TY - INPR A1 - Mehrmann, Volker A1 - Morandin, Riccardo T1 - Structure-preserving discretization for port-Hamiltonian descriptor systems N2 - We extend the modeling framework of port-Hamiltonian descriptor systems to include under- and over-determined systems and arbitrary differentiable Hamiltonian functions. This structure is associated with a Dirac structure that encloses its energy balance properties. In particular, port-Hamiltonian systems are naturally passive and Lyapunov stable, because the Hamiltonian defines a Lyapunov function. The explicit representation of input and dissipation in the structure make these systems particularly suitable for output feedback control. It is shown that this structure is invariant under a wide class of nonlinear transformations, and that it can be naturally modularized, making it adequate for automated modeling. We investigate then the application of time-discretization schemes to these systems and we show that, under certain assumptions on the Hamiltonian, structure preservation is achieved for some methods. Numerical examples are provided. KW - port-Hamiltonian systems KW - structure-preserving discretization KW - differential-algebraic equations KW - Dirac structure Y1 - 2021 ER - TY - INPR A1 - Manguoglu, Murat A1 - Mehrmann, Volker T1 - A two-level iterative scheme for general sparse linear systems based on approximate skew-symmetrizers N2 - We propose a two-level iterative scheme for solving general sparse linear systems. The proposed scheme consists of a sparse preconditioner that increases the skew-symmetric part and makes the main diagonal of the coefficient matrix as close to the identity as possible. The preconditioned system is then solved via a particular Minimal Residual Method for Shifted Skew-Symmetric Systems (mrs). This leads to a two-level (inner and outer) iterative scheme where the mrs has short term recurrences and satisfies an optimally condition. A preconditioner for the inner system is designed via a skew-symmetry preserving deflation strategy based on the skew-Lanczos process. We demonstrate the robustness of the proposed scheme on sparse matrices from various applications. Y1 - 2021 ER - TY - INPR A1 - Bankmann, Daniel A1 - Mehrmann, Volker A1 - Nesterov, Yurii A1 - Van Dooren, Paul T1 - Computation of the analytic center of the solution set of the linear matrix inequality arising in continuous- and discrete-time passivity analysis N2 - In this paper formulas are derived for the analytic center of the solution set of linear matrix inequalities (LMIs) defining passive transfer functions. The algebraic Riccati equations that are usually associated with such systems are related to boundary points of the convex set defined by the solution set of the LMI. It is shown that the analytic center is described by closely related matrix equations, and their properties are analyzed for continuous- and discrete-time systems. Numerical methods are derived to solve these equations via steepest ascent and Newton-like methods. It is also shown that the analytic center has nice robustness properties when it is used to represent passive systems. The results are illustrated by numerical examples. Y1 - 2021 ER - TY - INPR A1 - Mehrmann, Volker A1 - Van Dooren, Paul T1 - Optimal robustness of port-Hamiltonian systems N2 - We construct optimally robust port-Hamiltonian realizations of a given rational transfer function that represents a passive system. We show that the realization with a maximal passivity radius is a normalized port-Hamiltonian one. Its computation is linked to a particular solution of a linear matrix inequality that defines passivity of the transfer function, and we provide an algorithm to construct this optimal solution. We also consider the problem of finding the nearest passive system to a given non-passive one and provide a simple but suboptimal solution. Y1 - 2021 ER - TY - INPR A1 - Beattie, Chris A. A1 - Gugercin, Serkan A1 - Mehrmann, Volker T1 - Structure-preserving Interpolatory Model Reduction for Port-Hamiltonian Differential-Algebraic Systems N2 - We examine interpolatory model reduction methods that are well-suited for treating large scale port-Hamiltonian differential-algebraic systems in a way that is able to preserve and indeed, take advantage of the underlying structural features of the system. We introduce approaches that incorporate regularization together with prudent selection of interpolation data. We focus on linear time-invariant systems and present a systematic treatment of a variety of model classes that include combinations of index-1 and index-2 systems, describing in particular how constraints may be represented in the transfer function and then preserved with interpolatory methods. We propose an algorithm to generate effective interpolation data and illustrate its effectiveness via two numerical examples. Y1 - 2021 ER - TY - INPR A1 - Domschke, Pia A1 - Hiller, Benjamin A1 - Lang, Jens A1 - Mehrmann, Volker A1 - Morandin, Riccardo A1 - Tischendorf, Caren T1 - Gas Network Modeling: An Overview N2 - With this overview we want to provide a compilation of different models for the description of gas flow in networks in order to facilitate the introduction to the topic. Special attention is paid to the hierarchical structure inherent to the modeling, and the detailed description of individual components such as valves and compressors. Also included are network model classes based on purely algebraic relations, and energy-based port-Hamiltonian models. A short overview of basic numerical methods and concepts for the treatment of hyperbolic balance equations is also given. We do not claim completeness and refer in many places to the existing literature. The idea of a model catalog came to us in the context of the application for the CRC/Transregio 154 ``Mathematical modeling, simulation and optimization using the example of gas networks''. The present English translation is an extension from [P. Domschke, B. Hiller, J. Lang, and C. Tischendorf. Modellierung von Gasnetzwerken: Eine Übersicht. Preprint, TRR 154, 2017]. At this point we would like to thank the DFG for its support. Y1 - 2021 ER - TY - INPR A1 - Egger, Herbert A1 - Kugler, Thomas A1 - Liljegren-Sailer, Björn A1 - Marheineke, Nicole A1 - Mehrmann, Volker T1 - On structure preserving model reduction for damped wave propagation in transport networks N2 - We consider the discretization and subsequent model reduction of a system of partial differential-algebraic equations describing the propagation of pressure waves in a pipeline network. Important properties like conservation of mass, dissipation of energy, passivity, existence of steady states, and exponential stability can be preserved by an appropriate semi- discretization in space via a mixed finite element method and also during the further dimension reduction by structure preserving Galerkin projection which is the main focus of this paper. Krylov subspace methods are employed for the construction of the reduced models and we discuss modifications needed to satisfy certain algebraic compatibility conditions; these are required to ensure the well-posedness of the reduced models and the preservation of the key properties. Our analysis is based on the underlying infinite dimensional problem and its Galerkin approximations. The proposed algorithms therefore have a direct interpretation in function spaces; in principle, they are even applicable directly to the original system of partial differential-algebraic equations while the intermediate discretization by finite elements is only required for the actual computations. The performance of the proposed methods is illustrated with numerical tests and the necessity for the compatibility conditions is demonstrated by examples. KW - partial differential-algebraic equations KW - port-Hamiltonian systems KW - Galerkin projection Y1 - 2017 ER - TY - INPR A1 - Kunkel, Peter A1 - Mehrmann, Volker T1 - Regular solutions of DAE hybrid systems and regularization techniques N2 - The solvability and regularity of hybrid differential-algebraic systems (DAEs) is studied, and classical stability estimates are extended to hybrid DAE systems. Different reasons for non-regularity are discussed and appropriate regularization techniques are presented. This includes a generalization of Filippov regularization in the case of so-called chattering. The results are illustrated by several numerical examples. KW - Differential-algebraic equation KW - hybrid system KW - switched system Y1 - 2017 ER - TY - INPR A1 - Stolwijk, Jeroen J. A1 - Mehrmann, Volker T1 - Error Analysis and Model Adaptivity for Flows in Gas Networks N2 - In the simulation and optimization of gas flow in a pipeline network, a hierarchy of models is used that employs different formulations of the Euler equations. While the optimization is performed on piecewise linear models, the flow simulation is based on the simulation of one to three dimensional Euler equations including the temperature distributions. To decide which model class in the hierarchy is adequate to achieve a desired accuracy, this paper presents an error and perturbation analysis for a two level model hierarchy including the isothermal Euler equations in semilinear form and the stationary Euler equations in purely algebraic form. The focus of the work is on the effect of data uncertainty, discretization and rounding errors in the numerical simulation of these models and their interaction. Two simple discretization schemes for the semilinear model are compared with respect to their conditioning and temporal stepsizes are determined for which a well-conditioned problem is obtained. The results are based on new componentwise relative condition numbers for the solution of nonlinear systems of equations. Moreover, the model error between the semilinear and the algebraic model is computed, the maximum pipeline length is determined for which the algebraic model can be used safely, and a condition is derived for which the isothermal model is adequate. KW - gas network KW - isothermal Euler equations KW - error analysis KW - condition number KW - data uncertainty Y1 - 2017 ER - TY - INPR A1 - Mehrmann, Volker A1 - Stolwijk, Jeroen J. T1 - Error Analysis for the Euler Equations in Purely Algebraic Form N2 - The presented work contains both a theoretical and a statistical error analysis for the Euler equations in purely algebraic form, also called the Weymouth equations or the temperature dependent algebraic model. These equations are obtained by performing several simplifications of the full Euler equations, which model the gas flow through a pipeline. The theoretical analysis is executed by first calculating the backward error and then the individual relative condition numbers. This error analysis results in a statement about the maximum pipeline length such that the algebraic model can be used safely. The statistical analysis is performed using both a Monte Carlo Simulation and the Univariate Reduced Quadrature Method and is used to illustrate and confirm the obtained theoretical results. KW - error analysis KW - measurement error KW - condition number KW - backward error KW - statistical analysis Y1 - 2015 ER -