We discuss the numerical solution of large-scale sparse projected discrete-time periodic Lyapunov equations in lifted form which arise in model reduction of periodic descriptor systems. We extend the alternating direction implicit method and the Smith method to such equations. Low-rank versions of these methods are also presented, which can be used to compute low-rank approximations to the solutions of projected periodic Lyapunov equations in lifted form with low-rank right-hand side. Moreover, we consider an application of the Lyapunov solvers to balanced truncation model reduction of periodic discrete-time descriptor systems. Numerical results are given to illustrate the efficiency and accuracy of the proposed methods.:1 Introduction 2 Periodic descriptor systems 3 ADI method for causal lifted Lyapunov equations 4 Smith method for noncausal lifted Lyapunov equations 5 Application to model order reduction 6 Numerical results 7 Conclusions

Linear time-invariant models are widely used in the control community. They often serve as approximations of nonlinear systems. For control purposes linear approximations are often good enough since feedback control systems are inherently robust to model errors. In this thesis some of the possibilities for linear time-varying modeling are studied. In the thesis it is shown that the balanced truncation procedure can be applied to reduce the order of linear time-varying systems. Many of the attractive properties of balanced truncation for time-invariant systems can be generalized into the time-varying framework. For example, it is shown that a truncated input-output stable system will be input-output stable, and computable simple worst-case error bounds are derived. The method is illustrated with model reduction of a nonlinear diesel exhaust catalyst model. It is also shown that linear time-periodic models can be used for analysis of systems with power converters. Power converters produce harmonics in the power grids and give frequency coupling that cannot be modeled with standard time-invariant linear models. With time-periodic models we can visualize the coupling and also use all the available tools for linear time-varying systems, such as balanced truncation. The method is illustrated on inverter locomotives. / QC 20120208

The fuel consumption of a seagoing vessel is, through a combination of Box-Cox transforms and principal component analysis, reduced to a univariatefunction of the primary principle component with mean model error −3.2%and error standard deviation 10.3%. In the process, a Latin-hypercube-inspired space partitioning sampling technique is developed and successfully used to produce a representative sampleused in determining the regression coefficients. Finally, a formal optimisation problem for minimising the fuel use is described. The problem is derived from a parametrised expression for the fuel consumption, and has only 3, or 2 if simplified, free variables at each timestep. Some information has been redacted in order to comply with NDA restrictions. Most redactions are either names (of vessels or otherwise), units, andin some cases (especially on figures) quantities. / <p>Presentation was performed remotely using Zoom.</p>

Lors de l'optimisation géométrique de structures, un grand nombre d'évaluations de champs est nécessaire. L'idée, développée dans cette thèse, est la construction efficace et rapide d'approximations de ces champs à travers la Proper Generalized Decomposition (PGD), une méthode de réduction de modèle. Les résultats, calculés une fois pour toutes, sont stockés dans des abaques virtuels pour une utilisation ultérieure dans un processus d'optimisation. Le problème considéré est paramétrique et les paramètres définissent la géométrie. Ce type de problème est particulièrement adapté à la PGD. En effet, de nombreux travaux ont traité de la résolution de problèmes paramétriques et des premières études ont porté, en particulier, sur la prise en compte de paramètres géométriques. Toutefois, ce qui caractérise nos travaux est d'aller vers des outils aptes à traiter des situations significatives de la complexité des problèmes rencontrés au niveau industriel. En particulier, l'exploitation de codes éléments finis commerciaux est une contrainte majeure. Il a été décidé de développer des méthodes permettant de traiter des problèmes à paramètres géométriques par la PGD, et, en partenariat avec AIRBUS Defence & Space, d'appliquer ces techniques à un démonstrateur industriel présentant une géométrie complexe (type splines) et de fortes non-linéarités (géométriques, matériaux). Notre démarche a été implémentée dans un process industriel utilisant des codes éléments finis commerciaux. On propose aussi une nouvelle extension de la PGD aux paramètres discrets autorisant la prise en considération, dans une même résolution, de configurations de structures complètement différentes (cas de chargement, matériaux, etc.). / During shape optimisation of structures, numerous evaluations of fiels are necessary. The idea, developed in this PhD thesis, is the efficient construction of approximations of these fiels through the Proper Generalized Decomposition (PGD), a model reduction technique. The results, computed once and for all, are stored in virtual charts for a subsequent use into an optimisation process. Geometry variations correspond to a parametric problem, where the parameters is the geometry. This kind of problem is well suited for PGD. Many studies dealt with the resolution of parametric problems and recent works treated, particularly, the introduction of geometric parameters. However, our approach is to deal with configurations of the complexity of industrial problems. The use of commercial finite elements software is a crucial issue. It was decided, in partnership with AIRBUS Defence & Space, to develop techniques allowing the resolution of geometrically parametrised problems thanks to PGD and to apply them to an industrial demonstrator. The geometry considered is defined by splines and the behaviour of the structure is highly non-linear (geometric and material non-linearities). The approach was implemented into a genuine industrial design process using commercial finite elements software. The thesis proposed, also, a new extension of PGD to discrete parameters. It allows to take into account completely different configurations (loadings, materials, etc.) in the same resolution.

Les aubes des turbines à haute pression des réacteurs d'avion subissent des chargements complexes dans un environnement réactif. Prédire leur durée de vie peut nécessiter une approche en tolérance aux dommages, basée sur la prédiction de la propagation d'une fissure supposée. Mais cette approche est confrontée au comportement non linéaire sous des chargements à amplitudes variables et au coût énorme des calculs elasto-plastiques des structures 3D complexes sur des millions des cycles. Dans ce cadre, un modèle incrémental de fissuration a été proposé. Ce modèle est basé sur la plasticité comme mécanisme principal de propagation de fissure par fatigue pure. Cette modélisation passe par une réduction de modèle de type POD. La plasticité en pointe de la fissure est alors modélisée par un nombre réduit de variables non locales et des variables internes. Un ensemble d'hypothèses doit être respecté pour garantir la validité de cette modélisation. Pour décliner ce modèle dans le cas d'un matériau anisotrope représentatif du comportement des monocristaux, une première étude a été faite sur le cas d'une élasticité cubique avec de la plasticité de Von-Mises. Une stratégie a été proposée pour identifier un modèle matériau basé sur les facteurs d'intensité non locaux. Cette stratégie comporte une détermination de la fonction critère basée sur les solutions élastiques en anisotrope. L'étude des directions d'écoulement plastique avec les variables non locales montre une forte dépendance à l'anisotropie élastique du modèle même avec une plasticité associée de Von-Mises. La stratégie comporte également une identification des variables internes.Dans la deuxième partie, le problème d'une fissure avec un modèle de plasticité cristalline a été traité. L'activation de différents systèmes de glissement a été alors prise en compte dans la modélisation. Finalement, différentes méthodologies ont été explorées en vue de transposer le modèle local de plasticité cristalline à l'échelle non locale de la région en pointe de la fissure. / The fatigue life prediction of high pressure turbine blades may require a damage tolerance approach based on the study of possible crack propagation. The nonlinear behavior of the material under complex nonproportional loadings and the high cost of running long and expensive elastic-plastic FE computations on complex 3D structures over millions of cycles are some major issues that may encounter this type of approach.Within this context, an incremental model was proposed based on plasticity as a main mechanism for fatigue crack growth.A model reduction strategy using the Proper Orthogonal Decomposition (POD) was used to reduce the cost of FEA. Based on a set of hypotheses, the number of the degrees of freedom of the problem is reduced drastically. The plasticity at the crack tip is finally described by a set of empirical equations of few nonlocal variables and some internal variables.In order to apply this modeling strategy to the case of anisotropic materials that represent the behavior of single crystals, a first study was done with cubic elasticity and a Von-Mises plasticity. Elastic and plastic reference fields, required to reduce the model, were determined. Then, a material model of the near crack tip region was proposed based on nonlocal intensity factors. A yield criterion function was proposed based on Hoenig's asymptotic solutions for anisotropic materials. The study of plastic flow directions with the nonlocal variables of the model shows a strong dependency on the cubic elasticity. A strategy to identify internal variables is proposed as well. In the second part, a crystal plasticity model was implemented. The activation of different slip systems was taken into account in the model reduction strategy. A kinematic basis was constructed for each slip system. Finally, a strategy was proposed to transpose the local crystal plasticity model to the nonlocal scale of the crack.

In order to understand biochemical networks we need to know not only how their parts work but also how they interact with each other. The goal of systems biology is to look at biological systems as a whole to understand how interactions of the parts can give rise to complex dynamics. In order to do this efficiently, new techniques have to be developed. This work shows how tools from mathematics are suitable to study problems in systems biology such as modeling, dynamics prediction, reverse engineering and many others. The advantage of using mathematical tools is that there is a large number of theory, algorithms and software available. This work focuses on how algebra can contribute to answer questions arising from systems biology. / Ph. D.

Science and engineering problems frequently require solving a sequence of single linear systems or a sequence of dual linear systems. We develop algorithms that recycle Krylov subspaces and preconditioners from one system (or pair of systems) in the sequence to the next, leading to efficient solutions. Besides the benefit of only having to store few Lanczos vectors, using BiConjugate Gradients (BiCG) to solve dual linear systems may have application-specific advantages. For example, using BiCG to solve the dual linear systems arising in interpolatory model reduction provides a backward error formulation in the model reduction framework. Using BiCG to evaluate bilinear forms -- for example, in the variational Monte Carlo (VMC) algorithm for electronic structure calculations -- leads to a quadratic error bound. Since one of our focus areas is sequences of dual linear systems, we introduce recycling BiCG, a BiCG method that recycles two Krylov subspaces from one pair of dual linear systems to the next pair. The derivation of recycling BiCG also builds the foundation for developing recycling variants of other bi-Lanczos based methods like CGS, BiCGSTAB, BiCGSTAB2, BiCGSTAB(l), QMR, and TFQMR. We develop a generalized bi-Lanczos algorithm, where the two matrices of the bi-Lanczos procedure are not each other's conjugate transpose but satisfy this relation over the generated Krylov subspaces. This is sufficient for a short term recurrence. Next, we derive an augmented bi-Lanczos algorithm with recycling and show that this algorithm is a special case of generalized bi-Lanczos. The Petrov-Galerkin approximation that includes recycling in the iteration leads to modified two-term recurrences for the solution and residual updates. We generalize and extend the framework of our recycling BiCG to CGS, BiCGSTAB and BiCGSTAB2. We perform extensive numerical experiments and analyze the generated recycle space. We test all of our recycling algorithms on a discretized partial differential equation (PDE) of convection-diffusion type. This PDE problem provides well-known test cases that are easy to analyze further. We use recycling BiCG in the Iterative Rational Krylov Algorithm (IRKA) for interpolatory model reduction and in the VMC algorithm. For a model reduction problem, we show up to 70% savings in iterations, and we also demonstrate that solving the problem without recycling leads to (about) a 50% increase in runtime. Experiments with recycling BiCG for VMC gives promising results. We also present an algorithm that recycles preconditioners, leading to a dramatic reduction in the cost of VMC for large(r) systems. The main cost of the VMC method is in constructing a sequence of Slater matrices and computing the ratios of determinants for successive Slater matrices. Recent work has improved the scaling of constructing Slater matrices for insulators, so that the cost of constructing Slater matrices in these systems is now linear in the number of particles. However, the cost of computing determinant ratios remains cubic in the number of particles. With the long term aim of simulating much larger systems, we improve the scaling of computing determinant ratios in the VMC method for simulating insulators by using preconditioned iterative solvers. The main contribution here is the development of a method to efficiently compute for the Slater matrices a sequence of preconditioners that make the iterative solver converge rapidly. This involves cheap preconditioner updates, an effective reordering strategy, and a cheap method to monitor instability of ILUTP preconditioners. Using the resulting preconditioned iterative solvers to compute determinant ratios of consecutive Slater matrices reduces the scaling of the VMC algorithm from O(n^3) per sweep to roughly O(n^2), where n is the number of particles, and a sweep is a sequence of n steps, each attempting to move a distinct particle. We demonstrate experimentally that we can achieve the improved scaling without increasing statistical errors. / Ph. D.

For repeated transient solutions of geometrically nonlinear structures the numerical effort often poses a major obstacle. Thus, the introduction of a reduced order model, which takes the nonlinear effects into account and accelerates the calculations considerably, is often necessary.This work yields a method that allows for rapid, accurate and parameterisable solutions by means of a reduced model of the original structure. The structure is discretised and its dynamic equilibrium described by a matrix equation. The projection on a reduced basis is introduced to obtain the reduced model. A comprehensive numerical study on several common reduced bases shows that the simple introduction of a constant basis is not sufficient to account for the nonlinear behaviour. Three requirements for an rapid, accurate and parameterisable solution are derived. The solution algorithm has to take into account the nonlinear evolution of the solution, the solution has to be independent of the nonlinear finite element terms and the basis has to be adapted to external parameters.Three approaches are provided, each responding to one requirement. These approaches are assembled to the integrated method. The approaches are the update and augmentation of the basis, the polynomial formulation of the nonlinear terms and the interpolation of the basis. A Newmark-type time-marching algorithm provides the frame of the integrated method. The application of the integrated method on test-cases with geometrically nonlinear finite elements confirms that this method leads to the initial aim of a rapid, accurate and parameterisable transient solution.

Motivé par l'étude de tissus biologiques, ce travail contribue aux développements d'outils numériques permettant de prédire la réponse mécanique de matériaux hétérogènes non linéaires dans lesquels les énergies d'interfaces deviennent prépondérantes. Ainsi, une méthode d'homogénéisation multi échelle combinée à une technique de réduction de modèle basée sur la décomposition orthogonale aux valeurs propres est proposée dans un cadre thermique et hyperélastique. Les énergies d'interfaces entre les différentes phases des composites sont décrites par un modèle d'interface cohérent et prises en compte numériquement par une approche liant la méthode des éléments finis étendus et la méthode level-set. Une étude de l'étalement d'une cellule vivante entre deux lamelles fixes est ensuite réalisée. Les deux modèles utilisés pour les simulations montrent que l'assemblage cortex d'actine-membrane plasmique ne joue qu'un rôle minime dans la réponse mécanique cellulaire / Motivated by the study of biological tissues, this work contributes to developing numerical tools to predict the mechanical response of nonlinear heterogeneous materials in which the energies of interfaces can no longer be ignored. First, a computational homogenization strategy combined with a model reduction technique based on the proper orthogonal decomposition is implemented in the cases of large elastic deformations and highly nonlinear conduction. The interfaces between the different phases of a composite are described by means of a coherent interface model and taken into account numerically by an extended finite element method in tandem with a level-set technique. Finally, experimental results of single cell spreading between two fixed parallel microplates are exploited through finite element modelling. Our two models show that the bilayer membrane and the actin cortex do not play a significant role in the cell mechanical response

<p>Disertacijom su opisane postojeće tehnike redukcije dinamičkih modela koje se koriste u teoriji upravljanja i postojeće tehnike za redukciju dinamičkih modela i ekvivalentiranje elektroenergetskih sistema. Predložen je nov pristup na fizici problema zasnovanoj redukciji dinamičkog modela elektroenergetskog sistema korišćenjem teorije balansnih realizacija. Takođe se predlaže korišćenje aproksimativnih bisimulacionih relacija za redukciju dinamičkih modela elektroenergetskog sistema. Postojeće tehnike i predloženi pristupi i algoritmi su primenjeni za redukciju dinamičkih modela dva razmatrana test sistema.</p> / <p>Dissertation describes the existing dynamic model reduction techniques used in control theory and existing techniques that are used for the reduction (equivalencing) of power system dynamic models. A new approach to physics-based reduction of power system dynamic model based on the balanced realization theory is proposed. Use of approximate bisimulation relations for reduction of power system dynamic models is also proposed. Existing techniques and proposed approaches and algorithms are applied to reduce the dynamic models of two considered test systems.<br />&nbsp;</p>