Improved a posteriori error bounds for reduced port-Hamiltonian systems
Authors
Johannes Rettberg, Dominik Wittwar, Patrick Buchfink, Robin Herkert, Jörg Fehr, Bernard Haasdonk
Abstract
Projection-based model order reduction of dynamical systems usually introduces an error between the high-fidelity model and its counterpart of lower dimension. This unknown error can be bounded by residual-based methods, which are typically known to be highly pessimistic in the sense of largely overestimating the true error. This work applies two improved error bounding techniques, namely (a) a hierarchical error bound and (b) an error bound based on an auxiliary linear problem , to the case of port-Hamiltonian systems. The approaches rely on a secondary approximation of (a) the dynamical system and (b) the error system. In this paper, these methods are adapted to port-Hamiltonian systems. The mathematical relationship between the two methods is discussed both theoretically and numerically. The effectiveness of the described methods is demonstrated using a challenging three-dimensional port-Hamiltonian model of a classical guitar with fluid–structure interaction.
Keywords
Structure-preserving model order reduction; A posteriori error control; Port-Hamiltonian system; Fluid–structure interaction; 65L70; 34C20
Citation
- Journal: Advances in Computational Mathematics
- Year: 2024
- Volume: 50
- Issue: 5
- Pages:
- Publisher: Springer Science and Business Media LLC
- DOI: 10.1007/s10444-024-10195-8
BibTeX
@article{Rettberg_2024,
title={{Improved a posteriori error bounds for reduced port-Hamiltonian systems}},
volume={50},
ISSN={1572-9044},
DOI={10.1007/s10444-024-10195-8},
number={5},
journal={Advances in Computational Mathematics},
publisher={Springer Science and Business Media LLC},
author={Rettberg, Johannes and Wittwar, Dominik and Buchfink, Patrick and Herkert, Robin and Fehr, Jörg and Haasdonk, Bernard},
year={2024}
}
References
- Mehrmann, V. & Unger, B. Control of port-Hamiltonian differential-algebraic systems and applications. Acta Numerica vol. 32 395–515 (2023) – 10.1017/s0962492922000083
- Duindam, V., Macchelli, A., Stramigioli, S. & Bruyninckx, H. Modeling and Control of Complex Physical Systems. (Springer Berlin Heidelberg, 2009). doi:10.1007/978-3-642-03196-0 – 10.1007/978-3-642-03196-0
- Rettberg, J. et al. Port-Hamiltonian fluid–structure interaction modelling and structure-preserving model order reduction of a classical guitar. Mathematical and Computer Modelling of Dynamical Systems vol. 29 116–148 (2023) – 10.1080/13873954.2023.2173238
- Haasdonk, B., Ohlberger, M.: Space-adaptive reduced basis simulation for time-dependent problems. In: MATHMOD, 6th Vienna International Conference on Mathematical Modelling, Vienna, Austria, pp. 718–723 (2009). https://www.argesim.org/fileadmin/user_upload_argesim/ARGESIM_Publications_OA/MATHMOD_Publications_OA/MATHMOD_2009_AR34_35/full_papers/184.pdf
- Haasdonk, B., Kleikamp, H., Ohlberger, M., Schindler, F. & Wenzel, T. A New Certified Hierarchical and Adaptive RB-ML-ROM Surrogate Model for Parametrized PDEs. SIAM Journal on Scientific Computing vol. 45 A1039–A1065 (2023) – 10.1137/22m1493318
- Haasdonk, B. & Ohlberger, M. Efficient reduced models anda posteriorierror estimation for parametrized dynamical systems by offline/online decomposition. Mathematical and Computer Modelling of Dynamical Systems vol. 17 145–161 (2011) – 10.1080/13873954.2010.514703
- Hain, S., Ohlberger, M., Radic, M. & Urban, K. A hierarchical a posteriori error estimator for the Reduced Basis Method. Advances in Computational Mathematics vol. 45 2191–2214 (2019) – 10.1007/s10444-019-09675-z
- Schmidt, A., Wittwar, D. & Haasdonk, B. Rigorous and effective a-posteriori error bounds for nonlinear problems—application to RB methods. Advances in Computational Mathematics vol. 46 (2020) – 10.1007/s10444-020-09741-x
- Mehl, C., Mehrmann, V. & Wojtylak, M. Linear Algebra Properties of Dissipative Hamiltonian Descriptor Systems. SIAM Journal on Matrix Analysis and Applications vol. 39 1489–1519 (2018) – 10.1137/18m1164275
- Willems, J. C. Dissipative dynamical systems part I: General theory. Archive for Rational Mechanics and Analysis vol. 45 321–351 (1972) – 10.1007/bf00276493
- Cherifi, K., Gernandt, H. & Hinsen, D. The difference between port-Hamiltonian, passive and positive real descriptor systems. Mathematics of Control, Signals, and Systems vol. 36 451–482 (2023) – 10.1007/s00498-023-00373-2
- Beattie, C. A., Mehrmann, V. & Van Dooren, P. Robust port-Hamiltonian representations of passive systems. Automatica vol. 100 182–186 (2019) – 10.1016/j.automatica.2018.11.013
- Hinrichsen, D. & Pritchard, A. J. Mathematical Systems Theory I. Texts in Applied Mathematics (Springer Berlin Heidelberg, 2005). doi:10.1007/b137541 – 10.1007/b137541
- van der Schaft, A. & Jeltsema, D. Port-Hamiltonian Systems Theory: An Introductory Overview. Foundations and Trends® in Systems and Control vol. 1 173–378 (2014) – 10.1561/2600000002
- Gillis, N. & Sharma, P. Finding the Nearest Positive-Real System. SIAM Journal on Numerical Analysis vol. 56 1022–1047 (2018) – 10.1137/17m1137176
- Rashad, R., Califano, F., van der Schaft, A. J. & Stramigioli, S. Twenty years of distributed port-Hamiltonian systems: a literature review. IMA Journal of Mathematical Control and Information vol. 37 1400–1422 (2020) – 10.1093/imamci/dnaa018
- Goyal, P., Duff, I. P. & Benner, P. Guaranteed Stable Quadratic Models and their applications in SINDy and Operator Inference. Preprint at https://doi.org/10.48550/ARXIV.2308.13819 (2023) – 10.48550/arxiv.2308.13819
- Gillis, N. & Sharma, P. On computing the distance to stability for matrices using linear dissipative Hamiltonian systems. Automatica vol. 85 113–121 (2017) – 10.1016/j.automatica.2017.07.047
- DOI not foun – 10.1002/nla.2153.e2153nla.2153
- Mehl, C., Mehrmann, V. & Sharma, P. Stability Radii for Linear Hamiltonian Systems with Dissipation Under Structure-Preserving Perturbations. SIAM Journal on Matrix Analysis and Applications vol. 37 1625–1654 (2016) – 10.1137/16m1067330
- Mehl, C., Mehrmann, V. & Sharma, P. Stability radii for real linear Hamiltonian systems with perturbed dissipation. BIT Numerical Mathematics vol. 57 811–843 (2017) – 10.1007/s10543-017-0654-0
- Liljegren-Sailer, B.: On port-Hamiltonian modeling and structure-preserving model reduction. Doctoral thesis, Universität Trier (2020). https://nbn-resolving.org/urn:nbn:de:hbz:385-1-14498
- Beattie, C., Gugercin, S. & Mehrmann, V. Structure-Preserving Interpolatory Model Reduction for Port-Hamiltonian Differential-Algebraic Systems. Realization and Model Reduction of Dynamical Systems 235–254 (2022) doi:10.1007/978-3-030-95157-3_13 – 10.1007/978-3-030-95157-3_13
- Gugercin, S., Polyuga, R. V., Beattie, C. & van der Schaft, A. Structure-preserving tangential interpolation for model reduction of port-Hamiltonian systems. Automatica vol. 48 1963–1974 (2012) – 10.1016/j.automatica.2012.05.052
- Breiten, T. & Unger, B. Passivity preserving model reduction via spectral factorization. Automatica vol. 142 110368 (2022) – 10.1016/j.automatica.2022.110368
- Polyuga, R. V. & van der Schaft, A. Structure preserving model reduction of port-Hamiltonian systems by moment matching at infinity. Automatica vol. 46 665–672 (2010) – 10.1016/j.automatica.2010.01.018
- Ionescu, T. C. & Astolfi, A. Families of moment matching based, structure preserving approximations for linear port Hamiltonian systems. Automatica vol. 49 2424–2434 (2013) – 10.1016/j.automatica.2013.05.006
- Egger, H., Kugler, T., Liljegren-Sailer, B., Marheineke, N. & Mehrmann, V. On Structure-Preserving Model Reduction for Damped Wave Propagation in Transport Networks. SIAM Journal on Scientific Computing vol. 40 A331–A365 (2018) – 10.1137/17m1125303
- Moser, T. & Lohmann, B. A New Riemannian Framework for Efficient ℋ2-Optimal Model Reduction of Port-Hamiltonian Systems. 2020 59th IEEE Conference on Decision and Control (CDC) 5043–5049 (2020) doi:10.1109/cdc42340.2020.9304134 – 10.1109/cdc42340.2020.9304134
- Schwerdtner, P. & Voigt, M. SOBMOR: Structured Optimization-Based Model Order Reduction. SIAM Journal on Scientific Computing vol. 45 A502–A529 (2023) – 10.1137/20m1380235
- Polyuga, R. V. & van der Schaft, A. J. Effort- and flow-constraint reduction methods for structure preserving model reduction of port-Hamiltonian systems. Systems & Control Letters vol. 61 412–421 (2012) – 10.1016/j.sysconle.2011.12.008
- Hauschild, S.-A., Marheineke, N. & Mehrmann, V. Model reduction techniques for linear constant coefficient port-Hamiltonian differential-algebraic systems. Preprint at https://doi.org/10.48550/ARXIV.1901.10242 (2019) – 10.48550/arxiv.1901.10242
- Guiver, C. & Opmeer, M. R. Error bounds in the gap metric for dissipative balanced approximations. Linear Algebra and its Applications vol. 439 3659–3698 (2013) – 10.1016/j.laa.2013.09.032
- Breiten, T., Morandin, R. & Schulze, P. Error bounds for port-Hamiltonian model and controller reduction based on system balancing. Computers & Mathematics with Applications vol. 116 100–115 (2022) – 10.1016/j.camwa.2021.07.022
- Borja, P., Scherpen, J. M. A. & Fujimoto, K. Extended Balancing of Continuous LTI Systems: A Structure-Preserving Approach. IEEE Transactions on Automatic Control vol. 68 257–271 (2023) – 10.1109/tac.2021.3138645
- Schulze, P. & Unger, B. Model Reduction for Linear Systems with Low-Rank Switching. SIAM Journal on Control and Optimization vol. 56 4365–4384 (2018) – 10.1137/18m1167887
- Schulze, P. Energy-based model reduction of transport-dominated phenomena. Technische Universität Berlin (2023) doi:10.14279/DEPOSITONCE-17843 – 10.14279/depositonce-17843
- Beattie, C. & Gugercin, S. Structure-preserving model reduction for nonlinear port-Hamiltonian systems. IEEE Conference on Decision and Control and European Control Conference 6564–6569 (2011) doi:10.1109/cdc.2011.6161504 – 10.1109/cdc.2011.6161504
- Chaturantabut, S., Beattie, C. & Gugercin, S. Structure-Preserving Model Reduction for Nonlinear Port-Hamiltonian Systems. SIAM Journal on Scientific Computing vol. 38 B837–B865 (2016) – 10.1137/15m1055085
- Wolf, T., Lohmann, B., Eid, R. & Kotyczka, P. Passivity and Structure Preserving Order Reduction of Linear Port-Hamiltonian Systems Using Krylov Subspaces. European Journal of Control vol. 16 401–406 (2010) – 10.3166/ejc.16.401-406
- Ngoc Cuong, N., Veroy, K. & Patera, A. T. Certified Real-Time Solution of Parametrized Partial Differential Equations. Handbook of Materials Modeling 1529–1564 (2005) doi:10.1007/978-1-4020-3286-8_76 – 10.1007/978-1-4020-3286-8_76
- Veroy, K. & Patera, A. T. Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis a posteriori error bounds. International Journal for Numerical Methods in Fluids vol. 47 773–788 (2005) – 10.1002/fld.867
- Grepl, M. A. & Patera, A. T. A posteriorierror bounds for reduced-basis approximations of parametrized parabolic partial differential equations. ESAIM: Mathematical Modelling and Numerical Analysis vol. 39 157–181 (2005) – 10.1051/m2an:2005006
- KNEZEVIC, D. J., NGUYEN, N.-C. & PATERA, A. T. REDUCED BASIS APPROXIMATION AND A POSTERIORI ERROR ESTIMATION FOR THE PARAMETRIZED UNSTEADY BOUSSINESQ EQUATIONS. Mathematical Models and Methods in Applied Sciences vol. 21 1415–1442 (2011) – 10.1142/s0218202511005441
- Grepl, M. A., Maday, Y., Nguyen, N. C. & Patera, A. T. Efficient reduced-basis treatment of nonaffine and nonlinear partial differential equations. ESAIM: Mathematical Modelling and Numerical Analysis vol. 41 575–605 (2007) – 10.1051/m2an:2007031
- Grunert, D., Fehr, J. & Haasdonk, B. Well‐scaled, a‐posteriori error estimation for model order reduction of large second‐order mechanical systems. ZAMM - Journal of Applied Mathematics and Mechanics / Zeitschrift für Angewandte Mathematik und Mechanik vol. 100 (2020) – 10.1002/zamm.201900186
- Glas, S., Patera, A. T. & Urban, K. A reduced basis method for the wave equation. International Journal of Computational Fluid Dynamics vol. 34 139–146 (2019) – 10.1080/10618562.2019.1686486
- Stahl, N., Liljegren-Sailer, B. & Marheineke, N. Certified Reduced Basis Method for the Damped Wave Equations on Networks. IFAC-PapersOnLine vol. 55 289–294 (2022) – 10.1016/j.ifacol.2022.09.110
- Antoulas, A. C., Benner, P. & Feng, L. Model reduction by iterative error system approximation. Mathematical and Computer Modelling of Dynamical Systems vol. 24 103–118 (2018) – 10.1080/13873954.2018.1427116
- Feng, L., Lombardi, L., Antonini, G. & Benner, P. Multi‐fidelity error estimation accelerates greedy model reduction of complex dynamical systems. International Journal for Numerical Methods in Engineering vol. 124 5312–5333 (2023) – 10.1002/nme.7348
- Güttel, S. & Nakatsukasa, Y. Scaled and Squared Subdiagonal Padé Approximation for the Matrix Exponential. SIAM Journal on Matrix Analysis and Applications vol. 37 145–170 (2016) – 10.1137/15m1027553
- Söderlind, G. The logarithmic norm. History and modern theory. BIT Numerical Mathematics vol. 46 631–652 (2006) – 10.1007/s10543-006-0069-9
- Desoer, C. A. & Vidyasagar, M. Feedback Systems. (2009) doi:10.1137/1.9780898719055 – 10.1137/1.9780898719055
- Wittwar, D. Approximation with matrix-valued kernels and highly effective error estimators for reduced basis approximations. Preprint at https://doi.org/10.18419/OPUS-12526 (2022) – 10.18419/opus-12526
- Hackbusch, W. Hierarchical Matrices: Algorithms and Analysis. Springer Series in Computational Mathematics (Springer Berlin Heidelberg, 2015). doi:10.1007/978-3-662-47324-5 – 10.1007/978-3-662-47324-5
- Gugercin, S. & Antoulas, A. C. A Survey of Model Reduction by Balanced Truncation and Some New Results. International Journal of Control vol. 77 748–766 (2004) – 10.1080/00207170410001713448
- Rettberg, J. et al. Replication Data for: Port-Hamiltonian Fluid-Structure Interaction Modeling and Structure-Preserving Model Order Reduction of a Classical Guitar. DaRUS https://doi.org/10.18419/DARUS-3248 (2023) – 10.18419/darus-3248
- Rettberg, J., Wittwar, D. & Herkert, R. Softwarepackage CCMOR2. DaRUS https://doi.org/10.18419/DARUS-3839 (2023) – 10.18419/darus-3839
- Peng, L. & Mohseni, K. Symplectic Model Reduction of Hamiltonian Systems. SIAM Journal on Scientific Computing vol. 38 A1–A27 (2016) – 10.1137/140978922
- Buchfink, P., Bhatt, A. & Haasdonk, B. Symplectic Model Order Reduction with Non-Orthonormal Bases. Mathematical and Computational Applications vol. 24 43 (2019) – 10.3390/mca24020043
- Chellappa, S., Feng, L., de la Rubia, V. & Benner, P. Inf-Sup-Constant-Free State Error Estimator for Model Order Reduction of Parametric Systems in Electromagnetics. IEEE Transactions on Microwave Theory and Techniques vol. 71 4762–4777 (2023) – 10.1109/tmtt.2023.3288642
- Buchfink, P., Haasdonk, B., Rave, S.: PSD-Greedy basis generation for structure-preserving model order reduction of Hamiltonian systems. In: Frolkovič, P., Mikula, K., Ševčovič, D. (eds.) Proceedings of the Conference Algoritmy 2020, pp. 151–160. Vydavateľstvo SPEKTRUM, Vysoke Tatry, Podbanske (2020). http://www.iam.fmph.uniba.sk/amuc/ojs/index.php/algoritmy/article/view/1577/829