arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2303.04036math.NAcs.NA
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哈密顿系统的随机辛模型降阶

Randomized Symplectic Model Order Reduction for Hamiltonian Systems

Robin Herkert, Patrick Buchfink, Bernard Haasdonk, Johannes Rettberg, Jörg Fehr

摘要:

在多查询或实时上下文中的大规模动力系统的仿真需要高效的代理建模技术,例如通过模型降阶(MOR)实现。最近,为了在MOR期间保持Hamilton结构,人们开发了复奇异值分解(cSVD)或类SVD分解等辛方法。在目前的贡献,我们展示了如何保辛结构的基础生成可以更有效地与随机矩阵分解。我们提出了一个随机的复杂SVD(rcSVD)算法和一个随机SVD(rSVD-like)分解。我们证明了高维系统的数值实验的方法的效率。

英文摘要:

Simulations of large scale dynamical systems in multi-query or real-time contexts require efficient surrogate modelling techniques, as e.g. achieved via Model Order Reduction (MOR). Recently, symplectic methods like the complex singular value decomposition (cSVD) or the SVD-like decomposition have been developed for preserving Hamiltonian structure during MOR. In the current contribution, we show how symplectic structure preserving basis generation can be made more efficient with randomized matrix factorizations. We present a randomized complex SVD (rcSVD) algorithm and a randomized SVD-like (rSVD-like) decomposition. We demonstrate the efficiency of the approaches with numerical experiments on high dimensional systems.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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