Sample selection based on sensitivity analysis in parameterized model order reduction

Modeling of scientific or engineering applications often yields high-dimensional dynamical systems due to techniques of computer-aided-design, for example. Thus a model order reduction is required to decrease the dimensionality and to enable an efficient numerical simulation. In addition, methods of parameterized model order reduction (pMOR) are often used to preserve the physical or geometric parameters as independent variables in the reduced order models. We consider linear dynamical systems in the form of ordinary differential equations. In the domain of the parameters, often samples are chosen to construct a reduced order model. For each sample point a common technique for model order reduction can be applied to compute a local basis. Moment matching or balanced truncation are feasible, for example. A global basis for pMOR can be constructed from the local bases by a singular value decomposition. We investigate approaches for an appropriate selection of a finite set of samples. The transfer function of the dynamical system is examined in the frequency domain, and our focus is on moment matching techniques using the Arnoldi procedure. We use a sensitivity analysis of the transfer function with respect to the parameters as a tool to select sample points. Simulation results are shown for two examples.

[1]  E. Jan W. ter Maten,et al.  Nonlinear model order reduction based on trajectory piecewise linear approach: Comparing different linear cores , 2010 .

[2]  Bruno Sudret,et al.  Global sensitivity analysis using polynomial chaos expansions , 2008, Reliab. Eng. Syst. Saf..

[3]  Harald Niederreiter,et al.  Random number generation and Quasi-Monte Carlo methods , 1992, CBMS-NSF regional conference series in applied mathematics.

[4]  Roland Pulch,et al.  Sensitivity analysis of linear dynamical systems in uncertainty quantification , 2013 .

[5]  Roland Pulch,et al.  Stochastic Galerkin methods and model order reduction for linear dynamical systems , 2013 .

[6]  Athanasios C. Antoulas,et al.  Approximation of Large-Scale Dynamical Systems , 2005, Advances in Design and Control.

[7]  Peter Benner,et al.  Interpolatory Projection Methods for Parameterized Model Reduction , 2011, SIAM J. Sci. Comput..

[8]  Jan G. Korvink,et al.  Preserving the film coefficient as a parameter in the compact thermal model for fast electrothermal simulation , 2005, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems.

[9]  Jorge Fernandez Villena,et al.  Multi-Dimensional Automatic Sampling Schemes for Multi-Point Modeling Methodologies , 2011, IEEE Transactions on Computer-Aided Design of Integrated Circuits and Systems.

[10]  Athanasios C. Antoulas,et al.  Approximation of Large-Scale Dynamical Systems (Advances in Design and Control) (Advances in Design and Control) , 2005 .

[11]  Sergei S. Kucherenko,et al.  Derivative based global sensitivity measures and their link with global sensitivity indices , 2009, Math. Comput. Simul..

[12]  A. Stroud Approximate calculation of multiple integrals , 1973 .

[13]  Michal Rewienski,et al.  A trajectory piecewise-linear approach to model order reduction of nonlinear dynamical systems , 2003 .

[14]  Boris Lohmann,et al.  Efficient Order Reduction of Parametric and Nonlinear Models by Superposition of Locally Reduced Models , 2009 .

[15]  Karen Willcox,et al.  Parametric reduced-order models for probabilistic analysis of unsteady aerodynamic applications , 2007 .

[16]  Jan ter Maten,et al.  Sensitivity analysis and model order reduction for random linear dynamical systems , 2015, Math. Comput. Simul..

[17]  Karen Willcox,et al.  A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems , 2015, SIAM Rev..

[18]  E. Jan W. ter Maten,et al.  Model Reduction for Circuit Simulation , 2011 .

[19]  R. Freund Model reduction methods based on Krylov subspaces , 2003, Acta Numerica.