Sensitivity analysis and model order reduction for random linear dynamical systems

Roland Pulch, E. Jan W. ter Maten and Florian Augustin

Mathematics and Computers in Simulation (MATCOM), 2015, vol. 111, issue C, 80-95

Abstract: We consider linear dynamical systems defined by differential algebraic equations. The associated input–output behaviour is given by a transfer function in the frequency domain. Physical parameters of the dynamical system are replaced by random variables to quantify uncertainties. We analyse the sensitivity of the transfer function with respect to the random variables. Total sensitivity coefficients are computed by a nonintrusive and by an intrusive method based on the expansions in series of the polynomial chaos. In addition, a reduction of the state space is applied in the intrusive method. Due to the sensitivities, we perform a model order reduction within the random space by changing unessential random variables back to constants. The error of this reduction is analysed. We present numerical simulations of a test example modelling a linear electric network.

Keywords: Linear dynamical systems; Differential algebraic equations; Sensitivity analysis; Model order reduction; Polynomial chaos (search for similar items in EconPapers)
Date: 2015
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (2)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S037847541500004X
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:111:y:2015:i:c:p:80-95

DOI: 10.1016/j.matcom.2015.01.003

Access Statistics for this article

Mathematics and Computers in Simulation (MATCOM) is currently edited by Robert Beauwens

More articles in Mathematics and Computers in Simulation (MATCOM) from Elsevier
Bibliographic data for series maintained by Catherine Liu ().