Publications

Abstract

We discuss the modelling framework of port-Hamiltonian descriptor systems and their use in numerical simulation and control. The structure is ideal for automated network-based modelling since it is invariant under power-conserving interconnection, congruence transformations and Galerkin projection. Moreover, stability and passivity properties are easily shown. Condensed forms under orthogonal transformations present easy analysis tools for existence, uniqueness, regularity and numerical methods to check these properties. After recalling the concepts for general linear and nonlinear descriptor systems, we demonstrate that many difficulties that arise in general descriptor systems can be easily overcome within the port-Hamiltonian framework. The properties of port-Hamiltonian descriptor systems are analysed, and time discretization and numerical linear algebra techniques are discussed. Structure-preserving regularization procedures for descriptor systems are presented to make them suitable for simulation and control. Model reduction techniques that preserve the structure and stabilization and optimal control techniques are discussed. The properties of port-Hamiltonian descriptor systems and their use in modelling simulation and control methods are illustrated with several examples from different physical domains. The survey concludes with open problems and research topics that deserve further attention.

Abstract

It is well known that any port-Hamiltonian (pH) system is passive, and conversely, any minimal and stable passive system has a pH representation. Nevertheless, this equivalence is only concerned with the input-output mapping but not with the Hamiltonian itself. Thus, we propose to view a pH system either as an enlarged dynamical system with the Hamiltonian as additional output or as two dynamical systems with the input-output and the Hamiltonian dynamic. Our first main result is a structure-preserving Kalman-like decomposition of the enlarged pH system that separates the controllable and zero-state observable parts. Moreover, for further approximations in the context of structure-preserving model-order reduction (MOR), we propose to search for a Hamiltonian in the reduced pH system that minimizes the 2-distance to the full-order Hamiltonian without altering the input-output dynamic, thus discussing a particular aspect of the corresponding multi-objective minimization problem corresponding to $H_2$-optimal MOR for pH systems. We show that this optimization problem is uniquely solvable, can be recast as a standard semidefinite program, and present two numerical approaches for solving it. The results are illustrated with three academic examples.

Abstract

We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the time domain, we find a realization that approximates the data well while guaranteeing that the energy functional satisfies a dissipation inequality. To this end, we use the framework of port-Hamiltonian (pH) systems and modify the dynamic mode decomposition, respectively, operator inference, to be feasible for continuous-time pH systems. We propose an iterative numerical method to solve the corresponding least-squares minimization problem. We construct an effective initialization of the algorithm by studying the least-squares problem in a weighted norm, for which we present the analytical minimum-norm solution. The efficiency of the proposed method is demonstrated with several numerical examples.

Abstract

The modeling framework of port-Hamiltonian descriptor systems and their use in numerical simulation and control are discussed. The structure is ideal for automated network-based modeling since it is invariant under power-conserving interconnection, congruence transformations, and Galerkin projection. Moreover, stability and passivity properties are easily shown. Condensed forms under orthogonal transformations present easy analysis tools for existence, uniqueness, regularity, and numerical methods to check these properties. After recalling the concepts for general linear and nonlinear descriptor systems, we demonstrate that many difficulties that arise in general descriptor systems can be easily overcome within the port-Hamiltonian framework. The properties of port-Hamiltonian descriptor systems are analyzed, time-discretization, and numerical linear algebra techniques are discussed. Structure-preserving regularization procedures for descriptor systems are presented to make them suitable for simulation and control. Model reduction techniques that preserve the structure and stabilization and optimal control techniques are discussed. The properties of port-Hamiltonian descriptor systems and their use in modeling simulation and control methods are illustrated with several examples from different physical domains. The survey concludes with open problems and research topics that deserve further attention.

Abstract

In the context of model reduction, we study an optimization problem related to the approximation of given data by a linear combination of transformed modes, called transformed proper orthogonal decomposition (tPOD). In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper orthogonal decomposition. Allowing transformed modes in the approximation renders this approach particularly useful to compress data with transported quantities, which are prevalent in many flow applications. We prove the existence of a solution to the infinite-dimensional optimization problem. Towards a numerical implementation, we compute the gradient of the cost functional and derive a suitable discretization in time and space. We demonstrate the theoretical findings with three numerical examples using a periodic shift operator as transformation.

Abstract

The framework of port-Hamiltonian (pH) systems is a powerful and broadly applicable modeling paradigm. In this paper, we extend the scope of pH systems to time-delay systems. Our definition of a delay pH system is motivated by investigating the Kalman-Yakubovich-Popov inequality on the corresponding infinite-dimensional operator equation. Moreover, we show that delay pH systems are passive and closed under interconnection. We describe an explicit way to construct a Lyapunov-Krasovskii functional and discuss implications for delayed feedback.

Abstract

Recurrent neural networks are capable of learning the dynamics of an unknown nonlinear system purely from input-output measurements. However, the resulting models do not provide any stability guarantees on the input-output mapping. In this work, we represent a recurrent neural network as a linear time-invariant system with nonlinear disturbances. By introducing constraints on the parameters, we can guarantee finite gain stability and incremental finite gain stability. We apply this identification method to learn the motion of a four-degrees-of-freedom ship that is moving in open water and compare it against other purely learning-based approaches with unconstrained parameters. Our analysis shows that the constrained recurrent neural network has a lower prediction accuracy on the test set, but it achieves comparable results on an out-of-distribution set and respects stability conditions.

Abstract

Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant under linear transformations in the image of the data matrix. If, in addition, the data are constructed from a linear time-invariant system, then we prove that DMD can recover the original dynamics under mild conditions. If the linear dynamics are discretized with the Runge–Kutta method, then we further classify the error of the DMD approximation and detail that for one-stage Runge–Kutta methods; even the continuous dynamics can be recovered with DMD. A numerical example illustrates the theoretical findings.

Abstract

Physics-informed neural networks (PINNs) are one popular approach to introduce a priori knowledge about physical systems into the learning framework. PINNs are known to be robust for smaller training sets, derive better generalization problems, and are faster to train. In this paper, we show that using PINNs in comparison with purely data-driven neural networks is not only favorable for training performance but allows us to extract significant information on the quality of the approximated solution. Assuming that the underlying differential equation for the PINN training is an ordinary differential equation, we derive a rigorous upper limit on the PINN prediction error. This bound is applicable even for input data not included in the training phase and without any prior knowledge about the true solution. Therefore, our a posteriori error estimation is an essential step to certify the PINN. We apply our error estimator exemplarily to two academic toy problems, whereof one falls in the category of model-predictive control and thereby shows the practical use of the derived results.

Abstract

Prediction error quantification in machine learning has been left out of most methodological investigations of neural networks, for both purely data-driven and physics-informed approaches. Beyond statistical investigations and generic results on the approximation capabilities of neural networks, we present a rigorous upper bound on the prediction error of physics-informed neural networks. This bound can be calculated without the knowledge of the true solution and only with a priori available information about the characteristics of the underlying dynamical system governed by a partial differential equation. We apply this a posteriori error bound exemplarily to four problems: the transport equation, the heat equation, the Navier-Stokes equation and the Klein-Gordon equation.

Abstract

We present a novel model-order reduction (MOR) method for linear time-invariant systems that preserves passivity and is thus suited for structure-preserving MOR for port-Hamiltonian (pH) systems. Our algorithm exploits the well-known spectral factorization of the Popov function by a solution of the Kalman–Yakubovich–Popov (KYP) inequality. It performs MOR directly on the spectral factor inheriting the original system’s sparsity enabling MOR in a large-scale context. Our analysis reveals that the spectral factorization corresponding to the minimal solution of an associated algebraic Riccati equation is preferable from a model reduction perspective and benefits pH-preserving MOR methods such as a modified version of the iterative rational Krylov algorithm (IRKA). Numerical examples demonstrate that our approach can produce high-fidelity reduced-order models close to (unstructured) $H_2$-optimal reduced-order models.

Abstract

We present a novel physics-informed system identification method to construct a passive linear time-invariant system. In more detail, for a given quadratic energy functional, measurements of the input, state, and output of a system in the time domain, we find a realization that approximates the data well while guaranteeing that the energy functional satisfies a dissipation inequality. To this end, we use the framework of port-Hamiltonian (pH) systems and modify the dynamic mode decomposition to be feasible for continuous-time pH systems. We propose an iterative numerical method to solve the corresponding least-squares minimization problem. We construct an effective initialization of the algorithm by studying the least-squares problem in a weighted norm, for which we present the analytical minimum-norm solution. The efficiency of the proposed method is demonstrated with several numerical examples.

Abstract

We introduce a semi-explicit time-stepping scheme of second order for linear poroelasticity satisfying a weak coupling condition. Here, semi-explicit means that the system, which needs to be solved in each step, decouples and hence improves the computational efficiency. The construction and the convergence proof are based on the connection to a differential equation with two time delays, namely one and two times the step size. Numerical experiments confirm the theoretical results and indicate the applicability to higher-order schemes.

Abstract

We discuss nonlinear model predictive control (MPC) for multi-body dynamics via physics-informed machine learning methods. In more detail, we use a physics-informed neural networks (PINNs)-based MPC to solve a tracking problem for a complex mechanical system, a multi-link manipulator. PINNs are a promising tool to approximate (partial) differential equations but are not suited for control tasks in their original form since they are not designed to handle variable control actions or variable initial values. We thus follow the strategy of Antonelo et al. (arXiv:2104.02556, 2021) by enhancing PINNs with adding control actions and initial conditions as additional network inputs. Subsequently, the high-dimensional input space is reduced via a sampling strategy and a zero-hold assumption. This strategy enables the controller design based on a PINN as an approximation of the underlying system dynamics. The additional benefit is that the sensitivities are easily computed via automatic differentiation, thus leading to efficient gradient-based algorithms for the underlying optimal control problem.

Abstract

We prove first-order convergence of the semi-explicit Euler scheme combined with a finite element discretization in space for elliptic-parabolic problems which are weakly coupled. This setting includes poroelasticity, thermoelasticity, as well as multiple-network models used in medical applications. The semi-explicit approach decouples the system such that each time step requires the solution of two small and well-structured linear systems rather than the solution of one large system. The decoupling improves the computational efficiency without decreasing the convergence rates. The presented convergence proof is based on an interpretation of the scheme as an implicit method applied to a constrained partial differential equation with delay term. Here, the delay time equals the used step size. This connection also allows a deeper understanding of the weak coupling condition, which we accomplish to quantify explicitly.

Abstract

Solutions of delay differential‐algebraic equations (DDAEs) may depend on derivatives and future evaluations of some of its equations. Structural analysis can be used to determine how often each equation needs to be differentiated and shifted. Unfortunately, these numbers are not always correct, such that a post‐processing step is required to validate the result. In this contribution, we present the first step towards a success check for DDAEs.

Abstract

We propose a new hyper-reduction method for a recently introduced nonlinear model reduction framework based on dynamically transformed basis functions and especially well-suited for transport-dominated systems. Furthermore, we discuss applying this new method to a wildland fire model whose dynamics feature traveling combustion waves and local ignition and is thus challenging for classical model reduction schemes based on linear subspaces. The new hyper-reduction framework allows us to construct parameter-dependent reduced-order models (ROMs) with efficient offline/online decomposition. The numerical experiments demonstrate that the ROMs obtained by the novel method outperform those obtained by a classical approach using the proper orthogonal decomposition and the discrete empirical interpolation method in terms of run time and accuracy.

Abstract

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 representation of the projection spaces can be computed iteratively using standard methods. We illustrate the analysis on three numerical examples.

Abstract

We study an optimization problem related to the approximation of given data by a linear combination of transformed modes. In the simplest case, the optimization problem reduces to a minimization problem well-studied in the context of proper orthogonal decomposition. Allowing transformed modes in the approximation renders this approach particularly useful to compress data with transported quantities, which are prevalent in many flow applications. We prove the existence of a solution to the infinite-dimensional optimization problem. Towards a numerical implementation, we compute the gradient of the cost functional and derive a suitable discretization in time and space. We demonstrate the theoretical findings with three challenging numerical examples.

Abstract

In this contribution, we apply a recently introduced nonlinear model reduction framework based on dynamically transformed modes to the linear wave equation with periodic boundary conditions. We demonstrate that under reasonable assumptions, the reduced‐order model can be evaluated efficiently. Consequently, we obtain that the state variables of the reduced‐order model are constant or linear functions with respect to time.

Abstract

We investigate an energy-based formulation of the two-field poroelasticity model and the related multiple-network model as they appear in the geosciences or medical applications. We propose a port-Hamiltonian formulation of the system equations, which is beneficial for preserving important system properties after discretization or model-order reduction. For this, we include the commonly omitted second-order term and consider the corresponding first-order formulation. The port-Hamiltonian formulation of the quasi-static case is then obtained by taking the formal limit. Further, we interpret the poroelastic equations as an interconnection of a network of submodels with internal energies, adding a control-theoretic understanding of the poroelastic equations.

Abstract

Dynamic mode decomposition (DMD) is a popular data-driven framework to extract linear dynamics from complex high-dimensional systems. In this work, we study the system identification properties of DMD. We first show that DMD is invariant under linear transformations in the image of the data matrix. If, in addition, the data is constructed from a linear time-invariant system, then we prove that DMD can recover the original dynamics under mild conditions. If the linear dynamics are discretized with a Runge-Kutta method, then we further classify the error of the DMD approximation and detail that for one-stage Runge-Kutta methods even the continuous dynamics can be recovered with DMD. A numerical example illustrates the theoretical findings.

Abstract

We present a novel model-order reduction (MOR) method for linear time-invariant systems that preserves passivity and is thus suited for structure-preserving MOR for port-Hamiltonian (pH) systems. Our algorithm exploits the well-known spectral factorization of the Popov function by a solution of the Kalman-Yakubovich-Popov (KYP) inequality. It performs MOR directly on the spectral factor inheriting the original system's sparsity enabling MOR in a large-scale context. Our analysis reveals that the spectral factorization corresponding to the minimal solution of an associated algebraic Riccati equation is preferable from a model reduction perspective and benefits pH-preserving MOR methods such as a modified version of the iterative rational Krylov algorithm (IRKA). Numerical examples demonstrate that our approach can produce high-fidelity reduced-order models close to (unstructured) $H_2$-optimal reduced-order models.

Abstract

We discuss nonlinear model predictive control (NMPC) for multi-body dynamics via physics-informed machine learning methods. Physics-informed neural networks (PINNs) are a promising tool to approximate (partial) differential equations. PINNs are not suited for control tasks in their original form since they are not designed to handle variable control actions or variable initial values. We thus present the idea of enhancing PINNs by adding control actions and initial conditions as additional network inputs. The high-dimensional input space is subsequently reduced via a sampling strategy and a zero-hold assumption. This strategy enables the controller design based on a PINN as an approximation of the underlying system dynamics. The additional benefit is that the sensitivities are easily computed via automatic differentiation, thus leading to efficient gradient-based algorithms. Finally, we present our results using our PINN-based MPC to solve a tracking problem for a complex mechanical system, a multi-link manipulator.

Abstract

We consider linear time‐invariant differential‐algebraic equations (DAEs). For high‐index DAEs, it is often the first step to perform an index reduction, which can be realized with a unimodular matrix. In this contribution, we illustrate the effect of unimodular transformations on initial trajectory problems associated with DAEs.

Abstract

Within the time integration of linear elliptic‐parabolic problems such as poroelasticity, large systems have to be solved in every time step. With a semi‐explicit approach, these systems decouple, leading to a remarkable speed‐up. This paper indicates that this idea can also be applied to nonlinear problems such as poroelasticity with nonlinear permeability. To see this, we consider a related toy problem.

Abstract

We present a graph-theoretical approach that can detect which equations of a delay differential-algebraic equation (DDAE) need to be differentiated or shifted to construct a solution of the DDAE. Our approach exploits the observation that differentiation and shifting are very similar from a structural point of view, which allows us to generalize the Pantelides algorithm for differential-algebraic equations to the DDAE setting. The primary tool for the extension is the introduction of equivalence classes in the graph of the DDAE, which also allows us to derive a necessary and sufficient criterion for the termination of the new algorithm.

Abstract

We investigate an energy-based formulation of the two-field poroelasticity model and the related multiple-network model as they appear in the geosciences or medical applications. We propose a port-Hamiltonian formulation of the system equations, which is beneficial for preserving important system properties after discretization or model-order reduction. For this, we include the commonly omitted second-order term and consider the corresponding first-order formulation. The port-Hamiltonian formulation of the quasi-static case is then obtained by taking the formal limit. Further, we interpret the poroelastic equations as an interconnection of a network of submodels with internal energies, adding a control-theoretic understanding of the poroelastic equations.

Abstract

Hybrid numerical-experimental testing is a standard approach for complex dynamical structures that are, on the one hand, not easy to model due to complexity and parameter uncertainty and, on the other hand, too expensive for full-scale experiments. The main idea is to subdivide the structure in a part that can be accurately simulated with numerical methods and an experimental component. The numerical simulation and the experiment are coupled in real-time by a so-called transfer system, which induces a time-delay into the system. In this paper, we study the solvability of the resulting hybrid numerical-experimental system, which is typically described by a set of nonlinear delay differential-algebraic equations, and extend existing results from the literature to this case.

Abstract

We study linear time-invariant delay differential-algebraic equations (DDAEs). Such equations can arise if a feedback controller is applied to a descriptor system and the controller requires some time to measure the state and to compute the feedback resulting in the time-delay. We present an existence and uniqueness result for DDAEs within the space of piecewise-smooth distributions and an algorithm to determine whether a DDAE is delay-regular.

Abstract

We present a framework for constructing a structured realization of a linear time-invariant dynamical system solely from a discrete sampling of an input and output trajectory of the system. We estimate the transfer function of the original model at selected frequencies using a modification of the empirical transfer function estimation that was recently presented in Peherstorfer, Gugercin, Willcox, SIAM J.~Sci.~Comput., 39(5):2152--2178, 2017. Our realization interpolates the transfer function estimates and can be seen as a generalization of the Loewner framework to structured systems. We demonstrate the presented framework by means of a delay example.

Abstract

Kolmogorov n-widths and Hankel singular values are two commonly used concepts in model reduction. Here, we show that for the special case of linear time-invariant (LTI) dynamical systems, these two concepts are directly connected. More specifically, the greedy search applied to the Hankel operator of an LTI system resembles the minimizing subspace for the Kolmogorov n-width and the Kolmogorov n-width of an LTI system equals its (n +þinspace1)st Hankel singular value once the subspaces are appropriately defined. We also establish a lower bound for the Kolmorogov n-width for parametric LTI systems and illustrate that the method of active subspaces can be viewed as the dual concept to the minimizing subspace for the Kolmogorov n-width.

Abstract

We present a framework for constructing structured realizations of linear dynamical systems having transfer functions of the form $C(\sum_k=1^K h_k(s)A_k)^-1B$ where $h_1, h_2, łdots, h_K$ are prescribed functions that specify the surmised structure of the model. Our construction is data-driven in the sense that an interpolant is derived entirely from measurements of a transfer function. Our approach extends the Loewner realization framework to a more general system structure that includes second-order (and higher) systems as well as systems with internal delays. Numerical examples demonstrate the advantages of this approach.

Abstract

We introduce a novel model order reduction method for large-scale linear switched systems (LSS) where the coefficient matrices are affected by a low-rank switching. The key idea is to replace the LSS by a non-switched system with extended input and output vectors - called the envelope system - which is able to reproduce the dynamical behavior of the original LSS by applying a certain feedback law. The envelope system can be reduced using standard model order reduction schemes and then transformed back to an LSS. Furthermore, we present an upper bound for the output error of the reduced-order LSS and show how to preserve quadratic Lyapunov stability. The approach is tested by means of various numerical examples demonstrating the efficacy of the presented method.

Abstract

We present a data-driven realization for systems with delay, which generalizes the Loewner framework. The realization is obtained with low computational cost directly from measured data of the transfer function. The internal delay is estimated by solving a least-square optimization over some sample data. Our approach is validated by several examples, which indicate the need for preserving the delay structure in the reduced model.

Abstract

Recently in Gu (2011), Comput. Des. Integr. Circuits Syst., 30(9):1207--1320 a procedure was presented that allows to reformulate nonlinear ordinary differential equations in a way that all the nonlinearities become polynomial on the cost of increasing the dimension of the system. We generalize this procedure (called `polynomialization') to systems of differential-algebraic equations (DAEs). In particular, we show that if the original nonlinear DAE is regular and strangeness-free (i.\,e., it has differentiation index one) then this property is preserved by the polynomial representation. For systems which are not strangeness-free, i.\,e., where the solution depends on derivatives of the coefficients and inhomogeneities, we also show that the index is preserved for arbitrary strangeness index. However, to avoid ill-conditioning in the representation one should first perform an index reduction on the nonlinear system and then construct the polynomial representations. Although the analytical properties of the polynomial reformulation are very appealing, care has to be given to the numerical integration of the reformulated system due to additional errors. We illustrate our findings with several examples.