The last two decades have seen major developments in interpolatory methods for model reduction of large-scale linear dynamical systems. Advances of note include the ability to produce (locally) optimal reduced models at modest cost; refined methods for deriving interpolatory reduced models directly from input/output measurements; and extensions for the reduction of parametrized systems. This chapter offers a survey of interpolatory model reduction methods starting from basic principles and ranging up through recent developments that include weighted model reduction and structure-preserving methods based on generalized coprime representations. Our discussion is supported by an assortment of numerical examples.
In this paper, applied strictly monotonic increasing scaled maps, a kind of well-conditioned linear barycentric rational interpolations are proposed to approximate functions of singularities at the origin, such as $x^α$ for $α\in (0,1)$ and $\log(x)$. It just takes $O(N)$ flops and can achieve fast convergence rates with the choice the scaled parameter, where $N$ is the maximum degree of the denominator and numerator. The construction of the rational interpolant couples rational polynomials in the barycentric form of second kind with the transformed Jacobi-Gauss-Lobatto points. Numerical exper…
Adaptive rational interpolation has been designed in the context of image processing as a new nonlinear technique that avoids the Gibbs phenomenon when we approximate a discontinuous function. In this work, we present a generalization to the method giving explicit expressions for all the weights for any order of the algorithm. It has a similar behavior to weighted essentially non oscillatory (WENO) technique, however because of the design of the weights in this case is more simple, we propose a new way to construct them obtaining the maximum order near the discontinuities. Some experiments are…
University of Zagreb（萨格勒布大学）；New York University（纽约大学）
Loewner rational interpolation provides a versatile tool to learn low-dimensional dynamical-system models from frequency-response measurements. This work investigates the robustness of the Loewner approach to noise. The key finding is that if the measurements are polluted with Gaussian noise, then the error due to noise grows at most linearly with the standard deviation with high probability under certain conditions. The analysis gives insights into making the Loewner approach robust against noise via linear transformations and judicious selections of measurements. Numerical results demonstrat…
Iteration methods based on barycentric rational interpolation are derived that exhibit accelerating orders of convergence. For univariate root search, the derivative-free methods approach quadratic convergence and the first-derivative methods approach cubic convergence. For univariate optimisation, the convergence order of the derivative-free methods approaches 1.62 and the order of the first-derivative methods approaches 2.42. Generally, performance advantages are found with respect to low-memory iteration methods. In optimisation problems where the objective function and gradient is calculat…
This paper investigates some univariate and bivariate constrained interpolation problems using rational quartic fractal interpolation functions, which has been submitted long back in a reputed journal and revised as per the journal requirement. This research is extension of the work [S. K. Katiyar and A. K. B. Chand, Shape Preserving Rational Quartic Fractal Functions, Fractal, in Press].
We present a novel projection-based model reduction framework for parametric linear time-invariant systems that allows interpolating the transfer function at a given frequency point along parameter-dependent curves as opposed to the standard approach where transfer function interpolation is achieved for a discrete set of parameter and frequency samples. We accomplish this goal by using parameter-dependent projection spaces. Our main result shows that for holomorphic system matrices, the corresponding interpolatory projection spaces are also holomorphic. The coefficients of the power series rep…
In this paper, we present an interpolation framework for structure-preserving model order reduction of parametric bilinear dynamical systems. We introduce a general setting, covering a broad variety of different structures for parametric bilinear systems, and then provide conditions on projection spaces for the interpolation of structured subsystem transfer functions such that the system structure and parameter dependencies are preserved in the reduced-order model. Two benchmark examples with different parameter dependencies are used to demonstrate the theoretical analysis.
We propose a model order reduction approach for non-intrusive surrogate modeling of parametric dynamical systems. The reduced model over the whole parameter space is built by combining surrogates in frequency only, built at few selected values of the parameters. This, in particular, requires matching the respective poles by solving an optimization problem. If the frequency surrogates are constructed by a suitable rational interpolation strategy, frequency and parameters can both be sampled in an adaptive fashion. This, in general, yields frequency surrogates with different numbers of poles, a …
Vibration and dissipation in vibro-acoustic systems can be assessed using frequency response analysis. Evaluating a frequency sweep on a full-order model can be very costly, so model order reduction methods are employed to compute cheap-to-evaluate surrogates. This work compares structure-preserving model reduction methods based on rational interpolation and balanced truncation with a specific focus on their applicability to vibro-acoustic systems. Such models typically exhibit a second-order structure and their material properties as well as their excitation may be depending on the driving fr…
$\mathcal{H}_2$-optimal model reduction of linear quadratic-output systems by multivariate rational interpolation
Courant Institute of Mathematical Sciences, New York University（纽约大学库朗数学科学研究所）；Max Planck Institute for Dynamics of Complex Technical Systems（马克斯·普朗克复杂技术系统动力学研究所）；Virginia Tech（弗吉尼亚理工大学）
One approach to parametric and adaptive model reduction is via the interpolation of orthogonal bases, subspaces or positive definite system matrices. In all these cases, the sampled inputs stem from matrix sets that feature a geometric structure and thus form so-called matrix manifolds. This work will be featured as a chapter in the upcoming Handbook on Model Order Reduction (P. Benner, S. Grivet-Talocia, A. Quarteroni, G. Rozza, W.H.A. Schilders, L.M. Silveira, eds, to appear on DE GRUYTER) and reviews the numerical treatment of the most important matrix manifolds that arise in the context of…
This work investigates the use of sparse polynomial interpolation as a model order reduction method for the incompressible Navier-Stokes equations. Numerical results are presented underscoring the validity of sparse polynomial approximations and comparing with established reduced basis techniques. Two numerical models serve to access the accuracy of the reduced order models (ROMs), in particular parametric nonlinearities arising from curved geometries are investigated in detail. Besides the accuracy of the ROMs, other important features of the method are covered, such as offline-online splitti…
A new computational framework for evaluation of the gamma function $Γ(z)$ over the complex plane is developed. The algorithm is based on interpolation by rational functions, and generalizes the classical methods of Lanczos \cite{Lanczos} and Spouge \cite{Spouge} (which we show are also interpolatory). This framework utilizes the exact poles of the gamma function. By relaxing this condition and allowing the poles to vary, a near-optimal rational approximation is possible, which is demonstrated using the adaptive Antoulous Anderson (AAA) algorithm, developed in \cite{AAA,AAA_2020}. The resulting…
In this contribution, we propose a detailed study of interpolation-based data-driven methods that are of relevance in the model reduction and also in the systems and control communities. The data are given by samples of the transfer function of the underlying (unknown) model, i.e., we analyze frequency-response data. We also propose novel approaches that combine some of the main attributes of the established methods, for addressing particular issues. This includes placing poles and hence, enforcing stability of reduced-order models, robustness to noisy or perturbed data, and switching from dif…
An explicit stabilized additive Runge-Kutta scheme is proposed. The method is based on a splitting of the problem in severely stiff and mildly stiff subproblems, which are then independently solved using a Runge-Kutta-Chebyshev scheme. The number of stages is adapted according to the subproblem's stiffness and leads to asynchronous integration needing ghost values. Whenever ghost values are needed, linear interpolation in time between stages is employed. One important application of the scheme is for parabolic partial differential equations discretized on a nonuniform grid. The goal of this pa…
In this paper, we extend the structure-preserving interpolatory model reduction framework, originally developed for linear systems, to structured bilinear control systems. Specifically, we give explicit construction formulae for the model reduction bases to satisfy different types of interpolation conditions. First, we establish the analysis for transfer function interpolation for single-input single-output structured bilinear systems. Then, we extend these results to the case of multi-input multi-output structured bilinear systems by matrix interpolation. The effectiveness of our structure-pr…
Discrete empirical interpolation method (DEIM) is a popular technique for nonlinear model reduction and it has two main ingredients: an interpolating basis that is computed from a collection of snapshots of the solution and a set of indices which determine the nonlinear components to be simulated. The computation of these two ingredients dominates the overall cost of the DEIM algorithm. To specifically address these two issues, we present randomized versions of the DEIM algorithm. There are three main contributions of this paper. First, we use randomized range finding algorithms to efficiently…
We investigate the problem of approximating the matrix function $f(A)$ by $r(A)$, with $f$ a Markov function, $r$ a rational interpolant of $f$, and $A$ a symmetric Toeplitz matrix. In a first step, we obtain a new upper bound for the relative interpolation error $1-r/f$ on the spectral interval of $A$. By minimizing this upper bound over all interpolation points, we obtain a new, simple and sharp a priori bound for the relative interpolation error. We then consider three different approaches of representing and computing the rational interpolant $r$. Theoretical and numerical evidence is give…
We propose AAA rational approximation as a method for interpolating or approximating smooth functions from equispaced data samples. Although it is always better to approximate from large numbers of samples if they are available, whether equispaced or not, this method often performs impressively even when the sampling grid is fairly coarse. In most cases it gives more accurate approximations than other methods.
When balanced truncation is used for model order reduction, one has to solve a pair of Lyapunov equations for two Gramians and uses them to construct a reduced-order model. Although advances in solving such equations have been made, it is still the most expensive step of this reduction method. Parametric model order reduction aims to determine reduced-order models for parameter-dependent systems. Popular techniques for parametric model order reduction rely on interpolation. Nevertheless, the interpolation of Gramians is rarely mentioned, most probably due to the fact that Gramians are symmetri…
How to quickly and stably realize the degree reduction of the rational Bezier curve is an open problem in CAGD. Based on the weighted least squares method and weighted sum method of multi-objective optimization, this paper transforms the degree reduction problem of the rational Bézier curve into a convex optimization problem and then uses quadratic programming to solve it. Prove that the solution is the minimum. Numerical experiments show that the method is fast and stable.
We introduce several spatially adaptive model order reduction approaches tailored to non-coercive elliptic boundary value problems, specifically, parametric-in-frequency Helmholtz problems. The offline information is computed by means of adaptive finite elements, so that each snapshot lives in a different discrete space that resolves the local singularities of the analytical solution and is adjusted to the considered frequency value. A rational surrogate is then assembled adopting either a least-squares or an interpolatory approach, yielding function-valued version of the standard rational int…
