arXiv subjects

Jan Heiland

Publications and source records attributed to Jan Heiland.

At least 19 recordsLinked to original sources

arXiv2026

Partial Observation of Linear Systems with the Mori-Zwanzig Formalism

The Mori-Zwanzig formalism provides a systematic framework for deriving reduced-order model of dynamical systems when only part of the state is observed, but its practical use is often limited by the complexity of the resulting computations. This paper develops an explicit formulation of the Mori-Zwanzig equation for linear time-invariant systems under partially observed observables. By expressing the dynamics in terms of observables, the Koopman generator, and projections onto resolved and unresolved components, we derive closed-form representations of the Markovian, noise, and memory contributions that arise in the Mori-Zwanzig identity. For the linear setting, the resulting formulas recover the reduced dynamics obtained from the variation-of-constants formula while retaining the operator-based structure of the Mori-Zwanzig approach. This makes the derivation a transparent reference case for reduced-order modelling with memory and clarifies how unresolved variables influence the observed dynamics through history-dependent terms. The analysis also identifies the ingredients needed for extensions to nonlinear systems and more general projections, including spectral filtering and data-driven approximations of memory effects. Analytical and numerical examples involving the harmonic oscillator and wave equations illustrate the construction and demonstrate how the formalism can be used to obtain interpretable reduced-order models for partially observed systems.

math.DS↗

arXiv2026

LPV Updates for Sequentially Linearized Moving Horizon Estimation of Nonlinear Systems

Moving horizon estimation (MHE) provides high precision state estimation for nonlinear systems, but it is often limited by the substantial computational demands of solving a nonlinear optimization problem at every sampling step. To address this issue, we develop an efficient MHE scheme based on linear parameter-varying (LPV) formulation, where the scheduling parameters are given by the estimated states of the system and used to construct inexact Jacobians. Due to the LPV representation, the Jacobian can be pre-specified offline in a structured form and then updated in the quadratic programming (QP) subproblem, which reduces computational cost commonly used in standard nonlinear programming (NLP) systems. We illustrate the performance by numerical simulations.

math.OC↗

arXiv2026

A-priori error estimation for space-time Galerkin POD for linear evolution problems

In this paper, we propose an a-priori error estimate for the model order reduction (MOR) method of space-time proper orthogonal decomposition (space-time POD). The original space-time POD approach extends standard POD by reducing not only the space dimension but simultaneously the time dimension as well. The proposed a-priori error estimate is developed for a linear parabolic partial differential equation and estimates the error between the numerical solution to a linear parabolic partial differential equation (PDE) and its space-time POD reduced solution. Numerical examples illustrate the occurring errors and analyze them in comparison to the theoretical bounds.

math.NA↗

arXiv2025

Extension of generalized KYP lemma: from LTI systems to LPV systems

The generalized Kalman-Yakubovich-Popov (gKYP) lemma, established by Iwasaki and Hara (2005 IEEE TAC), has served as a fundamental tool for finite-frequency analysis and synthesis of linear time-invariant (LTI) systems. Over the past two decades, efforts to extend the gKYP lemma from LTI systems to linear parameter varying (LPV) systems have been hindered by the intricate time-frequency inter-modulation effect between the input signal and the time-varying scheduling parameter. A key element in this framework is the frequency-dependent Integral Quadratic Constraint (IQC) function, which enables time-domain interpretation of the gKYP lemma, as demonstrated by Iwasaki et al in their companion 2005 System and Control Letter paper. The non-negativity property of this IQC function plays a crucial role in characterizing system behavior under frequency-limited inputs. In this paper, we first demonstrate through a counterexample that the IQC non-negativity property may fail for LPV systems, thereby invalidating existing results that rely on this assumption. To address this issue, we propose a reformulation strategy that replaces the original frequency range with an enlarged one, thereby restoring the non-negativity property for LPV systems. Moreover, we establish that the minimal required expansion depends on the interaction(or gap) between the system poles and the original frequency range, as well as a set of controllability Gramians. Building upon this results, an extension of gKYP lemma is presented, which allows us to conduct finite-frequency analysis of LPV systems in a direct and reliable manner. The potential and efficiency compared to existing results are demonstrated through numerical examples.

math.DS↗

arXiv2024

Koopman-based Control for Stochastic Systems: Application to Enhanced Sampling

We present a data-driven approach to use the Koopman generator for prediction and optimal control of control-affine stochastic systems. We provide a novel conceptual approach and a proof-of-principle for the determination of optimal control policies which accelerate the simulation of rare events in metastable stochastic systems.

math.OC↗

arXiv2024

Barycentric rational approximation for learning the index of a dynamical system from limited data

We consider the task of data-driven identification of dynamical systems, specifically for systems whose behavior at large frequencies is non-standard, as encoded by a non-trivial relative degree of the transfer function or, alternatively, a non-trivial index of a corresponding realization as a descriptor system. We develop novel surrogate modeling strategies that allow state-of-the-art rational approximation algorithms (e.g., AAA and vector fitting) to better handle data coming from such systems with non-trivial relative degree. Our contribution is twofold. On one hand, we describe a strategy to build rational surrogate models with prescribed relative degree, with the objective of mirroring the high-frequency behavior of the high-fidelity problem, when known. The surrogate model's desired degree is achieved through constraints on its barycentric coefficients, rather than through ad-hoc modifications of the rational form. On the other hand, we present a degree-identification routine that allows one to estimate the unknown relative degree of a system from low-frequency data. By identifying the degree of the system that generated the data, we can build a surrogate model that, in addition to matching the data well (at low frequencies), has enhanced extrapolation capabilities (at high frequencies). We showcase the effectiveness and robustness of the newly proposed method through a suite of numerical tests.

math.NA↗

arXiv2024

Deep polytopic autoencoders for low-dimensional linear parameter-varying approximations and nonlinear feedback design

Polytopic autoencoders provide low-di\-men\-sion\-al parametrizations of states in a polytope. For nonlinear PDEs, this is readily applied to low-dimensional linear parameter-varying (LPV) approximations as they have been exploited for efficient nonlinear controller design via series expansions of the solution to the state-dependent Riccati equation. In this work, we develop a polytopic autoencoder for control applications and show how it improves on standard linear approaches in view of LPV approximations of nonlinear systems. We discuss how the particular architecture enables exact representation of target states and higher order series expansions of the nonlinear feedback law at little extra computational effort in the online phase and how the linear though high-dimensional and nonstandard Lyapunov equations are efficiently computed during the offline phase. In a numerical study, we illustrate the procedure and how this approach can reliably outperform the standard linear-quadratic regulator design.

math.OC↗

arXiv2024

MaRDIFlow: A CSE workflow framework for abstracting meta-data from FAIR computational experiments

Numerical algorithms and computational tools are instrumental in navigating and addressing complex simulation and data processing tasks. The exponential growth of metadata and parameter-driven simulations has led to an increasing demand for automated workflows that can replicate computational experiments across platforms. In general, a computational workflow is defined as a sequential description for accomplishing a scientific objective, often described by tasks and their associated data dependencies. If characterized through input-output relation, workflow components can be structured to allow interchangeable utilization of individual tasks and their accompanying metadata. In the present work, we develop a novel computational framework, namely, MaRDIFlow, that focuses on the automation of abstracting meta-data embedded in an ontology of mathematical objects. This framework also effectively addresses the inherent execution and environmental dependencies by incorporating them into multi-layered descriptions. Additionally, we demonstrate a working prototype with example use cases and methodically integrate them into our workflow tool and data provenance framework. Furthermore, we show how to best apply the FAIR principles to computational workflows, such that abstracted components are Findable, Accessible, Interoperable, and Reusable in nature.

cs.DC↗

arXiv2024

Polytopic Autoencoders with Smooth Clustering for Reduced-order Modelling of Flows

With the advancement of neural networks, there has been a notable increase, both in terms of quantity and variety, in research publications concerning the application of autoencoders to reduced-order models. We propose a polytopic autoencoder architecture that includes a lightweight nonlinear encoder, a convex combination decoder, and a smooth clustering network. Supported by several proofs, the model architecture ensures that all reconstructed states lie within a polytope, accompanied by a metric indicating the quality of the constructed polytopes, referred to as polytope error. Additionally, it offers a minimal number of convex coordinates for polytopic linear-parameter varying systems while achieving acceptable reconstruction errors compared to proper orthogonal decomposition (POD). To validate our proposed model, we conduct simulations involving two flow scenarios with the incompressible Navier-Stokes equation. Numerical results demonstrate the guaranteed properties of the model, low reconstruction errors compared to POD, and the improvement in error using a clustering network.

cs.LG↗

arXiv2023

Low-order Linear Parameter Varying Approximations for Nonlinear Controller Design for Flows

The control of nonlinear large-scale dynamical models such as the incompressible Navier-Stokes equations is a challenging task. The computational challenges in the controller design come from both the possibly large state space and the nonlinear dynamics. A general purpose approach certainly will resort to numerical linear algebra techniques which can handle large system sizes or to model order reduction. In this work we propose a two-folded model reduction approach tailored to nonlinear controller design for incompressible Navier-Stokes equations and similar PDE models that come with quadratic nonlinearities. Firstly, we approximate the nonlinear model within in the class of LPV systems with a very low dimension in the parametrization. Secondly, we reduce the system size to a moderate number of states. This way, standard robust LPV theory for nonlinear controller design becomes feasible. We illustrate the procedure and its potentials by numerical simulations.

math.OC↗

arXiv2023

Implicit and explicit matching of non-proper transfer functions in the Loewner framework

The reduced-order modeling of a system from data (also known as system identification) is a classical task in system and control theory and well understood for standard linear systems with the so-called Loewner framework as one of many established approaches. In the case of descriptor systems for which the transfer function is not proper anymore, recent research efforts have addressed strategies to deal with the non-proper parts more or less explicitly. In this work, we propose a variant of a Loewner matrix-based interpolation algorithm that implicitly addresses possibly non-proper components of the system response. We evaluate the performance of the suggested approach by comparing against recently-developed explicit algorithms for which we propose a linearized Navier-Stokes model with a significant non-proper behavior as a benchmark example.

math.DS↗

arXiv2023

Frequency-dependent Switching Control for Disturbance Attenuation of Linear Systems

The generalized Kalman-Yakubovich-Popov lemma as established by Iwasaki and Hara in 2005 marks a milestone in the analysis and synthesis of linear systems from a finite-frequency perspective. Given a pre-specified frequency band, it allows us to produce passive controllers with excellent in-band disturbance attenuation performance at the expense of some of the out-of-band performance. This paper focuses on control design of linear systems in the presence of disturbances with non-strictly or non-stationary limited frequency spectrum. We first propose a class of frequency-dependent excited energy functions (FD-EEF) as well as frequency-dependent excited power functions (FD-EPF), which possess a desirable frequency-selectiveness property with regard to the in-band and out-of-band excited energy as well as excited power of the system. Based upon a group of frequency-selective passive controllers, we then develop a frequency-dependent switching control (FDSC) scheme that selects the most appropriate controller at runtime. We show that our FDSC scheme is capable to approximate the solid in-band performance while maintaining acceptable out-of-band performance with regard to global time horizons as well as localized time horizons. The method is illustrated by a commonly used benchmark model.

eess.SY↗

arXiv2023

Low-complexity linear parameter-varying approximations of incompressible Navier-Stokes equations for truncated state-dependent Riccati feedback

Nonlinear feedback design via state-dependent Riccati equations is well established but unfeasible for large-scale systems because of computational costs. If the system can be embedded in the class of linear parameter-varying (LPV) systems with the parameter dependency being affine-linear, then the nonlinear feedback law has a series expansion with constant and precomputable coefficients. In this work, we propose a general method to approximating nonlinear systems such that the series expansion is possible and efficient even for high-dimensional systems. We lay out the stabilization of incompressible Navier-Stokes equations as application, discuss the numerical solution of the involved matrix-valued equations, and confirm the performance of the approach in a numerical example.

math.OC↗

arXiv2023

Convolutional Autoencoders, Clustering and POD for Low-dimensional Parametrization of Navier-Stokes Equations

Simulations of large-scale dynamical systems require expensive computations. Low-dimensional parametrization of high-dimensional states such as Proper Orthogonal Decomposition (POD) can be a solution to lessen the burdens by providing a certain compromise between accuracy and model complexity. However, for really low-dimensional parametrizations (for example for controller design) linear methods like the POD come to their natural limits so that nonlinear approaches will be the methods of choice. In this work we propose a convolutional autoencoder (CAE) consisting of a nonlinear encoder and an affine linear decoder and consider combinations with k-means clustering for improved encoding performance. The proposed set of methods is compared to the standard POD approach in two cylinder-wake scenarios modeled by the incompressible Navier-Stokes equations.

math.DS↗

arXiv2022

A quadratic decoder approach to nonintrusive reduced-order modeling of nonlinear dynamical systems

Linear projection schemes like Proper Orthogonal Decomposition can efficiently reduce the dimensions of dynamical systems but are naturally limited, e.g., for convection-dominated problems. Nonlinear approaches have shown to outperform linear methods in terms of dimension reduction versus accuracy but, typically, come with a large computational overhead. In this work, we consider a quadratic reduction scheme which induces nonlinear structures that are well accessible to tensorized linear algebra routines. We discuss that nonintrusive approaches can be used to simultaneously reduce the complexity in the equations and propose an operator inference formulation that respects dynamics on nonlinear manifolds.

math.DS↗

arXiv2022

Exponential Lag Synchronization of Cohen-Grossberg Neural Networks with Discrete and Distributed Delays on Time Scales

In this article, we investigate exponential lag synchronization results for the Cohen-Grossberg neural networks (C-GNNs) with discrete and distributed delays on an arbitrary time domain by applying feedback control. We formulate the problem by using the time scales theory so that the results can be applied to any uniform or non-uniform time domains. Also, we provide a comparison of results that shows that obtained results are unified and generalize the existing results. Mainly, we use the unified matrix-measure theory and Halanay inequality to establish these results. In the last section, we provide two simulated examples for different time domains to show the effectiveness and generality of the obtained analytical results.

math.OC↗

arXiv2021

A low-rank solution method for Riccati equations with indefinite quadratic terms

Algebraic Riccati equations with indefinite quadratic terms play an important role in applications related to robust controller design. While there are many established approaches to solve these in case of small-scale dense coefficients, there is no approach available to compute solutions in the large-scale sparse setting. In this paper, we develop an iterative method to compute low-rank approximations of stabilizing solutions of large-scale sparse continuous-time algebraic Riccati equations with indefinite quadratic terms. We test the developed approach for dense examples in comparison to other established matrix equation solvers, and investigate the applicability and performance in large-scale sparse examples.

math.NA↗

arXiv2021

Identification of linear time-invariant systems with Dynamic Mode Decomposition

Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant under linear transformations in the image of the data matrix. If, in addition, the data is constructed from a linear time-invariant system, then we prove that DMD can recover the original dynamics under mild conditions. If the linear dynamics are discretized with a Runge-Kutta method, then we further classify the error of the DMD approximation and detail that for one-stage Runge-Kutta methods even the continuous dynamics can be recovered with DMD. A numerical example illustrates the theoretical findings.

math.NA↗