Alessandro Castagnotto

Philipp Seiwald, Alessandro Castagnotto, Tatjana Stykel et al.

In this contribution, we extend the concept of $\mathcal{H}_2$ inner product and $\mathcal{H}_2$ pseudo-optimality to dynamical systems modeled by differential-algebraic equations (DAEs). To this end, we derive projected Sylvester equations that characterize the $\mathcal{H}_2$ inner product in terms of the matrices of the DAE realization. Using this result, we extend the $\mathcal{H}_2$ pseudo-optimal rational Krylov algorithm for ordinary differential equations to the DAE case. This algorithm computes the globally optimal reduced-order model for a given subspace of $\mathcal{H}_2$ defined by poles and input residual directions. Necessary and sufficient conditions for $\mathcal{H}_2$ pseudo-optimality are derived using the new formulation of the $\mathcal{H}_2$ inner product in terms of tangential interpolation conditions. Based on these conditions, the cumulative reduction procedure combined with the adaptive rational Krylov algorithm, known as CUREd SPARK, is extended to DAEs. Important properties of this procedure are that it guarantees stability preservation and adaptively selects interpolation frequencies and reduced order. Numerical examples are used to illustrate the theoretical discussion. Even though the results apply in theory to general DAEs, special structures will be exploited for numerically efficient implementations.

Alessandro Castagnotto, Heiko K. F. Panzer, Klaus-Dieter Reinsch et al.

Systems of differential-algebraic equations (DAEs) represent a widespread formalism in the modeling of constrained mechanical systems and electrical networks. Due to the automatic, object-oriented generation of the equations of motion and the resulting redundancies in the descriptor variables, DAE systems often reach a very high order. This motivates the use of model order reduction (MOR) techniques that capture the relevant input-output dynamics in a reduced model of much smaller order, while satisfying the constraints and preserving fundamental properties. Due to their particular structure, new MOR techniques designed to work directly on the DAE are required that reduce the dynamical part while preserving the algebraic. In this contribution, we exploit the specific structure of index-1 systems in semi-explicit form and present two different methods for stability-preserving MOR of DAEs. The first technique preserves strictly dissipativity of the underlying dynamics, the second takes advantage of H2-pseudo-optimal reduction and further allows for an adaptive selection of reduction parameters such as reduced order and Krylov shifts.