Model Order Reduction with Rational Krylov Methods

Sammanfattning: Rational Krylov methods for model order reduction are studied. A dual rational Arnoldi method for model order reduction and a rational Krylov method for model order reduction and eigenvalue computation have been implemented. It is shown how to deflate redundant or unwanted vectors and how to obtain moment matching. Both methods are designed for generalised state space systems---the former for multiple-input-multiple-output (MIMO) systems from finite element discretisations and the latter for single-input-single-output (SISO) systems---and applied to relevant test problems. The dual rational Arnoldi method is designed for generating real reduced order systems using complex shift points and stabilising a system that happens to be unstable. For the rational Krylov method, a forward error in the recursion and an estimate of the error in the approximation of the transfer function are studie.A stability analysis of a heat exchanger model is made. The model is a nonlinear partial differential-algebraic equation (PDAE). Its well-posedness and how to prescribe boundary data is investigated through analysis of a linearised PDAE and numerical experiments on a nonlinear DAE. Four methods for generating reduced order models are applied to the nonlinear DAE and compared: a Krylov based moment matching method, balanced truncation, Galerkin projection onto a proper orthogonal decomposition (POD) basis, and a lumping method.