comparison of methods for parametric model order reduction of instationary problems (ii)

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Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II) Ulrike Baur ([email protected]) Peter Benner ([email protected]) Bernard Haasdonk ([email protected]) Christian Himpe ([email protected]) Immanuel Martini ([email protected]) Mario Ohlberger ([email protected]) EU-MORNET Kick-Off Meeting 18.-19.09.2014

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held at EU-MORNET Kick-Off Meeting

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Page 1: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Comparison of Methods for Parametric ModelOrder Reduction of Instationary Problems (II)

Ulrike Baur ([email protected])Peter Benner ([email protected])

Bernard Haasdonk ([email protected])Christian Himpe ([email protected])

Immanuel Martini ([email protected])Mario Ohlberger ([email protected])

EU-MORNET Kick-Off Meeting18.-19.09.2014

Page 2: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Benchmark Framework

Overview:BenchmarksMethodsTasksTaskmaster

About:Written in MatlabVersion 1.0 will be Open-SourceExtendable with further Benchmarks and MethodsReproducible Results

Page 3: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Benchmarks I (About)

State-space models

{Ex = (A + Ap)x + Buy = Cx + Du

BYO IntegratorListed in the MORwiki (http://modelreduction.org)

Synthetic (dim(x) = 1000)Microthruster (dim(x) = 4257)Anemometer (dim(x) = 29008)

Page 4: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Benchmarks II (Interface)

generate-methodAssembles modelOpaque to methodsReturns state-space matrices {A,Ap,B,C ,D,E}

integrate-methodComputes trajectory for given x0, u, pTransparent to methodsReturns fixed-step-width time series

Page 5: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Benchmarks III (Limitations)

Currently:Single-Input-Single OutputLinear-Time-InvariantSingle Parameter (affinely dependent)Parametrized System Matrix Ap

Future:Multiple-Input-Multiple-OutputLinear-Time-Varying, DDEs, DAEsMany ParametersArbitrary Parametrization {Ap,Bp,Cp,Dp,Ep}Source Term F (Fp)

Page 6: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Methods I (About)

Model order reduction codeShould not depend on (or be) propriety code (if possible)(Should be) listed in the MORwiki

Page 7: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Methods II (Interface)

No interface requirements (yet)Must be able to share data with Matlab

Page 8: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Methods III (On Board)

Currently:PODPOD-GreedyMatrix InterpolationTransfer Function InterpolationPiecewise Tangential H2 InterpolationMulti Parameter Moment MatchingEmpirical (Cross) Gramians

Future:(Variant of) Balanced TruncationLoewner FrameworkInterpolation on Grassmann ManifoldReduced Basis...

Page 9: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Tasks I (About)

Function ContainerEvaluates a set Benchmark,with a set pMOR Method

Page 10: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Tasks II (Interface)

{Ar, Apr, Br, Cr, Er, X0r, V, W, Y, Z } =task_METHOD_BENCHMARK(A,Ap,B,C,D,E,X0,U,P,h,T,r)

Gets full order model (A,Ap,B,C,D,E,X0)Input (U)Parameter range (P)Target reduced order (r)Returns reduced order model (Ar,Apr,Br,Cr,Er,X0r)Returns reducing projections (V,W)Can return extra information (Y,Z)for use during the online phase

Page 11: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Tasks III (Limitations)

Currently:(Benchmark) Input is transparentOnly target reduced orderOwn or benchmark’s integrator

Future:Input will be opaqueTarget offline timeForce own or benchmark’s integrator (?)...

Page 12: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Taskmaster I (About)

1 Evaluate Full-Order Model2 Execute Offline Phase for all Tasks3 Execute Online Phase for all Tasks

Reduced Order SimulationsError Computation

4 Store Results

Page 13: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Taskmaster II (Benchmark Ranges)

Currently:Time IntervalFrequency RangeParameter RangeImpulse InputArbitrary Initial ValuesFixed Reduced Dimension

Future:Arbitrary (RMS) InputUncertaintiesVarying Reduced Dimension...

Page 14: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Taskmaster III (ROM Quality)

Currently:Offline TimeOnline TimeL2-error (in states)L2-error (in outputs)L∞-error (in outputs)H2-error (in outputs)H∞-error (in outputs)Scaled H∞-error (in outputs)ROM Stability Test

Future:Machine independent efficiency indicatorsL1-error (in outputs)maxθ‖y(θ)− yr (θ)‖?

...

Page 15: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Outlook

Content:More Benchmarks (MORwiki,Oberwolfach,NICONET,Industry,...)

More MethodsNonlinear Systems (ie Gradient Systems)

Architecture:Toolbox Independence (currently: Control System Toolbox)Performance (especially H2 error)Parallelization (per Benchmark)

Usage:Graphical User InterfaceResults Database in MORwiki (possibly versioned)Octave Compatibility (full open-source stack)

Page 16: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

Long Term Goals

Cluster & LocalChoose & Compare different Benchmarks and MethodsExtract Classifications from the MORwikiEvaluate Errors & DurationsEnsure Performance for my new VersionsAll Open-Source & Open-DataTask is sample implementationFullfill Science-Code-Manifesto1

1http://sciencecodemanifesto.org

Page 17: Comparison of Methods for Parametric Model Order Reduction of Instationary Problems (II)

tl;dl

We have:Basic Benchmark Framework,with Modular Architecture

We need:Tuned MethodsBenchmarks with Integrators

What do you want / need / suggest ?

Thanks!