arXiv subjects

Peter Benner

Publications and source records attributed to Peter Benner.

At least 109 records · Page 6Linked to original sources

arXiv2021

Fast A Posteriori State Error Estimation for Reliable Frequency Sweeping in Microwave Circuits via the Reduced-Basis Method

We develop a compact, reliable model order reduction approach for fast frequency sweeps in microwave circuits by means of the reduced-basis method. Contrary to what has been previously done, special emphasis is placed on certifying the accuracy of the reduced-order model with respect to the original full-order model in an effective and efficient way. Previous works on model order reduction accuracy certification rely on costly $\textit{a posteriori}$ error estimators, which typically require expensive $\textit{inf-sup}$ constant evaluations of the underlying full-order model. This scenario is often too time-consuming and unaffordable in electromagnetic applications. As a result, less expensive and heuristic error estimators are commonly used instead. Very often, one is interested in knowing about the full state vector, instead of just some output quantities derived from the full state. Therefore, error estimators for the full state vector become relevant. In this work, we detail the frequency behavior of both the electric field and the state error when an approximation to the electric field solution is carried out. Both field quantities share the same frequency behavior. Based on this observation, we focus on the efficient estimation of the electric field state error and propose a fast evaluation of the reduced-order model state error in the frequency band of analysis, minimizing the number of full-order model evaluations. This methodology is of paramount importance to carry out a reliable fast frequency sweep in microwave circuits. Finally, real-life applications will illustrate the capabilities and efficiency of the proposed approach.

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arXiv2021

Palindromic linearization and numerical solution of nonsymmetric algebraic T-Riccati equations

We identify a relationship between the solutions of a nonsymmetric algebraic T-Riccati equation (T-NARE) and the deflating subspaces of a palindromic matrix pencil, obtained by arranging the coefficients of the T-NARE. The interplay between T-NARE and palindromic pencils allows one to derive both theoretical properties of the solutions of the equation, and new methods for its numerical solution. In particular, we propose methods based on the (palindromic) QZ algorithm and the doubling algorithm, whose effectiveness is demonstrated by several numerical tests

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arXiv2021

Robust output-feedback stabilization for incompressible flows using low-dimensional $\mathcal{H}_{\infty}$-controllers

Output-based controllers are known to be fragile with respect to model uncertainties. The standard $\mathcal{H}_{\infty}$-control theory provides a general approach to robust controller design based on the solution of the $\mathcal{H}_{\infty}$-Riccati equations. In view of stabilizing incompressible flows in simulations, two major challenges have to be addressed: the high-dimensional nature of the spatially discretized model and the differential-algebraic structure that comes with the incompressibility constraint. This work demonstrates the synthesis of low-dimensional robust controllers with guaranteed robustness margins for the stabilization of incompressible flow problems. The performance and the robustness of the reduced-order controller with respect to linearization and model reduction errors are investigated and illustrated in numerical examples.

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arXiv2021

A Training Set Subsampling Strategy for the Reduced Basis Method

We present a subsampling strategy for the offline stage of the Reduced Basis Method. The approach is aimed at bringing down the considerable offline costs associated with using a finely-sampled training set. The proposed algorithm exploits the potential of the pivoted QR decomposition and the discrete empirical interpolation method to identify important parameter samples. It consists of two stages. In the first stage, we construct a low-fidelity approximation to the solution manifold over a fine training set. Then, for the available low-fidelity snapshots of the output variable, we apply the pivoted QR decomposition or the discrete empirical interpolation method to identify a set of sparse sampling locations in the parameter domain. These points reveal the structure of the parametric dependence of the output variable. The second stage proceeds with a subsampled training set containing a by far smaller number of parameters than the initial training set. Different subsampling strategies inspired from recent variants of the empirical interpolation method are also considered. Tests on benchmark examples justify the new approach and show its potential to substantially speed up the offline stage of the Reduced Basis Method, while generating reliable reduced-order models.

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arXiv2021

Learning Dynamics from Noisy Measurements using Deep Learning with a Runge-Kutta Constraint

Measurement noise is an integral part while collecting data of a physical process. Thus, noise removal is a necessary step to draw conclusions from these data, and it often becomes quite essential to construct dynamical models using these data. We discuss a methodology to learn differential equation(s) using noisy and sparsely sampled measurements. In our methodology, the main innovation can be seen in of integration of deep neural networks with a classical numerical integration method. Precisely, we aim at learning a neural network that implicitly represents the data and an additional neural network that models the vector fields of the dependent variables. We combine these two networks by enforcing the constraint that the data at the next time-steps can be given by following a numerical integration scheme such as the fourth-order Runge-Kutta scheme. The proposed framework to learn a model predicting the vector field is highly effective under noisy measurements. The approach can handle scenarios where dependent variables are not available at the same temporal grid. We demonstrate the effectiveness of the proposed method to learning models using data obtained from various differential equations. The proposed approach provides a promising methodology to learn dynamic models, where the first-principle understanding remains opaque.

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arXiv2021

Learning reduced order models from data for hyperbolic PDEs

Given a set of solution snapshots of a hyperbolic PDE, we are interested in learning a reduced order model (ROM). To this end, we propose a novel decompose then learn approach. We decompose the solution by expressing it as a composition of a transformed solution and a de-transformer. Our idea is to learn a ROM for both these objects, which, unlike the solution, are well approximable in a linear reduced space. A ROM for the (untransformed) solution is then recovered via a recomposition. The transformed solution results from composing the solution with a spatial transform that aligns the spatial discontinuities. Furthermore, the de-transformer is the inverse of the spatial transform and lets us recover a ROM for the solution. We consider an image registration technique to compute the spatial transform, and to learn a ROM, we resort to the dynamic mode decomposition (DMD) methodology. Several benchmark problems demonstrate the effectiveness our method in representing the data and as a predictive tool.

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arXiv2021

Parallel Algorithms for Tensor Train Arithmetic

We present efficient and scalable parallel algorithms for performing mathematical operations for low-rank tensors represented in the tensor train (TT) format. We consider algorithms for addition, elementwise multiplication, computing norms and inner products, orthogonalization, and rounding (rank truncation). These are the kernel operations for applications such as iterative Krylov solvers that exploit the TT structure. The parallel algorithms are designed for distributed-memory computation, and we use a data distribution and strategy that parallelizes computations for individual cores within the TT format. We analyze the computation and communication costs of the proposed algorithms to show their scalability, and we present numerical experiments that demonstrate their efficiency on both shared-memory and distributed-memory parallel systems. For example, we observe better single-core performance than the existing MATLAB TT-Toolbox in rounding a 2GB TT tensor, and our implementation achieves a $34\times$ speedup using all 40 cores of a single node. We also show nearly linear parallel scaling on larger TT tensors up to over 10,000 cores for all mathematical operations.

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arXiv2021

Next-Gen Gas Network Simulation

To overcome many-query optimization, control, or uncertainty quantification work loads in reliable gas and energy network operations, model order reduction is the mathematical technology of choice. To this end, we enhance the model, solver and reductor components of the "morgen" platform, introduced in Himpe et al [J.~Math.~Ind. 11:13, 2021], and conclude with a mathematically, numerically and computationally favorable model-solver-reductor ensemble.

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arXiv2021

Efficient Structure-preserving Support Tensor Train Machine

An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality for high dimensional data and the loss of structure when vectorizing the data motivates the use of tailored low-rank tensor classification methods. In the presence of small amounts of training data, kernel methods offer an attractive choice as they provide the possibility for a nonlinear decision boundary. We develop the Tensor Train Multi-way Multi-level Kernel (TT-MMK), which combines the simplicity of the Canonical Polyadic decomposition, the classification power of the Dual Structure-preserving Support Vector Machine, and the reliability of the Tensor Train (TT) approximation. We show by experiments that the TT-MMK method is usually more reliable computationally, less sensitive to tuning parameters, and gives higher prediction accuracy in the SVM classification when benchmarked against other state-of-the-art techniques.

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arXiv2021

A Greedy Data Collection Scheme For Linear Dynamical Systems

Mathematical models are essential to analyze and understand the dynamics of complex systems. Recently, data-driven methodologies have got a lot of attention which is leveraged by advancements in sensor technology. However, the quality of obtained data plays a vital role in learning a good and reliable model. Therefore, in this paper, we propose an efficient heuristic methodology to collect data both in the frequency domain and time-domain, aiming at the best possible information gain from limited experimental data. The efficiency of the proposed methodology is illustrated by means of several examples, and also, its robustness in the presence of noisy data is shown.

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arXiv2021

Model Order Reduction for Gas and Energy Networks

To counter the volatile nature of renewable energy sources, gas networks take a vital role. But, to ensure fulfillment of contracts under these circumstances, a vast number of possible scenarios, incorporating uncertain supply and demand, has to be simulated ahead of time. This many-query gas network simulation task can be accelerated by model reduction, yet, large-scale, nonlinear, parametric, hyperbolic partial differential(-algebraic) equation systems, modeling natural gas transport, are a challenging application for model order reduction algorithms. For this industrial application, we bring together the scientific computing topics of: mathematical modeling of gas transport networks, numerical simulation of hyperbolic partial differential equation, and parametric model reduction for nonlinear systems. This research resulted in the "morgen" (Model Order Reduction for Gas and Energy Networks) software platform, which enables modular testing of various combinations of models, solvers, and model reduction methods. In this work we present the theoretical background on systemic modeling and structured, data-driven, system-theoretic model reduction for gas networks, as well as the implementation of "morgen" and associated numerical experiments testing model reduction adapted to gas network models.

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arXiv2021

Multivariate moment matching for model order reduction of quadratic-bilinear systems using error bounds

We propose an adaptive moment-matching framework for model order reduction of quadratic-bilinear descriptor systems. In this framework, an important issue is the selection of those shift frequencies where moment-matching is to be achieved. Often, the choice is random or linked to the linear part of the nonlinear system. In this paper, we extend the use of an existing a posteriori error bound for general linear time invariant systems to quadratic-bilinear systems and develop a greedy-type framework to select a good choice of interpolation points for the construction of the projection matrices. The results are compared with standard quadratic-bilinear projection methods and we observe that the approximations obtained by the proposed method yield high accuracy.

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arXiv2021

Discovery of Nonlinear Dynamical Systems using a Runge-Kutta Inspired Dictionary-based Sparse Regression Approach

Discovering dynamical models to describe underlying dynamical behavior is essential to draw decisive conclusions and engineering studies, e.g., optimizing a process. Experimental data availability notwithstanding has increased significantly, but interpretable and explainable models in science and engineering yet remain incomprehensible. In this work, we blend machine learning and dictionary-based learning with numerical analysis tools to discover governing differential equations from noisy and sparsely-sampled measurement data. We utilize the fact that given a dictionary containing huge candidate nonlinear functions, dynamical models can often be described by a few appropriately chosen candidates. As a result, we obtain interpretable and parsimonious models which are prone to generalize better beyond the sampling regime. Additionally, we integrate a numerical integration framework with dictionary learning that yields differential equations without requiring or approximating derivative information at any stage. Hence, it is utterly effective in corrupted and sparsely-sampled data. We discuss its extension to governing equations, containing rational nonlinearities that typically appear in biological networks. Moreover, we generalized the method to governing equations that are subject to parameter variations and externally controlled inputs. We demonstrate the efficiency of the method to discover a number of diverse differential equations using noisy measurements, including a model describing neural dynamics, chaotic Lorenz model, Michaelis-Menten Kinetics, and a parameterized Hopf normal form.

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arXiv2021

Data-Driven Model Order Reduction for Problems with Parameter-Dependent Jump-Discontinuities

We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore, are challenging for standard MOR techniques. We build upon the methodology of approximating the map between the parameter domain and the expansion coefficients of the reduced basis via regression. The online stage queries the regression model for the expansion coefficients and recovers a reduced approximation for the solution. We propose to apply this technique to a transformed solution that results from composing the solution with a spatial transform. Unlike the (untransformed) solution, it is sufficiently regular along the parameter domain and thus, is well-approximable in a low-dimensional linear space. To recover an approximation for the (untransformed) solution, we propose an online efficient regression-based technique that approximates the inverse of the spatial transform. Our method features a decoupled online and offline stage, and benchmark problems involving hyperbolic and parabolic equations demonstrate its effectiveness.

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arXiv2021

Stable and Efficient Computation of Generalized Polar Decompositions

We present methods for computing the generalized polar decomposition of a matrix based on the dynamically weighted Halley (DWH) iteration. This method is well established for computing the standard polar decomposition. A stable implementation is available, where matrix inversion is avoided and QR decompositions are used instead. We establish a natural generalization of this approach for computing generalized polar decompositions with respect to signature matrices. Again the inverse can be avoided by using a generalized QR decomposition called hyperbolic QR decomposition. However, this decomposition does not show the same favorable stability properties as its orthogonal counterpart. We overcome the numerical difficulties by generalizing the CholeskyQR2 method. This method computes the standard QR decomposition in a stable way via two successive Cholesky factorizations. An even better numerical stability is achieved by employing permuted graph bases, yielding residuals of order $10^{-14}$ even for badly conditioned matrices, where other methods fail.

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arXiv2021

LQResNet: A Deep Neural Network Architecture for Learning Dynamic Processes

Mathematical modeling is an essential step, for example, to analyze the transient behavior of a dynamical process and to perform engineering studies such as optimization and control. With the help of first-principles and expert knowledge, a dynamic model can be built, but for complex dynamic processes, appearing, e.g., in biology, chemical plants, neuroscience, financial markets, this often remains an onerous task. Hence, data-driven modeling of the dynamics process becomes an attractive choice and is supported by the rapid advancement in sensor and measurement technology. A data-driven approach, namely operator inference framework, models a dynamic process, where a particular structure of the nonlinear term is assumed. In this work, we suggest combining the operator inference with certain deep neural network approaches to infer the unknown nonlinear dynamics of the system. The approach uses recent advancements in deep learning and possible prior knowledge of the process if possible. We also briefly discuss several extensions and advantages of the proposed methodology. We demonstrate that the proposed methodology accomplishes the desired tasks for dynamics processes encountered in neural dynamics and the glycolytic oscillator.

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arXiv2021

Reduced basis method for the nonlinear Poisson-Boltzmann equation regularized by the range-separated canonical tensor format

The Poisson-Boltzmann equation (PBE) is a fundamental implicit solvent continuum model for calculating the electrostatic potential of large ionic solvated biomolecules. However, its numerical solution encounters severe challenges arising from its strong singularity and nonlinearity. In [1,2], the effect of strong singularities was eliminated by applying the range-separated (RS) canonical tensor format [3,4] to construct a solution decomposition scheme for the PBE. The RS tensor format allows to derive a smooth approximation to the Dirac delta distribution in order to obtain a regularized PBE (RPBE) model. However, solving the RPBE is still computationally demanding due to its high dimension $\mathcal{N}$, where $\mathcal{N}$ is always in the millions. In this study, we propose to apply the reduced basis method (RBM) and the (discrete) empirical interpolation method ((D)EIM) to the RPBE in order to construct a reduced order model (ROM) of low dimension $N \ll \mathcal{N}$, whose solution accurately approximates the nonlinear RPBE. The long-range potential can be obtained by lifting the ROM solution back to the $\mathcal{N}$-space while the short-range potential is directly precomputed analytically, thanks to the RS tensor format. The sum of both provides the total electrostatic potential. The main computational benefit is the avoidance of computing the numerical approximation of the singular electrostatic potential. We demonstrate in the numerical experiments, the accuracy and efficacy of the reduced basis (RB) approximation to the nonlinear RPBE (NRPBE) solution and the corresponding computational savings over the classical nonlinear PBE (NPBE) as well as over the RBM being applied to the classical NPBE.

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arXiv2020

Operator Inference and Physics-Informed Learning of Low-Dimensional Models for Incompressible Flows

Reduced-order modeling has a long tradition in computational fluid dynamics. The ever-increasing significance of data for the synthesis of low-order models is well reflected in the recent successes of data-driven approaches such as Dynamic Mode Decomposition and Operator Inference. With this work, we suggest a new approach to learning structured low-order models for incompressible flow from data that can be used for engineering studies such as control, optimization, and simulation. To that end, we utilize the intrinsic structure of the Navier-Stokes equations for incompressible flows and show that learning dynamics of the velocity and pressure can be decoupled, thus leading to an efficient operator inference approach for learning the underlying dynamics of incompressible flows. Furthermore, we show the operator inference performance in learning low-order models using two benchmark problems and compare with an intrusive method, namely proper orthogonal decomposition, and other data-driven approaches.

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