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Volker Mehrmann

Publications and source records attributed to Volker Mehrmann.

At least 19 recordsLinked to original sources

Dissipative Hamiltonian representations of linear evolution equations

We investigate explicit and implicit dissipative Hamiltonian representations of generators of strongly continuous semigroups on real or complex Hilbert spaces. For a prescribed positive definite selfadjoint energy operator $H$ satisfying $\operatorname{dom}(A)\subset\operatorname{dom}(H)$, we show that the Lyapunov dissipation inequality is equivalent to an exact factorization $A=DH$, where $D$ can be chosen maximally dissipative. For bounded $H$, the criterion also yields an implicit representation. We further study energy constructions based on closed intertwiners and output trajectories, distinguishing contractive energy-space dynamics from operator factorizations on the original state space. Examples illustrate the roles of noncoercivity, unboundedness, and domain compatibility.

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Nonlinear differential-algebraic systems with dissipative port-Hamiltonian structure

Different representations of nonlinear dissipative Hamiltonian and port-Hamiltonian (pH) differential-algebraic equations (DAE) systems are derived and compared. Using global geometric and algebraic points of view, including singular Lagrange and Dirac structures, as well as Morse families and their skew counterparts, constraints are incorporated in the models. The results are illustrated specifically with constrained mechanical systems using kinematic and geometric constraints. The relation between the different representations is studied and in particular the conversion of Lagrange into Dirac algebraic constraints and vice versa is discussed. To incorporate dissipation also maximally monotone structures are studied.

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Mathematical modeling, simulation and optimization via (port-Hamiltonian) differential-algebraic equations

Differential-algebraic equations (DAEs) present a ubiquitous model class in the automated modeling, simulation, control and optimization of complex finite or infinite dimensional dynamical systems, in particular in the construction of digital twins. When combined with adequate space and time discretization methods they present the work-horse of developments in many engineering domains. However, this approach comes with certain challenges for the numerical methods and in particular in the coupling of systems from different physical domains with different scales or regularity requirements. We survey the modeling with DAEs and address how to overcome some of the challenges via the framework of port-Hamiltonian differential-algebraic systems (pHDAEs) and their simulation and optimization with space-time-model adaptive methods.

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Structure-preserving deflation of critical eigenvalues in quadratic eigenvalue problems associated with damped mass-spring systems

For a quadratic matrix polynomial associated with a damped mass-spring system there are three types of critical eigenvalues, the eigenvalues $\infty$ and $0$ and the eigenvalues on the imaginary axis. All these are on the boundary of the set of (robustly) stable eigenvalues. For numerical methods, but also for (robust) stability analysis, it is desirable to deflate such eigenvalues by projecting the matrix polynomial to a lower dimensional subspace before computing the other eigenvalues and eigenvectors. We describe structure-preserving deflation strategies that deflate these eigenvalues via a trimmed structure-preserving linearization. We employ these results for the special case of hyperbolic problems. We also analyze the effect of a (possibly low rank) parametric damping matrix on purely imaginary eigenvalues.

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Computation of structured stability radii for Dissipative-Hamiltonian systems

We study linear time-invariant Dissipative Hamiltonian (DH) systems arising in energy-based modeling of dynamical systems. An advantage of DH systems is that they are always stable due to the structure of their coefficient matrices, and, under further weak conditions, even asymptotically stable. In this paper, we discuss the computation of the stability radii for a given asymptotically stable DH system; i.e., the smallest structured perturbation that puts a DH system on the boundary of the region of asymptotic stability, so that it has purely imaginary eigenvalues. We obtain explicit computable formulas for various structured stability radii. For this, the problem of computing stability radii is reformulated in terms of minimizing the Rayleigh quotient of a Hermitian matrix or the sum of two generalized Rayleigh quotients of Hermitian semidefinite matrices. This reformulation results in the problem of minimizing the largest eigenvalue of an eigenvector-dependent Hermitian matrix or minimizing the smallest eigenvalue of a Hermitian matrix which depends on the eigenvector. It is also demonstrated (via numerical experiments) that, under structure-preserving perturbations, the asymptotic stability of a DH system is much more robust than under general perturbations, since the distance to instability is typically much larger when structure-preserving perturbations are considered. Finally, similar results are obtained for optimally robust representations of stable systems.

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Multilayer approximate nullspace methods for saddle point systems

We propose a new class of multi-layer iterative schemes for solving sparse linear systems in saddle point structure. The new scheme consist of an iterative preconditioner that is based on the (approximate) nullspace method, combined with an iterative least squares approach and an iterative projection method. We present a theoretical analysis and demonstrate the effectiveness and robustness of the new scheme on sparse matrices from various applications.

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Connection of hypocoercivity and hypocontractivity via the Cayley transform

The concepts of hypocoercivity and hypocontractivity and their relationship are studied for semi-dissipative continuous-time and discrete-time evolution equations in a Hilbert space setting. New proofs for the characterization of the short-time decay of the solution from the initial value are presented, that in particular characterize the constants in the leading terms of the solution when expanded in time. Maximally coercive/contractive representations of hypocoercive and hypocontractive semi-dissipative systems are presented, as well as the effect of different representations on the error estimates for the numerical solution.

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Port-Hamiltonian Realizations of Nonminimal Linear Time Invariant Systems

Numerical methods for developing port-Hamiltonian representations of general linear time-invariant systems are studied. The approach extends previous port-Hamiltonian characterizations to include the general non-minimal case and the case where the feedthrough term fails to have an invertible symmetric part. The resulting construction is able to identify infeasibility when the system fails to be port-Hamiltonian, and allows for the incorporation of perturbations in order to arrive at a nearby port-Hamiltonian system. Results are illustrated via numerical examples.

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Regularization of Port-Hamiltonian Descriptor Systems

We study the regularization problem for port-Hamiltonian descriptor systems by proportional and/or derivative output feedback. Necessary and sufficient conditions are given, which guarantee that there exist output feedbacks such that the closed-loop system is regular, has index at most one, and is still port-Hamiltonian with desired rank properties. All results are derived based on condensed forms, computations of these condensed form can be implemented using only orthogonal transformations and hence are numerically reliable.

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On second order conditions for singular optimal control of port-Hamiltonian systems

We study nonlinear singular optimal control problems of port-Hamil-tonian (descriptor) systems. We employ general control-affine cost functionals that include as a special case the energy supplied to the system. We first derive optimality conditions for the case of ordinary differential equations with and without control bounds by applying the general theory to the specially structured port-Hamiltonian case, and show that this leads to elegant optimality conditions, in particular in the linear case. We then extend these results to classes of nonlinear port-Hamiltonian descriptor systems.

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Canonical forms for pairs of matrices associated with Lagrangian and Dirac subspaces

We derive the canonical forms for a pair of $n\times n$ complex matrices $(E,Q)$ under transformations $(E,Q) \rightarrow (UEV,U^{-T}QV)$, and $(E,Q) \rightarrow (UEV,U^{-*}QV)$, where $U$ and $V$ are nonsingular complex matrices. We, in particular, consider the special cases of $E^TQ$ and $E^*Q$ being (skew-)symmetric and (skew-)Hermitian, respectively, that are associated with Lagrangian and Dirac subspaces and related linear-time invariant dissipative Hamiltonian descriptor systems.

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Iterative solvers for partial differential equations with dissipative structure: Operator preconditioning and optimal control

This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator $\mathcal{A}=\mathcal{H}+\mathcal{S}$ with symmetric part $\mathcal{H}$ that is positive (semi-)definite and skew-symmetric part $\mathcal{S}$. Prior work has shown that the structure and sparsity of the associated linear system enables Krylov subspace solvers such as the generalized minimal residual method (GMRES) or short recurrence variants such as Widlund's or Rapoport's method using the symmetric part $\mathcal{H}$, or an approximation of it, as preconditioner. In this work, we analyze the resulting condition numbers, which are crucial for fast convergence of these methods, for various partial differential equations (PDEs) arising in diffusion phenomena, fluid dynamics, and elasticity. We show that preconditioning with the symmetric part leads to a condition number uniform in the mesh size in case of elliptic and parabolic PDEs where $\mathcal{H}^{-1}\mathcal{S}$ is a bounded operator. Further, we employ the tailored Krylov subspace methods in optimal control by means of a condensing approach and a constraint preconditioner for the optimality system. We illustrate the results by various large-scale numerical examples and discuss efficient evaluations of the preconditioner, such as incomplete Cholesky factorization or the algebraic multigrid method.

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Minimization of the Pseudospectral Abscissa of a Quadratic Matrix Polynomial

For a quadratic matrix polynomial dependent on parameters and a given tolerance $ε> 0$, the minimization of the $ε$-pseudospectral abscissa over the set of permissible parameter values is discussed, with applications in damping optimization and brake squeal reductions in mind. An approach is introduced that is based on nonsmooth and global optimization (or smooth optimization techniques such as BFGS if there are many parameters) equipped with a globally convergent criss-cross algorithm to compute the $ε$-pseudospectral abscissa objective when the matrix polynomial is of small size. For the setting when the matrix polynomial is large, a subspace framework is introduced, and it is argued formally that it solves the minimization problem globally. The subspace framework restricts the parameter-dependent matrix polynomial to small subspaces, and thus solves the minimization problem for such restricted small matrix polynomials. It then expands the subspaces using the minimizers for the restricted polynomials. The proposed approach makes the global minimization of the $ε$-pseudospectral abscissa possible for a quadratic matrix polynomial dependent on a few parameters and for sizes up to at least a few hundreds. This is illustrated on several examples originating from damping optimization.

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Hypocoercivity in Hilbert spaces

The concept of hypocoercivity for linear evolution equations with dissipation is discussed and equivalent characterizations that were developed for the finite-dimensional case are extended to separable Hilbert spaces. Using the concept of a hypocoercivity index, quantitative estimates on the short-time and long-time decay behavior of a hypocoercive system are derived. As a useful tool for analyzing the structural properties, an infinite-dimensional staircase form is also derived and connections to linear systems and control theory are presented. Several examples illustrate the new concepts and the results are applied to the Lorentz kinetic equation.

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Spectral theory of infinite dimensional dissipative Hamiltonian systems

The spectral theory for operator pencils and operator differential-algebraic equations is studied. Special focus is laid on singular operator pencils and three different concepts of singularity of operator pencils are introduced. The concepts are analyzed in detail and examples are presented that illustrate the subtle differences. It is investigated how these concepts are related to uniqueness of the underlying algebraic-differential operator equation, showing that, in general, classical results known from the finite dimensional case of matrix pencils and differential-algebraic equations do not prevail. The results are then studied in the setting of structured operator pencils arising in dissipative differential-algebraic equations. Here, unlike to the general infinite-dimensional case, the uniqueness of solutions to dissipative differential-algebraic operator equations is closely related to the singularity of the pencil.

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Relationship between dissipativity concepts for linear time-varying port-Hamiltonian systems

The relationship between different dissipativity concepts for linear time-varying systems is studied, in particular between port-Hamiltonian systems, passive systems, and systems with nonnegative supply. It is shown that linear time-varying port-Hamiltonian systems are passive, have nonnegative supply rates, and solve (under different smoothness assumptions) Kalman-Yakubovich-Popov differential and integral inequalities. The converse relations are also studied in detail. In particular, sufficient conditions are presented to obtain a port-Hamiltonian representation starting from any of the other dissipativity concepts. Two applications are presented.

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