Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr
{"title":"哈密顿系统随机辛模型降阶的误差分析","authors":"Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr","doi":"10.1016/j.laa.2025.09.022","DOIUrl":null,"url":null,"abstract":"<div><div>Solving high-dimensional dynamical systems in multi-query or real-time applications requires efficient surrogate modelling techniques, as e.g., achieved via model order reduction (MOR). If these systems are Hamiltonian systems their physical structure should be preserved during the reduction, which can be ensured by applying symplectic basis generation techniques such as the complex SVD (cSVD). Recently, randomized symplectic methods such as the randomized complex singular value decomposition (rcSVD) have been developed for a more efficient computation of symplectic bases that preserve the Hamiltonian structure during MOR. In the current paper, we present two error bounds for the rcSVD basis depending on the choice of hyperparameters. We provide numerical experiments that demonstrate the efficiency of randomized symplectic basis generation and compare the bounds numerically.</div></div>","PeriodicalId":18043,"journal":{"name":"Linear Algebra and its Applications","volume":"729 ","pages":"Pages 67-99"},"PeriodicalIF":1.1000,"publicationDate":"2025-09-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Error analysis of randomized symplectic model order reduction for Hamiltonian systems\",\"authors\":\"Robin Herkert , Patrick Buchfink , Bernard Haasdonk , Johannes Rettberg , Jörg Fehr\",\"doi\":\"10.1016/j.laa.2025.09.022\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<div><div>Solving high-dimensional dynamical systems in multi-query or real-time applications requires efficient surrogate modelling techniques, as e.g., achieved via model order reduction (MOR). If these systems are Hamiltonian systems their physical structure should be preserved during the reduction, which can be ensured by applying symplectic basis generation techniques such as the complex SVD (cSVD). Recently, randomized symplectic methods such as the randomized complex singular value decomposition (rcSVD) have been developed for a more efficient computation of symplectic bases that preserve the Hamiltonian structure during MOR. In the current paper, we present two error bounds for the rcSVD basis depending on the choice of hyperparameters. We provide numerical experiments that demonstrate the efficiency of randomized symplectic basis generation and compare the bounds numerically.</div></div>\",\"PeriodicalId\":18043,\"journal\":{\"name\":\"Linear Algebra and its Applications\",\"volume\":\"729 \",\"pages\":\"Pages 67-99\"},\"PeriodicalIF\":1.1000,\"publicationDate\":\"2025-09-30\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Linear Algebra and its Applications\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://www.sciencedirect.com/science/article/pii/S0024379525003969\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Linear Algebra and its Applications","FirstCategoryId":"100","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S0024379525003969","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"MATHEMATICS","Score":null,"Total":0}
Error analysis of randomized symplectic model order reduction for Hamiltonian systems
Solving high-dimensional dynamical systems in multi-query or real-time applications requires efficient surrogate modelling techniques, as e.g., achieved via model order reduction (MOR). If these systems are Hamiltonian systems their physical structure should be preserved during the reduction, which can be ensured by applying symplectic basis generation techniques such as the complex SVD (cSVD). Recently, randomized symplectic methods such as the randomized complex singular value decomposition (rcSVD) have been developed for a more efficient computation of symplectic bases that preserve the Hamiltonian structure during MOR. In the current paper, we present two error bounds for the rcSVD basis depending on the choice of hyperparameters. We provide numerical experiments that demonstrate the efficiency of randomized symplectic basis generation and compare the bounds numerically.
期刊介绍:
Linear Algebra and its Applications publishes articles that contribute new information or new insights to matrix theory and finite dimensional linear algebra in their algebraic, arithmetic, combinatorial, geometric, or numerical aspects. It also publishes articles that give significant applications of matrix theory or linear algebra to other branches of mathematics and to other sciences. Articles that provide new information or perspectives on the historical development of matrix theory and linear algebra are also welcome. Expository articles which can serve as an introduction to a subject for workers in related areas and which bring one to the frontiers of research are encouraged. Reviews of books are published occasionally as are conference reports that provide an historical record of major meetings on matrix theory and linear algebra.