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1. Embedding properties of network realizations of dissipative reduced order models

   Druskin, Guddati ( July 2022 , HOUSEHOLDER SYMPOSIUM XXI)

   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 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 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 

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2. Energy-based continuous inverse optimal control.

   https://doi.org/10.1109/TNNLS.2022.3168795  

   Xu, Y. ; Xie, J. ; Zhao, T. ; Baker, C. ; Zhao, Y. ; Wu, Y. N. ( January 2022 , IEEE transactions on neural networks and learning systems)

   The problem of continuous inverse optimal control (over finite time horizon) is to learn the unknown cost function over the sequence of continuous control variables from expert demonstrations. In this article, we study this fundamental problem in the framework of energy-based model, where the observed expert trajectories are assumed to be random samples from a probability density function defined as the exponential of the negative cost function up to a normalizing constant. The parameters of the cost function are learned by maximum likelihood via an “analysis by synthesis” scheme, which iterates (1) synthesis step: sample the synthesized trajectories from the current probability density using the Langevin dynamics via back-propagation through time, and (2) analysis step: update the model parameters based on the statistical difference between the synthesized trajectories and the observed trajectories. Given the fact that an efficient optimization algorithm is usually available for an optimal control problem, we also consider a convenient approximation of the above learning method, where we replace the sampling in the synthesis step by optimization. Moreover, to make the sampling or optimization more efficient, we propose to train the energy-based model simultaneously with a top-down trajectory generator via cooperative learning, where the trajectory generator is used to fast initialize the synthesis step of the energy-based model. We demonstrate the proposed methods on autonomous driving tasks, and show that they can learn suitable cost functions for optimal control. 

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3. Connections between finite difference and finite element approximations

   https://doi.org/https://doi.org/10.1080/00036811.2021.2005785  

   Constantin Bacuta ; Cristina Bacuta ( October 2021 , Applicable analysis)

   Taylor And Francis Online (Ed.)

   We present useful connections between the finite difference and the finite element methods for a model boundary value problem. We start from the observation that, in the finite element context, the interpolant of the solution in one dimension coincides with the finite element approximation of the solution. This result can be viewed as an extension of the Green function formula for the solution at the continuous level. We write the finite difference and the finite element systems such that the two corresponding linear systems have the same stiffness matrices and compare the right hand side load vectors for the two methods. Using evaluation of the Green function, a formula for the inverse of the stiffness matrix is extended to the case of non-uniformly distributed mesh points. We provide an error analysis based on the connection between the two methods and estimate the energy norm of the difference of the two solutions. Interesting extensions to the 2D case are provided. 

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4. Inverse optimization in minimum cost flow problems on countably infinite networks

   https://doi.org/10.1002/net.21862  

   Nourollahi, Sevnaz ; Ghate, Archis ( November 2018 , Networks)

   Given the costs and a feasible solution for a minimum cost flow problem on a countably infinite network, inverse optimization involves finding new costs that are close to the original ones and that make the given solution optimal. We study this problem using the weighted absolute sum metric to quantify closeness of cost vectors. We provide sufficient conditions under which known results from inverse optimization in minimum cost flow problems on finite networks extend to the countably infinite case. These conditions ensure that recent duality results on countably infinite linear programs can be applied to our setting. Specifically, they enable us to prove that the inverse optimization problem can be reformulated as a capacitated, minimum cost circulation problem on a countably infinite network. Finite‐dimensional truncations of this problem can be solved in polynomial time when the weights equal one, which yields an efficient solution method. The circulation problem can also be solved via the shadow simplex method, where each finite‐dimensional truncation is tackled using the usual network Simplex algorithm that is empirically known to be computationally efficient. We illustrate these results on an infinite horizon shortest path problem.

    

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5. A High‐Order Accurate Summation‐By‐Parts Finite Difference Method for Fully‐Dynamic Earthquake Sequence Simulations Within Sedimentary Basins

   https://doi.org/10.1029/2022JB025357  

   Harvey, Tobias W. ; Erickson, Brittany A. ; Kozdon, Jeremy E. ( April 2023 , Journal of Geophysical Research: Solid Earth)

   We present an efficient numerical method for earthquake sequences in 2D antiplane shear that incorporates wave propagation. A vertical strike‐slip fault governed by rate‐and‐state friction is embedded in a heterogeneous elastic half‐space discretized using a high‐order accurate Summation‐by‐Parts finite difference method. Adaptive time‐stepping is applied during the interseismic periods; during coseismic rupture we apply a non‐stiff method, enabling a variety of explicit time stepping methods. We consider a shallow sedimentary basin and explore sensitivity to spatial resolution and the switching criteria used to transition between solvers. For sufficient grid resolution and switching thresholds, simulations results remain robust over long time scales. We explore the effects of full dynamics and basin depth and stiffness, making comparisons with quasi‐dynamic counterparts. Fully‐dynamic ruptures generate higher stresses, faster slip rates and rupture speeds, producing seismic scattering in the bulk. Because single‐event dynamic simulations penetrate further into sediments compared to the quasi‐dynamic simulations, we hypothesize that the incorporation of inertial effects would produce sequences of only surface‐rupturing events. However, we find that subbasin ruptures can still emerge with elastodynamics, for sufficiently compliant basins. We also find that full dynamics can increase the frequency of surface‐rupturing events, depending on basin depth and stiffness. These results suggest that an earthquake's potential to penetrate into shallow sediments should be viewed through the lens of the earthquake sequence, as it depends on basin properties and wave‐mediated effects, but also on self‐consistent initial conditions obtained from seismogenic cycling.

    

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