Publikationen am Institut für Mathematik

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Ilchmann, Achim; Kirchhoff, Jonas
Relative genericity of controllablity and stabilizability for differential-algebraic systems. - In: Mathematics of control, signals, and systems, ISSN 1435-568X, Bd. 35 (2023), 1, S. 45-76

https://doi.org/10.1007/s00498-022-00332-3
Viehweg, Johannes; Worthmann, Karl; Mäder, Patrick
Parameterizing echo state networks for multi-step time series prediction. - In: Neurocomputing, ISSN 1872-8286, Bd. 522 (2023), S. 214-228

Prediction of multi-dimensional time-series data, which may represent such diverse phenomena as climate changes or financial markets, remains a challenging task in view of inherent nonlinearities and non-periodic behavior In contrast to other recurrent neural networks, echo state networks (ESNs) are attractive for (online) learning due to lower requirements w.r.t.training data and computational power. However, the randomly-generated reservoir renders the choice of suitable hyper-parameters as an open research topic. We systematically derive and exemplarily demonstrate design guidelines for the hyper-parameter optimization of ESNs. For the evaluation, we focus on the prediction of chaotic time series, an especially challenging problem in machine learning. Our findings demonstrate the power of a hyper-parameter-tuned ESN when auto-regressively predicting time series over several hundred steps. We found that ESNs’ performance improved by 85.1%-99.8% over an already wisely chosen default parameter initialization. In addition, the fluctuation range is considerably reduced such that significantly worse performance becomes very unlikely across random reservoir seeds. Moreover, we report individual findings per hyper-parameter partly contradicting common knowledge to further, help researchers when training new models.



https://doi.org/10.1016/j.neucom.2022.11.044
Nüske, Feliks; Peitz, Sebastian; Philipp, Friedrich; Schaller, Manuel; Worthmann, Karl
Finite-data error bounds for Koopman-based prediction and control. - In: Journal of nonlinear science, ISSN 1432-1467, Bd. 33 (2023), 1, 14, S. 1-34

The Koopman operator has become an essential tool for data-driven approximation of dynamical (control) systems, e.g., via extended dynamic mode decomposition. Despite its popularity, convergence results and, in particular, error bounds are still scarce. In this paper, we derive probabilistic bounds for the approximation error and the prediction error depending on the number of training data points, for both ordinary and stochastic differential equations while using either ergodic trajectories or i.i.d. samples. We illustrate these bounds by means of an example with the Ornstein-Uhlenbeck process. Moreover, we extend our analysis to (stochastic) nonlinear control-affine systems. We prove error estimates for a previously proposed approach that exploits the linearity of the Koopman generator to obtain a bilinear surrogate control system and, thus, circumvents the curse of dimensionality since the system is not autonomized by augmenting the state by the control inputs. To the best of our knowledge, this is the first finite-data error analysis in the stochastic and/or control setting. Finally, we demonstrate the effectiveness of the bilinear approach by comparing it with state-of-the-art techniques showing its superiority whenever state and control are coupled.



https://doi.org/10.1007/s00332-022-09862-1
Großmann, Max; Bohm, Sebastian; Heyder, Stefan; Schwarzburg, Klaus; Kleinschmidt, Peter; Runge, Erich; Hannappel, Thomas
Generalized modeling of photoluminescence transients. - In: Physica status solidi, ISSN 1521-3951, Bd. 260 (2023), 1, 2200339, S. 1-12

Time-resolved photoluminescence (TRPL) measurements and the extraction of meaningful parameters involve four key ingredients: a suitable sample such as a semiconductor double heterostructure, a state-of-the-art measurement setup, a kinetic model appropriate for the description of the sample behavior, and a general analysis method to extract the model parameters of interest from the measured TRPL transients. Until now, the last ingredient is limited to single curve fits, which are mostly based on simple models and least-squares fits. These are often insufficient for the parameter extraction in real-world applications. The goal of this article is to give the community a universal method for the analysis of TRPL measurements, which accounts for the Poisson distribution of photon counting events. The method can be used to fit multiple TRPL transients simultaneously using general kinematic models, but should also be used for single transient fits. To demonstrate this approach, multiple TRPL transients of a GaAs/AlGaAs heterostructure are fitted simultaneously using coupled rate equations. It is shown that the simultaneous fits of several TRPL traces supplemented by systematic error estimations allow for a more meaningful and more robust parameter determination. The statistical methods also quantify the quality of the description by the underlying physical model.



https://doi.org/10.1002/pssb.202200339
Behrndt, Jussi; Schmitz, Philipp; Teschl, Gerald; Trunk, Carsten
Relative oscillation theory and essential spectra of Sturm-Liouville operators. - In: Journal of mathematical analysis and applications, ISSN 1096-0813, Bd. 518 (2023), 1, 126673

https://doi.org/10.1016/j.jmaa.2022.126673
Aigner-Horev, Elad; Person, Yury
An asymmetric random Rado theorem: 1-statement. - In: Journal of combinatorial theory, Bd. 193 (2023), 105687, S. 1-32

A classical result by Rado characterises the so-called partition-regular matrices A, i.e. those matrices A for which any finite colouring of the positive integers yields a monochromatic solution to the equation Ax=0. We study the asymmetric random Rado problem for the (binomial) random set [n]p in which one seeks to determine the threshold for the property that any r-colouring, r≥2, of the random set has a colour i∈[r] admitting a solution for the matrical equation Aix=0, where A1,…,Ar are predetermined partition-regular matrices pre-assigned to the colours involved. We prove a 1-statement for the asymmetric random Rado property. In the symmetric setting our result retrieves the 1-statement of the symmetric random Rado theorem established in a combination of results by Rödl and Ruciânski [34] and by Friedgut, Rödl and Schacht [11]. We conjecture that our 1-statement in fact unveils the threshold for the asymmetric random Rado property, yielding a counterpart to the so-called Kohayakawa-Kreuter conjecture concerning the threshold for the asymmetric random Ramsey problem in graphs. We deduce the aforementioned 1-statement for the asymmetric random Rado property after establishing a broader result generalising the main theorem of Friedgut, Rödl and Schacht from [11]. The latter then serves as a combinatorial framework through which 1-statements for Ramsey-type problems in random sets and (hyper)graphs alike can be established in the asymmetric setting following a relatively short combinatorial examination of certain hypergraphs. To establish this framework we utilise a recent approach put forth by Mousset, Nenadov and Samotij [26] for the Kohayakawa-Kreuter conjecture.



https://doi.org/10.1016/j.jcta.2022.105687
Eichfelder, Gabriele; Grüne, Lars; Krügel, Lisa; Schießl, Jonas
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC. - In: Computational optimization and applications, ISSN 1573-2894, Bd. 86 (2023), 3, S. 1081-1116

We consider nonlinear model predictive control (MPC) with multiple competing cost functions. In each step of the scheme, a multiobjective optimal control problem with a nonlinear system and terminal conditions is solved. We propose an algorithm and give performance guarantees for the resulting MPC closed loop system. Thereby, we significantly simplify the assumptions made in the literature so far by assuming strict dissipativity and the existence of a compatible terminal cost for one of the competing objective functions only. We give conditions which ensure asymptotic stability of the closed loop and, what is more, obtain performance estimates for all cost criteria. Numerical simulations on various instances illustrate our findings. The proposed algorithm requires the selection of an efficient solution in each iteration, thus we examine several selection rules and their impact on the results. and we also examine numerically how different selection rules impact the results



https://doi.org/10.1007/s10589-022-00398-4
Eichfelder, Gabriele; Rocktäschel, Stefan
Solving set-valued optimization problems using a multiobjective approach. - In: Optimization, ISSN 1029-4945, Bd. 72 (2023), 3, S. 789-820

Set-valued optimization using the set approach is a research topic of high interest due to its practical relevance and numerous interdependencies to other fields of optimization. However, it is a very difficult task to solve these optimization problems even for specific cases. In this paper, we study set-valued optimization problems and develop a multiobjective optimization problem that is strongly related to it. We prove that the set of weakly minimal solutions of this subproblem is closely related to the set of weakly minimal elements of the set-valued optimization problem and that these sets can get arbitrarily close in a certain sense. Subsequently, we introduce a concept of approximations of the solution set of the set-valued optimization problem. We define a quality measure in the image space that can be used to compare finite approximations of this kind and outline a procedure to enhance a given approximation. We conclude the paper with some numerical examples.



https://doi.org/10.1080/02331934.2021.1988596
Dennstädt, Dario;
Towards Funnel MPC for nonlinear systems with relative degree two. - In: Extended abstracts presented at the 25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022, (2022), S. 656-659

Funnel MPC, a novel Model Predictive Control (MPC) scheme, allows guaranteed output tracking of smooth reference signals with prescribed error bounds for nonlinear multi-input multi-output systems. To this end, the stage cost resembles the high-gain idea of funnel control. Without imposing additional output constraints or terminal conditions, the Funnel MPC scheme is initially and recursively feasible for systems with relative degree one and stable internal dynamics. Using an additional funnel for the derivative as a penalty term in the stage cost, these results can be also extended to single-input single-output systems with relative degree two.



https://doi.org/10.15495/EPub_UBT_00006809
Schaller, Manuel; Worthmann, Karl; Philipp, Friedrich; Peitz, Sebastian; Nüske, Feliks
A note on efficient and reliable prediction-based control in the Koopman framework. - In: Extended abstracts presented at the 25th International Symposium on Mathematical Theory of Networks and Systems MTNS 2022, (2022), S. 584-587

Extended Dynamic Mode Decomposition, embedded in the Koopman framework, is a widely-applied technique to predict the evolution of an observable along the flow of a dynamical (control) system. However, despite its popularity, the error analysis for control systems is still fragmentary. Here, we provide a complete and rigorous analysis of the approximation error for control systems. To this end, the approximation error is split up according to its two sources of error: the finite dictionary size (projection) and the finite amount of i.i.d. data used to generate the surrogate model (estimation). Then, invoking - among others - finite-elements techniques and the Chebyshev inequality, probabilistic error bounds are derived. Finally, we demonstrate the applicability of the novel error bounds in optimal control with state and control constraints.



https://doi.org/10.15495/EPub_UBT_00006809