Structure-Preserving Model-Reduction of Dissipative Hamiltonian Systems

Reduced basis methods are popular for approximately solving large and complex systems of differential equations. However, conventional reduced basis methods do not generally preserve conservation laws and symmetries of the full order model. Here, we present an approach for reduced model construction, that preserves the symplectic symmetry of dissipative Hamiltonian systems. The method constructs a closed reduced Hamiltonian system by coupling the full model with a canonical heat bath. This allows the reduced system to be integrated with a symplectic integrator, resulting in a correct dissipation of energy, preservation of the total energy and, ultimately, in the stability of the solution. Accuracy and stability of the method are illustrated through the numerical simulation of the dissipative wave equation and a port-Hamiltonian model of an electric circuit

Rank-adaptive structure-preserving reduced basis methods for Hamiltonian systems

This work proposes an adaptive structure-preserving model order reduction method for finite-dimensional parametrized Hamiltonian systems modeling non-dissipative phenomena. To overcome the slowly decaying Kolmogorov width typical of transport problems, the full model is approximated on local reduced spaces that are adapted in time using dynamical low-rank approximation techniques. The reduced dynamics is prescribed by approximating the symplectic projection of the Hamiltonian vector field in the tangent space to the local reduced space. This ensures that the canonical symplectic structure of the Hamiltonian dynamics is preserved during the reduction. In addition, accurate approximations with low-rank reduced solutions are obtained by allowing the dimension of the reduced space to change during the time evolution. Whenever the quality of the reduced solution, assessed via an error indicator, is not satisfactory, the reduced basis is augmented in the parameter direction that is worst approximated by the current basis. Extensive numerical tests involving wave interactions, nonlinear transport problems, and the Vlasov equation demonstrate the superior stability properties and considerable runtime speedups of the proposed method as compared to global and traditional reduced basis approaches

Energy-Storage Balanced Reduction of Port-Hamiltonian Systems

Supported by the framework of dissipativity theory, a procedure based on physical energy to balance and reduce port-Hamiltonian systems with collocated inputs and outputs is presented. Additionally, some relations with the methods of nonlinear balanced reduction are exposed. Finally a structure-preserving reduction method based on singular perturbations is shown.

An Overview of Variational Integrators

The purpose of this paper is to survey some recent advances in variational integrators for both finite dimensional mechanical systems as well as continuum mechanics. These advances include the general development of discrete mechanics, applications to dissipative systems, collisions, spacetime integration algorithms, AVI’s (Asynchronous Variational Integrators), as well as reduction for discrete mechanical systems. To keep the article within the set limits, we will only treat each topic briefly and will not attempt to develop any particular topic in any depth. We hope, nonetheless, that this paper serves as a useful guide to the literature as well as to future directions and open problems in the subject

Structured backward errors for eigenvalues of linear port-Hamiltonian descriptor systems

When computing the eigenstructure of matrix pencils associated with the passivity analysis of perturbed port-Hamiltonian descriptor system using a structured generalized eigenvalue method, one should make sure that the computed spectrum satisfies the symmetries that corresponds to this structure and the underlying physical system. We perform a backward error analysis and show that for matrix pencils associated with port-Hamiltonian descriptor systems and a given computed eigenstructure with the correct symmetry structure there always exists a nearby port-Hamiltonian descriptor system with exactly that eigenstructure. We also derive bounds for how near this system is and show that the stability radius of the system plays a role in that bound

Strange Attractors in Dissipative Nambu Mechanics : Classical and Quantum Aspects

We extend the framework of Nambu-Hamiltonian Mechanics to include dissipation in $R^{3}$ phase space. We demonstrate that it accommodates the phase space dynamics of low dimensional dissipative systems such as the much studied Lorenz and R\"{o}ssler Strange attractors, as well as the more recent constructions of Chen and Leipnik-Newton. The rotational, volume preserving part of the flow preserves in time a family of two intersecting surfaces, the so called {\em Nambu Hamiltonians}. They foliate the entire phase space and are, in turn, deformed in time by Dissipation which represents their irrotational part of the flow. It is given by the gradient of a scalar function and is responsible for the emergence of the Strange Attractors. Based on our recent work on Quantum Nambu Mechanics, we provide an explicit quantization of the Lorenz attractor through the introduction of Non-commutative phase space coordinates as Hermitian $N \times N$ matrices in $R^{3}$. They satisfy the commutation relations induced by one of the two Nambu Hamiltonians, the second one generating a unique time evolution. Dissipation is incorporated quantum mechanically in a self-consistent way having the correct classical limit without the introduction of external degrees of freedom. Due to its volume phase space contraction it violates the quantum commutation relations. We demonstrate that the Heisenberg-Nambu evolution equations for the Quantum Lorenz system give rise to an attracting ellipsoid in the $3 N^{2}$ dimensional phase space.Comment: 35 pages, 4 figures, LaTe