Logo: DFG Research Center MATHEON, Mathematics for key technologies

Project A9: Simulation and Control of Positive Descriptor Systems

DFG-Forschungszentrum Technische Universit�t Berlin

Duration: April 2005 - May 2010
Project leaders: V. Mehrmann and R. Nabben

Department of Mathematics, Technical University of Berlin, Strasse des 17. Juni 136, 10623 Berlin, Germany

Tel: +49 (0)30 - 314 25736 (office) / - 314 21264 (secretary)

email: mehrmann@math.tu-berlin.de

Tel: +49 (0)30 - 314 29291 (office) / - 314 29621 (secretary)

email: nabben@math.tu-berlin.de
Researcher: A.K. Baum

Department of Mathematics, Technical University of Berlin, Strasse des 17. Juni 136, 10623 Berlin, Germany

Tel: +49 (0)30 - 314 23439

email: baum@math.tu-berlin.de
Former/associated Reseacher:
E. Virnik, C. Mense
Cooperation: There are connections to A4, A6, A8, D2, D13.

D. B. Szyld (Temple University); D. Fritzsche (Universität Wuppertal); S. Friedland (University of Illinois at Chicago);  H. Schneider (Madison); J. Stelling (ETH Zürich, Bioinformatik); J. van Schuppen (CWI and VU Amsterdam); D. Fritzsche (Universität Wuppertal); H. Schneider (Madison); R. Bru (Universidad Politécnica de Valencia); R. Shorten (Hamilton Institut); J. van Schuppen (CWI an VU Amsterdam)
Support: DFG Research Center Matheon "Mathematics for Key Technologies"


Description:

Differential-algebraic systems (descriptor systems) are the essential models for the control and simulation of dynamical processes in all areas of science and engineering that are constrained e.g. by conservation laws, balance conditions or just geometric conditions. When economical, biological or chemical systems are modelled by descriptor systems, in which the state describes concentrations, populations of species, or just numbers of cells, then the solution is a nonnegative vector function. Hence, the numerical methods for the control or simulation should respect this structure. Applications are semi-dicretized advection-diffusion-reaction models that arise in atmospheric chemistry, chemotaxis problems, transport problems or economic models.



Results:
The goal of this project is to systematically extend the theory of positive systems to the differential-algebraic case (positive descriptor systems). So far, we have obtained the following results:
  • extension of the Perron-Frobenius theory to positive descriptor systems;
  • characterization of positivity in the descriptor case;
  • stability analysis of positive descriptor systems;
  • positivity preserving model reduction;
  • doubly nonnegative solutions of projected Lyapunov equations;
  • AMG for (singular) M-matrices, convergence results.

Further goals:
The future goal of this project is to continue to systematically extend the theory of positive systems and apply this theory to real world problems. The following problems are still open:
  • a systematic study of application problems in biological systems including chemotaxis, control of chemical reactions in the human blood system etc.
  • extension of controllability, observability, stabilizability to positive descriptor systems;
  • parameter identification and model realization methods for positive descriptor systems;
  • positivity preserving preconditioners for iterative methods like algebraic multigrid methods and approximate inverse preconditioners;
  • positivity preserving optimal control of positive descriptor systems;
  • positivity preserving discretization and index reduction methods;

Refereed publications:
   

T. Reis und E. Virnik
Positivity preserving balanced truncation for descriptor systems
SIAM Journal on Control and Optimization (SICON), , 48(4), pp. 2600-2619, 2009.
Preprint 517-2008 Matheon, Berlin,
   

S. Friedland and E. Virnik
Nonnegativity of Schur complements of nonnegative idempotent matrices,
Electronic Journal of Linear Algebra (ELA), Vol. 17, pp. 426-435, (2008).
Preprint 420-2007 Matheon, Berlin,
   

E. Virnik
Stability analysis of positive descriptor systems
Linear Algebra and its Applications (LAA), Vol. 429, Issue 10, pp. 2640-2659 (2008).
Preprint 384-2007 Matheon, Berlin.
 


D. Fritzsche, V. Mehrmann, D. B. Szyld and E. Virnik
An SVD approach to identifying meta-stable states of Markov chains
Electronic Transactions on Numerical Analysis (ETNA), Vol. 29, pp. 46-69, (2008),
Preprint 15-2006 TU Berlin, 2006.
   

V. Mehrmann, R. Nabben and E. Virnik
Generalisation of the Perron-Frobenius theory to matrix pencils
Linear Algebra and its Applications (LAA), Vol. 428, Issue 1, pp. 20-38, (2008),
Preprint 369-2007 Matheon, Berlin, 2007.




C. Mense and R. Nabben
On algebraic multilevel methods for non-symmetric systems -  comparison results
Linear Algebra and its Applications (LAA), Vol. 429, Issue 10, pp. 2567-2588, (2008).
   

C. Mense and R. Nabben
On algebraic multilevel methods for non-symmetric systems -  convergence results
Electronic Transactions on Numerical Analysis, Vol. 30 , pp. 323-345, (2008).




E. Virnik
An Algebraic Multigrid Preconditioner for a Class of Singular M-Matrices
SIAM Journal on Scientific Computing (SISC), Vol. 29, Issue 5, pp. 1982-1991, (2007),
Preprint 03-2006 TU Berlin, 2006.
   
   
 Book Chapters:




T. Reis, E. Virnik.
Positivity preserving model reduction
in Positive Systems, R. Bru, S. Romero-Vivo (eds), Lecture Notes in Control and Information Sciences, Vol. 389/2009, Springer-Verlag, 2009, pp. 131-139. [ISBN 978-3-642-02893-9].






Theses:
   
 
E. Virnik
Analysis of positive descriptor systems
PhD Thesis, TU Berlin, 2008

C. Mense
Konvergenzanalyse von algebraischen Mehr-Gitter-Verfahren fuer M-Matrizen
PhD Thesis, TU Berlin, 2007

F. Gossler
Zwei-Level-Verfahren zur Loesung linearer Gleichungssysteme mit nichtsingulaerer unsymmetrischer M-Matrix
Master Thesis, TU Berlin, 2007