# Scalable Computation of Energy Functions for Nonlinear Balanced Truncation

arXiv: https://arxiv.org/abs/2209.07645 · HTML: https://mlsanity.com/paper/2209.07645/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 15 Sep 2022.

## Built on by (most cited first, 1 of 1)

- [Learning Nonlinear Projections for Reduced-Order Modeling of Dynamical Systems using Constrained Autoencoders](https://mlsanity.com/paper/2307.15288/) (2023)

## Abstract (arXiv)

Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. A computational challenges that has so far prevented its deployment on large-scale systems is that the energy functions required for characterization of controllability and observability are solutions of various high-dimensional Hamilton-Jacobi-(Bellman) equations, which are computationally intractable in high dimensions. This work proposes a unifying and scalable approach to this challenge by considering a Taylor-series-based approximation to solve a class of parametrized Hamilton-Jacobi-Bellman equations that are at the core of nonlinear balancing. The value of a formulation parameter provides either open-loop balancing or a variety of closed-loop balancing options. To solve for the coefficients of Taylor-series approximations to the energy functions, the presented method derives a linear tensor system and heavily utilizes it to numerically solve structured linear systems with billions of unknowns. The strength and scalability of the algorithm is demonstrated on two semi-discretized partial differential equations, namely the Burgers and the Kuramoto-Sivashinsky equations.