Solution formulas for differential Sylvester and Lyapunov equations

M Behr, P Benner, J Heiland - Calcolo, 2019 - Springer
The differential Sylvester equation and its symmetric version, the differential Lyapunov
equation, appear in different fields of applied mathematics like control theory, system theory …

Frequency-limited balanced truncation with low-rank approximations

P Benner, P Kürschner, J Saak - SIAM Journal on Scientific Computing, 2016 - SIAM
In this article we investigate model order reduction of large-scale systems using frequency-
limited balanced truncation, which restricts the well known balanced truncation framework to …

A numerical comparison of different solvers for large-scale, continuous-time algebraic Riccati equations and LQR problems

P Benner, Z Bujanovic, P Kurschner, J Saak - SIAM Journal on Scientific …, 2020 - SIAM
In this paper, we discuss numerical methods for solving large-scale continuous-time
algebraic Riccati equations. These methods have been the focus of intensive research in …

[HTML][HTML] Numerical low-rank approximation of matrix differential equations

H Mena, A Ostermann, LM Pfurtscheller… - Journal of Computational …, 2018 - Elsevier
The efficient numerical integration of large-scale matrix differential equations is a topical
problem in numerical analysis and of great importance in many applications. Standard …

Adaptive high-order splitting schemes for large-scale differential Riccati equations

T Stillfjord - Numerical Algorithms, 2018 - Springer
We consider high-order splitting schemes for large-scale differential Riccati equations. Such
equations arise in many different areas and are especially important within the field of …

Structure-preserving model reduction for mechanical systems

SWR Werner - 2021 - repo.bibliothek.uni-halle.de
In this thesis, structure-preserving model order reduction for dynamical systems is studied.
The particular focus lies on mechanical systems described by differential equations with …

[HTML][HTML] Frequency-and time-limited balanced truncation for large-scale second-order systems

P Benner, SWR Werner - Linear Algebra and its Applications, 2021 - Elsevier
Considering the use of dynamical systems in practical applications, often only limited
regions in the time or frequency domain are of interest. Therefore, it usually pays off to …

Numerical solution of the infinite-dimensional LQR problem and the associated Riccati differential equations

P Benner, H Mena - Journal of Numerical Mathematics, 2018 - degruyter.com
The numerical analysis of linear quadratic regulator design problems for parabolic partial
differential equations requires solving Riccati equations. In the finite time horizon case, the …

Finite-frequency model order reduction of linear and bilinear systems via low-rank approximation

QY Song, U Zulfiqar, X Du - Journal of Computational and Applied …, 2025 - Elsevier
In this paper, we first investigate the finite-frequency model order reduction for linear
systems based on low-rank Gramian approximations. An efficient algorithm for computing …

Balanced truncation model reduction for linear time-varying systems

N Lang, J Saak, T Stykel - Mathematical and Computer Modelling …, 2016 - Taylor & Francis
ABSTRACT A practical procedure based on implicit time integration methods applied to the
differential Lyapunov equations arising in the square root balanced truncation method is …