350 research outputs found
An adaptive POD approximation method for the control of advection-diffusion equations
We present an algorithm for the approximation of a finite horizon optimal
control problem for advection-diffusion equations. The method is based on the
coupling between an adaptive POD representation of the solution and a Dynamic
Programming approximation scheme for the corresponding evolutive
Hamilton-Jacobi equation. We discuss several features regarding the adaptivity
of the method, the role of error estimate indicators to choose a time
subdivision of the problem and the computation of the basis functions. Some
test problems are presented to illustrate the method.Comment: 17 pages, 18 figure
Parameter estimation for the Euler-Bernoulli-beam
An approximation involving cubic spline functions for parameter estimation problems in the Euler-Bernoulli-beam equation (phrased as an optimization problem with respect to the parameters) is described and convergence is proved. The resulting algorithm was implemented and several of the test examples are documented. It is observed that the use of penalty terms in the cost functional can improve the rate of convergence
The linear regulator problem for parabolic systems
An approximation framework is presented for computation (in finite imensional spaces) of Riccati operators that can be guaranteed to converge to the Riccati operator in feedback controls for abstract evolution systems in a Hilbert space. It is shown how these results may be used in the linear optimal regulator problem for a large class of parabolic systems
An Iterative Model Reduction Scheme for Quadratic-Bilinear Descriptor Systems with an Application to Navier-Stokes Equations
We discuss model reduction for a particular class of quadratic-bilinear (QB)
descriptor systems. The main goal of this article is to extend the recently
studied interpolation-based optimal model reduction framework for QBODEs
[Benner et al. '16] to a class of descriptor systems in an efficient and
reliable way. Recently, it has been shown in the case of linear or bilinear
systems that a direct extension of interpolation-based model reduction
techniques to descriptor systems, without any modifications, may lead to poor
reduced-order systems. Therefore, for the analysis, we aim at transforming the
considered QB descriptor system into an equivalent QBODE system by means of
projectors for which standard model reduction techniques for QBODEs can be
employed, including aforementioned interpolation scheme. Subsequently, we
discuss related computational issues, thus resulting in a modified algorithm
that allows us to construct \emph{near}--optimal reduced-order systems without
explicitly computing the projectors used in the analysis. The efficiency of the
proposed algorithm is illustrated by means of a numerical example, obtained via
semi-discretization of the Navier-Stokes equations
On the Injectivity and Linearization of the Coefficient-to-Solution Mapping for Elliptic Boundary Value Problems
Model order reduction approaches for infinite horizon optimal control problems via the HJB equation
We investigate feedback control for infinite horizon optimal control problems
for partial differential equations. The method is based on the coupling between
Hamilton-Jacobi-Bellman (HJB) equations and model reduction techniques. It is
well-known that HJB equations suffer the so called curse of dimensionality and,
therefore, a reduction of the dimension of the system is mandatory. In this
report we focus on the infinite horizon optimal control problem with quadratic
cost functionals. We compare several model reduction methods such as Proper
Orthogonal Decomposition, Balanced Truncation and a new algebraic Riccati
equation based approach. Finally, we present numerical examples and discuss
several features of the different methods analyzing advantages and
disadvantages of the reduction methods
Deep Bilevel Learning
We present a novel regularization approach to train neural networks that
enjoys better generalization and test error than standard stochastic gradient
descent. Our approach is based on the principles of cross-validation, where a
validation set is used to limit the model overfitting. We formulate such
principles as a bilevel optimization problem. This formulation allows us to
define the optimization of a cost on the validation set subject to another
optimization on the training set. The overfitting is controlled by introducing
weights on each mini-batch in the training set and by choosing their values so
that they minimize the error on the validation set. In practice, these weights
define mini-batch learning rates in a gradient descent update equation that
favor gradients with better generalization capabilities. Because of its
simplicity, this approach can be integrated with other regularization methods
and training schemes. We evaluate extensively our proposed algorithm on several
neural network architectures and datasets, and find that it consistently
improves the generalization of the model, especially when labels are noisy.Comment: ECCV 201
Convergence of Tikhonov regularization for constrained Ill-posed inverse problems
Projet IDENTIn this paper convergence and rate of convergence results for nonlinear constrained ill-posed inverse problems formulated as regularized least squares problems are given
Regularization in state space
Projet IDENTThis paper is devoted to the introduction and analysis of regularization in state space for nonlinear illposed inverse problems. Applications to parameter estimation problems are given and numerical experiments are described
Order reduction approaches for the algebraic Riccati equation and the LQR problem
We explore order reduction techniques for solving the algebraic Riccati
equation (ARE), and investigating the numerical solution of the
linear-quadratic regulator problem (LQR). A classical approach is to build a
surrogate low dimensional model of the dynamical system, for instance by means
of balanced truncation, and then solve the corresponding ARE. Alternatively,
iterative methods can be used to directly solve the ARE and use its approximate
solution to estimate quantities associated with the LQR. We propose a class of
Petrov-Galerkin strategies that simultaneously reduce the dynamical system
while approximately solving the ARE by projection. This methodology
significantly generalizes a recently developed Galerkin method by using a pair
of projection spaces, as it is often done in model order reduction of dynamical
systems. Numerical experiments illustrate the advantages of the new class of
methods over classical approaches when dealing with large matrices
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