Benner, P Goyal, S Gugercin - SIAM Journal on Matrix Analysis and …, 2018 - SIAM
We investigate the optimal model reduction problem for large-scale quadratic-bilinear (QB)
control systems. Our contributions are threefold. First, we discuss the variational analysis …

Model reduction of bilinear systems in the Loewner framework

AC Antoulas, IV Gosea, AC Ionita - SIAM Journal on Scientific Computing, 2016 - SIAM
The Loewner framework for model reduction is extended to the class of bilinear systems.
The main advantage of this framework over existing ones is that the Loewner pencil …