Search arXiv⌕ Search

arXiv · 2601.13039

Model Reduction for Switched Linear Systems via Generalized Lyapunov Equations

Abstract

In this work, we study projection-based model order reduction (MOR) for switched linear systems (SLS) in control form, where the projection matrices are obtained from the solutions of generalized Lyapunov equations (GLEs). We investigate how numerical inaccuracies in solving the GLEs propagate through the MOR process and impact the accuracy and reliability of the resulting reduced-order model. This highlights the importance of accounting for such inaccuracies, motivating the introduction of a novel error bound to quantify and control the error in the approximation of the GLE solution. Moreover, classical balanced truncation error estimates for SLS are neither theoretically sound nor practically applicable, as they rely on restrictive assumptions requiring several linear matrix inequalities (LMIs) to be satisfied exactly by numerically computed GLE solutions. To address these limitations, we propose a new MOR framework for SLS, termed piecewise balanced reduction (PBR). The approach is based on solving multiple GLEs and constructing projection matrices that are piecewise constant in time. By extending the standard balanced truncation error bound for SLS, we show that the PBR framework effectively controls errors arising from inexact LMI satisfaction. In addition, the proposed error bound captures the influence of the piecewise constant in time projection matrices. Altogether, this makes the PBR approach applicable to a broad and flexible class of switched linear systems. Numerical experiments are presented to support the theoretical results.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Mattia Manucci, Benjamin Unger. 2026-05-15. Model Reduction for Switched Linear Systems via Generalized Lyapunov Equations. https://arxiv.org/abs/2601.13039

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Discrete normalized gradient flow for two-component Bose-Einstein condensates: Energy dissipation, global convergence and sharp local convergence behavior

The gradient flow with semi-implicit discretization (GFSI) is the most widely used algorithm for computing the ground state of Gross-Pitaevskii energy functional. We apply GFSI to the two-component scenario with Josephson junction and rotating term, which is one of the most important and topical models in multi-component Bose-Einstein condensates (MBECs), and rigorously establish the following fundamental results for the first time. By introducing a Lagrange multiplier to reformulate GFSI into an equivalent form, we prove its energy dissipation property and global convergence to stationary states. More significantly, we uncover an intrinsic connection between this classical numerical PDE discretization rooted in imaginary-time evolution and Riemannian optimization, a state-of-the-art mathematical framework for manifold-constrained optimization. This connection enables us to fully characterize the local convergence behavior of GFSI within the Riemannian optimization framework. Together with the aforementioned global convergence result, this yields a complete global--local convergence theory for GFSI. Finally, numerical experiments comprehensively validate the theoretically predicted energy dissipation and convergence properties.

math.NA↗

Discretization, Uniform-in-Time Estimations and Approximation of Invariant Measures for Nonlinear Stochastic Differential Equations with Non-Uniform Dissipativity

The approximation of invariant measures for nonlinear ergodic stochastic differential equations (SDEs) is a central problem in scientific computing, with important applications in stochastic sampling, physics, and ecology. We first propose an easily applicable explicit Truncated Euler-Maruyama (TEM) scheme and prove its numerical ergodicity in the $L^p$-Wasserstein distance ($p\geqslant 1$). Furthermore, by combining truncation techniques with the coupling method, we establish a uniform-in-time $1/2$-order convergence rate in moments for the TEM scheme. Additionally, leveraging the exponential ergodicity of both the numerical and exact solutions, we derive a $1/2$-order convergence rate for the invariant measures of the TEM scheme and the exact solution in the $L^1$-Wasserstein distance. Finally, two numerical experiments are conducted to validate our theoretical results.

math.NA↗

Barotropic-Baroclinic Splitting for Multilayer Shallow Water Models with Exchanges

This work presents the numerical analysis of a barotropic-baroclinic splitting in a nonlinear multilayer framework with exchanges between the layers in terrain-following coordinates. The splitting is formulated as an exact operator splitting. The barotropic step handles free surface evolution and depth-averaged velocity via a well-balanced one-layer model, while the baroclinic step manages vertical exchanges between layers and adjusts velocities to their mean values. We show that the barotropic-baroclinic splitting preserves total energy conservation and meets both a discrete maximum principle and a discrete entropy inequality. Several numerical experiments are presented showing the gain in computational cost, particularly in low Froude simulations, with no loss of accuracy. The benefits of using a well-balancing strategy in the barotropic step to preserve the geostrophic equilibrium are inherited in the overall scheme.

math.NA↗