论文标题

非线性特征值问题的轮廓积分方法:系统理论方法

Contour Integral Methods for Nonlinear Eigenvalue Problems: A Systems Theoretic Approach

论文作者

Brennan, Michael C., Embree, Mark, Gugercin, Serkan

论文摘要

非线性特征值问题的轮廓积分方法旨在计算复杂平面界区域中光谱的子集。我们简要调查了这类算法,建立了与控制理论中系统实现技术的关系。这种连接激发了轮廓积分方法的新一般框架(用于线性和非线性特征值问题),这是基于动态系统多点合理插值的最新发展。这些新技术用Loewner矩阵铅笔代替了通常的Hankel矩阵,它们结合了一般的插值方案,并允许恢复特征向量。由于主要计算(与轮廓集成相关的线性系统的解决方案)对于这些Loewner方法和传统的Hankel方法相同,因此可以使用适度的其他工作来探索各种新的特征值近似。数值示例说明了这种方法的潜力。我们还讨论了如何在此新框架中采用过滤器功能的概念,并展示轮廓方法如何启用数据驱动的模态截断方法来减少模型。

Contour integral methods for nonlinear eigenvalue problems seek to compute a subset of the spectrum in a bounded region of the complex plane. We briefly survey this class of algorithms, establishing a relationship to system realization techniques in control theory. This connection motivates a new general framework for contour integral methods (for linear and nonlinear eigenvalue problems), building on recent developments in multi-point rational interpolation of dynamical systems. These new techniques, which replace the usual Hankel matrices with Loewner matrix pencils, incorporate general interpolation schemes and permit ready recovery of eigenvectors. Because the main computations (the solution of linear systems associated with contour integration) are identical for these Loewner methods and the traditional Hankel approach, a variety of new eigenvalue approximations can be explored with modest additional work. Numerical examples illustrate the potential of this approach. We also discuss how the concept of filter functions can be employed in this new framework, and show how contour methods enable a data-driven modal truncation method for model reduction.

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