Hessian‐based model reduction for large‐scale systems with initial‐condition inputs
Authors:
- 25 May 2007
- journal article
- research article
- Published by Wiley in International Journal for Numerical Methods in Engineering
- Vol. 73 (6) , 844-868
Abstract
Reduced‐order models that are able to approximate output quantities of interest of high‐fidelity computational models over a wide range of input parameters play an important role in making tractable large‐scale optimal design, optimal control, and inverse problem applications. We consider the problem of determining a reduced model of an initial value problem that spans all important initial conditions, and pose the task of determining appropriate training sets for reduced‐basis construction as a sequence of optimization problems. We show that, under certain assumptions, these optimization problems have an explicit solution in the form of an eigenvalue problem, yielding an efficient model reduction algorithm that scales well to systems with states of high dimension. Furthermore, tight upper bounds are given for the error in the outputs of the reduced models. The reduction methodology is demonstrated for a large‐scale contaminant transport problem. Copyright © 2007 John Wiley & Sons, Ltd.Keywords
This publication has 24 references indexed in Scilit:
- Algorithms for model reduction of large dynamical systemsLinear Algebra and its Applications, 2006
- Proper Orthogonal Decomposition Surrogate Models for Nonlinear Dynamical Systems: Error Estimates and Suboptimal Control2005
- A Survey of Model Reduction by Balanced Truncation and Some New ResultsInternational Journal of Control, 2004
- The Sylvester equation and approximate balanced reductionLinear Algebra and its Applications, 2002
- Low Rank Solution of Lyapunov EquationsSIAM Journal on Matrix Analysis and Applications, 2002
- Turbulence, Coherent Structures, Dynamical Systems and Symmetry1996
- Efficient linear circuit analysis by Pade approximation via the Lanczos processIEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems, 1995
- Pade approximation of large-scale dynamic systems with Lanczos methods1994
- Low-dimensional models for complex geometry flows: Application to grooved channels and circular cylindersPhysics of Fluids A: Fluid Dynamics, 1991
- Turbulence and the dynamics of coherent structures. I. Coherent structuresQuarterly of Applied Mathematics, 1987