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Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik und Mechanik Universit¨ at zu K¨ oln, 18 November 2016

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Page 1: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Fast Frequency Response Analysisusing Model Order Reduction

Peter Benner

Seminar Numerische Mathematik und Mechanik

Universitat zu Koln, 18 November 2016

Page 2: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Outline

1. Introduction

2. Model Reduction for Dynamical Systems

3. Balanced Truncation for Linear Systems

4. Interpolatory Model Reduction

5. Parametric Model Order Reduction (PMOR)

6. Conclusions

c© P. Benner Fast Frequency Response Analysis via MOR 2/24

Page 3: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Frequency response is the quantitative measure of the output spectrum of asystem or device in response to a stimulus, and is used to characterize thedynamics of the system.1

It is a measure of magnitude and phase of the output as a function offrequency, in comparison to the input.1

Main tool in engineering to study the dynamic behavior of a system isresponse to varying stimuli.

It is based on the Laplace/Fourier transforms, mapping a time-domain signalto frequency domain.

For linear time-invariant (LTI) system Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t) + Du(t),

this requires the solution of a sequence of linear systems

H(:, :, k) = C (ωk In − A)−1B + D, k = 1, . . .K ,

where ω1, . . . , ωK defines a frequency grid (in [rad/s]).

1https://en.wikipedia.org/wiki/Frequency_response

c© P. Benner Fast Frequency Response Analysis via MOR 3/24

Page 4: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Frequency response is the quantitative measure of the output spectrum of asystem or device in response to a stimulus, and is used to characterize thedynamics of the system.1

It is a measure of magnitude and phase of the output as a function offrequency, in comparison to the input.1

Main tool in engineering to study the dynamic behavior of a system isresponse to varying stimuli.

It is based on the Laplace/Fourier transforms, mapping a time-domain signalto frequency domain.

For linear time-invariant (LTI) system Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t) + Du(t),

this requires the solution of a sequence of linear systems

H(:, :, k) = C (ωk In − A)−1B + D, k = 1, . . .K ,

where ω1, . . . , ωK defines a frequency grid (in [rad/s]).

1https://en.wikipedia.org/wiki/Frequency_response

c© P. Benner Fast Frequency Response Analysis via MOR 3/24

Page 5: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Frequency response is the quantitative measure of the output spectrum of asystem or device in response to a stimulus, and is used to characterize thedynamics of the system.1

It is a measure of magnitude and phase of the output as a function offrequency, in comparison to the input.1

Main tool in engineering to study the dynamic behavior of a system isresponse to varying stimuli.

It is based on the Laplace/Fourier transforms, mapping a time-domain signalto frequency domain.

For linear time-invariant (LTI) system Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t) + Du(t),

this requires the solution of a sequence of linear systems

H(:, :, k) = C (ωk In − A)−1B + D, k = 1, . . .K ,

where ω1, . . . , ωK defines a frequency grid (in [rad/s]).

1https://en.wikipedia.org/wiki/Frequency_response

c© P. Benner Fast Frequency Response Analysis via MOR 3/24

Page 6: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Frequency response is the quantitative measure of the output spectrum of asystem or device in response to a stimulus, and is used to characterize thedynamics of the system.1

It is a measure of magnitude and phase of the output as a function offrequency, in comparison to the input.1

Main tool in engineering to study the dynamic behavior of a system isresponse to varying stimuli.

It is based on the Laplace/Fourier transforms, mapping a time-domain signalto frequency domain.

For linear time-invariant (LTI) system Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t) + Du(t),

this requires the solution of a sequence of linear systems

H(:, :, k) = C (ωk In − A)−1B + D, k = 1, . . .K ,

where ω1, . . . , ωK defines a frequency grid (in [rad/s]).

1https://en.wikipedia.org/wiki/Frequency_response

c© P. Benner Fast Frequency Response Analysis via MOR 3/24

Page 7: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Frequency response is the quantitative measure of the output spectrum of asystem or device in response to a stimulus, and is used to characterize thedynamics of the system.1

It is a measure of magnitude and phase of the output as a function offrequency, in comparison to the input.1

Main tool in engineering to study the dynamic behavior of a system isresponse to varying stimuli.

It is based on the Laplace/Fourier transforms, mapping a time-domain signalto frequency domain.

For linear time-invariant (LTI) system Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t) + Du(t),

this requires the solution of a sequence of linear systems

H(:, :, k) = C (ωk In − A)−1B + D, k = 1, . . .K ,

where ω1, . . . , ωK defines a frequency grid (in [rad/s]).1https://en.wikipedia.org/wiki/Frequency_response

c© P. Benner Fast Frequency Response Analysis via MOR 3/24

Page 8: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Linear time-invariant (LTI) system

Σ :

x(t) = Ax(t) + Bu(t), A ∈ Rn×n, B ∈ Rn×m

y(t) = Cx(t) + Du(t), C ∈ Rq×n, D ∈ Rq×m

Laplace (Fourier) transform (assuming x(0) = 0)

Y (s) =(C (sIn − A)−1B + D

)U(s) =: G (s)U(s), s ∈ C,

where G ∈ R(s)q×m is the (rational) transfer function of Σ.

Visualization often by Bode (amplitude and phase), Bode magnitude(amplitude only), or sigma (only σ(G (ω))=nonzero singular values of G) plots.

Requires K evaluations of the transfer function G (ωk), k = 1, . . . ,K , i.e.,solution of K linear systems of equations with minq,m right-hand sides.

c© P. Benner Fast Frequency Response Analysis via MOR 4/24

Page 9: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Linear time-invariant (LTI) system

Σ :

x(t) = Ax(t) + Bu(t), A ∈ Rn×n, B ∈ Rn×m

y(t) = Cx(t) + Du(t), C ∈ Rq×n, D ∈ Rq×m

Laplace (Fourier) transform (assuming x(0) = 0)

Y (s) =(C (sIn − A)−1B + D

)U(s) =: G (s)U(s), s ∈ C,

where G ∈ R(s)q×m is the (rational) transfer function of Σ.

Visualization often by Bode (amplitude and phase), Bode magnitude(amplitude only), or sigma (only σ(G (ω))=nonzero singular values of G) plots.

Requires K evaluations of the transfer function G (ωk), k = 1, . . . ,K , i.e.,solution of K linear systems of equations with minq,m right-hand sides.

c© P. Benner Fast Frequency Response Analysis via MOR 4/24

Page 10: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Introduction

Frequency Response Analysis. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Linear time-invariant (LTI) system

Σ :

x(t) = Ax(t) + Bu(t), A ∈ Rn×n, B ∈ Rn×m

y(t) = Cx(t) + Du(t), C ∈ Rq×n, D ∈ Rq×m

Laplace (Fourier) transform (assuming x(0) = 0)

Y (s) =(C (sIn − A)−1B + D

)U(s) =: G (s)U(s), s ∈ C,

where G ∈ R(s)q×m is the (rational) transfer function of Σ.

Visualization often by Bode (amplitude and phase), Bode magnitude(amplitude only), or sigma (only σ(G (ω))=nonzero singular values of G) plots.

Requires K evaluations of the transfer function G (ωk), k = 1, . . . ,K , i.e.,solution of K linear systems of equations with minq,m right-hand sides.

c© P. Benner Fast Frequency Response Analysis via MOR 4/24

Page 11: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Example: Beam. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Clamped beam (discretized elasticity equation).

n = 348, m = q = 1, MATLAB R© automatically chooses K = 389.

Bode plot bode(sys)

Source: The SLICOT Benchmark Collection for Model Reduction,http://slicot.org/20-site/126-benchmark-examples-for-model-reduction

c© P. Benner Fast Frequency Response Analysis via MOR 5/24

Page 12: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Example: Beam. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Clamped beam (discretized elasticity equation).

n = 348, m = q = 1, MATLAB R© automatically chooses K = 389.

Bode plot bodemag(sys)

Source: The SLICOT Benchmark Collection for Model Reduction,http://slicot.org/20-site/126-benchmark-examples-for-model-reduction

c© P. Benner Fast Frequency Response Analysis via MOR 5/24

Page 13: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Example: Beam. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Clamped beam (discretized elasticity equation).

n = 348, m = q = 1, MATLAB R© automatically chooses K = 389.

Sigma plot sigma(sys)

Source: The SLICOT Benchmark Collection for Model Reduction,http://slicot.org/20-site/126-benchmark-examples-for-model-reduction

c© P. Benner Fast Frequency Response Analysis via MOR 5/24

Page 14: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Example: CD Player. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Modal model of a rotating swing arm in a CD player.

n = 120,m = q = 2, MATLAB automatically chooses K = 445.

Bode plot bode(sys)

Source: The SLICOT Benchmark Collection for Model Reduction,http://slicot.org/20-site/126-benchmark-examples-for-model-reduction

c© P. Benner Fast Frequency Response Analysis via MOR 6/24

Page 15: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Example: CD Player. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Modal model of a rotating swing arm in a CD player.

n = 120,m = q = 2, MATLAB automatically chooses K = 445.

Bode plot bodemag(sys)

Source: The SLICOT Benchmark Collection for Model Reduction,http://slicot.org/20-site/126-benchmark-examples-for-model-reduction

c© P. Benner Fast Frequency Response Analysis via MOR 6/24

Page 16: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Example: CD Player. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Modal model of a rotating swing arm in a CD player.

n = 120,m = q = 2, MATLAB automatically chooses K = 445.

Sigma plot sigma(sys)

Source: The SLICOT Benchmark Collection for Model Reduction,http://slicot.org/20-site/126-benchmark-examples-for-model-reduction

c© P. Benner Fast Frequency Response Analysis via MOR 6/24

Page 17: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Accelerating Frequency response calculations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Use your Numerical Analysis. . .

Intelligent use of iterative methods, e.g., block-Krylov methods, recyclingKrylov subspaces, shift-invariance of Krylov subspaces, . . .[Freund, Frommer, de Sturler, Meerbergen, Morgan, Nabben, Parks, Simoncini,

Soodhalter, Szyld, Vuik, . . . ]

Here: employ model (order) reduction techniques!

Replace A,B,C ,D by (A, B, C , D) ∈ Rr×r × Rr×m × Rq×r × Rq×m with

r n

so that‖G (ω)− G (ω)‖

is small in desired frequency range!

‖ . ‖ ∈ ‖ . ‖H2 , ‖ . ‖H∞.

c© P. Benner Fast Frequency Response Analysis via MOR 7/24

Page 18: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Accelerating Frequency response calculations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Use your Numerical Analysis. . .

Example (ISS Module 12A, structure model)

n = 1412, m = 2, q = 3MATLAB built-in command freqresp:

>> tic, h=freqresp(sys,[100]); toc

Elapsed time is 9.135650 seconds.

Use sparse arithmetic:

>> tic, hs=C*((100*i*speye(1412)-As)\B); toc

Elapsed time is 0.007246 seconds.

Note: solve (ωI − A)X = B, rather than (ωI − A)TY T = CT asm < q.

Intelligent use of iterative methods, e.g., block-Krylov methods, recyclingKrylov subspaces, shift-invariance of Krylov subspaces, . . .[Freund, Frommer, de Sturler, Meerbergen, Morgan, Nabben, Parks, Simoncini,

Soodhalter, Szyld, Vuik, . . . ]

Here: employ model (order) reduction techniques!

Replace A,B,C ,D by (A, B, C , D) ∈ Rr×r × Rr×m × Rq×r × Rq×m with

r n

so that‖G (ω)− G (ω)‖

is small in desired frequency range!

‖ . ‖ ∈ ‖ . ‖H2 , ‖ . ‖H∞.

c© P. Benner Fast Frequency Response Analysis via MOR 7/24

Page 19: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Accelerating Frequency response calculations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Use your Numerical Analysis. . .

Intelligent use of iterative methods, e.g., block-Krylov methods, recyclingKrylov subspaces, shift-invariance of Krylov subspaces, . . .[Freund, Frommer, de Sturler, Meerbergen, Morgan, Nabben, Parks, Simoncini,

Soodhalter, Szyld, Vuik, . . . ]

Here: employ model (order) reduction techniques!

Replace A,B,C ,D by (A, B, C , D) ∈ Rr×r × Rr×m × Rq×r × Rq×m with

r n

so that‖G (ω)− G (ω)‖

is small in desired frequency range!

‖ . ‖ ∈ ‖ . ‖H2 , ‖ . ‖H∞.

c© P. Benner Fast Frequency Response Analysis via MOR 7/24

Page 20: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Accelerating Frequency response calculations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Use your Numerical Analysis. . .

Intelligent use of iterative methods, e.g., block-Krylov methods, recyclingKrylov subspaces, shift-invariance of Krylov subspaces, . . .[Freund, Frommer, de Sturler, Meerbergen, Morgan, Nabben, Parks, Simoncini,

Soodhalter, Szyld, Vuik, . . . ]

Here: employ model (order) reduction techniques!

Replace A,B,C ,D by (A, B, C , D) ∈ Rr×r × Rr×m × Rq×r × Rq×m with

r n

so that‖G (ω)− G (ω)‖

is small in desired frequency range!

‖ . ‖ ∈ ‖ . ‖H2 , ‖ . ‖H∞.

c© P. Benner Fast Frequency Response Analysis via MOR 7/24

Page 21: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Frequency Response Analysis

Accelerating Frequency response calculations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Use your Numerical Analysis. . .

Intelligent use of iterative methods, e.g., block-Krylov methods, recyclingKrylov subspaces, shift-invariance of Krylov subspaces, . . .[Freund, Frommer, de Sturler, Meerbergen, Morgan, Nabben, Parks, Simoncini,

Soodhalter, Szyld, Vuik, . . . ]

Here: employ model (order) reduction techniques!

Replace A,B,C ,D by (A, B, C , D) ∈ Rr×r × Rr×m × Rq×r × Rq×m with

r n

so that‖G (ω)− G (ω)‖

is small in desired frequency range!

‖ . ‖ ∈ ‖ . ‖H2 , ‖ . ‖H∞.

c© P. Benner Fast Frequency Response Analysis via MOR 7/24

Page 22: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Model Reduction for Dynamical Systems

Dynamical Systems

Σ :

x(t) = f (t, x(t), u(t)), x(t0) = x0,y(t) = g(t, x(t), u(t))

with

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

c© P. Benner Fast Frequency Response Analysis via MOR 8/24

Page 23: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Model Reduction for Dynamical Systems

Original System

Σ :

x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Reduced-Order Model — ROM

Σ :

˙x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rr , r n

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Goal:

‖y − y‖ < tolerance · ‖u‖ for all admissible input signals.

c© P. Benner Fast Frequency Response Analysis via MOR 9/24

Page 24: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Model Reduction for Dynamical Systems

Original System

Σ :

x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Reduced-Order Model — ROM

Σ :

˙x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rr , r n

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Goal:

‖y − y‖ < tolerance · ‖u‖ for all admissible input signals.

c© P. Benner Fast Frequency Response Analysis via MOR 9/24

Page 25: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Model Reduction for Dynamical Systems

Original System

Σ :

x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Reduced-Order Model — ROM

Σ :

˙x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rr , r n

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Goal:

‖y − y‖ < tolerance · ‖u‖ for all admissible input signals.

c© P. Benner Fast Frequency Response Analysis via MOR 9/24

Page 26: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Model Reduction for Dynamical Systems

Original System

Σ :

x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rn,

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Reduced-Order Model — ROM

Σ :

˙x(t) = f (t, x(t), u(t)),y(t) = g(t, x(t), u(t)).

states x(t) ∈ Rr , r n

inputs u(t) ∈ Rm,

outputs y(t) ∈ Rq.

Goal:

‖y − y‖ < tolerance · ‖u‖ for all admissible input signals.

Secondary goal: reconstruct approximation of x from x .

c© P. Benner Fast Frequency Response Analysis via MOR 9/24

Page 27: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

IntroductionLinear Systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Linear, Time-Invariant (LTI) Systems

x = f (t, x , u) = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y = g(t, x , u) = Cx + Du, C ∈ Rq×n, D ∈ Rq×m.

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IntroductionLinear Systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Formulating model reduction in frequency domain

Approximate the dynamical system

x = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y = Cx + Du, C ∈ Rq×n, D ∈ Rq×m,

by reduced-order system

˙x = Ax + Bu, A ∈ Rr×r , B ∈ Rr×m,

y = C x + Du, C ∈ Rq×r , D ∈ Rq×m

of order r n, such that

‖y − y‖ = ‖Gu − Gu‖ ≤ ‖G − G‖ · ‖u‖ < tolerance · ‖u‖.

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IntroductionLinear Systems. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Formulating model reduction in frequency domain

Approximate the dynamical system

x = Ax + Bu, A ∈ Rn×n, B ∈ Rn×m,y = Cx + Du, C ∈ Rq×n, D ∈ Rq×m,

by reduced-order system

˙x = Ax + Bu, A ∈ Rr×r , B ∈ Rr×m,

y = C x + Du, C ∈ Rq×r , D ∈ Rq×m

of order r n, such that

‖y − y‖ = ‖Gu − Gu‖ ≤ ‖G − G‖ · ‖u‖ < tolerance · ‖u‖.

=⇒ Approximation problem: minorder (G)≤r

‖G − G‖.

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Application Areas

structural mechanics / (elastic) multibody simulation

systems and control theory

micro-electronics / circuit simulation / VLSI design

computational electromagnetics,

design of MEMS/NEMS (micro/nano-electrical-mechanical systems),

computational acoustics,

. . .

Current trend: more and more multi-physics problems, i.e., couplingof several field equations, e.g.,

electro-thermal (e.g., bondwire heating in chip design),fluid-structure-interaction,. . .

Peter Benner and Lihong Feng.

Model Order Reduction for Coupled ProblemsApplied and Computational Mathematics: An International Journal, 14(1):3–22, 2015.Available from http://www2.mpi-magdeburg.mpg.de/preprints/2015/MPIMD15-02.pdf.

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Application Areas

structural mechanics / (elastic) multibody simulation

systems and control theory

micro-electronics / circuit simulation / VLSI design

computational electromagnetics,

design of MEMS/NEMS (micro/nano-electrical-mechanical systems),

computational acoustics,

. . .

Current trend: more and more multi-physics problems, i.e., couplingof several field equations, e.g.,

electro-thermal (e.g., bondwire heating in chip design),fluid-structure-interaction,. . .

Peter Benner and Lihong Feng.

Model Order Reduction for Coupled ProblemsApplied and Computational Mathematics: An International Journal, 14(1):3–22, 2015.Available from http://www2.mpi-magdeburg.mpg.de/preprints/2015/MPIMD15-02.pdf.

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Balanced Truncation for Linear Systems

Basic idea

Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t),with A stable, i.e., Λ (A) ⊂ C−,

is balanced, if system Gramians = solutions P,Q of Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization (needs P,Q!) of the system via state-spacetransformation

T : (A,B,C) 7→ (TAT−1,TB,CT−1)

=

([A11 A12

A21 A22

],

[B1

B2

],[C1 C2

]).

Truncation (A, B, C ) = (A11,B1,C1).

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Balanced Truncation for Linear Systems

Basic idea

Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t),with A stable, i.e., Λ (A) ⊂ C−,

is balanced, if system Gramians = solutions P,Q of Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization (needs P,Q!) of the system via state-spacetransformation

T : (A,B,C) 7→ (TAT−1,TB,CT−1)

=

([A11 A12

A21 A22

],

[B1

B2

],[C1 C2

]).

Truncation (A, B, C ) = (A11,B1,C1).

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Balanced Truncation for Linear Systems

Basic idea

Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t),with A stable, i.e., Λ (A) ⊂ C−,

is balanced, if system Gramians = solutions P,Q of Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization (needs P,Q!) of the system via state-spacetransformation

T : (A,B,C) 7→ (TAT−1,TB,CT−1)

=

([A11 A12

A21 A22

],

[B1

B2

],[C1 C2

]).

Truncation (A, B, C ) = (A11,B1,C1).

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Balanced Truncation for Linear Systems

Basic idea

Σ :

x(t) = Ax(t) + Bu(t),

y(t) = Cx(t),with A stable, i.e., Λ (A) ⊂ C−,

is balanced, if system Gramians = solutions P,Q of Lyapunov equations

AP + PAT + BBT = 0, ATQ + QA + CTC = 0,

satisfy: P = Q = diag(σ1, . . . , σn) with σ1 ≥ σ2 ≥ . . . ≥ σn > 0.

σ1, . . . , σn are the Hankel singular values (HSVs) of Σ.

Compute balanced realization (needs P,Q!) of the system via state-spacetransformation

T : (A,B,C) 7→ (TAT−1,TB,CT−1)

=

([A11 A12

A21 A22

],

[B1

B2

],[C1 C2

]).

Truncation (A, B, C ) = (A11,B1,C1).

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Balanced Truncation for Linear Systems

Properties

Reduced-order model is stable with HSVs σ1, . . . , σn.

Adaptive choice of r via computable error bound:

‖y − y‖2 ≤(

2∑n

k=n+1σk

)‖u‖2.

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Balanced Truncation for Linear Systems

Properties

Reduced-order model is stable with HSVs σ1, . . . , σn.

Adaptive choice of r via computable error bound:

‖y − y‖2 ≤(

2∑n

k=n+1σk

)‖u‖2.

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Balanced Truncation for Linear Systems

Properties

Reduced-order model is stable with HSVs σ1, . . . , σn.

Adaptive choice of r via computable error bound:

‖y − y‖2 ≤(

2∑n

k=n+1σk

)‖u‖2.

Practical implementation

Rather than solving Lyapunov equations for P,Q (n2 unknowns!), findS ,R ∈ Rn×s with s n such that P ≈ SST , Q ≈ RRT .

Reduced-order model directly obtained via small-scale (s × s) SVD ofRTS!

No O(n3) or O(n2) computations necessary!

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Computational Examples

Electro-Thermal Simulation of Integrated Circuit (IC) [Source: Evgenii Rudnyi, CADFEM GmbH]. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Simplorer R© test circuitwith 2 transistors.

Conservative thermal sub-system in Simplorer:voltage temperature, current heat flow.

Original model: n = 270.593, m = q = 2 ⇒Computing time (on Intel Xeon dualcore 3GHz, 1 Thread):

– Main computational cost for set-up data ≈ 22min.– Computation of reduced models from set-up data: 44–49sec. (r = 20–70).– Bode plot (MATLAB on Intel Core i7, 2,67GHz, 12GB):

7.5h for original system , < 1min for reduced system.

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Computational Examples

Electro-Thermal Simulation of Integrated Circuit (IC) [Source: Evgenii Rudnyi, CADFEM GmbH]. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Original model: n = 270.593, m = q = 2 ⇒Computing time (on Intel Xeon dualcore 3GHz, 1 Thread):

– Bode plot (MATLAB on Intel Core i7, 2,67GHz, 12GB):7.5h for original system , < 1min for reduced system.

Bode magnitude plot

10−2

100

102

104

10−1

100

101

102

ω

σm

ax(G

(jω

))

Transfer functions of original and reduced systems

original

ROM 20ROM 30

ROM 40

ROM 50ROM 60

ROM 70

Hankel Singular Values

50 100 150 200 250 300 350

10−20

10−15

10−10

10−5

100

Computed Hankel singular values

index

ma

gn

itu

de

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Computational Examples

Electro-Thermal Simulation of Integrated Circuit (IC) [Source: Evgenii Rudnyi, CADFEM GmbH]. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Original model: n = 270.593, m = q = 2 ⇒Computing time (on Intel Xeon dualcore 3GHz, 1 Thread):

– Bode plot (MATLAB on Intel Core i7, 2,67GHz, 12GB):7.5h for original system , < 1min for reduced system.

Absolute Error

10−2

100

102

104

10−8

10−7

10−6

10−5

10−4

10−3

10−2

10−1

absolute model reduction error

ω

σm

ax(G

(jω

) −

Gr(j

ω))

ROM 20

ROM 30

ROM 40

ROM 50

ROM 60

ROM 70

Relative Error

10−2

100

102

104

10−9

10−7

10−5

10−3

10−1

relative model reduction error

ω

σm

ax(G

(jω

) −

Gr(j

ω))

/ ||G

||∞

ROM 20

ROM 30

ROM 40

ROM 50

ROM 60

ROM 70

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Computational Examples

Elastic Multi-Body Simulation (EMBS). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

FEM

Resolving complex 3D geometries ⇒ can involve millions of degrees offreedom.

EMBS: ROM is used as surrogate in simulation runs with varyingforcing terms.

Source: ITM, U Stuttgart

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Computational Examples

MOR in EMBS. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Christine Nowakowski, Patrick Kurschner, Peter Eberhard, Peter Benner.

Model Reduction of an Elastic Crankshaft for Elastic Multibody SimulationsZAMM, 93(4):198–216, 2013.

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Computational Examples

EMBS in Tribological Study of Combustion Engine. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Consider coupling laws between elements of the combustion engine;tribological contacts describe the relative motion between solids separated byfluid film lubrication.

Need to compute hydrodynamic pressure distribution.

Crankshaft modeled as elastic body, all other parts rigid.

LTI system with n = 84, 252, m = q = 35.

Structure of crank drive: Crankshaft of a four-cylinder engine:

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Computational Examples

EMBS in Tribological Study of Combustion Engine. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Crankshaft modeled as elastic body, all other parts rigid.

LTI system with n = 84, 252, m = q = 35.

ROM of order r = 70 computed by the different methods, including second-order variantof balanced truncation (< 2min to compute ROM):

0 35 70 105 14010

−30

10−22

10−14

10−6

singular value no. j

(Han

kel

) si

ngula

r val

ues

0 150 300 450 600 75010

−15

10−10

10−5

100

f [Hz]

ε [

−]

Modal

CraigBampton

Krylov

tang. Krylov

BT pp

Christine Nowakowski, Patrick Kurschner, Peter Eberhard, Peter Benner.

Model Reduction of an Elastic Crankshaft for Elastic Multibody Simulations

ZAMM, 93(4):198–216, 2013.

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Computational Examples

Mechatronics / Piezo-Actuated Spindle Head. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Used for localized actuation to superimpose micro motions of machine tool.

Descriptor LTI system with n = 290, 137, m = q = 9.

Piezo-actuated structure (CAD): FEM model:

Source: Fraunhofer IWU Chemnitz/Dresden

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Computational Examples

Mechatronics / Piezo-Actuated Spindle Head. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Used for localized actuation to superimpose micro motions of machine tool.

Descriptor LTI system with n = 290, 137, m = q = 9.

ROM of orders r = 20, . . . , 168 computed by variant of balanced truncation fordescriptor systems, sigma plot (left) and relative errors (right):

Mohammad Monir Uddin, Jens Saak, Burkhard Kranz, Peter Benner.

Computation of a Compact State Space Model for an Adaptive Spindle Head Configuration with Piezo Actuators usingBalanced Truncation. Production Engineering, 6(6):577–586, 2012.

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Computational Examples

Mechatronics / Piezo-Actuated Spindle Head. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Used for localized actuation to superimpose micro motions of machine tool.

Descriptor LTI system with n = 290, 137, m = q = 9.

ROM of orders r = 20...168 computed by variant of balanced truncation for descriptorsystems, Bode magnitude plots for 1→ 9 (left), 9→ 9 (right):

Mohammad Monir Uddin, Jens Saak, Burkhard Kranz, Peter Benner.

Computation of a Compact State Space Model for an Adaptive Spindle Head Configuration with Piezo Actuators usingBalanced Truncation. Production Engineering, 6(6):577–586, 2012.

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Computational Examples

Mechatronics / Piezo-Actuated Spindle Head. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Used for localized actuation to superimpose micro motions of machine tool.

Descriptor LTI system with n = 290, 137, m = q = 9.

ROM of orders r = 20...168 computed by variant of balanced truncation.

system dimension execution time (sec) speedup

290,137 90.00

168 0.029 3,103

75 0.019 4,737

60 0.017 5,294

50 0.014 6,429

20 0.013 6,923

Peter Benner, Jens Saak, Mohammad Monir Uddin.

Structure preserving model order reduction of large sparse second-order index-1 systems and application to a mechatronicsmodel. Mathematical and Computer Modelling of Dynamical Systems, 22(6):509–523, 2016.

Mohammad Monir Uddin, Jens Saak, Burkhard Kranz, Peter Benner.

Computation of a Compact State Space Model for an Adaptive Spindle Head Configuration with Piezo Actuators usingBalanced Truncation. Production Engineering, 6(6):577–586, 2012.

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Interpolatory Model Reduction

Computation of reduced-order model by projection

Given linear (descriptor) system Ex = Ax + Bu, y = Cx with transfer functionG (s) = C (sE − A)−1B , a ROM is obtained using truncation matricesV ,W ∈ Rn×r with W TV = Ir ( (VW T )2 = VW T is projector) by computing

E = W TEV , A = W TAV , B = W TB, C = CV .

Petrov-Galerkin-type (two-sided) projection: W 6= V ,

Galerkin-type (one-sided) projection: W = V .

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Interpolatory Model Reduction

Computation of reduced-order model by projection

Given linear (descriptor) system Ex = Ax + Bu, y = Cx with transfer functionG (s) = C (sE − A)−1B , a ROM is obtained using truncation matricesV ,W ∈ Rn×r with W TV = Ir ( (VW T )2 = VW T is projector) by computing

E = W TEV , A = W TAV , B = W TB, C = CV .

Petrov-Galerkin-type (two-sided) projection: W 6= V ,

Galerkin-type (one-sided) projection: W = V .

Rational Interpolation/Moment-Matching

Choose V ,W such that

G (sj) = G (sj), j = 1, . . . , k ,

andd i

ds iG (sj) =

d i

ds iG (sj), i = 1, . . . ,Kj , j = 1, . . . , k.

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Interpolatory Model Reduction

Theorem (simplified) [Grimme ’97, Villemagne/Skelton ’87]

If

span

(s1E − A)−1B, . . . , (skE − A)−1B⊂ Ran(V ),

span

(s1E − A)−TCT , . . . , (skE − A)−TCT⊂ Ran(W ),

then

G (sj) = G (sj),d

dsG (sj) =

d

dsG (sj), for j = 1, . . . , k.

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Interpolatory Model Reduction

Theorem (simplified) [Grimme ’97, Villemagne/Skelton ’87]

If

span

(s1E − A)−1B, . . . , (skE − A)−1B⊂ Ran(V ),

span

(s1E − A)−TCT , . . . , (skE − A)−TCT⊂ Ran(W ),

then

G (sj) = G (sj),d

dsG (sj) =

d

dsG (sj), for j = 1, . . . , k.

Remarks:

computation of V ,W from rational Krylov subspaces, e.g.,

– dual rational Arnoldi/Lanczos [Grimme ’97],

– Iter. Rational Krylov-Alg. (IRKA) [Antoulas/Beattie/Gugercin ’06/’08].

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Interpolatory Model Reduction

Theorem (simplified) [Grimme ’97, Villemagne/Skelton ’87]

If

span

(s1E − A)−1B, . . . , (skE − A)−1B⊂ Ran(V ),

span

(s1E − A)−TCT , . . . , (skE − A)−TCT⊂ Ran(W ),

then

G (sj) = G (sj),d

dsG (sj) =

d

dsG (sj), for j = 1, . . . , k.

Remarks:

using Galerkin/one-sided projection (W ≡ V ) yields G (sj) = G (sj), but in general

d

dsG (sj) 6=

d

dsG (sj).

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Interpolatory Model Reduction

Theorem (simplified) [Grimme ’97, Villemagne/Skelton ’87]

If

span

(s1E − A)−1B, . . . , (skE − A)−1B⊂ Ran(V ),

span

(s1E − A)−TCT , . . . , (skE − A)−TCT⊂ Ran(W ),

then

G (sj) = G (sj),d

dsG (sj) =

d

dsG (sj), for j = 1, . . . , k.

Remarks:

k = 1, standard Krylov subspace(s) of dimension K :

range (V ) = KK ((s1I − A)−1, (s1I − A)−1B).

moment-matching methods/Pade approximation [Freund/Feldmann ’95],

d i

ds iG (s1) =

d i

ds iG (s1), i = 0, . . . ,K − 1(+K ).

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Interpolatory Model Reduction

Remarks:

k = 1, standard Krylov subspace(s) of dimension K :

range (V ) = KK ((s1I − A)−1, (s1I − A)−1B).

moment-matching methods/Pade approximation [Freund/Feldmann ’95],

d i

ds iG (s1) =

d i

ds iG (s1), i = 0, . . . ,K − 1(+K ).

News:

Adaptive choice of interpolation points and number of moments to be matchedbased on dual-weighted residual based error estimate!

Lihong Feng, Jan G. Korvink, Peter Benner.

A Fully Adaptive Scheme for Model Order Reduction Based on Moment-Matching. IEEE Transactions on Components,Packaging, and Manufacturing Technology, 5(12):1872–1884, 2015.

Lihong Feng, Athanasios C. Antoulas, Peter Benner

Some a posteriori error bounds for reduced order modelling of (non-)parametrized linear systems. MPI MagdeburgPreprints MPIMD/15-17, October 2015.

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Interpolatory Model Reduction

Micro-electronics: clock tree. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Each segment has 4 RL pairs in series, representing the wiring on a chip,with four capacitors to ground, representing the wire-substrate interaction,

n = 6, 134, m = q = 1 (SISO).

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Interpolatory Model Reduction

Micro-electronics: clock tree. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Each segment has 4 RL pairs in series, representing the wiring on a chip,with four capacitors to ground, representing the wire-substrate interaction,

n = 6, 134, m = q = 1 (SISO).

Sigma plot (r = 18): Relative error (r = 18):

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Interpolatory Model Reduction

Micro-electronics: SPICE MNA model. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Model of a CMOS-inverter driven two-bit bus determined, using modifiedmodal analysis, by SPICE.

n = 980, m = q = 4 (MIMO), ROM of order r = 48.

Bode plot (magnitude, 1→ 4): Bode plot (phase, 1, 4→ 4):

Source: The SLICOT Benchmark Collection for Model Reduction,http://slicot.org/20-site/126-benchmark-examples-for-model-reduction

c© P. Benner Fast Frequency Response Analysis via MOR 20/24

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Parametric Model Order Reduction (PMOR)

The PMOR Problem

Approximate the dynamical system

E (p)x = A(p)x + B(p)u, E (p),A(p) ∈ Rn×n,y = C (p)x , B(p) ∈ Rn×m,C (p) ∈ Rq×n,

by reduced-order system

E (p) ˙x = A(p)x + B(p)u, E (p), A(p) ∈ Rr×r ,

y = C (p)x , B(p) ∈ Rr×m, C (p) ∈ Rq×r ,

of order r n, such that

‖y − y‖ = ‖Gu − Gu‖ ≤ ‖G − G‖ · ‖u‖ < tolerance · ‖u‖ ∀ p ∈ Ω ⊂ Rd .

=⇒ Approximation problem: minorder (G)≤r

‖G − G‖.

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Parametric Model Order Reduction (PMOR)

The PMOR Problem

Approximate the dynamical system

E (p)x = A(p)x + B(p)u, E (p),A(p) ∈ Rn×n,y = C (p)x , B(p) ∈ Rn×m,C (p) ∈ Rq×n,

by reduced-order system

E (p) ˙x = A(p)x + B(p)u, E (p), A(p) ∈ Rr×r ,

y = C (p)x , B(p) ∈ Rr×m, C (p) ∈ Rq×r ,

of order r n, such that

‖y − y‖ = ‖Gu − Gu‖ ≤ ‖G − G‖ · ‖u‖ < tolerance · ‖u‖ ∀ p ∈ Ω ⊂ Rd .

=⇒ Approximation problem: minorder (G)≤r

‖G − G‖.

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Parametric Model Order Reduction (PMOR)

Example: Microsystems/MEMS Design (butterfly gyro). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Voltage applied to electrodes inducesvibration of wings, resulting rotation dueto Coriolis force yields sensor data.

FE model of second order:N = 17.361 n = 34.722, m = 1, q = 12.

Sensor for position control based onacceleration and rotation.

Applications:

inertial navigation,electronic stability control(ESP).

Source: MOR Wiki http://morwiki.mpi-magdeburg.mpg.de/morwiki/index.php/Gyroscope

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Parametric Model Order Reduction (PMOR)

Example: Microsystems/MEMS Design (butterfly gyro). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Parametric FE model: M(d)x(t) + D(θ, d , α, β)x(t) + T (d)x(t) = Bu(t).

c© P. Benner Fast Frequency Response Analysis via MOR 22/24

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Parametric Model Order Reduction (PMOR)

Example: Microsystems/MEMS Design (butterfly gyro). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Parametric FE model:

M(d)x(t) + D(θ, d , α, β)x(t) + T (d)x(t) = Bu(t),

where

M(d) = M1 + dM2,

D(θ, d , α, β) = θ(D1 + dD2) + αM(d) + βT (d),

T (d) = T1 +1

dT2 + dT3,

with

width of bearing: d ,

angular velocity: θ,

Rayleigh damping parameters: α, β.

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Parametric Model Order Reduction (PMOR)

Example: Microsystems/MEMS Design (butterfly gyro). . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Response surfaces: σmax(G (ω, p) vs. p at ω,

original. . . and reduced-order model.

Computation times:

ca. 1 week ca. 1.5 hours

c© P. Benner Fast Frequency Response Analysis via MOR 22/24

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Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 67: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 68: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,

variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 69: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 70: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 71: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 72: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),

extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 73: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,

merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 74: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

Page 75: Fast Frequency Response Analysis using Model Order Reduction · 2020-03-23 · Fast Frequency Response Analysis using Model Order Reduction Peter Benner Seminar Numerische Mathematik

Conclusions

A huge savings in computational time and energy can be obtained usingreduced-order models in frequency response analysis.

ROMs can be computed by many methods, e.g., based on system-theoreticconsiderations, by

novel implementation variants of balanced truncation using efficientnumerical linear algebra,variants of rational interpolation / moment-matching.

Savings increase by a considerable factor for parametric systems.

Current and future work:

combine MOR methods with reduction methods for parameter space (alot of progress in this direction in recent years, mostly for instationaryproblems so far),extend balanced truncation and rational interpolation techniques incomputationally feasible way to nonlinear systems,merge the best features of so far competing methods.

How do we get MOR into the pro software packages in CAE / CSE ?

c© P. Benner Fast Frequency Response Analysis via MOR 23/24

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Further Reading

1. U. Baur, P. Benner, and L. Feng.Model Order Reduction for Linear and Nonlinear Systems: a System-Theoretic PerspectiveArch. Comp. Meth. Engrg., 21(4):331-358, 2014.

2. P. Benner.Solving large-scale control problems.IEEE Control Systems Magazine, 24(1):44–59, 2004.

3. P. Benner and A. Bruns.Parametric model order reduction of thermal models using the bilinear interpolatoryrational Krylov algorithm.Mathematical and Computer Modelling of Dynamical Systems, 21(2):103–129, 2015.

4. P. Benner, S. Gugercin, and K. Willcox.A Survey of Model Reduction Methods for Parametric Systems.SIAM Review, 57(4):483-531, 2015.

5. P. Benner and J. Saak.Numerical solution of large and sparse continuous time algebraic matrix Riccati andLyapunov equations: a state of the art survey.GAMM-Mitteilungen, 36(1):32-52, 2013.

6. V. Simoncini.Computational methods for linear matrix equations (survey article).SIAM Review, 58(3):377–441, 2016.

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