Nonlinear Balanced Truncation: Part 2 -- Model Reduction on Manifolds

Abstract

Nonlinear balanced truncation is a model order reduction technique that reduces the dimension of nonlinear systems in a manner that accounts for either open- or closed-loop observability and controllability aspects of the system. Two computational challenges have so far prevented its deployment on large-scale systems: (a) the energy functions required for characterization of controllability and observability are solutions of high-dimensional Hamilton-Jacobi-(Bellman) equations, which have been computationally intractable and (b) the transformations to construct the reduced-order models (ROMs) are potentially ill-conditioned and the resulting ROMs are difficult to simulate on the nonlinear balanced manifolds. Part~1 of this two-part article addressed challenge (a) via a scalable tensor-based method to solve for polynomial approximations of the open- and closed-loop energy functions. This article, (Part~2), addresses challenge (b) by presenting a novel and scalable method to reduce the dimensionality of the full-order model via model reduction on polynomially-nonlinear balanced manifolds. The associated nonlinear state transformation simultaneously 'diagonalizes' relevant energy functions in the new coordinates. Since this nonlinear balancing transformation can be ill-conditioned and expensive to evaluate, inspired by the linear case we develop a computationally efficient balance-and-reduce strategy, resulting in a scalable and better conditioned truncated transformation to produce balanced nonlinear ROMs. The algorithm is demonstrated on a semi-discretized partial differential equation, namely Burgers equation, which illustrates that higher-degree transformations can improve the accuracy of ROM outputs.