Model Reduction for Dynamical Systems (Summer Semester 2023)
This course deals with Model Order Reduction (MOR) for the efficient simulation, analysis, control, and optimization of large-scale dynamical systems. A large variety of MOR methods will be introduced and discussed, including both frequency-domain and time-domain methods. MOR methods applied to real-world problems will be presented in order to highlight the necessity and usefulness of model reduction.
Contents - Schedule - Certification - Lectures - Exercises - Homework - References
Contents
- Basics of Linear Systems and Control Theory
- Singular Value Decomposition
- Input and Output Dynamical Systems
- Frequency Domain Behavior and Transfer Functions
- Gramians and Energy Functionals
- System-theoretic Model Reduction
- Balanced Truncation
- Interpolation-based Model Reduction
- Model Reduction of Nonlinear Systems
- Proper Orthogonal Decomposition (POD)
- Discrete Empirical Interpolation Method (DEIM)
- Model Reduction of Parametric Systems
- Multi-moment Matching
- Reduced Basis (RB) Method
- Data-Driven Methods for Dynamical Systems
- Eigenvalue Realization Algorithm (ERA)
- Loewner Framework
- Dynamic Mode Decomposition
- Operator Inference
The content of this lecture is summarized in the follwoing slides.
Schedule
Lecture: | Tuesdays 17:00 - 19:00 and Thursdays 13:00 - 15:00 (The dates will be discussed during the first week a might be changed according to the availability of the students) in room G02-20 | |
Exercise: | Thursday 13:00 - 15:00 (every even week) |
Certificate for successful participation
Will be announced in the lecture
Lectures
- Week 1 (11/04 and 13/04): Slides (Introduction to Model Reduction and SVD)
- Week 2 (18/04): Slides (System theory I)
- Week 3 (25/04 and 27/04): Slides (System theory II)
- Week 4 (02/05): Slides (Modal Truncation)
- Week 5 (09/05, 11/05 and 16/05): Slides (Balanced Truncation)
- Week 6 (25/05): Slides (Interpolatory MOR) Playlist with Videos (End of Balanced truncation and start of Interpolation based MOR)
- Week 7 (30/05): Slides (H2 model reduction and IRKA)
- Week 8 (06/05 and 08/05 ): Slides (Loewner Framework)
- Week 9 (13/06): Slides (Eigensystem Realization Algorithm) Playlist with Videos (End of Loenwer Framework and ERA)
- Week 10-11 (22/06 - 29/06): Slides (Proper orthogonal decompoition and DEIM)
- Week 12 (06/07 - 13/07): Slides (Reduced Basis Method)
Videos
- Singular Value Decomposition (SVD)
- Linear Dynamical Systems I: Matrix exponential, analytical solution and frequency domain representation
- Linear Dynamical Systems II: Reachability, observability, minimal realizations and system norms
- Modal Truncation
- Balanced Truncation
- Complementary Topics on Balanced Truncation (Not mandatory)
- Model Reduction via Rational Interpolation
- H2 model reduction
- The Loewner framework
- The eigensystem realization algorithm
- Proper Orthogonal Decomposition and DEIM
- Reduced Basis Method
Exercises
- Exercise 1 (Hand in on 04/05)
- Exercise 2 (Hand in on 23/05)
- Exercise 3 (Hand in on 01/06)
- Exercise 4 (Hand in on 29/06)
Homework
Supplementary Material
Recomended Literature
- A.C. Antoulas: Approximation of Large-Scale Dynamical Systems, SIAM, Philadelphia, 2005.
- A. C. Athanasios, C. A. Beattie, S. Gugercin: Interpolatory Methods for Model Reduction, SIAM, 2020.
- P. Benner, M. Ohlberger, A. Cohen, K. Willcox: Model Reduction and Approximation: Theory and Algorithms, SIAM, 2017.
- Lecture notes from Dr. Matthias Voigt