Model order reduction and low-dimensional representations for random linear dynamical systems
From MaRDI portal
Abstract: We consider linear dynamical systems of ordinary differential equations or differential algebraic equations. Physical parameters are substituted by random variables for an uncertainty quantification. We expand the state variables as well as a quantity of interest into an orthogonal system of basis functions, which depend on the random variables. For example, polynomial chaos expansions are applicable. The stochastic Galerkin method yields a larger linear dynamical system, whose solution approximates the unknown coefficients in the expansions. The Hardy norms of the transfer function provide information about the input-output behaviour of the Galerkin system. We investigate two approaches to construct a sparse representation of the quantity of interest, where just a low number of coefficients is non-zero. Firstly, a standard basis is reduced by the omission of basis functions, whose accompanying Hardy norms are relatively small. Secondly, a projection-based model order reduction is applied to the Galerkin system and allows for the definition of new basis functions as a sparse representation. In both cases, we prove error bounds on the sparse approximation with respect to Hardy norms. Numerical experiments are demonstrated for a test example modelling a linear electric circuit.
Recommendations
- Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest
- Model order reduction of random parameter-dependent linear systems
- Stochastic model order reduction in randomly parametered linear dynamical systems
- Model order reduction for stochastic systems
- Sensitivity analysis and model order reduction for random linear dynamical systems
- Randomized model order reduction
- scientific article; zbMATH DE number 1391261
- Balanced model order reduction for linear random dynamical systems driven by Lévy noise
- Model Order Reduction of Nonlinear Dynamical Systems
- Model Order Reduction for Stochastic Dynamical Systems with Continuous Symmetries
Cites work
- $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
- A non-adapted sparse approximation of PDEs with stochastic inputs
- A survey of projection-based model reduction methods for parametric dynamical systems
- A two-sided Arnoldi algorithm with stopping criterion and MIMO selection procedure
- Adaptive Smolyak Pseudospectral Approximations
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Approximation of Large-Scale Dynamical Systems
- Eigenvalues of the Jacobian of a Galerkin-projected uncertain ODE system
- Enhancing \(\ell_1\)-minimization estimates of polynomial chaos expansions using basis selection
- High-Order Collocation Methods for Differential Equations with Random Inputs
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- Model order reduction for differential-algebraic equations: a survey
- Model order reduction for stochastic expansions of electric circuits
- Model order reduction: Theory, research aspects and applications. Selected papers based on the presentations at the workshop `Model order reduction, coupled problems and optimization', Leiden, The Netherlands, September 19--23, 2005.
- Model reduction methods based on Krylov subspaces
- Model reduction of descriptor systems by interpolatory projection methods
- Numerical methods for stochastic computations. A spectral method approach.
- On the convergence of generalized polynomial chaos expansions
- Parameter independent model order reduction
- Polynomial chaos for linear differential algebraic equations with random parameters
- Polynomial chaos for the approximation of uncertainties: Chances and limits
- Sensitivity analysis and model order reduction for random linear dynamical systems
- Stochastic collocation and stochastic Galerkin methods for linear differential algebraic equations
- STOCHASTIC GALERKIN METHODS AND MODEL ORDER REDUCTION FOR LINEAR DYNAMICAL SYSTEMS
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Two-Sided Arnoldi and Nonsymmetric Lanczos Algorithms
Cited in
(17)- Model order reduction of random parameter-dependent linear systems
- Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest
- Stability-preserving model order reduction for linear stochastic Galerkin systems
- Sensitivity analysis of random linear differential-algebraic equations using system norms
- Data-driven modeling of linear dynamical systems with quadratic output in the AAA framework
- Sensitivity analysis of random linear dynamical systems using quadratic outputs
- Sensitivity analysis and model order reduction for random linear dynamical systems
- Stability preservation in Galerkin-type projection-based model order reduction
- Approximation and model order reduction for second order systems with Levy-noise
- scientific article; zbMATH DE number 1808513 (Why is no real title available?)
- Model order reduction for stochastic expansions of electric circuits
- scientific article; zbMATH DE number 1391261 (Why is no real title available?)
- Model order reduction in uncertainty quantification
- Frequency domain integrals for stability preservation in Galerkin-type projection-based model order reduction
- Balanced truncation for model order reduction of linear dynamical systems with quadratic outputs
- Comparison of reduced basis construction methods for model order reduction, with application to non-linear low frequency electromagnetics
- \(\mathcal{H}_2\)-optimal model reduction of linear quadratic-output systems by multivariate rational interpolation
This page was built for publication: Model order reduction and low-dimensional representations for random linear dynamical systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1996955)
