2,056 research outputs found

    Model Reduction of Descriptor Systems by Interpolatory Projection Methods

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    In this paper, we investigate interpolatory projection framework for model reduction of descriptor systems. With a simple numerical example, we first illustrate that employing subspace conditions from the standard state space settings to descriptor systems generically leads to unbounded H2 or H-infinity errors due to the mismatch of the polynomial parts of the full and reduced-order transfer functions. We then develop modified interpolatory subspace conditions based on the deflating subspaces that guarantee a bounded error. For the special cases of index-1 and index-2 descriptor systems, we also show how to avoid computing these deflating subspaces explicitly while still enforcing interpolation. The question of how to choose interpolation points optimally naturally arises as in the standard state space setting. We answer this question in the framework of the H2-norm by extending the Iterative Rational Krylov Algorithm (IRKA) to descriptor systems. Several numerical examples are used to illustrate the theoretical discussion.Comment: 22 page

    Efficient Solution of Large-Scale Algebraic Riccati Equations Associated with Index-2 DAEs via the Inexact Low-Rank Newton-ADI Method

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    This paper extends the algorithm of Benner, Heinkenschloss, Saak, and Weichelt: An inexact low-rank Newton-ADI method for large-scale algebraic Riccati equations, Applied Numerical Mathematics Vol.~108 (2016), pp.~125--142, doi:10.1016/j.apnum.2016.05.006 to Riccati equations associated with Hessenberg index-2 Differential Algebratic Equation (DAE) systems. Such DAE systems arise, e.g., from semi-discretized, linearized (around steady state) Navier-Stokes equations. The solution of the associated Riccati equation is important, e.g., to compute feedback laws that stabilize the Navier-Stokes equations. Challenges in the numerical solution of the Riccati equation arise from the large-scale of the underlying systems and the algebraic constraint in the DAE system. These challenges are met by a careful extension of the inexact low-rank Newton-ADI method to the case of DAE systems. A main ingredient in the extension to the DAE case is the projection onto the manifold described by the algebraic constraints. In the algorithm, the equations are never explicitly projected, but the projection is only applied as needed. Numerical experience indicates that the algorithmic choices for the control of inexactness and line-search can help avoid subproblems with matrices that are only marginally stable. The performance of the algorithm is illustrated on a large-scale Riccati equation associated with the stabilization of Navier-Stokes flow around a cylinder.Comment: 21 pages, 2 figures, 4 table

    Continuous, Semi-discrete, and Fully Discretized Navier-Stokes Equations

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    The Navier--Stokes equations are commonly used to model and to simulate flow phenomena. We introduce the basic equations and discuss the standard methods for the spatial and temporal discretization. We analyse the semi-discrete equations -- a semi-explicit nonlinear DAE -- in terms of the strangeness index and quantify the numerical difficulties in the fully discrete schemes, that are induced by the strangeness of the system. By analyzing the Kronecker index of the difference-algebraic equations, that represent commonly and successfully used time stepping schemes for the Navier--Stokes equations, we show that those time-integration schemes factually remove the strangeness. The theoretical considerations are backed and illustrated by numerical examples.Comment: 28 pages, 2 figure, code available under DOI: 10.5281/zenodo.998909, https://doi.org/10.5281/zenodo.99890

    Buildings-to-Grid Integration Framework

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    This paper puts forth a mathematical framework for Buildings-to-Grid (BtG) integration in smart cities. The framework explicitly couples power grid and building's control actions and operational decisions, and can be utilized by buildings and power grids operators to simultaneously optimize their performance. Simplified dynamics of building clusters and building-integrated power networks with algebraic equations are presented---both operating at different time-scales. A model predictive control (MPC)-based algorithm that formulates the BtG integration and accounts for the time-scale discrepancy is developed. The formulation captures dynamic and algebraic power flow constraints of power networks and is shown to be numerically advantageous. The paper analytically establishes that the BtG integration yields a reduced total system cost in comparison with decoupled designs where grid and building operators determine their controls separately. The developed framework is tested on standard power networks that include thousands of buildings modeled using industrial data. Case studies demonstrate building energy savings and significant frequency regulation, while these findings carry over in network simulations with nonlinear power flows and mismatch in building model parameters. Finally, simulations indicate that the performance does not significantly worsen when there is uncertainty in the forecasted weather and base load conditions.Comment: In Press, IEEE Transactions on Smart Gri

    Differential-Algebraic Equations and Beyond: From Smooth to Nonsmooth Constrained Dynamical Systems

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    The present article presents a summarizing view at differential-algebraic equations (DAEs) and analyzes how new application fields and corresponding mathematical models lead to innovations both in theory and in numerical analysis for this problem class. Recent numerical methods for nonsmooth dynamical systems subject to unilateral contact and friction illustrate the topicality of this development.Comment: Preprint of Book Chapte
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