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

Error analysis and model adaptivity for flows in gas networks

In the simulation and optimization of natural gas flow in a pipeline network, a hierarchy of models is used that employs different formulations of the Euler equations. While the optimization is performed on piecewise linear models, the flow simulation is based on the one to three dimensional Euler equations including the temperature distributions. To decide which model class in the hierarchy is adequate to achieve a desired accuracy, this paper presents an error and perturbation analysis for a two level model hierarchy including the isothermal Euler equations in semilinear form and the stationary Euler equations in purely algebraic form. The focus of the work is on the effect of data uncertainty, discretization, and rounding errors in the numerical simulation of these models and their interaction. Two simple discretization schemes for the semilinear model are compared with respect to their conditioning and temporal stepsizes are determined for which a well-conditioned problem is obtained. The results are based on new componentwise relative condition numbers for the solution of nonlinear systems of equations. More- over, the model error between the semilinear and the algebraic model is computed, the maximum pipeline length is determined for which the algebraic model can be used safely, and a condition is derived for which the isothermal model is adequate.DFG, TRR 154, Mathematische Modellierung, Simulation und Optimierung am Beispiel von Gasnetzwerke

On the LU decomposition of V-matrices

AbstractWe show that the class of V-matrices, introduced by Mehrmann [6], which contains the M-matrices and the Hermitian positive semidefinite matrices, is invariant under Gaussian elimination

Qualitative stability and synchronicity analysis of power network models in port-Hamiltonian form

This article may be downloaded for personal use only. Any other use requires prior permission of the author and AIP Publishing. This article appeared in Chaos 28, 101102 (2018) and may be found at https://doi.org/10.1063/1.5054850.In view of highly decentralized and diversified power generation concepts, in particular with renewable energies, the analysis and control of the stability and the synchronization of power networks is an important topic that requires different levels of modeling detail for different tasks. A frequently used qualitative approach relies on simplified nonlinear network models like the Kuramoto model with inertia. The usual formulation in the form of a system of coupled ordinary differential equations is not always adequate. We present a new energy-based formulation of the Kuramoto model with inertia as a polynomial port-Hamiltonian system of differential-algebraic equations, with a quadratic Hamiltonian function including a generalized order parameter. This leads to a robust representation of the system with respect to disturbances: it encodes the underlying physics, such as the dissipation inequality or the deviation from synchronicity, directly in the structure of the equations, and it explicitly displays all possible constraints and allows for robust simulation methods. The model is immersed into a system of model hierarchies that will be helpful for applying adaptive simulations in future works. We illustrate the advantages of the modified modeling approach with analytics and numerical results. To reach the goal of temperature reduction to limit the climate change, as stipulated at the Paris Conference in 2015, it is necessary to integrate renewable energy sources into the existing power networks. Wind and solar power are the most promising ones, but the integration into the electric power grid remains an enormous challenge due to their variability that requires storage facilities, back-up plants, and accurate control processing. The current approach to describe the dynamics of power grids in terms of simplified nonlinear models, like the Kuramoto model with inertia, may not be appropriate when different control and optimization tasks are needed to be addressed. Under this aspect, we present a new energy-based formulation of the Kuramoto model with inertia that allows for an easy extension if further effects have to be included and higher fidelity is required for qualitative analysis. We illustrate the new modeling approach with analytic results and numerical simulations carried out for a semi-realistic model of the Italian grid and indicate how this approach can be generalized to models of finer granularity.DFG, 163436311, SFB 910: Kontrolle selbstorganisierender nichtlinearer Systeme: Theoretische Methoden und Anwendungskonzept

Numerical solution of singularly perturbed convection-diffusion-reaction problems with two small parameters

Preprint version, the final publication is available at Springer via http://dx.doi.org/10.1007/s10543-015-0559-8This paper discusses the numerical solution of 1-D convection-diffusion-reaction problems that are singularly perturbed with two small parameters using a new mesh-adaptive upwind scheme that adapts to the boundary layers. The meshes are generated by the equidistribution of a special positive monitor function. Uniform, parameter independent convergence is shown and holds even in the limit that the small parameters are zero. Numerical experiments are presented that illustrate the theoretical findings, and show that the new approach has better accuracy compared with current methods.DFG, SFB 1029, Substantial efficiency increase in gas turbines through direct use of coupled unsteady combustion and flow dynamic

Linear transformations which map the classes of ω-matrices and τ-matrices into or onto themselves

AbstractA characterization is given for linear transformations on n × n matrices which map the classes of ω- and τ-matrices into themselves, under certain nonsingularity assumptions on the mapping. These results are also used in obtaining the characterization of those linear transformations which map the above classes onto themselves

Sparse solutions to underdetermined Kronecker product systems

AbstractThree properties of matrices: the spark, the mutual incoherence and the restricted isometry property have recently been introduced in the context of compressed sensing. We study these properties for matrices that are Kronecker products and show how these properties relate to those of the factors. For the mutual incoherence we also discuss results for sums of Kronecker products

A new look at pencils of matrix valued functions

AbstractMatrix pencils depending on a parameter and their canonical forms under equivalence are discussed. The study of matrix pencils or generalized eigenvalue problems is often motivated by applications from linear differential-algebraic equations (DAEs). Based on the Weierstrass-Kronecker canonical form of the underlying matrix pencil, one gets existence and uniqueness results for linear constant coefficients DAEs. In order to study the solution behavior of linear DAEs with variable coefficients one has to look at new types of equivalence transformations. This then leads to new canonical forms and new invariances for pencils of matrix valued functions. We give a survey of recent results for square pencils and extend these results to nonsquare pencils. Furthermore we partially extend the results for canonical forms of Hermitian pencils and give new canonicalforms there, too. Based on these results, we obtain new existence and uniqueness theorems for differential-algebraic systems, which generalize the classical results of Weierstrass and Kronecker