Balanced truncation for model order reduction of linear dynamical systems with quadratic outputs

DOI10.1137/17M1148797zbMATH Open1420.65073arXiv1709.06677OpenAlexW2962706012WikidataQ127459254 ScholiaQ127459254MaRDI QIDQ5230653FDOQ5230653

Authors: Roland Pulch, Akil C. Narayan 

Publication date: 28 August 2019

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: We investigate model order reduction (MOR) for linear dynamical systems, where a quadratic output is defined as a quantity of interest. The system can be transformed into a linear dynamical system with many linear outputs. MOR is feasible by the method of balanced truncation, but suffers from the large number of outputs in approximate methods. To ameliorate this shortcoming we derive an equivalent quadratic-bilinear system with a single linear output and analyze the properties of this system. We examine MOR for this system via the technique of balanced truncation, which requires a stabilization of the system. Therein, the solution of two quadratic Lyapunov equations is traced back to the solution of just two linear Lyapunov equations. We present numerical results for several test examples comparing the two MOR approaches.

Full work available at URL: https://arxiv.org/abs/1709.06677

Recommendations

• Balanced truncation-rational Krylov methods for model reduction in large scale dynamical systems
• Linear-quadratic Gaussian balancing for model reduction of differential-algebraic systems
• Balanced truncation model reduction of second-order systems
• \(\mathcal H_2\)-quasi-optimal model order reduction for quadratic-bilinear control systems
• Model reduction for dynamical systems with quadratic output

zbMATH Keywords

balanced truncationLyapunov equationmodel order reductionlinear dynamical systemHankel singular valuesquadratic-bilinear system

Mathematics Subject Classification ID

Transformation and reduction of ordinary differential equations and systems, normal forms (34C20) Numerical methods for initial value problems involving ordinary differential equations (65L05)

Cites Work

• Approximation of Large-Scale Dynamical Systems
• Model order reduction and low-dimensional representations for random linear dynamical systems
• Model reduction methods based on Krylov subspaces
• Analysis of the rational Krylov subspace and ADI methods for solving the Lyapunov equation
• Numerical methods for stochastic computations. A spectral method approach.
• A Cyclic Low-Rank Smith Method for Large Sparse Lyapunov Equations
• Low Rank Solution of Lyapunov Equations
• Reduced Basis Methods for Parameterized Partial Differential Equations with Stochastic Influences Using the Karhunen--Loève Expansion
• Solution of Lyapunov equations by alternating direction implicit iteration
• Title not available (Why is that?)
• From low-rank approximation to a rational Krylov subspace method for the Lyapunov equation
• $\mathcal{H}_2$ Model Reduction for Large-Scale Linear Dynamical Systems
• Title not available (Why is that?)
• 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.
• Numerical Solution of the Stable, Non-negative Definite Lyapunov Equation Lyapunov Equation
• Balancing for nonlinear systems
• Two-Sided Projection Methods for Nonlinear Model Order Reduction
• \(\mathcal H_2\)-quasi-optimal model order reduction for quadratic-bilinear control systems
• Model reduction for dynamical systems with quadratic output
• Model Reduction by Differential Balancing Based on Nonlinear Hankel Operators

Cited In (11)

• Data-driven modeling of linear dynamical systems with quadratic output in the AAA framework
• Balanced Truncation with Quadratic Outputs
• Balanced truncation for quadratic-bilinear control systems
• Balanced truncation model reduction for lifted nonlinear systems
• Sensitivity analysis of random linear differential-algebraic equations using system norms
• Linear-quadratic Gaussian balancing for model reduction of differential-algebraic systems
• Gramians, Energy Functionals, and Balanced Truncation for Linear Dynamical Systems With Quadratic Outputs
• Model reduction for dynamical systems with quadratic output
• Model order reduction for the input-output behavior of a geothermal energy storage
• Model order reduction for discrete time-delay systems based on Laguerre function expansion
• Interpolatory model reduction of quadratic-bilinear dynamical systems with quadratic-bilinear outputs

Uses Software

• Matlab
• LYAPACK
• MESS

This page was built for publication: Balanced truncation for model order reduction of linear dynamical systems with quadratic outputs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5230653)