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
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 MOR 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
s + σj
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 ,
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 . 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
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 → ∞ .
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 , that results in special data-driven adaptive
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