Related papers: Stochastic Galerkin method and port-Hamiltonian fo…
We consider linear first-order systems of ordinary differential equations (ODEs) in port-Hamiltonian (pH) form. Physical parameters are remodelled as random variables to conduct an uncertainty quantification. A stochastic Galerkin…
Mathematical modeling often yields linear dynamical systems in science and engineering. We change physical parameters of the system into random variables to perform an uncertainty quantification. The stochastic Galerkin method yields a…
We consider a second-order linear system of ordinary differential equations (ODEs) including random variables. A stochastic Galerkin method yields a larger deterministic linear system of ODEs. We apply a model order reduction (MOR) of this…
This paper considers structure-preserving model order reduction (MOR) techniques for port-Hamiltonian (pH) systems, which are typically derived from energy-based modelling. To keep favorable properties of pH systems such as stability and…
This work proposes a novel structure-preserving model order reduction (MOR) method for linear, time-invariant port-Hamiltonian (pH) systems. Our goal is to construct a reduced order pH system, which can still be interpreted in the physical…
We discuss the recent developments of projection-based model order reduction (MOR) techniques targeting Hamiltonian problems. Hamilton's principle completely characterizes many high-dimensional models in mathematical physics, resulting in…
It is well known that any port-Hamiltonian (pH) system is passive, and conversely, any minimal and stable passive system has a pH representation. Nevertheless, this equivalence is only concerned with the input-output mapping but not with…
Classical model reduction techniques project the governing equations onto linear subspaces of the high-dimensional state-space. For problems with slowly decaying Kolmogorov-n-widths such as certain transport-dominated problems, however,…
We present a new optimization-based structure-preserving model order reduction (MOR) method for port-Hamiltonian descriptor systems (pH-DAEs) with differentiation index two. Our method is based on a novel parameterization that allows us to…
We develop optimization-based structure-preserving model order reduction (MOR) methods for port-Hamiltonian (pH) descriptor systems of differentiation index one. Descriptor systems in pH form permit energy-based modeling and intuitive…
We examine nonlinear dynamical systems of ordinary differential equations or differential algebraic equations. In an uncertainty quantification, physical parameters are replaced by random variables. The inner variables as well as a quantity…
This paper considers large-scale linear stochastic systems representing, e.g., spatially discretized stochastic partial differential equations. Since asymptotic stability can often not be ensured in such a stochastic setting (e.g. due to…
For a general class of nonlinear port-Hamiltonian systems we develop a high-order time discretization scheme with certain structure preservation properties. The finite or infinite-dimensional system under consideration possesses a…
A port-Hamiltonian (pH) system formulation is a geometrical notion used to formulate conservation laws for various physical systems. The distributed parameter port-Hamiltonian formulation models infinite dimensional Hamiltonian dynamical…
In this article, we present the structure-preserving discretization of linear one-dimensional port-Hamiltonian (PH) systems of two conservation laws using discontinuous Galerkin (DG) methods. We recall the DG discretization procedure which…
In uncertainty quantification, a stochastic modelling is often applied, where parameters are substituted by random variables. We investigate linear dynamical systems of ordinary differential equations with a quantity of interest as output.…
We present the mixed Galerkin discretization of distributed parameter port-Hamiltonian systems. On the prototypical example of hyperbolic systems of two conservation laws in arbitrary spatial dimension, we derive the main contributions: (i)…
We present a method for linear stability analysis of systems with parametric uncertainty formulated in the stochastic Galerkin framework. Specifically, we assume that for a model partial differential equation, the parameter is given in the…
The shallow water flow model is widely used to describe water flows in rivers, lakes, and coastal areas. Accounting for uncertainty in the corresponding transport-dominated nonlinear PDE models presents theoretical and numerical challenges…
Recently, two independent research efforts have been made to study the stochastic Galerkin formulation of the shallow water equations. %In particular, Bender and \"Offner developed entropy-conservative discontinuous Galerkin (DG) methods to…