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A polynomial approximation scheme for nonlinear model reduction by moment matching

Carlos Doebeli, Alessandro Astolfi, Dante Kalise, Alessio Moreschini, Giordano Scarciotti, Joel Simard

TL;DR

This work tackles the challenge of nonlinear moment matching for high-dimensional dynamical systems by approximating the invariance PDE that defines the centre manifold with a Galerkin spectral expansion and Newton iterations on coefficient vectors. The method yields a practical reduced-order model whose steady-state response matches the full system under a given signal generator, even when the full model has thousands of states and non-polynomial nonlinearities. Key contributions include the first explicit computational framework for nonlinear moment matching in this setting, demonstrations up to $n=1000$, and a tensor-enabled assembly that mitigates the curse of dimensionality. The approach offers a scalable route to accurate ROMs for complex interconnected systems and opens directions for higher-dimensional signal generators and broader control applications.

Abstract

We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed to find an approximate solution to the invariance equation using a Newton iteration on the coefficients of a monomial basis expansion of the solution. These solutions to the invariance equations can then be used to construct reduced-order models. We assess the ability of the method to solve the invariance PDE system as well as to achieve moment matching and recover a system's steady-state behaviour for linear and nonlinear signal generators with system dynamics up to $n=1000$ dimensions.

A polynomial approximation scheme for nonlinear model reduction by moment matching

TL;DR

This work tackles the challenge of nonlinear moment matching for high-dimensional dynamical systems by approximating the invariance PDE that defines the centre manifold with a Galerkin spectral expansion and Newton iterations on coefficient vectors. The method yields a practical reduced-order model whose steady-state response matches the full system under a given signal generator, even when the full model has thousands of states and non-polynomial nonlinearities. Key contributions include the first explicit computational framework for nonlinear moment matching in this setting, demonstrations up to , and a tensor-enabled assembly that mitigates the curse of dimensionality. The approach offers a scalable route to accurate ROMs for complex interconnected systems and opens directions for higher-dimensional signal generators and broader control applications.

Abstract

We propose a procedure for the numerical approximation of invariance equations arising in the moment matching technique associated with reduced-order modeling of high-dimensional dynamical systems. The Galerkin residual method is employed to find an approximate solution to the invariance equation using a Newton iteration on the coefficients of a monomial basis expansion of the solution. These solutions to the invariance equations can then be used to construct reduced-order models. We assess the ability of the method to solve the invariance PDE system as well as to achieve moment matching and recover a system's steady-state behaviour for linear and nonlinear signal generators with system dynamics up to dimensions.

Paper Structure

This paper contains 19 sections, 1 theorem, 62 equations, 3 figures, 16 tables.

Key Result

Proposition 2.6

\newlabelprop0 If Assumptions ass:stab and ass:f hold, then we are guaranteed the existence of a mapping $\pi : \mathbb{R}^d \to \mathbb{R}^n$ that is defined on a neighbourhood $W^0$ about the origin and characterizes a locally attractive centre manifold for eq:interconnected. This mapping $\pi$ This centre manifold is represented as $\mathcal{M} = \{(x, \omega) : x = \pi(\omega)\}$ for $\pi$ s

Figures (3)

  • Figure 1: Diagrammatic illustration of the concepts of moment matching in reduced-order modeling. The signal generator generates a control input to the higher order model and the reduced-order model, and moment-matching corresponds to the exact matching of their steady-state responses.
  • Figure 1: Plot of $y(t)$ and $y_r(t)$ for $t \in [0, 50]$ for the RL ladder problem with a linear oscillator signal generator for a domain $\Omega = [-1,1]^2$ and a maximum degree $M = 6$ for the dimension $n = 1000$, with constants $a = 2, \kappa = 1.1, c = 10$ and initial conditions $\omega_0 = (0.1, 0.2)^\top$, $r_0 = (0,1)^\top$ and $x_0 = 0$.
  • Figure 2: Plot of $y(t)$ and $y_r(t)$ for $t \in [0, 50]$ for the RL ladder problem with a Van der Pol oscillator signal generator for a domain $\Omega = [-1,1]^2$ and a maximum degree $M = 4$ for the dimension $n = 1000$, with constants $\mu = 0.25, \kappa = 1.1, c = 10$ and initial conditions $\omega_0 = (0.1, 0.2)^\top$, $r_0 = (0,1)^\top$ and $x_0 = 0$.

Theorems & Definitions (11)

  • Definition 2.1: Observability
  • Definition 2.2: Accessibility
  • Definition 2.3: Poisson stability
  • Definition 2.4: Neutral stability
  • Definition 2.5: Centre Manifold, carr
  • Proposition 2.6
  • Definition 2.7: Moment
  • Definition 2.8
  • Definition 3.1
  • Remark 3.2
  • ...and 1 more