(R, S) conjugate solution to coupled Sylvester complex matrix equations with conjugate of two unknowns

In this work, we are concerned with (R, S) – conjugate solutions to coupled Sylvester complex matrix equations with conjugate of two unknowns. When the considered two matrix equations are consistent, it is demonstrated that the solutions can be obtained by utilizing this iterative algorithm for any initial arbitrary (R,S) – conjugate matrices V1,W1. A necessary and sufficient condition is established to guarantee that the proposed method converges to the (R,S) – conjugate solutions. Finally, two numerical examples are provided to demonstrate the efficiency of the described iterative technique

WavePacket: A Matlab package for numerical quantum dynamics. II: Open quantum systems, optimal control, and model reduction

WavePacket is an open-source program package for numeric simulations in quantum dynamics. It can solve time-independent or time-dependent linear Schr\"odinger and Liouville-von Neumann-equations in one or more dimensions. Also coupled equations can be treated, which allows, e.g., to simulate molecular quantum dynamics beyond the Born-Oppenheimer approximation. Optionally accounting for the interaction with external electric fields within the semi-classical dipole approximation, WavePacket can be used to simulate experiments involving tailored light pulses in photo-induced physics or chemistry. Being highly versatile and offering visualization of quantum dynamics 'on the fly', WavePacket is well suited for teaching or research projects in atomic, molecular and optical physics as well as in physical or theoretical chemistry. Building on the previous Part I which dealt with closed quantum systems and discrete variable representations, the present Part II focuses on the dynamics of open quantum systems, with Lindblad operators modeling dissipation and dephasing. This part also describes the WavePacket function for optimal control of quantum dynamics, building on rapid monotonically convergent iteration methods. Furthermore, two different approaches to dimension reduction implemented in WavePacket are documented here. In the first one, a balancing transformation based on the concepts of controllability and observability Gramians is used to identify states that are neither well controllable nor well observable. Those states are either truncated or averaged out. In the other approach, the H2-error for a given reduced dimensionality is minimized by H2 optimal model reduction techniques, utilizing a bilinear iterative rational Krylov algorithm

Consistent Dynamic Mode Decomposition

We propose a new method for computing Dynamic Mode Decomposition (DMD) evolution matrices, which we use to analyze dynamical systems. Unlike the majority of existing methods, our approach is based on a variational formulation consisting of data alignment penalty terms and constitutive orthogonality constraints. Our method does not make any assumptions on the structure of the data or their size, and thus it is applicable to a wide range of problems including non-linear scenarios or extremely small observation sets. In addition, our technique is robust to noise that is independent of the dynamics and it does not require input data to be sequential. Our key idea is to introduce a regularization term for the forward and backward dynamics. The obtained minimization problem is solved efficiently using the Alternating Method of Multipliers (ADMM) which requires two Sylvester equation solves per iteration. Our numerical scheme converges empirically and is similar to a provably convergent ADMM scheme. We compare our approach to various state-of-the-art methods on several benchmark dynamical systems

Perturbation bounds for isotropic invariant subspaces of skew-Hamiltonian matrices

We investigate the behavior of isotropic invariant subspaces of skew-Hamiltonian matrices under structured perturbations. It is shown that finding a nearby subspace is equivalent to solving a certain quadratic matrix equation. This connection is used to derive meaningful error bounds and condition numbers that can be used to judge the quality of invariant subspaces computed by strongly backward stable eigensolvers

Iterative and doubling algorithms for Riccati-type matrix equations: a comparative introduction

We review a family of algorithms for Lyapunov- and Riccati-type equations which are all related to each other by the idea of \emph{doubling}: they construct the iterate $Q_k = X_{2^k}$ of another naturally-arising fixed-point iteration $(X_h)$ via a sort of repeated squaring. The equations we consider are Stein equations $X - A^*XA=Q$, Lyapunov equations $A^*X+XA+Q=0$, discrete-time algebraic Riccati equations $X=Q+A^*X(I+GX)^{-1}A$, continuous-time algebraic Riccati equations $Q+A^*X+XA-XGX=0$, palindromic quadratic matrix equations $A+QY+A^*Y^2=0$, and nonlinear matrix equations $X+A^*X^{-1}A=Q$. We draw comparisons among these algorithms, highlight the connections between them and to other algorithms such as subspace iteration, and discuss open issues in their theory.Comment: Review article for GAMM Mitteilunge

Conjugate gradient method for finding fundamental solitary waves

The Conjugate Gradient method (CGM) is known to be the fastest generic iterative method for solving linear systems with symmetric sign definite matrices. In this paper, we modify this method so that it could find fundamental solitary waves of nonlinear Hamiltonian equations. The main obstacle that such a modified CGM overcomes is that the operator of the equation linearized about a solitary wave is not sign definite. Instead, it has a finite number of eigenvalues on the opposite side of zero than the rest of its spectrum. We present versions of the modified CGM that can find solitary waves with prescribed values of either the propagation constant or power. We also extend these methods to handle multi-component nonlinear wave equations. Convergence conditions of the proposed methods are given, and their practical implications are discussed. We demonstrate that our modified CGMs converge much faster than, say, Petviashvili's or similar methods, especially when the latter converge slowly.Comment: 44 pages, submitted to Physica

Families of moment matching based, structure preserving approximations for linear port Hamiltonian systems

In this paper we propose a solution to the problem of moment matching with preservation of the port Hamiltonian structure, in the framework of time-domain moment matching. We characterize several families of parameterized port Hamiltonian models that match the moments of a given port Hamiltonian system, at a set of finite interpolation points. We also discuss the problem of Markov parameters matching for linear systems as a moment matching problem for descriptor representations associated to the given system, at zero interpolation points. Solving this problem yields families of parameterized reduced order models that achieve Markov parameter matching. Finally, we apply these results to the port Hamiltonian case, resulting in families of parameterized reduced order port Hamiltonian approximations.Comment: 27 pages, 8 figures, Automatica journa

System- and Data-Driven Methods and Algorithms

An increasing complexity of models used to predict real-world systems leads to the need for algorithms to replace complex models with far simpler ones, while preserving the accuracy of the predictions. This two-volume handbook covers methods as well as applications. This first volume focuses on real-time control theory, data assimilation, real-time visualization, high-dimensional state spaces and interaction of different reduction techniques