Searcharxiv⌕ Search

arXiv subjects

Birgit Jacob

Publications and source records attributed to Birgit Jacob.

At least 37 records · Page 2Linked to original sources
arXiv2024

Index concepts for linear differential-algebraic equations in finite and infinite dimensions

Different index concepts for linear differential-algebraic equations are defined in the general Banach space setting, and compared. For regular finite-dimensional linear differential-algebraic equations, all these indices exist and are equivalent. For infinite-dimensional systems, the situation is more complex. It is proven that although some indices imply others, in general they are not equivalent. The situation is illustrated with a number of examples.

math.DS↗
arXiv2023

Data-driven adjoint-based calibration of port-Hamiltonian systems in time domain

We present a gradient-based identification algorithm to identify the system matrices of a linear port-Hamiltonian system from given input-output time data. Aiming for a direct structure-preserving approach, we employ techniques from optimal control with ordinary differential equations and define a constrained optimization problem. The input-to-state stability is discussed which is the key step towards the existence of optimal controls. Further, we derive the first-order optimality system taking into account the port-Hamiltonian structure. Indeed, the proposed method preserves the skew-symmetry and positive (semi)-definiteness of the system matrices throughout the optimization iterations. Numerical results with perturbed and unperturbed synthetic data, as well as an example from the PHS benchmark collection demonstrate the feasibility of the approach.

math.OC↗
arXiv2023

Infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial domain: An Introduction

We provide an introduction to infinite-dimensional port-Hamiltonian systems. As this research field is quite rich, we restrict ourselves to the class of infinite-dimensional linear port-Hamiltonian systems on a one-dimensional spatial domainand we will focus on topics such as Dirac structures, well-posedness, stability and stabilizability, Riesz-bases and dissipativity. We combine the abstract operator theoretic approach with the more physical approach based on Hamiltonians. This enables us to derive easy verifiable conditions for well-posedness and stability.

math.AP↗
arXiv2023

Computing the Quadratic Numerical Range

A novel algorithm for the computation of the quadratic numerical range is presented and exemplified yielding much better results in less time compared to the random vector sampling method. Furthermore, a bound on the probability for the random vector sampling method to produce a point exceeding a neighborhood of the expectation value in dependence on norm and size of the matrix is given.

math.NA↗
arXiv2023

Erratum and original of Port-Hamiltonian structure of interacting particle systems and its mean-field limit

We derive a minimal port-Hamiltonian formulation of a general class of interacting particle systems driven by alignment and potential-based force dynamics which include the Cucker-Smale model with potential interaction and the second order Kuramoto model. The port-Hamiltonian structure allows to characterize conserved quantities such as Casimir functions as well as the long-time behaviour using a LaSalle-type argument on the particle level. It is then shown that the port-Hamiltonian structure is preserved in the mean-field limit and an analogue of the LaSalle invariance principle is studied in the space of probability measures equipped with the 2-Wasserstein-metric. The results on the particle and mean-field limit yield a new perspective on uniform stability of general interacting particle systems. Moreover, as the minimal port-Hamiltonian formulation is closed we identify the ports of the subsystems which admit generalized mass-spring-damper structure modelling the binary interaction of two particles. Using the information of ports we discuss the coupling of difference species in a port-Hamiltonian preserving manner. The erratum corrects an error in our paper on the port-Hamiltonian structure of interacting particle systems. While convergence of the gradient of the Hamiltonian remains valid under the original assumptions, relative compactness of the system trajectories in the 2-Wasserstein space does not hold without an additional attractivity assumption on the binary interaction force. We provide a proof for the convergence of the gradient of the Hamiltonian based on Barbalat Lemma. A counterexample is given for the relative compactness of the system trajectories for repulsive binary interactions. In the case of short-range repulsion and long-range attraction we show several numerical studies that underpin our conjecture of relatively compact trajectories.

math.AP↗
arXiv2023

Structure-preserving identification of port-Hamiltonian systems -- a sensitivity-based approach

We present a gradient-based calibration algorithm to identify a port-Hamiltonian system from given time-domain input-output data. The gradient is computed with the help of sensitivities and the algorithm is tailored such that the structure of the system matrices of the port-Hamiltonian system (skew-symmetry and positive semi-definiteness) is preserved in each iteration of the algorithm. As we only require input-output data, we need to calibrate the initial condition of the internal state of the port-Hamiltonian system as well. Numerical results with synthetic data show the feasibility of the approach.

math.NA↗
arXiv2023

Port-Hamiltonian Systems Modelling in Electrical Engineering

The port-Hamiltonian modelling framework allows for models that preserve essential physical properties such as energy conservation or dissipative inequalities. If all subsystems are modelled as port-Hamiltonian systems and the inputs are related to the output in a linear manner, the overall system can be modelled as a port-Hamiltonian system (PHS), too, which preserves the properties of the underlying subsystems. If the coupling is given by a skew-symmetric matrix, as usual in many applications, the overall system can be easily derived from the subsystems without the need of introducing dummy variables and therefore artificially increasing the complexity of the system. Hence the PHS framework is especially suitable for modelling multi-physical systems. In this paper, we show that port-Hamiltonian systems are a natural generalization of Hamiltonian systems, define coupled port-Hamiltonian systems as ordinary and differential-algebraic equations. To highlight the suitability for electrical engineering applications, we derive PHS models for MNA network equations, electromagnetic devices and coupled systems thereof.

math.NA↗
arXiv2022

On Coercivity and the Frequency Domain Condition in Indefinite LQ-Control

We introduce a coercivity condition as a time domain analogue of the frequency criterion provided by the famous Kalman-Yakubovich-Popov lemma. For a simple stochastic linear quadratic control problem we show how the coercivity condition characterizes the solvability of Riccati equations.

math.OC↗
arXiv2022

Operator Splitting Based Dynamic Iteration for Linear Port-Hamiltonian Systems

A dynamic iteration scheme for linear differential-algebraic port-Hamil\-tonian systems based on Lions-Mercier-type operator splitting methods is developed. The dynamic iteration is monotone in the sense that the error is decreasing and no stability conditions are required. The developed iteration scheme is even new for linear port-Hamiltonian systems. The obtained algorithm is applied to multibody systems and electrical networks.

math.NA↗
arXiv2022

Characterization of Orlicz admissibility

In this note we extend two characterizations of admissible operators with respect to $\mathrm{L}^p$ to more general Orlicz spaces. The equivalent conditions are given by the property that an associated operator generates a strongly continuous semigroup and in terms of a resolvent estimate.

math.FA↗
arXiv2022

On exponential splitting methods for semilinear abstract Cauchy problems

Due to the seminal works of Hochbruck and Ostermann exponential splittings are well established numerical methods utilizing operator semigroup theory for the treatment of semilinear evolution equations whose principal linear part involves a sectorial operator with angle greater than $π/2$ (meaning essentially the holomorphy of the underlying semigroup). The present paper contributes to this subject by relaxing on the sectoriality condition, but in turn requiring that the semigroup operators act consistently on an interpolation couple (or on a scale of Banach spaces). Our conditions (on the semigroup and on the semilinearity) are inspired by the approach of T. Kato to the local solvability of the Navier-Stokes equation, where the $L^p-L^r$ smoothing of the Stokes semigroup was fundamental. The present abstract operator theoretic result is applicable for this latter problem (as was already the result of Ostermann and Hochbruck), or more generally in the setting of holomorphic semigroups, but also allows the consideration of examples, such as non-analytic Ornstein-Uhlenbeck semigroups or the Navier-Stokes flow around rotating bodies.

math.FA↗
arXiv2022

On solvability of dissipative partial differential-algebraic equations

In this article we investigate the solvability of infinite-dimensional differential algebraic equations. Such equations often arise as partial differential-algebraic equations (PDAEs). A decomposition of the state-space that leads to an extension of the Hille-Yosida Theorem on Hilbert spaces for these equations is described. For dissipative partial differential equations the famous Lumer-Phillips generation theorem characterizes solvability and also boundedness of the associated semigroup. An extension of the Lumer-Phillips generation theorem to dissipative differential-algebraic equations is given. The results is illustrated by coupled systems and the Dzektser equation.

math.FA↗
arXiv2021

Laplace-Carleson embeddings and infinity-norm admissibility

A full characterization of the boundedness of Laplace--Carleson embeddings on $L^\infty$ is provided, in terms of the Carleson intensity of the respective measure and of a suitable weighted Berezin transform of the measure. Moreover, boundedness results, and in some cases full characterizations of boundedness, are proved for a large class of Orlicz spaces. These findings are crucial for characterizing admissibility of control operators for linear diagonal semigroup systems in a variety of contexts. A particular focus is laid on essentially bounded inputs.

math.FA↗
arXiv2021

A refinement of Baillon's theorem on maximal regularity

By Baillon's result, it is known that maximal regularity with respect to the space of continuous functions is rare; it implies that either the involved semigroup generator is a bounded operator or the considered space contains $c_{0}$. We show that the latter alternative can be excluded under a refined condition resembling maximal regularity with respect to $\mathrm{L}^{\infty}$.

math.FA↗
arXiv2021

Observability for port-Hamiltonian systems

The class of port-Hamiltonian systems incorporates many physical models, such as mechanical systems in the finite-dimensional case and wave and beam equations in the infinite-dimensional case. In this paper we study a subclass of linear first order port-Hamiltonian systems. These systems are exactly observable when the energy is not dissipated internally and when sufficient observations are made at the boundary. In this article we study the observability properties for these systems when internal dissipation of energy is possible. We cannot show the exact observability, but we do show that the Hautus test is satisfied. In general, the Hautus test is weaker than exact observability, but stronger than approximate observability. Hence we conclude that these systems are approximately observable.

math.OC↗
arXiv2021

Stability of the multidimensional wave equation in port-Hamiltonian modelling

We investigate the stability of the wave equation with spatial dependent coefficients on a bounded multidimensional domain. The system is stabilized via a scattering passive feedback law. We formulate the wave equation in a port-Hamiltonian fashion and show that the system is semi-uniform stable, which is a stability concept between exponential stability and strong stability. Hence, this also implies strong stability of the system. In particular, classical solutions are uniformly stable. This will be achieved by showing that the spectrum of the port-Hamiltonian operator is contained in the left half plane $\mathbb{C}_{-}$ and the port-Hamiltonian operator generates a contraction semigroup. Moreover, we show that the spectrum consists of eigenvalues only and the port-Hamiltonian operator has a compact resolvent.

math.FA↗