Barycentric Subspace Analysis on Manifolds

This paper investigates the generalization of Principal Component Analysis (PCA) to Riemannian manifolds. We first propose a new and general type of family of subspaces in manifolds that we call barycentric subspaces. They are implicitly defined as the locus of points which are weighted means of $k+1$ reference points. As this definition relies on points and not on tangent vectors, it can also be extended to geodesic spaces which are not Riemannian. For instance, in stratified spaces, it naturally allows principal subspaces that span several strata, which is impossible in previous generalizations of PCA. We show that barycentric subspaces locally define a submanifold of dimension k which generalizes geodesic subspaces.Second, we rephrase PCA in Euclidean spaces as an optimization on flags of linear subspaces (a hierarchy of properly embedded linear subspaces of increasing dimension). We show that the Euclidean PCA minimizes the Accumulated Unexplained Variances by all the subspaces of the flag (AUV). Barycentric subspaces are naturally nested, allowing the construction of hierarchically nested subspaces. Optimizing the AUV criterion to optimally approximate data points with flags of affine spans in Riemannian manifolds lead to a particularly appealing generalization of PCA on manifolds called Barycentric Subspaces Analysis (BSA).Comment: Annals of Statistics, Institute of Mathematical Statistics, A Para\^itr

Nonsquare Spectral Factorization for Nonlinear Control Systems

This paper considers nonsquare spectral factorization of nonlinear input affine state space systems in continuous time. More specifically, we obtain a parametrization of nonsquare spectral factors in terms of invariant Lagrangian submanifolds and associated solutions of Hamilton–Jacobi inequalities. This inequality is a nonlinear analogue of the bounded real lemma and the control algebraic Riccati inequality. By way of an application, we discuss an alternative characterization of minimum and maximum phase spectral factors and introduce the notion of a rigid nonlinear system.

Manifold interpolation and model reduction

One approach to parametric and adaptive model reduction is via the interpolation of orthogonal bases, subspaces or positive definite system matrices. In all these cases, the sampled inputs stem from matrix sets that feature a geometric structure and thus form so-called matrix manifolds. This work will be featured as a chapter in the upcoming Handbook on Model Order Reduction (P. Benner, S. Grivet-Talocia, A. Quarteroni, G. Rozza, W.H.A. Schilders, L.M. Silveira, eds, to appear on DE GRUYTER) and reviews the numerical treatment of the most important matrix manifolds that arise in the context of model reduction. Moreover, the principal approaches to data interpolation and Taylor-like extrapolation on matrix manifolds are outlined and complemented by algorithms in pseudo-code.Comment: 37 pages, 4 figures, featured chapter of upcoming "Handbook on Model Order Reduction

Exact Model Reduction for Damped-Forced Nonlinear Beams: An Infinite-Dimensional Analysis

We use invariant manifold results on Banach spaces to conclude the existence of spectral submanifolds (SSMs) in a class of nonlinear, externally forced beam oscillations. SSMs are the smoothest nonlinear extensions of spectral subspaces of the linearized beam equation. Reduction of the governing PDE to SSMs provides an explicit low-dimensional model which captures the correct asymptotics of the full, infinite-dimensional dynamics. Our approach is general enough to admit extensions to other types of continuum vibrations. The model-reduction procedure we employ also gives guidelines for a mathematically self-consistent modeling of damping in PDEs describing structural vibrations

Nonlinear normal modes and spectral submanifolds: Existence, uniqueness and use in model reduction

We propose a unified approach to nonlinear modal analysis in dissipative oscillatory systems. This approach eliminates conflicting definitions, covers both autonomous and time-dependent systems, and provides exact mathematical existence, uniqueness and robustness results. In this setting, a nonlinear normal mode (NNM) is a set filled with small-amplitude recurrent motions: a fixed point, a periodic orbit or the closure of a quasiperiodic orbit. In contrast, a spectral submanifold (SSM) is an invariant manifold asymptotic to a NNM, serving as the smoothest nonlinear continuation of a spectral subspace of the linearized system along the NNM. The existence and uniqueness of SSMs turns out to depend on a spectral quotient computed from the real part of the spectrum of the linearized system. This quotient may well be large even for small dissipation, thus the inclusion of damping is essential for firm conclusions about NNMs, SSMs and the reduced-order models they yield.Comment: To appear in Nonlinear Dynamic