Kolmogorov n-widths for linear dynamical systems

DOI10.1007/S10444-019-09701-0zbMATH Open1439.37028arXiv1806.09880OpenAlexW2810271278WikidataQ127871216 ScholiaQ127871216MaRDI QIDQ2305530FDOQ2305530

Authors: Benjamin Unger, Serkan Gugercin 

Publication date: 11 March 2020

Published in: Advances in Computational Mathematics (Search for Journal in Brave)

Abstract: Kolmogorov $n$-widths and Hankel singular values are two commonly used concepts in model reduction. Here we show that for the special case of linear time-invariant dynamical (LTI) systems, these two concepts are directly connected. More specifically, the greedy search applied to the Hankel operator of an LTI system resembles the minimizing subspace for the Kolmogorov n-width and the Kolmogorov $n$-width of an LTI system equals its $(n+1)st$ Hankel singular value once the subspaces are appropriately defined. We also establish a lower bound for the Kolmorogov $n$-width for parametric LTI systems and illustrate that the method of active subspaces can be viewed as the dual concept to the minimizing subspace for the Kolmogorov $n$-width.

Full work available at URL: https://arxiv.org/abs/1806.09880

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zbMATH Keywords

model reductionHankel operatorreduced basis methodKolmogorov widthHankel singular valuesactive subspaces

Mathematics Subject Classification ID

Toeplitz operators, Hankel operators, Wiener-Hopf operators (47B35) Computational methods for invariant manifolds of dynamical systems (37M21) Symmetries and invariants of dynamical systems (37C79)

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Cited In (14)

• Transformed model reduction for partial differential equations with sharp inner layers
• Quadratic approximation manifold for mitigating the Kolmogorov barrier in nonlinear projection-based model order reduction
• Kolmogorov n-width and Lagrangian physics-informed neural networks: a causality-conforming manifold for convection-dominated PDEs
• Control of port-Hamiltonian differential-algebraic systems and applications
• Model reduction on manifolds: a differential geometric framework
• Projection-based model reduction with dynamically transformed modes
• Manifold Approximations via Transported Subspaces: Model Reduction for Transport-Dominated Problems
• Randomized Quasi-Optimal Local Approximation Spaces in Time
• Approximation bounds for model reduction on polynomially mapped manifolds
• Physics-informed machine learning for reduced-order modeling of nonlinear problems
• Front transport reduction for complex moving fronts
• Structured optimization-based model order reduction for parametric systems
• Passivity preserving model reduction via spectral factorization
• Modal decomposition of flow data via gradient-based transport optimization

Uses Software

• redbKIT

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