skip to main content

Title: A Generalized LMI Formulation for Input-Output Analysis of Linear Systems of ODEs Coupled with PDEs
In this paper, we consider input-output properties of linear systems consisting of PDEs on a finite domain coupled with ODEs through the boundary conditions of the PDE. This framework can be used to represent e.g. a lumped mass fixed to a beam or a system with delay. This work generalizes the sufficiency proof of the KYP Lemma for ODEs to coupled ODE-PDE systems using a recently developed concept of fundamental state and the associated boundary-condition-free representation. The conditions of the generalized KYP are tested using the PQRS positive matrix parameterization of operators resulting in a finite-dimensional LMI, feasibility of which implies prima facie provable passivity or L2-gain of the system. No discretization or approximation is involved at any step and we use numerical examples to demonstrate that the bounds obtained are not conservative in any significant sense and that computational complexity is lower than existing methods involving finite-dimensional projection of PDEs.
Authors:
; ; ;
Award ID(s):
1935453
Publication Date:
NSF-PAR ID:
10113773
Journal Name:
Proceedings of the IEEE Conference on Decision & Control
ISSN:
2576-2370
Sponsoring Org:
National Science Foundation
More Like this
  1. We present a framework for stability analysis of systems of coupled linear Partial-Differential Equations (PDEs). The class of PDE systems considered in this paper includes parabolic, elliptic and hyperbolic systems with Dirichelet, Neuman and mixed boundary conditions. The results in this paper apply to systems with a single spatial variable and assume existence and continuity of solutions except in such cases when existence and continuity can be inferred from existence of a Lyapunov function. Our approach is based on a new concept of state for PDE systems which allows us to express the derivative of the Lyapunov function as amore »Linear Operator Inequality directly on L2 and allows for any type of suitably well-posed boundary conditions. This approach obviates the need for integration by parts, spacing functions or similar mathematical encumbrances. The resulting algorithms are implemented in Matlab, tested on several motivating examples, and the codes have been posted online. Numerical testing indicates the approach has little or no conservatism for a large class of systems and can analyze systems of up to 20 coupled PDEs.« less
  2. In this work, we present a Linear Matrix Inequality (LMI) based method to synthesize an optimal H1 estimator for a large class of linear coupled partial differential equations (PDEs) utilizing only finite dimensional measurements. Our approach extends the newly developed framework for representing and analyzing distributed parameter systems using operators on the space of square integrable functions that are equipped with multipliers and kernels of semi-separable class. We show that by redefining the state, the PDEs can be represented using operators that embed the boundary conditions and input-output relations explicitly. The optimal estimator synthesis problem is formulated as a convexmore »optimization subject to LMIs that require no approximation or discretization. A scalable algorithm is presented to synthesize the estimator. The algorithm is illustrated by suitable examples.« less
  3. Embedding properties of network realizations of dissipative reduced order models Jörn Zimmerling, Mikhail Zaslavsky,Rob Remis, Shasri Moskow, Alexander Mamonov, Murthy Guddati, Vladimir Druskin, and Liliana Borcea Mathematical Sciences Department, Worcester Polytechnic Institute https://www.wpi.edu/people/vdruskin Abstract Realizations of reduced order models of passive SISO or MIMO LTI problems can be transformed to tridiagonal and block-tridiagonal forms, respectively, via dierent modications of the Lanczos algorithm. Generally, such realizations can be interpreted as ladder resistor-capacitor-inductor (RCL) networks. They gave rise to network syntheses in the rst half of the 20th century that was at the base of modern electronics design and consecutively to MORmore »that tremendously impacted many areas of engineering (electrical, mechanical, aerospace, etc.) by enabling ecient compression of the underlining dynamical systems. In his seminal 1950s works Krein realized that in addition to their compressing properties, network realizations can be used to embed the data back into the state space of the underlying continuum problems. In more recent works of the authors Krein's ideas gave rise to so-called nite-dierence Gaussian quadrature rules (FDGQR), allowing to approximately map the ROM state-space representation to its full order continuum counterpart on a judicially chosen grid. Thus, the state variables can be accessed directly from the transfer function without solving the full problem and even explicit knowledge of the PDE coecients in the interior, i.e., the FDGQR directly learns" the problem from its transfer function. This embedding property found applications in PDE solvers, inverse problems and unsupervised machine learning. Here we show a generalization of this approach to dissipative PDE problems, e.g., electromagnetic and acoustic wave propagation in lossy dispersive media. Potential applications include solution of inverse scattering problems in dispersive media, such as seismic exploration, radars and sonars. To x the idea, we consider a passive irreducible SISO ROM fn(s) = Xn j=1 yi s + σj , (62) assuming that all complex terms in (62) come in conjugate pairs. We will seek ladder realization of (62) as rjuj + vj − vj−1 = −shˆjuj , uj+1 − uj + ˆrj vj = −shj vj , (63) for j = 0, . . . , n with boundary conditions un+1 = 0, v1 = −1, and 4n real parameters hi, hˆi, ri and rˆi, i = 1, . . . , n, that can be considered, respectively, as the equivalent discrete inductances, capacitors and also primary and dual conductors. Alternatively, they can be viewed as respectively masses, spring stiness, primary and dual dampers of a mechanical string. Reordering variables would bring (63) into tridiagonal form, so from the spectral measure given by (62 ) the coecients of (63) can be obtained via a non-symmetric Lanczos algorithm written in J-symmetric form and fn(s) can be equivalently computed as fn(s) = u1. The cases considered in the original FDGQR correspond to either (i) real y, θ or (ii) real y and imaginary θ. Both cases are covered by the Stieltjes theorem, that yields in case (i) real positive h, hˆ and trivial r, rˆ, and in case (ii) real positive h,r and trivial hˆ,rˆ. This result allowed us a simple interpretation of (62) as the staggered nite-dierence approximation of the underlying PDE problem [2]. For PDEs in more than one variables (including topologically rich data-manifolds), a nite-dierence interpretation is obtained via a MIMO extensions in block form, e.g., [4, 3]. The main diculty of extending this approach to general passive problems is that the Stieltjes theory is no longer applicable. Moreover, the tridiagonal realization of a passive ROM transfer function (62) via the ladder network (63) cannot always be obtained in port-Hamiltonian form, i.e., the equivalent primary and dual conductors may change sign [1]. 100 Embedding of the Stieltjes problems, e.g., the case (i) was done by mapping h and hˆ into values of acoustic (or electromagnetic) impedance at grid cells, that required a special coordinate stretching (known as travel time coordinate transform) for continuous problems. Likewise, to circumvent possible non-positivity of conductors for the non-Stieltjes case, we introduce an additional complex s-dependent coordinate stretching, vanishing as s → ∞ [1]. This stretching applied in the discrete setting induces a diagonal factorization, removes oscillating coecients, and leads to an accurate embedding for moderate variations of the coecients of the continuum problems, i.e., it maps discrete coecients onto the values of their continuum counterparts. Not only does this embedding yields an approximate linear algebraic algorithm for the solution of the inverse problems for dissipative PDEs, it also leads to new insight into the properties of their ROM realizations. We will also discuss another approach to embedding, based on Krein-Nudelman theory [5], that results in special data-driven adaptive grids. References [1] Borcea, Liliana and Druskin, Vladimir and Zimmerling, Jörn, A reduced order model approach to inverse scattering in lossy layered media, Journal of Scientic Computing, V. 89, N1, pp. 136,2021 [2] Druskin, Vladimir and Knizhnerman, Leonid, Gaussian spectral rules for the three-point second dierences: I. A two-point positive denite problem in a semi-innite domain, SIAM Journal on Numerical Analysis, V. 37, N 2, pp.403422, 1999 [3] Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Distance preserving model order reduction of graph-Laplacians and cluster analysis, Druskin, Vladimir and Mamonov, Alexander V and Zaslavsky, Mikhail, Journal of Scientic Computing, V. 90, N 1, pp 130, 2022 [4] Druskin, Vladimir and Moskow, Shari and Zaslavsky, Mikhail LippmannSchwingerLanczos algorithm for inverse scattering problems, Inverse Problems, V. 37, N. 7, 2021, [5] Mark Adolfovich Nudelman The Krein String and Characteristic Functions of Maximal Dissipative Operators, Journal of Mathematical Sciences, 2004, V 124, pp 49184934 Go back to Plenary Speakers Go back to Speakers Go back« less
  4. For a given PDE problem, three main factors affect the accuracy of FEM solutions: basis order, mesh resolution, and mesh element quality. The first two factors are easy to control, while controlling element shape quality is a challenge, with fundamental limitations on what can be achieved. We propose to use p-refinement (increasing element degree) to decouple the approximation error of the finite element method from the domain mesh quality for elliptic PDEs. Our technique produces an accurate solution even on meshes with badly shaped elements, with a slightly higher running time due to the higher cost of high-order elements. Wemore »demonstrate that it is able to automatically adapt the basis to badly shaped elements, ensuring an error consistent with high-quality meshing, without any per-mesh parameter tuning. Our construction reduces to traditional fixed-degree FEM methods on high-quality meshes with identical performance. Our construction decreases the burden on meshing algorithms, reducing the need for often expensive mesh optimization and automatically compensates for badly shaped elements, which are present due to boundary con- straints or limitations of current meshing methods. By tackling mesh gen- eration and finite element simulation jointly, we obtain a pipeline that is both more efficient and more robust than combinations of existing state of the art meshing and FEM algorithms.« less
  5. We study the Schr{\"o}dinger bridge problem (SBP) with nonlinear prior dynamics. In control-theoretic language, this is a problem of minimum effort steering of a given joint state probability density function (PDF) to another over a finite time horizon, subject to a controlled stochastic differential evolution of the state vector. For generic nonlinear drift, we reduce the SBP to solving a system of forward and backward Kolmogorov partial differential equations (PDEs) that are coupled through the boundary conditions, with unknowns being the ``Schr\"{o}dinger factors". We show that if the drift is a gradient vector field, or is of mixed conservative-dissipative nature,more »then it is possible to transform these PDEs into a pair of initial value problems (IVPs) involving the same forward Kolmogorov operator. We employ a proximal algorithm developed in our prior work to solve these IVPs and compute the Schr\"{o}dinger factors via weighted scattered point cloud evolution in the state space. We provide the algorithmic details and illustrate the proposed framework of solving the SBPs with nonlinear prior dynamics by numerical examples.« less