Model order reduction for random nonlinear dynamical systems and low-dimensional representations for their quantities of interest

Roland Pulch

Mathematics and Computers in Simulation (MATCOM), 2019, vol. 166, issue C, 76-92

Abstract: We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The state or inner variables as well as a quantity of interest are expanded into series with orthogonal basis functions like the polynomial chaos expansions, for example. On the one hand, the stochastic Galerkin method yields a large coupled dynamical system. On the other hand, a stochastic collocation method, which uses a quadrature rule or a sampling scheme, can be written in the form of a large weakly coupled dynamical system. We apply projection-based methods of nonlinear model order reduction to the large systems. A reduced-order model implies a low-dimensional representation of the quantity of interest. We focus on model order reduction by proper orthogonal decomposition. The error of a best approximation located in a low-dimensional subspace is analysed. We illustrate results of numerical computations for test examples.

Keywords: Nonlinear dynamical systems; Orthogonal expansion; Stochastic Galerkin method; Stochastic collocation method; Model order reduction; Uncertainty quantification (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:matcom:v:166:y:2019:i:c:p:76-92

DOI: 10.1016/j.matcom.2019.01.016

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