Dozenten: | Jörg Liesen, Volker Mehrmann, Reinhard Nabben |
Koordination: | Agnieszka Międlar |
LV-Termine: | Do 10-12 in MA 376 |
Inhalt: | Vorträge von Diplomanden, Doktoranden, Postdocs und manchmal auch Gästen zu aktuellen Forschungsthemen |
Vorschau Wintersemester 2010/2011: | ||||
Vorläufige Terminplanung: | ||||
Datum | Uhrzeit | Raum | Vortragende(r) | Titel |
---|---|---|---|---|
Do 22.04.2010 | 10:15 | MA 376 |
Prof. Serkan Gugercin (Virginia Tech.) |
Inexact solves in interpolatory model reduction (Abstract) |
im Anschluss | MA 376 |
--------------------- | Vorbesprechung | |
Do 29.04.2010 | 10:15 | MA 376 |
Tobias Baumgarten | Eigenvalue path-following for large scale second order systems (Abstract) |
im Anschluss | MA 376 |
Federico Poloni (Scuola Normale Superiore di Pisa) |
Algorithms for quadratic matrix equations in probability with an eye to similarities with Control Theory (Abstract) | |
Do 06.05.2010 | 10:15 | MA 376 |
Prof. Martin H. Gutknecht (ETH Zürich and TU Berlin) |
Block and Band Lanczos Algorithms: a Review of Options (Abstract) |
Do 20.05.2010 | 10:15 | MA 376 |
Michael Karow | A Perturbation Bound for Invariant Subspaces (Abstract) |
im Anschluss | MA 376 |
Phillip Losse | H∞ Control for Descriptor Systems - A Structured Matrix Pencils Approach (Abstract) | |
Do 03.06.2010 | 10:15 | MA 376 |
Jens Möckel | The linear-quadratic optimal control problem for descriptor systems (Abstract) |
im Anschluss | MA 376 |
Tobias Brüll | Linear Matrix Inequalities in Systems Theory (Abstract) | |
Do 10.06.2010 | 10:15 | MA 376 |
Jan Heiland | On the approximation of a dispersed two phase-flow using an adapted RANS and population balance equation for the mixture (Abstract) |
im Anschluss | MA 376 |
Agnieszka Międlar | Functional perturbation results for PDE eigenvalue problems (Abstract) | |
Do 17.06.2010 | 10:15 | MA 376 |
Hatim Salih | Solving singular Lur'e-equations using a Newton-like method (Abstract) |
im Anschluss | MA 376 |
André Gaul | Deflated MinRes without breakdowns (Abstract) | |
Do 08.07.2010 | 10:15 | MA 376 |
Ann-Kristin Baum | Positivity preserving discretizations for linear problems - The constant coefficient case continued (Abstract) |
im Anschluss | MA 376 |
Ha Phi | Strangeness-index of Delay Differential-Algebraic Equations of Retarded type (Abstract) |
Interessenten sind herzlich eingeladen!
Weitere Vorträge siehe auch:
Abstracts zu den Vorträgen:
Abstract:
In this talk, we analyze the use of inexact solves in interpolatory model reduction setting and present the resulting structured perturbation effects on the underlying model reduction problem. We prove that when inexact solves are performed within a Petrov-Galerkin framework, the resulting reduced order models are backward stable with respect to the approximating transfer function. General bounds on the system error associated with an inexact reduced order model are introduced that provide a new tool to understand the structured backward error and stopping criteria. We also show that for a selection of interpolation points that satisfy first-order necessary H2-optimality conditions, a primitive basis remains remarkably well-conditioned and errors due to inexact solves do not tend to degrade the reduced order models. Conversely, for poorly selected interpolation points, errors can be greatly magnified through the model reduction process. Several numerical examples will be presented to support the theoretical discussion.
Abstract:
I will try to give an introduction to several kinds of quadratic matrix
equations encountered in applied probability problems (queuing theory,
Markov chains), presenting the iterative algorithms used to solve them.
Many of these equations are very similar to the problems encountered in
control theory (CARE, QEP); thus the focus of the talk will be on
highlighting the similarities and differences between these two classes
of problems.
It is hoped that knowledge from the more mature field of structured
eigenvalue problems can provide better understanding also for the
probability setting.
Abstract:
Since the early work of Cullum and Donath (1974) and Underwood and Golub
(1975, 1977), there has been, from time to time, a renewed interest in
conjugate gradient methods for systems with multiple-right hand sides and in Lanczos methods with several starting vectors for solving linear
systems, computing eigenvalues, or, more recently, system identification
and model reduction.
While the formal definition of block versions of the Lanczos algorithm
is quite easy --- at least when there are equally many right and left
starting vectors (i.e., inputs and outputs) --- the true difficulties
come when a dimension reduction of block Krylov space (so-called
deflation) has to be treated properly, or, in the nonsymmetric case,
when the block Lanczos process breaks down.
Deflation for symmetric systems of equations was treated by Nikishin
and Yeremin (1995) (and, to some extent, by others before).
For the nonsymmetric case, the answer to both difficulties lies in an
adjustment of the look-ahead Lanczos algorithm for SISO systems.
The resulting nonsymmetric look-ahead (or cluster) band Lanczos
algorithm has been developed in 1994--1996 in partly independent and
partly cooperative efforts by Aliaga, Boley, Feldmann, Freund,
Hern\'andez, Malhotra, and even others.
The work culminates in the paper by Aliaga, Boley, Freund, and
Hern\'andez in Math. Comp. (1999/2000, submitted 1996).
However, the detailed specification of a nonsymmetric block Lanczos
algorithm (for MIMO systems) requires to choose among many options,
and the solution chosen by the mentioned authors is far from optimal
regarding its stability. There are trade-offs between cost, complexity,
and stability. The purpose of this talk is to discuss these issues.
We will in particular present the solution chosen in the dissertation
of my student Damian Loher, which proved far more stable than previous ones.
Abstract:
Let X be a simple invariant subspace of the square matrix A.
If the matrix E is sufficiently small then the matrix A+E
has a simple invariant subspace X_E which is close to X. We
provide a (hopefully) new bound for the maximum canonical
angle between X and X_E. Furthermore, we compare our estimate
with the classical results by Davis and Kahan, Demmel and Stewart.
Abstract:
The H∞ control problem is studied for linear constant coefficient descriptor systems.
Necessary and sufficient optimality conditions are derived in terms of deflatign subspaces of even matrix
pencils for problems of arbitrary index. A simple numerical example is given to compare them to
previous methods.
Abstract:
In this talk, we consider the linear quadratic optimal regulator for
descriptor systems. The main ansatz will be, to transform the system
into an SVD coordinate system. Using this transformed system, an
algebraic Riccati equation is derived, whose solution can be used to
compute the optimal regulator.
Abstract:
In this talk we will consider first-order linear systems with quadratic cost or energy functionals. For such systems we will see that (under some controllability assumptions) dissipativity is equivalent to the solvability of a certain linear matrix inequality.
Abstract:
To simulate the mixing of two or more immiscible fluids one can call on
the multiphase Navier-Stokes Equations. For the setup considered in my
work, where one phase is easily dominated by the other, it is common
practice to approximate the flow by one fluid and to track the second by
means of a population balance equation. To simulate turbulent regimes
the use of turbulence models is inevitable.
This talk addresses the modelling of multiphase flows and how the
simplified, averaged and reduced equations used in my simulations can be
derived. Doing the reduction in one framework delivers a closed
representation for the approximation error.
Abstract:
We discuss a functional perturbation results, i.e., a functional
normwise backward error for PDE eigenvalue problems. Following the work
of M. Arioli et al. for boundary value problems we will extend the ideas
of functional compatibility and condition number to eigenvalue problems.
At the end some first ideas about stopping criteria for iterative
eigenvalue solvers will be introduced.
Abstract:
The results of my diploma-thesis are presented, a Newton-like algorithm that solves the singular Lur'e-equations
in low-rank arithmetics and its advantages in comparison to another method for solving this problem are shown.
Abstract:
Deflation is a technique to improve convergence of Krylov subspace
methods for the solution of linear systems. We will consider the case of
symmetric (but not necessarily positive definite) matrices in this talk.
Eric de Sturler proposed a deflated MinRes method but our investigation
revealed that breakdowns can occur. Using our results for MinRes applied
to singular but consistent systems, we construct a method not suffering
from breakdowns.
Abstract:
In this talk we will continue the discussion of linear, time-invariant
DAEs with the property of positivity.
We recall the positivity conditions for ODEs and their generalization to
the differential part of linear, time-invariant DAEs and point out how the
assumption of absolute monotonicity can be avoided.
For the algebraic part of a DAE discretization, we will demonstrate how
the consistency conditions of the applied method can be used to derive
assumptions for positivity.
Abstract:
The aim of this talk is the strangeness-index of a linear time
invariant, delay differential-algebraic equation of retarded type
$$ E\dot{x}(t)=A0 x(t) + A1 x(t-h) + f(t),$$
based on the structure of matrix triple $(E,A0,A1)$. We will compare
the strangeness-index of this system with the strangeness-index of its
non-delay part, which is often used as the index of regular delay
differential-algebraic equations. In the second part of the talk, we
will discuss another strangeness-index concept introduced by the
behavior approach and the relation between these strangeness-indices.
Impressum | Agnieszka Międlar 14.06.2010 |