An $\mathcal H_2$-Type Error Bound for Time-Limited Balanced Truncation

التفاصيل البيبلوغرافية
العنوان: An $\mathcal H_2$-Type Error Bound for Time-Limited Balanced Truncation
المؤلفون: Redmann, Martin, Kürschner, Patrick
سنة النشر: 2017
المجموعة: Mathematics
مصطلحات موضوعية: Mathematics - Optimization and Control, 93A15, 93B99, 93C05, 93C15, 93D20
الوصف: When solving partial differential equations numerically, usually a high order spatial discretization is needed. Model order reduction (MOR) techniques are often used to reduce the order of spatially-discretized systems and hence reduce computational complexity. A particular MOR technique to obtain a reduced order model (ROM) is balanced truncation (BT). However, if one aims at finding a good ROM on a certain finite time interval only, time-limited BT (TLBT) can be a more accurate alternative. So far, no error bound on TLBT has been proved. In this paper, we close this gap in the theory by providing an $\mathcal H_2$ error bound for TLBT with two different representations. The performance of the error bound is then shown in several numerical experiments.
نوع الوثيقة: Working Paper
URL الوصول: http://arxiv.org/abs/1710.07572
رقم الانضمام: edsarx.1710.07572
قاعدة البيانات: arXiv