A model reduction technique that is optimal in the H_∞-norm has long been pursued due to its theoretical and practical importance. We consider the optimal H_∞ model reduction problem broadly from an interpolation-based approach, and give a method for finding the approximation to a state-space symmetric dynamical system which is optimal over a family of interpolants to the full order system. This family of interpolants has a simple parameterization that simplifies a direct search for the optimal interpolant. Several numerical examples show that the interpolation points satisfying the Meier-Luenberger conditions for H₂-optimal approximations are a good starting point for minimizing the H_∞-norm of the approximation error. Interpolation points satisfying the Meier-Luenberger conditions can be computed iteratively using the IRKA algorithm [12]. We consider the special case of state-space symmetric systems and show that simple sufficient conditions can be derived for minimizing the approximation error when starting from the interpolation points found by the IRKA algorithm. We then explore the relationship between potential theory in the complex plane and the optimal H_∞-norm interpolation points through several numerical experiments. The results of these experiments suggest that the optimal H_∞ approximation of order r yields an error system for which significant pole-zero cancellation occurs, effectively reducing an order n+r error system to an order 2r+1 system. These observations lead to a heuristic method for choosing interpolation points that involves solving a rational Zolatarev problem over a discrete set of points in the complex plane. / Master of Science

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Dynamical systems are mathematical models of physical phenomena widely used throughout the world today. When a dynamical system is too large to effectively use, we turn to model reduction to obtain a smaller dynamical system that preserves the behavior of the original. In many cases these models depend on one or more parameters other than time, which leads to the field of parametric model reduction. Constructing a parametric reduced-order model (ROM) is not an easy task, and for very large parametric systems it can be difficult to know how well a ROM models the original system, since this usually involves many computations with the full-order system, which is precisely what we want to avoid. Building off of efficient 𝐻-infinity approximations, we develop a greedy algorithm for efficiently modeling large-scale parametric dynamical systems in an 𝐻₂-sense. We demonstrate the effectiveness of this greedy search on a fluid problem, a mechanics problem, and a thermal problem. We also investigate Bayesian optimization for solving the optimization subproblem, and end with extending this algorithm to work with MIMO systems. / Master of Science / In the past century, mathematical modeling and simulation has become the third pillar of scientific discovery and understanding, alongside theory and experimentation. Mathematical models are used every day, and are essential to modern engineering problems. Some of these mathematical models depend on quantities other than just time, parameters such as the viscosity of a fluid or the strength of a spring. These models can sometimes become so large and complicated that it can take a very long time to run simulations with the models. In such a case, we use parametric model reduction to come up with a much smaller and faster model that behaves like the original model. But when these large models vary highly with the parameters, it can also become very expensive to reduce these models accurately. Algorithms already exist for quickly computing reduced-order models (ROMs) with respect to one measure of how "good" the ROM is. In this thesis we develop an algorithm for quickly computing the ROM with respect to a different measure - one that is more closely tied to how the models are simulated.

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Thesis (PhD) -- Stellenbosch University, 2001. / ENGLISH ABSTRACT: A robust and efficient adaptive sampling algorithm for multivariate, multiple output rational interpolation models, based on convergents of Thiele-type branched continued fractions, is presented. A variation of the standard branched continued fraction method is proposed that uses approximation to establish a non-rectangular grid of support points. Starting with a low order interpolant, the technique systematically increases the order by optimally choosing new support points in the areas of highest error, until the desired accuracy is achieved. In this way, accurate surrogate models are established by a small number of support points, without assuming any a priori knowledge of the microwave structure under study. The technique is illustrated and evaluated on several passive microwave structures, however it is general enough to be applied to many modelling problems. / AFRIKAANSE OPSOMMING: 'n Robuuste en effektiewe aanpasbare monsternemingsalgoritme vir multi-veranderlike, multi-uittree rasionale interpolasiemodelle, gegrond op konvergente van Thiele vertakte volgehoue breukuitbreidings, word beskryf. 'n Variasie op die konvensionele breukuitbreidingsmetode word voorgestel, wat 'n nie-reghoekige rooster van ondersteuningspunte gebruik in die funksiebenadering. Met 'n lae orde interpolant as beginpunt, verhoog die algoritme stelselmatig die orde van die interpolant deur optimaal verbeterde ondersteuningspunte te kies waar die grootste fout voorkom, totdat die gewensde akuraatheid bereik word. Hierdeur word akkurate surrogaat modelle opgebou ten spyte van min inisiele ondersteuningspunte, asook sonder voorkennis van die mikrogolfstruktuur ter sprake. Die algoritme word gedemonstreer en geevalueer op verskeie passiewe mikrogolfstrukture, maar is veelsydig genoeg om toepassing te vind in meer algemene modelleringsprobleme.