arXiv subjects

Manuel Schaller

Publications and source records attributed to Manuel Schaller.

At least 19 recordsLinked to original sources

arXiv2026

Energy-optimal predictive control of discrete-time port-Hamiltonian systems: Closed-loop practical stability

We study a dissipativity-based model predictive control (MPC) scheme for energy-optimal constrained output stabilization of a discrete-time nonlinear SISO port-Hamiltonian system described by difference and differential representation. For the optimal control problem to be solved in each MPC step, we establish a measure turnpike behavior. The turnpike set in our work is obtained from the underlying port-Hamiltonian structure without assuming existence of steady-states or periodic orbits. In particular, unlike existing results which typically establish the turnpike property w.r.t. a controlled forward invariant set such as optimal steady-states or optimal periodic orbits, we do not require the turnpike set to be forward control invariant. For MPC, we establish recursive feasibility and show practical stability to the turnpike set w.r.t. the MPC closed loop leveraging both dissipativity and the port-Hamiltonian structure. Finally, we demonstrate our results using two numerical examples.

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arXiv2026

Extended dynamic mode decomposition with Fourier dictionaries: Error bounds and fast implementation

The Koopman operator has gained considerable attention in dynamical systems due to its capability to provide a linear viewpoint for nonlinear systems using data-driven methods such as extended dynamic mode decomposition (EDMD). In this work, we suggest an EDMD-variant with a Fourier dictionary on the $d$-dimensional torus, where the data are sampled on an equispaced tensor grid. In this setting, the EDMD regression problem admits a unique closed-form solution, which we show to coincide with trigonometric interpolation of the Koopman image. This identification has two consequences. First, using Koopman invariance of Sobolev spaces, we transfer approximation-theoretic results for trigonometric interpolation to derive error bounds on approximations of the Koopman operator. In particular, the established bounds are of optimal order with explicit constants. Second, the EDMD matrix never has to be assembled, since its action reduces to (nonequispaced) fast Fourier transforms such that the EDMD-approximation may be evaluated matrix-free with quasi-linear cost in the dictionary size. We illustrate the results for the Kuramoto model of coupled oscillators with dictionaries of up to $10^7$ modes.

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arXiv2026

A Generalized Scalar Auxiliary Variable Method for Structure-Preserving and Efficient Integration of Nonlinear port-Hamiltonian DAEs

We develop an energy-optimal generalized scalar auxiliary variable (EOP-GSAV) framework for nonlinear index-one port-Hamiltonian differential-algebraic equations (pH-DAEs). Exploiting the port-Hamiltonian structure, we separate the nonlinear effort, interconnection, and dissipation terms from a constant implicit core. The resulting BDF-1 and BDF-2 schemes require one linear solve per time step with a reusable factorization, while retaining discrete passivity and accurate tracking of the Hamiltonian. The schemes are compared with the implicit midpoint method equipped with full, modified, and frozen-Jacobian Newton iterations. Numerical experiments ranging from a strongly state-dependent nonlinear stress test to large-scale benchmarks demonstrate robust and competitive performance, with substantial efficiency gains in matched-accuracy regimes. A comparison with SUNDIALS IDA shows comparable work-precision behavior at equal order despite a non-specialized Python/SciPy implementation, while unrestricted variable-order adaptive IDA is faster in the high-accuracy regime.

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arXiv2026

A constraint dissolving inexact penalty method for optimization problems with geometric constraints

Optimization problems with geometric constraints have a broad range of applications, including machine learning, finance, and control. A powerful algorithmic tool to resolve these geometric constraints are constraint dissolving methods. To this end, we propose a framework for constraint dissolving mappings for nonconvex geometric constraints. Leveraging these, we develop a constraint dissolving inexact penalty method to solve optimization problems with general set-membership constraints and possibly nonconvex geometric constraints. We establish the convergence of the proposed algorithm and prove that every feasible accumulation point is Mordukhovich stationary. Notably, we rely only on mild asymptotic Mordukhovich regularity, which is significantly weaker than the constraint qualifications adopted in the existing literature on constraint dissolving methods. Numerical experiments addressing classical equality-, complementarity-, sparsity-, and low-rank constrained optimization problems demonstrate that the proposed method is competitive with the safeguarded augmented Lagrangian method in terms of solution quality and significantly outperforms the penalty decomposition method.

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arXiv2026

Optimization-based control by interconnection of nonlinear port-Hamiltonian systems

In this paper, we develop a control-by-interconnection approach for the stabilization of nonlinear port-Hamiltonian systems. Motivated by model predictive control, the controller is realized as a continuous-time primal-dual gradient flow associated with a finite-horizon, control-constrained optimal control problem. By exploiting its port-Hamiltonian structure, the optimization dynamics are interconnected with the nonlinear plant. Introducing a time-scale parameter for the optimization dynamics reveals a singularly perturbed closed-loop system, whose reduced dynamics correspond to the optimal finite-horizon feedback, while the boundary-layer dynamics capture convergence of the primal-dual variables to the optimality system. Using a composite Lyapunov function and singular-perturbation arguments, we prove asymptotic stability of the coupled plant-controller dynamics, which is local for sufficiently fast optimization dynamics and becomes global under additional assumptions. Numerical experiments for a nonlinear port-Hamiltonian oscillator illustrate the results.

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arXiv2026

Verifiable Regularity Criterion for Conditional Expectation Operators and Conditional Mean Embeddings with Applications to Nonparametric Regression, Bayesian Inverse Problems, and Koopman Operators

Conditional expectation operators (CEOs) and their associated conditional mean embeddings (CMEs) play a central role across applied mathematics and machine learning, appearing in nonparametric regression, Bayesian inverse problems, and Koopman operator theory. A fundamental question is when a CEO maps a function space on $\mathcal{Y}$ into a prescribed function space on $\mathcal{X}$, particularly a reproducing kernel Hilbert space (RKHS). We show that such mapping properties are characterized by the regularity of the Radon--Nikodym density of the conditional law, and establish a simple, verifiable sufficient condition under which the CEO is bounded and Hilbert--Schmidt. For RKHSs norm-equivalent to Sobolev spaces, this condition reduces to Sobolev regularity of the conditional density. The result yields a direct route to validate CME representations and error bounds for Galerkin-type and CME-based estimators. We verify the regularity condition in three settings: nonparametric regression, Bayesian inverse problems, and Koopman operator theory for stochastic dynamical systems. We show in each case that classical regularity results on the underlying probabilistic model imply the required mapping properties. The resulting framework offers a unified perspective on conditional expectation operators across probability, operator theory, kernel methods, and stochastic dynamics.

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arXiv2026

Stabilize-then-optimize: Feedback transformations as preconditioners in optimal control

Many numerical algorithms for optimal control leverage an elimination of the state via the control-to-state map such as condensed approaches or preconditioned conjugate gradient methods for the optimality system. As such, the norm of the control-to-state map directly enters the convergence estimates for these methods, e.g., via the condition number of the associated linear system. In this work we show that using feedback transformations one may reformulate the optimal control problem to decrease the norm of the (feedbacked) control-to-state map, leading to a drastic improvement of the involved condition numbers. We illustrate the abstract approach for ordinary and partial differential equations such as parabolic, hyperbolic or elliptic equations. For each of these problem classes we provide a constructive method to improve solution operator norms via feedbacks. Further, we showcase the efficacy of the method by means of various numerical examples with elliptic, parabolic and hyperbolic partial differential equations.

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arXiv2026

Splitting Schemes for ODEs with Goal-Oriented Error Estimation

We present a hybrid a-priori/a-posteriori goal oriented error estimator for a combination of dynamic iteration-based solution of ordinary differential equations discretized by finite elements. Our novel error estimator combines estimates from classical dynamic iteration methods, usually used to enable splitting-based distributed simulation, and from the dual weighted residual method to be able to evaluate and balance both, the dynamic iteration error and the discretization error in desired quantities of interest. The obtained error estimators are used to conduct refinements of the computational mesh and as a stopping criterion for the dynamic iteration. In particular, we allow for an adaptive and flexible discretization of the time domain, where variables can be discretized differently to match both goal and solution requirements, e.g. in view of multiple time scales. We endow the scheme with efficient solvers from numerical linear algebra to ensure its applicability to complex problems. Numerical experiments compare the adaptive approach to a uniform refinement.

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arXiv2026

Koopman meets input-output data: Data-driven output-feedback control of nonlinear systems with closed-loop guarantees

Data-driven control of nonlinear systems from input-output measurements remains a fundamental challenge, as existing approaches with rigorous closed-loop guarantees predominantly require access to full state measurements. In this paper, we address this gap by proposing a data-driven output-feedback controller design method for nonlinear systems that provides provable closed-loop guarantees while operating solely on measured input-output data. Our approach combines Koopman operator theory with an extended state representation of the nonlinear system constructed from input-output trajectories. This allows us to obtain a bilinear surrogate model directly from data, on which robust state-feedback design methods can be applied. By exploiting the observability of the underlying nonlinear system, we establish exponential stability of the extended state, which in turn implies exponential convergence of the original system state to the origin. Finally, we validate our theoretical findings in numerical simulations.

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arXiv2026

Coupling optimization algorithms and monotone control systems: Suboptimal model predictive control as an operator splitting scheme

We propose a framework for suboptimal model predictive control (MPC) based on the interconnection of monotone dynamical systems, such as port-Hamiltonian systems. In contrast to classical MPC formulations, where the optimizer is treated as an instantaneous mapping, we model both the plant and the optimizer as dynamical systems and couple them through a structured interconnection. This leads to a continuous-time closed-loop formulation governed by (quasi-)monotone operators. Within this setting, we establish well-posedness of the coupled optimizer-plant dynamics and provide a unified interpretation of suboptimal MPC schemes. In particular, we reveal a direct connection between iterative optimization algorithms and dynamical control systems theory by showing that standard suboptimal MPC algorithms can be understood as time discretizations of the underlying continuous-time dynamics via operator splitting methods.

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arXiv2026

Goal-Oriented Time Adaptivity for Linear Port-Hamiltonian Differential-Algebraic Equations of Index~1

Port-Hamiltonian systems provide a highly-structured framework for modeling of physical systems. By definition, they encode a balance equation relating energy changes to supplied and dissipated energy. Capturing this energy balance in discrete approximations is a fundamental challenge and often has been achieved by designing particular schemes such as discrete gradient methods. In this work, we propose an approach that controls the energy balance violation for port-Hamiltonian differential algebraic equations via time adaptivity using a posteriori grid refinement techniques based on the dual weighted residual method. In particular, we show how one may leverage the port-Hamiltonian structure to efficiently compute the error estimators using a dissipativity-exploiting block-Jacobi approximation. We illustrate the efficacy of the method by means of simulations of electrical circuit models.

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arXiv2026

Koopman for stochastic dynamics: error bounds for kernel extended dynamic mode decomposition

We prove $L^\infty$-error bounds for kernel extended dynamic mode decomposition (kEDMD) approximants of the Koopman operator for stochastic dynamical systems. To this end, we establish Koopman invariance of suitably chosen reproducing kernel Hilbert spaces and provide an in-depth analysis of the pointwise error in terms of the data points. The latter is split into two parts by showing that kEDMD for stochastic systems involves a kernel regression step leading to a deterministic error in the fill distance as well as Monte Carlo sampling to approximate unknown expected values yielding a probabilistic error in terms of the number of samples. We illustrate the derived bounds by means of Langevin-type stochastic differential equations involving a nonlinear double-well potential.

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arXiv2026

Stabilization of monotone control systems with input constraints

We present a stabilizing output-feedback controller for nonlinear finite and infinite-dimensional control systems governed by monotone operators that respects given input constraints. In particular, we show under a detectability-like assumption that a saturated version of the classical output feedback controller in passivity-based control achieves control-constrained stabilization as long as the control corresponding to the desired equilibrium is in the interior of the control constraint set. We illustrate our findings using a heat equation, a wave equation, and a finite-dimensional nonlinear port-Hamiltonian system.

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arXiv2026

Towards Polynomial Immersion of Port-Hamiltonian Systems

Port-Hamiltonian (pH) systems offer a highly structured and energy-based modular framework for control systems. Many pH systems exhibit non-polynomial non-linearities. We consider the problem of immersing such systems into a higher-dimensional polynomial representation. We prove that, along system trajectories, important features of the non-polynomial pH system are preserved such as the internal interconnection geometry, the energy balance relation with passivity supply rate, as well as energy dissipation. We illustrate how the lifted system enables the design of stabilizing feedback laws by combining sum-of-squares optimization with concepts from passivity-based control. We draw upon several examples to illustrate our findings.

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arXiv2026

Data-driven Model Predictive Control: Asymptotic Stability despite Approximation Errors exemplified in the Koopman framework

In this paper, we analyze stability of nonlinear model predictive control (MPC) using data-driven surrogate models in the optimization step. First, we establish asymptotic stability of the origin, a controlled steady state, w.r.t. the MPC closed loop without stabilizing terminal conditions for sufficiently long prediction horizons. To this end, we prove that cost controllability of the original system is preserved if sufficiently accurate proportional bounds on the approximation error hold. Here, proportional refers to state and control. The proportionality of the error bounds is a key element to derive asymptotic stability in presence of modeling errors and not only practical asymptotic stability. Second, we exemplarily verify the imposed assumptions for data-driven surrogates generated with kernel extended dynamic mode decomposition based on Koopman operator theory. Hereby, we do not impose invariance assumptions on finite dictionaries, but rather derive all conditions under non-restrictive conditions. Finally, we demonstrate our findings with numerical simulations.

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arXiv2026

Spatial exponential decay of perturbations in optimal control of general evolution equations

We analyze the robustness of optimally controlled evolution equations with respect to spatially localized perturbations. We prove that if the involved operators are domain-uniformly stabilizable and detectable, then these localized perturbations only have a local effect on the optimal solution. We characterize this domain-uniform stabilizability and detectability for the transport equation with constant transport velocity, showing that even for unitary semigroups, optimality implies exponential damping. We extend this result to the case of a space-dependent transport velocity. Finally we leverage the results for the transport equation to characterize domain-uniform stabilizability of the wave equation. Numerical examples in one space dimension complement the theoretical results.

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arXiv2025

An overview of Koopman-based control: From error bounds to closed-loop guarantees

Controlling nonlinear dynamical systems remains a central challenge in a wide range of applications, particularly when accurate first-principle models are unavailable. Data-driven approaches offer a promising alternative by designing controllers directly from observed trajectories. A wide range of data-driven methods relies on the Koopman-operator framework that enables linear representations of nonlinear dynamics via lifting into higher-dimensional observable spaces. Finite-dimensional approximations, such as extended dynamic mode decomposition (EDMD) and its controlled variants, make prediction and feedback control tractable but introduce approximation errors that must be accounted for to provide rigorous closed-loop guarantees. This survey provides a systematic overview of Koopman-based control, emphasizing the connection between data-driven surrogate models, approximation errors, controller design, and closed-loop guarantees. We review theoretical foundations, error bounds, and both linear and bilinear EDMD-based control schemes, highlighting robust strategies that ensure stability and performance. Finally, we discuss open challenges and future directions at the interface of operator theory, approximation theory, and nonlinear control.

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arXiv2025

SafEDMD: A Koopman-based data-driven controller design framework for nonlinear dynamical systems

The Koopman operator serves as the theoretical backbone for machine learning of dynamical control systems, where the operator is heuristically approximated by extended dynamic mode decomposition (EDMD). In this paper, we propose SafEDMD, a novel stability- and feedback-oriented EDMD-based controller design framework. Our approach leverages a reliable surrogate model generated in a data-driven fashion in order to provide closed-loop guarantees. In particular, we establish a controller design based on semi-definite programming with guaranteed stabilization of the underlying nonlinear system. As central ingredient, we derive proportional error bounds that vanish at the origin and are tailored to control tasks. We illustrate the developed method by means of several benchmark examples and highlight the advantages over state-of-the-art methods.

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