Nonlinear Balanced Truncation: Part 1-Computing Energy Functions

DOI10.1016/J.CMA.2024.117011MaRDI QIDQ6410946zbMATH OpenFDO

Authors Boris Kramer, Serkan Gugercin, Jeff T. Borggaard

Publication date 15 September 2022

Full work available at URL https://doi.org/10.1016/J.CMA.2024.117011

Mathematics Subject Classification ID

Numerical analysis (65-XX) Systems theory; control (93-XX)

Abstract: 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. Two computational challenges have so far prevented its deployment on large-scale systems: (a) the energy functions required for characterization of controllability and observability are solutions of high-dimensional Hamilton-Jacobi-(Bellman) equations, and (b) efficient model reduction and subsequent reduced-order model (ROM) simulation on the resulting nonlinear balanced manifolds. This work proposes a unifying and scalable approach to the challenge (a) by considering a Taylor series-based approach to solve a class of parametrized Hamilton-Jacobi-Bellman equations that are at the core of the balancing approach. The value of a formulation parameter provides either open-loop balancing or a variety of closed-loop balancing options. To solve for coefficients of the Taylor-series approximation to the energy functions, the presented method derives a linear tensor structure and heavily utilizes this to 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 equation and the Kuramoto-Sivashinsky equation.

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Cited in

(2)

• Scalable computation of input-normal/output-diagonal balanced realization for control-affine polynomial systems
• Energy-based approximation of linear systems with polynomial outputs

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