14,802 research outputs found
Factorizing the Stochastic Galerkin System
Recent work has explored solver strategies for the linear system of equations
arising from a spectral Galerkin approximation of the solution of PDEs with
parameterized (or stochastic) inputs. We consider the related problem of a
matrix equation whose matrix and right hand side depend on a set of parameters
(e.g. a PDE with stochastic inputs semidiscretized in space) and examine the
linear system arising from a similar Galerkin approximation of the solution. We
derive a useful factorization of this system of equations, which yields bounds
on the eigenvalues, clues to preconditioning, and a flexible implementation
method for a wide array of problems. We complement this analysis with (i) a
numerical study of preconditioners on a standard elliptic PDE test problem and
(ii) a fluids application using existing CFD codes; the MATLAB codes used in
the numerical studies are available online.Comment: 13 pages, 4 figures, 2 table
Model order reduction of time-delay systems using a laguerre expansion technique
The demands for miniature sized circuits with higher operating speeds have increased the complexity of the circuit, while at high frequencies it is known that effects such as crosstalk, attenuation and delay can have adverse effects on signal integrity. To capture these high speed effects a very large number of system equations is normally required and hence model order reduction techniques are required to make the simulation of the circuits computationally feasible. This paper proposes a higher order Krylov subspace algorithm for model order reduction of time-delay systems based on a Laguerre expansion technique. The proposed technique consists of three sections i.e., first the delays are approximated using the recursive relation of Laguerre polynomials, then in the second part, the reduced order is estimated for the time-delay system using a delay truncation in the Laguerre domain and in the third part, a higher order Krylov technique using Laguerre expansion is computed for obtaining the reduced order time-delay system. The proposed technique is validated by means of real world numerical examples
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