Moment Matching and Modal Truncation for Linear Systems
Master of Arts
While moment matching can effectively reduce the dimension of a linear, time-invariant system, it can simultaneously fail to improve the stable time-step for the forward Euler scheme. In the context of a semi-discrete heat equation with spatially smooth forcing, the high frequency modes are virtually insignificant. Eliminating such modes dramatically improves the stable time-step without sacrificing output accuracy. This is accomplished by modal filtration, whose computational cost is relatively palatable when applied following an initial reduction stage by moment matching. A bound on the norm of the difference between the transfer functions of the moment-matched system and its modally-filtered counterpart yields an intelligent choice for the mode of truncation. The dual-stage algorithm disappoints in the context of highly nonnormal semi-discrete convection-diffusion equations. There, moment matching can be ineffective in dimension reduction, precluding a cost-effective modal filtering step.
Modal truncation; Model reduction; Moment matching; Dual-stage dimension reduction; Lanczos; More... Arnoldi; Smoothness; Discrete smoothness; Laplacian; Heat equation; Convection-diffusion; Initial boundary value problem; Fourier series; Coefficient decay; Semi-discrete; Explicit integration; Forward Euler; Linear time-invariant systems Less...