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MAX-PLANCK-INSTITUT DYNAMIK KOMPLEXER TECHNISCHER SYSTEME MAGDEBURG Conference in honour of Nancy Nichols’ 70th birthday Reading, 2–3 July 2012 Krylov Subspace Methods for Nonlinear Model Reduction Peter Benner and Tobias Breiten Max Planck Institute for Dynamics of Complex Technical Systems Computational Methods in Systems and Control Theory Magdeburg, Germany Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 1/22

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Page 1: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

MAX−PLANCK−INSTITUT

DYNAMIK KOMPLEXER

TECHNISCHER SYSTEME

MAGDEBURG

Conference in honour ofNancy Nichols’ 70th birthday

Reading, 2–3 July 2012

Krylov Subspace Methods for NonlinearModel Reduction

Peter Benner and Tobias Breiten

Max Planck Institute for Dynamics of Complex Technical SystemsComputational Methods in Systems and Control Theory

Magdeburg, Germany

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 1/22

Page 2: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Outline

1 Motivation

2 Quadratic-Bilinear Control Systems

3 Nonlinear Model Reduction by Generalized Moment-Matching

4 Numerical Examples

5 Conclusions and Outlook

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 2/22

Page 3: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

MotivationNonlinear Model Reduction

Given a large-scale state-nonlinear control system of the form

Σ :

{x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn nonlinear and b, c ∈ Rn, x ∈ Rn, u, y ∈ R.

Optimization, control and simulation cannot be done efficiently!

MOR

Σ :

{˙x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn and b, c ∈ Rn, x ∈ Rn, u ∈ R and y ≈ y ∈ R, n� n.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 3/22

Page 4: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

MotivationNonlinear Model Reduction

Given a large-scale state-nonlinear control system of the form

Σ :

{x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn nonlinear and b, c ∈ Rn, x ∈ Rn, u, y ∈ R.Optimization, control and simulation cannot be done efficiently!

MOR

Σ :

{˙x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn and b, c ∈ Rn, x ∈ Rn, u ∈ R and y ≈ y ∈ R, n� n.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 3/22

Page 5: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

MotivationNonlinear Model Reduction

Given a large-scale state-nonlinear control system of the form

Σ :

{x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn nonlinear and b, c ∈ Rn, x ∈ Rn, u, y ∈ R.Optimization, control and simulation cannot be done efficiently!

MOR

Σ :

{˙x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn and b, c ∈ Rn, x ∈ Rn, u ∈ R and

y ≈ y ∈ R, n� n.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 3/22

Page 6: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

MotivationNonlinear Model Reduction

Given a large-scale state-nonlinear control system of the form

Σ :

{x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn nonlinear and b, c ∈ Rn, x ∈ Rn, u, y ∈ R.Optimization, control and simulation cannot be done efficiently!

MOR

Σ :

{˙x(t) = f (x(t)) + bu(t),

y(t) = cT x(t), x(0) = x0,

with f : Rn → Rn and b, c ∈ Rn, x ∈ Rn, u ∈ R and y ≈ y ∈ R, n� n.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 3/22

Page 7: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

MotivationCommon Reduction Techniques

Proper Orthogonal Decomposition (POD)

Take computed or experimental ’snapshots’ of full model:[x(t1), x(t2), . . . , x(tN)] =: X ,

perform SVD of snapshot matrix: X = VSW T ≈ VnSnWTn .

Reduction by POD-Galerkin projection: ˙x = V Tn f (Vnx) + V T

n Bu.

Requires evaluation of f discrete empirical interpolation [Sorensen/Chaturantabut ’09].

Input dependency due to ’snapshots’ !

Trajectory Piecewise Linear (TPWL)

Linearize f along trajectory,

reduce resulting linear systems,

construct reduced model by weighted sum of linear systems.

Requires simulation of original model and several linear reductionsteps, many heuristics.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 4/22

Page 8: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

MotivationCommon Reduction Techniques

Proper Orthogonal Decomposition (POD)

Take computed or experimental ’snapshots’ of full model:[x(t1), x(t2), . . . , x(tN)] =: X ,

perform SVD of snapshot matrix: X = VSW T ≈ VnSnWTn .

Reduction by POD-Galerkin projection: ˙x = V Tn f (Vnx) + V T

n Bu.

Requires evaluation of f discrete empirical interpolation [Sorensen/Chaturantabut ’09].

Input dependency due to ’snapshots’ !

Trajectory Piecewise Linear (TPWL)

Linearize f along trajectory,

reduce resulting linear systems,

construct reduced model by weighted sum of linear systems.

Requires simulation of original model and several linear reductionsteps, many heuristics.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 4/22

Page 9: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsQuadratic-Bilinear Differential Algebraic Equations (QBDAEs)

Let us consider the class of quadratic-bilinear differential algebraicequations

Σ :

{Ex(t) = Ax(t) + Hx(t)⊗ x(t) + Nx(t)u(t) + bu(t),

y(t) = cT x(t), x(0) = x0,

where E ,A,N ∈ Rn×n,H ∈ Rn×n2

(Hessian tensor), b, c∈ Rn.

A large class of smooth nonlinear control-affine systems can betransformed into the above type of control system.

The transformation is exact, but a slight increase of the statedimension has to be accepted.

Input-output behavior can be characterized by generalized transferfunctions enables us to use Krylov-based reduction techniques.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 5/22

Page 10: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2), z2 :=√

x21 + 1.

x1 = z1 · z2, x2 = −x2 + u, z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 11: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2), z2 :=√

x21 + 1.

x1 = z1 · z2, x2 = −x2 + u, z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 12: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2),

z2 :=√

x21 + 1.

x1 = z1 · z2, x2 = −x2 + u, z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 13: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2), z2 :=√x2

1 + 1.

x1 = z1 · z2, x2 = −x2 + u, z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 14: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2), z2 :=√x2

1 + 1.

x1 = z1 · z2,

x2 = −x2 + u, z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 15: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2), z2 :=√x2

1 + 1.

x1 = z1 · z2, x2 = −x2 + u,

z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 16: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2), z2 :=√x2

1 + 1.

x1 = z1 · z2, x2 = −x2 + u, z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,

z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 17: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Quadratic-Bilinear Control SystemsTransformation via McCormick Relaxation [McCormick ’76]

Theorem [Gu’09]

Assume that the state equation of a nonlinear system Σ is given by

x = a0x + a1g1(x) + . . .+ akgk(x) + Bu,

where gi (x) : Rn → Rn are compositions of uni-variable rational,exponential, logarithmic, trigonometric or root functions, respectively.Then, by iteratively taking derivatives and adding algebraic equations,respectively, Σ can be transformed into a system of QBDAEs.

Example

x1 = exp(−x2) ·√x2

1 + 1, x2 = −x2 + u.

z1 := exp(−x2), z2 :=√x2

1 + 1.

x1 = z1 · z2, x2 = −x2 + u, z1 = −z1 · (−x2 + u) = z1 · x2− z1 · u,z2 = 2·x1·z1·z2

2·z2= x1 · z1.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 6/22

Page 18: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionVariational Analysis and Linear Subsystems

Analysis of nonlinear systems by variational equation approach:

consider input of the form αu(t),

nonlinear system is assumed to be a series of homogeneous nonlinearsubsystems, i.e. response should be of the form

x(t) = αx1(t) + α2x2(t) + α3x3(t) + . . . .

comparing coefficients of αi , i = 1, 2, . . . , leads to series of systems

Ex1 = Ax1 + bu,

Ex2 = Ax2 + Hx1 ⊗ x1 + Nx1u,

Ex3 = Ax3 + H (x1 ⊗ x2 + x2 ⊗ x1) + Nx2u

...

although i-th subsystem is coupled nonlinearly to preceding systems,linear systems are obtained if terms xj , j < i , are interpreted aspseudo-inputs.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 7/22

Page 19: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionVariational Analysis and Linear Subsystems

Analysis of nonlinear systems by variational equation approach:

consider input of the form αu(t),

nonlinear system is assumed to be a series of homogeneous nonlinearsubsystems, i.e. response should be of the form

x(t) = αx1(t) + α2x2(t) + α3x3(t) + . . . .

comparing coefficients of αi , i = 1, 2, . . . , leads to series of systems

Ex1 = Ax1 + bu,

Ex2 = Ax2 + Hx1 ⊗ x1 + Nx1u,

Ex3 = Ax3 + H (x1 ⊗ x2 + x2 ⊗ x1) + Nx2u

...

although i-th subsystem is coupled nonlinearly to preceding systems,linear systems are obtained if terms xj , j < i , are interpreted aspseudo-inputs.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 7/22

Page 20: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionVariational Analysis and Linear Subsystems

Analysis of nonlinear systems by variational equation approach:

consider input of the form αu(t),

nonlinear system is assumed to be a series of homogeneous nonlinearsubsystems, i.e. response should be of the form

x(t) = αx1(t) + α2x2(t) + α3x3(t) + . . . .

comparing coefficients of αi , i = 1, 2, . . . , leads to series of systems

Ex1 = Ax1 + bu,

Ex2 = Ax2 + Hx1 ⊗ x1 + Nx1u,

Ex3 = Ax3 + H (x1 ⊗ x2 + x2 ⊗ x1) + Nx2u

...

although i-th subsystem is coupled nonlinearly to preceding systems,linear systems are obtained if terms xj , j < i , are interpreted aspseudo-inputs.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 7/22

Page 21: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionVariational Analysis and Linear Subsystems

Analysis of nonlinear systems by variational equation approach:

consider input of the form αu(t),

nonlinear system is assumed to be a series of homogeneous nonlinearsubsystems, i.e. response should be of the form

x(t) = αx1(t) + α2x2(t) + α3x3(t) + . . . .

comparing coefficients of αi , i = 1, 2, . . . , leads to series of systems

Ex1 = Ax1 + bu,

Ex2 = Ax2 + Hx1 ⊗ x1 + Nx1u,

Ex3 = Ax3 + H (x1 ⊗ x2 + x2 ⊗ x1) + Nx2u

...

although i-th subsystem is coupled nonlinearly to preceding systems,linear systems are obtained if terms xj , j < i , are interpreted aspseudo-inputs.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 7/22

Page 22: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionVariational Analysis and Linear Subsystems

Analysis of nonlinear systems by variational equation approach:

consider input of the form αu(t),

nonlinear system is assumed to be a series of homogeneous nonlinearsubsystems, i.e. response should be of the form

x(t) = αx1(t) + α2x2(t) + α3x3(t) + . . . .

comparing coefficients of αi , i = 1, 2, . . . , leads to series of systems

Ex1 = Ax1 + bu,

Ex2 = Ax2 + Hx1 ⊗ x1 + Nx1u,

Ex3 = Ax3 + H (x1 ⊗ x2 + x2 ⊗ x1) + Nx2u

...

although i-th subsystem is coupled nonlinearly to preceding systems,linear systems are obtained if terms xj , j < i , are interpreted aspseudo-inputs.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 7/22

Page 23: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionGeneralized Transfer Functions

In a similar way, a series of generalized symmetric transfer functions canbe obtained via the growing exponential approach:

H1(s1) = cT (s1E − A)−1b︸ ︷︷ ︸G1(s1)

,

H2(s1, s2) =1

2!cT ((s1 + s2)E − A)−1 [N (G1(s1) + G1(s2))

+H (G1(s1)⊗ G1(s2) + G1(s2)⊗ G1(s1))] ,

H3(s1, s2, s3) =1

3!cT ((s1 + s2 + s3)E − A)−1[

N(G2(s1, s2) + G2(s2, s3) + G2(s1, s3))

+ H(G1(s1)⊗ G2(s2, s3) + G1(s2)⊗ G2(s1, s3)

+ G1(s3)⊗ G2(s1, s3) + G2(s2, s3)⊗ G1(s1)

+ G2(s1, s3)⊗ G1(s2) + G2(s1, s2)⊗ G1(s3))].

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 8/22

Page 24: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionGeneralized Transfer Functions

In a similar way, a series of generalized symmetric transfer functions canbe obtained via the growing exponential approach:

H1(s1) = cT (s1E − A)−1b︸ ︷︷ ︸G1(s1)

,

H2(s1, s2) =1

2!cT ((s1 + s2)E − A)−1 [N (G1(s1) + G1(s2))

+H (G1(s1)⊗ G1(s2) + G1(s2)⊗ G1(s1))] ,

H3(s1, s2, s3) =1

3!cT ((s1 + s2 + s3)E − A)−1[

N(G2(s1, s2) + G2(s2, s3) + G2(s1, s3))

+ H(G1(s1)⊗ G2(s2, s3) + G1(s2)⊗ G2(s1, s3)

+ G1(s3)⊗ G2(s1, s3) + G2(s2, s3)⊗ G1(s1)

+ G2(s1, s3)⊗ G1(s2) + G2(s1, s2)⊗ G1(s3))].

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionGeneralized Transfer Functions

In a similar way, a series of generalized symmetric transfer functions canbe obtained via the growing exponential approach:

H1(s1) = cT (s1E − A)−1b︸ ︷︷ ︸G1(s1)

,

H2(s1, s2) =1

2!cT ((s1 + s2)E − A)−1 [N (G1(s1) + G1(s2))

+H (G1(s1)⊗ G1(s2) + G1(s2)⊗ G1(s1))] ,

H3(s1, s2, s3) =1

3!cT ((s1 + s2 + s3)E − A)−1[

N(G2(s1, s2) + G2(s2, s3) + G2(s1, s3))

+ H(G1(s1)⊗ G2(s2, s3) + G1(s2)⊗ G2(s1, s3)

+ G1(s3)⊗ G2(s1, s3) + G2(s2, s3)⊗ G1(s1)

+ G2(s1, s3)⊗ G1(s2) + G2(s1, s2)⊗ G1(s3))].

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 8/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionGeneralized Transfer Functions

In a similar way, a series of generalized symmetric transfer functions canbe obtained via the growing exponential approach:

H1(s1) = cT (s1E − A)−1b︸ ︷︷ ︸G1(s1)

,

H2(s1, s2) =1

2!cT ((s1 + s2)E − A)−1 [N (G1(s1) + G1(s2))

+H (G1(s1)⊗ G1(s2) + G1(s2)⊗ G1(s1))] ,

H3(s1, s2, s3) =1

3!cT ((s1 + s2 + s3)E − A)−1[

N(G2(s1, s2) + G2(s2, s3) + G2(s1, s3))

+ H(G1(s1)⊗ G2(s2, s3) + G1(s2)⊗ G2(s1, s3)

+ G1(s3)⊗ G2(s1, s3) + G2(s2, s3)⊗ G1(s1)

+ G2(s1, s3)⊗ G1(s2) + G2(s1, s2)⊗ G1(s3))].

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionConstructing the Projection Matrix

Goal: ∂

∂sq−11

H1(σ) = ∂

∂sq−11

H1(σ), ∂∂s l1s

m2

H2(σ, σ) = ∂∂s l1s

m2

H2(σ, σ), l + m ≤ q − 1

Construct the following sequence of nested Krylov subspaces

V1 =Kq

((A− σE )−1E , (A1 − σE )−1b

)for i = 1 : q

V i2 = Kq−i+1

((A− 2σE )−1E , (A− 2σE )−1NV1(:, i)

),

for j = 1 : min(q − i + 1, i)

V i,j3 = Kq−i−j+2

((A− 2σE )−1E , (A− 2σE )−1HV1(:, i)⊗ V1(:, j)

),

V1(:, i) denoting the i-th column of V1. Set V = orth(

[V1,Vi2 ,V

i,j3 ])

and construct Σ by the Galerkin-Projection P = VVT :

A = VTAV ∈ Rn×n, H = VTH(V ⊗ V) ∈ Rn×n2

,

N = VTNV ∈ Rn×n, b = VTb ∈ Rn, cT = cTV ∈ Rn.

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionConstructing the Projection Matrix

Goal: ∂

∂sq−11

H1(σ) = ∂

∂sq−11

H1(σ), ∂∂s l1s

m2

H2(σ, σ) = ∂∂s l1s

m2

H2(σ, σ), l + m ≤ q − 1

Construct the following sequence of nested Krylov subspaces

V1 =Kq

((A− σE )−1E , (A1 − σE )−1b

)

for i = 1 : q

V i2 = Kq−i+1

((A− 2σE )−1E , (A− 2σE )−1NV1(:, i)

),

for j = 1 : min(q − i + 1, i)

V i,j3 = Kq−i−j+2

((A− 2σE )−1E , (A− 2σE )−1HV1(:, i)⊗ V1(:, j)

),

V1(:, i) denoting the i-th column of V1. Set V = orth(

[V1,Vi2 ,V

i,j3 ])

and construct Σ by the Galerkin-Projection P = VVT :

A = VTAV ∈ Rn×n, H = VTH(V ⊗ V) ∈ Rn×n2

,

N = VTNV ∈ Rn×n, b = VTb ∈ Rn, cT = cTV ∈ Rn.

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionConstructing the Projection Matrix

Goal: ∂

∂sq−11

H1(σ) = ∂

∂sq−11

H1(σ), ∂∂s l1s

m2

H2(σ, σ) = ∂∂s l1s

m2

H2(σ, σ), l + m ≤ q − 1

Construct the following sequence of nested Krylov subspaces

V1 =Kq

((A− σE )−1E , (A1 − σE )−1b

)for i = 1 : q

V i2 = Kq−i+1

((A− 2σE )−1E , (A− 2σE )−1NV1(:, i)

),

for j = 1 : min(q − i + 1, i)

V i,j3 = Kq−i−j+2

((A− 2σE )−1E , (A− 2σE )−1HV1(:, i)⊗ V1(:, j)

),

V1(:, i) denoting the i-th column of V1. Set V = orth(

[V1,Vi2 ,V

i,j3 ])

and construct Σ by the Galerkin-Projection P = VVT :

A = VTAV ∈ Rn×n, H = VTH(V ⊗ V) ∈ Rn×n2

,

N = VTNV ∈ Rn×n, b = VTb ∈ Rn, cT = cTV ∈ Rn.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 9/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionConstructing the Projection Matrix

Goal: ∂

∂sq−11

H1(σ) = ∂

∂sq−11

H1(σ), ∂∂s l1s

m2

H2(σ, σ) = ∂∂s l1s

m2

H2(σ, σ), l + m ≤ q − 1

Construct the following sequence of nested Krylov subspaces

V1 =Kq

((A− σE )−1E , (A1 − σE )−1b

)for i = 1 : q

V i2 = Kq−i+1

((A− 2σE )−1E , (A− 2σE )−1NV1(:, i)

),

for j = 1 : min(q − i + 1, i)

V i,j3 = Kq−i−j+2

((A− 2σE )−1E , (A− 2σE )−1HV1(:, i)⊗ V1(:, j)

),

V1(:, i) denoting the i-th column of V1.

Set V = orth(

[V1,Vi2 ,V

i,j3 ])

and construct Σ by the Galerkin-Projection P = VVT :

A = VTAV ∈ Rn×n, H = VTH(V ⊗ V) ∈ Rn×n2

,

N = VTNV ∈ Rn×n, b = VTb ∈ Rn, cT = cTV ∈ Rn.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 9/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionConstructing the Projection Matrix

Goal: ∂

∂sq−11

H1(σ) = ∂

∂sq−11

H1(σ), ∂∂s l1s

m2

H2(σ, σ) = ∂∂s l1s

m2

H2(σ, σ), l + m ≤ q − 1

Construct the following sequence of nested Krylov subspaces

V1 =Kq

((A− σE )−1E , (A1 − σE )−1b

)for i = 1 : q

V i2 = Kq−i+1

((A− 2σE )−1E , (A− 2σE )−1NV1(:, i)

),

for j = 1 : min(q − i + 1, i)

V i,j3 = Kq−i−j+2

((A− 2σE )−1E , (A− 2σE )−1HV1(:, i)⊗ V1(:, j)

),

V1(:, i) denoting the i-th column of V1. Set V = orth(

[V1,Vi2 ,V

i,j3 ])

and construct Σ by the Galerkin-Projection P = VVT :

A = VTAV ∈ Rn×n, H = VTH(V ⊗ V) ∈ Rn×n2

,

N = VTNV ∈ Rn×n, b = VTb ∈ Rn, cT = cTV ∈ Rn.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 9/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionTensors and Matricizations: A Short Excursion [Kolda/Bader ’09, Grasedyck ’10]

A tensor is a vector(Ai )i∈I ∈ RI

indexed by a product index set

I = I1 × · · · × Id , |Ij | = nj .

For a given tensor A, the t-matricization A(t) is defined as

A(t) ∈ RIt×It′ , A(t)(iµ)µ∈t, (iµ)µ∈t′ := A(i1,...,id ), t ′ := {1, . . . , d}\t.

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionTensors and Matricizations: A Short Excursion [Kolda/Bader ’09, Grasedyck ’10]

A tensor is a vector(Ai )i∈I ∈ RI

indexed by a product index set

I = I1 × · · · × Id , |Ij | = nj .

For a given tensor A, the t-matricization A(t) is defined as

A(t) ∈ RIt×It′ , A(t)(iµ)µ∈t, (iµ)µ∈t′ := A(i1,...,id ), t ′ := {1, . . . , d}\t.

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 10/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionTensors and Matricizations: A Short Excursion [Kolda/Bader ’09, Grasedyck ’10]

A tensor is a vector(Ai )i∈I ∈ RI

indexed by a product index set

I = I1 × · · · × Id , |Ij | = nj .

For a given tensor A, the t-matricization A(t) is defined as

A(t) ∈ RIt×It′ , A(t)(iµ)µ∈t, (iµ)µ∈t′ := A(i1,...,id ), t ′ := {1, . . . , d}\t.

Example: For a given 3-tensor A(i1,i2,i3) with i1, i2, i3 ∈ {1, 2}, we have:

A(1) =

[A(1,1,1) A(1,2,1) A(1,1,2) A(1,2,2)

A(2,1,1) A(2,2,1) A(2,1,2) A(2,2,2)

],

A(2) =

[A(1,1,1) A(2,1,1) A(1,1,2) A(2,1,2)

A(1,2,1) A(2,2,1) A(1,2,2) A(2,2,2)

].

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 10/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionTensors and Matricizations: A Short Excursion [Kolda/Bader ’09, Grasedyck ’10]

A tensor is a vector(Ai )i∈I ∈ RI

indexed by a product index set

I = I1 × · · · × Id , |Ij | = nj .

For a given tensor A, the t-matricization A(t) is defined as

A(t) ∈ RIt×It′ , A(t)(iµ)µ∈t, (iµ)µ∈t′ := A(i1,...,id ), t ′ := {1, . . . , d}\t.

Allows to compute matrix products more efficiently.

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionTwo-Sided Projection Methods

Similarly to the linear case, one can exploit duality concepts, in order toconstruct two-sided projection methods.

Interpreting H(2) now as the 2-matricization of the Hessian 3-tensor fromRn×n×n, one can show that the dual Krylov spaces have to beconstructed as follows:

W1 =Kq

((A− 2σE)−TET , (A− 2σE)−T c

)for i = 1 : q

W i2 = Kq−i+1

((A− σE)−TET , (A− σE)−TNTW1(:, i)

),

for j = 1 : min(q − i + 1, i)

W i,j3 = Kq−i−j+2

((A− σE)−TET , (A− σE)−TH(2)V1(:, i)⊗W1(:, j)

),

Note: Due to the symmetry of the Hessian tensor, the 3-matricizationH(3) coincides with H(2).

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionTwo-Sided Projection Methods

Similarly to the linear case, one can exploit duality concepts, in order toconstruct two-sided projection methods.

Interpreting H(2) now as the 2-matricization of the Hessian 3-tensor fromRn×n×n, one can show that the dual Krylov spaces have to beconstructed as follows:

W1 =Kq

((A− 2σE)−TET , (A− 2σE)−T c

)for i = 1 : q

W i2 = Kq−i+1

((A− σE)−TET , (A− σE)−TNTW1(:, i)

),

for j = 1 : min(q − i + 1, i)

W i,j3 = Kq−i−j+2

((A− σE)−TET , (A− σE)−TH(2)V1(:, i)⊗W1(:, j)

),

Note: Due to the symmetry of the Hessian tensor, the 3-matricizationH(3) coincides with H(2).

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 11/22

Page 38: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionTwo-Sided Projection Methods

Similarly to the linear case, one can exploit duality concepts, in order toconstruct two-sided projection methods.

Interpreting H(2) now as the 2-matricization of the Hessian 3-tensor fromRn×n×n, one can show that the dual Krylov spaces have to beconstructed as follows:

W1 =Kq

((A− 2σE)−TET , (A− 2σE)−T c

)for i = 1 : q

W i2 = Kq−i+1

((A− σE)−TET , (A− σE)−TNTW1(:, i)

),

for j = 1 : min(q − i + 1, i)

W i,j3 = Kq−i−j+2

((A− σE)−TET , (A− σE)−TH(2)V1(:, i)⊗W1(:, j)

),

Note: Due to the symmetry of the Hessian tensor, the 3-matricizationH(3) coincides with H(2).

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Nonlinear Model ReductionMultimoment matching

Theorem

Σ = (E ,A,H,N, b, c) original QBDAE system.

Reduced system by Petrov-Galerkin projection P = VWT with

V1 = Kq1 (E ,A, b, σ) , W1 = Kq1

(ET ,AT , c, 2σ

)for i = 1 : q2

V2 = Kq2−i+1 (E ,A,NV1(:, i), 2σ)

W2 = Kq2−i+1

(ET ,AT ,NTW1(:, i), σ

)for j = 1 : min(q2 − i + 1, i)

V3 = Kq2−i−j+2 (E ,A,HV1(:, i)⊗ V1(:, j), 2σ)

W3 = Kq2−i−j+2

(ET ,AT ,H(2)V1(:, i)⊗W1(:, j), σ

).

Then, it holds:

∂ iH1

∂s i1(σ) =

∂ i H1

∂s i1(σ),

∂ iH1

∂s i1(2σ) =

∂ i H1

∂s i1(2σ), i = 0, . . . , q1 − 1,

∂ i+j

∂s i1sj2

H2(σ, σ) =∂ i+j

∂s i1sj2

H2(σ, σ), i + j ≤ 2q2 − 1.

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesA nonlinear RC Circuit

i=

u(t

)

v1

g(v

) C

g(v) g(v)

v2

C C

g(v)

vξ−1

C

g(v)

C

g(v) = e40v + v − 1, C = 1,

v(t) = f (v(t), g(v(t))) + Bu(t)

y(t) = v1(t)

state-nonlinear control system

’clever’ transformation only doubles the state dimension of theresulting quadratic-bilinear system

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesA nonlinear RC Circuit

Comparison between moment-matching and POD (u(t) = e−t)

0 0.5 1 1.5 2

0.005

0.01

0.015

0.02

Time (t)

y(t

)

Transient response

0 0.5 1 1.5 210−8

10−4

100

Time (t)

Relative error

Original system, n = 1500 1-sided proj., n = 112-sided proj., n = 11 POD, n = 11

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesA nonlinear RC Circuit

Comp. between moment-matching and POD (u(t) = (cos(2π t10) + 1)/2)

0 2 4 6 8 10

0.005

0.01

0.015

0.02

Time (t)

y(t

)

Transient response

0 0.5 1 1.5 210−6

10−3

100

Time (t)

Relative error

Original system, n = 1500 1-sided proj., n = 112-sided proj., n = 11 POD, n = 11

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesThe Chafee-Infante equation

Let us consider a cubic nonlinear PDE of the form

vt + v3 = vxx + v , in (0, 1)× (0,T ),

v(0, ·) = u(t), in (0,T ),

vx(1, ·) = 0, in (0,T ),

v(x , 0) = v0(x), in (0, 1)

original state dimension n = 500, QBDAE dimension N = 2 · 500,reduced QBDAE dimension r = 9

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesThe Chafee-Infante equation

Comparison between moment-matching and POD (u(t) = 5 cos (t))

0 2 4 6 8 10−2

−1

0

1

2

Time (t)

y(t

)

FOM, n = 500POD, n = 91-sided MM, n = 92-sided MM, n = 9

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 15/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesThe Chafee-Infante equation

Comp. between moment-matching and POD (u(t) = 50 sin (t))

0 2 4 6 8 10−4

−2

0

2

4

Time (t)

y(t

)

FOM, n = 500POD, n = 91-sided MM, n = 92-sided MM, n = 9

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesThe FitzHugh-Nagumo System

FitzHugh-Nagumo system modeling a neuron[Chaturantabut, Sorensen ’09]

εvt(x , t) = ε2vxx(x , t) + f (v(x , t))− w(x , t) + g ,

wt(x , t) = hv(x , t)− γw(x , t) + g ,

with f (v) = v(v − 0.1)(1− v) and initial and boundary conditions

v(x , 0) = 0, w(x , 0) = 0, x ∈ [0, 1],

vx(0, t) = −i0(t), vx(1, t) = 0, t ≥ 0,

whereε = 0.015, h = 0.5, γ = 2, g = 0.05, i0(t) = 5 · 104t3 exp(−15t)

original state dimension n = 2 · 1000, QBDAE dimensionN = 3 · 1000, reduced QBDAE dimension r = 20

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 17/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesThe FitzHugh-Nagumo System

Limit cycle behavior for 1-sided proj. (ROM, n = 20 , σ = 4)

00.2

0.4

−0.50

0.51

1.50

0.1

0.2

xv(x , t)

w(x,t

)

Orig. system, n = 20001-sided proj., n = 20, σ = 4

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 18/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesThe FitzHugh-Nagumo System

POD via moment-matching (training input)

−0.4 −0.2 0 0.2 0.4 0.6 0.8 1 1.2 1.40

5 · 10−2

0.1

0.15

0.2

v(t)

w(t

)

FOM, n = 2000POD, n = 22POD-MM, n = 22

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 19/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Numerical ExamplesThe FitzHugh-Nagumo System

POD via moment-matching (varying input)

−1 0 1 2 3 4 50

0.1

0.2

0.3

0.4

v(t)

w(t

)

FOM, n = 2000POD, n = 22POD-MM, n = 22

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 20/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Conclusions and Outlook

Many nonlinear dynamics can be expressed by a system ofquadratic-bilinear differential algebraic equations.

For these type of systems, a frequency domain analysis leads tocertain generalized transfer functions.

There exist Krylov subspace methods that extend the concept ofmoment-matching using basic tools from tensor theory allows forbetter approximations.

In contrast to other methods like TPWL and POD, the reductionprocess is independent of the control input.

Optimal choice of interpolation points?

Stability-preserving reduction possible?

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 21/22

Page 51: Krylov Subspace Methods for Nonlinear Model Reduction · Computational Methods in Systems and Control Theory ... Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for

Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Conclusions and Outlook

Many nonlinear dynamics can be expressed by a system ofquadratic-bilinear differential algebraic equations.

For these type of systems, a frequency domain analysis leads tocertain generalized transfer functions.

There exist Krylov subspace methods that extend the concept ofmoment-matching using basic tools from tensor theory allows forbetter approximations.

In contrast to other methods like TPWL and POD, the reductionprocess is independent of the control input.

Optimal choice of interpolation points?

Stability-preserving reduction possible?

Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 21/22

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Motivation Quadratic-Bilinear Control Systems Nonlinear Model Reduction Numerical Examples Conclusions and Outlook

Last but not least. . .

[image source: Heike Faßbender]

Happy birthday, Nancy!Max-Planck-Institut Magdeburg P. Benner, Krylov Subspace Methods for Nonlinear Model Reduction 22/22