Stochastic Galerkin method and port-Hamiltonian form for linear dynamical systems of second order

DOI10.1016/J.MATCOM.2023.09.005arXiv2306.11424OpenAlexW4386701037MaRDI QIDQ6129183FDOQ6129183

Publication date: 16 April 2024

Published in: Mathematics and Computers in Simulation (Search for Journal in Brave)

Abstract: We investigate linear dynamical systems of second order. Uncertainty quantification is applied, where physical parameters are substituted by random variables. A stochastic Galerkin method yields a linear dynamical system of second order with high dimensionality. A structure-preserv-ing model order reduction (MOR) produces a small linear dynamical system of second order again. We arrange an associated port-Hamiltonian (pH) formulation of first order for the second-order systems. Each pH system implies a Hamiltonian function describing an internal energy. We examine the properties of the Hamiltonian function for the stochastic Galerkin systems. We show numerical results using a test example, where both the stochastic Galerkin method and structure-preserving MOR are applied.

Full work available at URL: https://arxiv.org/abs/2306.11424

zbMATH Keywords

uncertainty quantification ordinary differential equation model order reduction stochastic Galerkin method Hamiltonian function port-Hamiltonian system

Mathematics Subject Classification ID

Numerical analysis (65-XX) Dynamical systems and ergodic theory (37-XX)

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