Model order reduction


Wil Schilders

(TUE)

Abstract: Model Order Reduction (MOR) is a flourishing field in numerical mathematics that aims at reducing complex models while retaining dominant features, as well as relevant properties.  It originates from the systems and control discipline, the most popular technique being truncated balanced realization that is based on the solution of systems of Lyapunov equations.  Since the 1990’s, however, numerical mathematicians became interested in the field, especially after the breakthrough work of Feldmann and Freund on using Lanczos methods to generate low order models. This has led to a wealth of developments, to date still mainly for linear models, but also for the nonlinear and parameterized case. There is an intimate relation with numerical linear algebra, most notably the solution of large linear systems and the determination of selected eigenvalues. Here, also the methods that have been developed here at the UU Mathematical Institute are now routinely used for MOR.

 

In this presentation, we will discuss the most important developments in Model Order Reduction to date from a numerical point of view. Lanczos and Arnoldi type methods, the dominant and sensitive pole algorithms, efficient solution of large Lyapunov systems will be touched upon. In addition, a number of applications in industry will be shown, MOR being of vital importance for challenging simulations.


Here is a link to the slides of Schilder’s talk

Location: room 611 of the Wiskunde building (campus De Uithof) Budapestlaan 6, Utrecht.

Date and time: Thursday, November 26, 2009 15:30-16:30. The lecture is preceded by coffee, tea, and cookies from 15.00 to 15.30 hour in the same room.