MATH661 Project 1 - Model reduction

Posted: 09/10/21

Due: 09/24/21, 11:55PM (first draft, comments will be returned, revision due on 10/1)

Consider a dynamical system

𝑴⁡𝒙¨+𝑫⁡𝒙˙+𝑲⁡𝒙=𝒇,𝑴,𝑫,𝑲∈ℝm×m,𝒙,𝒇:ℝ+→ℝm, (1)
𝒙˙=d𝒙dt,⁡𝒙¨=d𝒙˙dt,

a generalization to multiple degrees of freedom of the damped oscillator equation

m⁡x¨+d⁡x˙+k⁡x=f.

In (1), 𝒙(t) are the time-depenent coordinates of the system, 𝒇(t) the forces acting on the system, and 𝑴,𝑫,𝑲 are the mass, drag, stiffness matrices, respectively.

It is often the case that m≫1, and reduced description is sought by linear combination of n≪m basis vectors

𝒙≅𝒙∼=𝑩⁡𝒚⇒𝑴⁡𝑩⁡𝒚¨+𝑫⁡𝑩⁡𝒚˙+𝑲𝑩⁡⁡𝒚=𝒇

Choose 𝑩∈ℝm×n to have orthonormal columns, and project (1) onto C(𝑩) by multiplication with the projector 𝑷=𝑩⁡𝑩T

𝑩⁡𝑩T𝑴⁡𝑩⁡𝒚¨+𝑩⁡𝑩T𝑫⁡𝑩⁡𝒚˙+𝑩⁡𝑩T𝑲𝑩⁡⁡𝒚=𝑩⁡𝑩T𝒇⇒
𝑩(𝑩T𝑴⁡𝑩⁡𝒚¨+⁡𝑩T𝑫⁡𝑩⁡𝒚˙+⁡𝑩T𝑲𝑩⁡⁡𝒚-𝑩T𝒇)=𝟎⇔𝑩⁡𝒛=𝟎.

Since N(𝑩)={𝟎}, deduce 𝒛=𝟎, hence

𝑩T𝑴⁡𝑩⁡𝒚¨+⁡𝑩T𝑫⁡𝑩⁡𝒚˙+⁡𝑩T𝑲𝑩⁡⁡𝒚=⁡𝑩T𝒇.

Introduce notations

𝑴∼=𝑩T𝑴⁡𝑩,𝑫∼=⁡𝑩T𝑫⁡𝑩,𝑲∼=𝑩T𝑲𝑩

for the reduced mass, drag, stiffness matrices, with 𝑴∼,𝑫∼,𝑲∼∈ℝn×n of smaller size. The reduced coordinates and forces are

𝒚,𝒇∼=𝑩T𝒇∈ℝn.

This project explores model reduction for the simple case of a linear array of coupled oscillators (Fig. 1), modeled as unit point masses with xi(t) the displacement from equilibrium. The equation of motion for point mass i is

x¨i=g(xi+1,xi)-g(xi,xi-1)+v(x˙i+1,x˙i)-v(x˙i,x˙i-1)+fi(t),i=1,…,m,

with end conditions x0(t)=xm+1(t)=0.

Figure 1. Linear array of oscillators, with xi(t) denoting displacement from equlibrium position of point mass i.

1Track 1 & 2 common problems

Consider g(xi+1,xi)=a⋅⁡(xi+1-xi), v(x˙i+1,x˙i)=p⋅(x˙i+1-x˙i), fi(t)=0, and initial conditions

xi(0)=sin(i⁡k⁡πm+1),i=0,…,m+1.
  1. Write out formulas for matrices 𝑴,𝑫,𝑲. Write code to compute these matrices.

  2. Coarse-graining seeks to replace groups of J unit point masses with a single point mass of mass J by arithmetic averaging

    zj(t)=1J⁡∑i=(j-1)⁡J+1j⁡Jxi(t),j=1,2,…,mJ=n.

    Assume m⁡mod⁡J=0, and determine the matrix 𝑪

    𝒛=𝑪⁡𝒙⁡.

    Write code to compute 𝑪.

  3. Using the SVD of 𝑪=𝑼⁡𝚺⁡𝑽T, the pseudo-inverse is 𝑪+=𝑽⁡𝚺+⁡𝑼T, and reduced coordinates can be defined as

    𝒙∼=𝑽⁡𝒚.

    Find the reduced matrices 𝑴∼,𝑫∼,𝑲∼∈ℝn×n, and write code to compute them.

  4. For 𝑫=𝟎, (i.e., p=0), the analytical solution to this problem is

    xi(t)=cos(ω⁡t)⁡sin(i⁡k⁡πm+1).

    Find ω, and plot the error

    e(t)=||𝒙∼(t)-𝒙(t)||,

    as a function of time t. Experiment with different choices of m,n.

2Track 2 additional problems

Benner, Gugercin & Wilcox [1] provide an overview into the topic of projective model reduction, in which 𝑴,𝑫,𝑲 are now longer constant, but depend on some parameter p.

  1. From among the papers citing [1], choose three close to your own interests, and present a synopsis of how parametric model reduction is used in applications. Use a bibliographic database (i.e., Web of Science) to find citations of [1].

  2. Redo problem (4) above for p>0.

Bibliography

[1]

Peter Benner, Serkan Gugercin, and Karen Willcox. A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems. SIAM Review, 57(4):483–531, jan 2015. Publisher: Society for Industrial and Applied Mathematics.