Volume 12, Issue 5
System Reduction Using an LQR-Inspired Version of Optimal Replacement Variables

Alex Solomonoff

Commun. Comput. Phys., 12 (2012), pp. 1520-1540.

Published online: 2012-12

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  • Abstract

Optimal Replacement Variables (ORV) is a method for approximating a large system of ODEs by one with fewer equations, while attempting to preserve the essential dynamics of a reduced set of variables of interest. An earlier version of ORV [1] had some issues, including limited accuracy and in some rare cases, instability. Here we present a new version of ORV, inspired by the linear quadratic regulator problem of control theory, which provides better accuracy, a guarantee of stability and is in some ways easier to use.

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COPYRIGHT: © Global Science Press

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