TY - JOUR
T1 - Koopman operator-based model reduction for switched-system control of PDEs
AU - Peitz, Sebastian
AU - Klus, Stefan
N1 - Funding Information:
This research was partially funded by the DFG Priority Programme 1962 “Non-smooth and Complementarity-based Distributed Parameter Systems”. The material in this paper was presented at the 5th European Conference on Computational Optimization (EUCCO), September 20–12, 2018, Trier, Germany and the SIAM Conference on Computational Science and Engineering 2019, February 25–March 1, 2019, Spokane, Washington, USA. This paper was recommended for publication in revised form by Associate Editor Aneel Tanwani under the direction of Editor Daniel Liberzon. ☆ This research was partially funded by the DFG Priority Programme 1962 “Non-smooth and Complementarity-based Distributed Parameter Systems”. The material in this paper was presented at the 5th European Conference on Computational Optimization (EUCCO), September 20–12, 2018, Trier, Germany and the SIAM Conference on Computational Science and Engineering 2019, February 25–March 1, 2019, Spokane, Washington, USA. This paper was recommended for publication in revised form by Associate Editor Aneel Tanwani under the direction of Editor Daniel Liberzon. We would like to thank the anonymous reviewers for their very helpful comments regarding the convergence analysis. ☆ This research was partially funded by the DFG Priority Programme 1962 “Non-smooth and Complementarity-based Distributed Parameter Systems”. The material in this paper was presented at the 5th European Conference on Computational Optimization (EUCCO), September 20–12, 2018, Trier, Germany and the SIAM Conference on Computational Science and Engineering 2019, February 25–March 1, 2019, Spokane, Washington, USA. This paper was recommended for publication in revised form by Associate Editor Aneel Tanwani under the direction of Editor Daniel Liberzon.
Publisher Copyright:
© 2019 Elsevier Ltd
PY - 2019/8
Y1 - 2019/8
N2 - We present a new framework for optimal and feedback control of PDEs using Koopman operator-based reduced order models (K-ROMs). The Koopman operator is a linear but infinite-dimensional operator which describes the dynamics of observables. A numerical approximation of the Koopman operator therefore yields a linear system for the observation of an autonomous dynamical system. In our approach, by introducing a finite number of constant controls, the dynamic control system is transformed into a set of autonomous systems and the corresponding optimal control problem into a switching time optimization problem. This allows us to replace each of these systems by a K-ROM which can be solved orders of magnitude faster. By this approach, a nonlinear infinite-dimensional control problem is transformed into a low-dimensional linear problem. Using a recent convergence result for the numerical approximation via Extended Dynamic Mode Decomposition (EDMD), we show that the value of the K-ROM based objective function converges in measure to the value of the full objective function. To illustrate the results, we consider the 1D Burgers equation and the 2D Navier–Stokes equations. The numerical experiments show remarkable performance concerning both solution times and accuracy.
AB - We present a new framework for optimal and feedback control of PDEs using Koopman operator-based reduced order models (K-ROMs). The Koopman operator is a linear but infinite-dimensional operator which describes the dynamics of observables. A numerical approximation of the Koopman operator therefore yields a linear system for the observation of an autonomous dynamical system. In our approach, by introducing a finite number of constant controls, the dynamic control system is transformed into a set of autonomous systems and the corresponding optimal control problem into a switching time optimization problem. This allows us to replace each of these systems by a K-ROM which can be solved orders of magnitude faster. By this approach, a nonlinear infinite-dimensional control problem is transformed into a low-dimensional linear problem. Using a recent convergence result for the numerical approximation via Extended Dynamic Mode Decomposition (EDMD), we show that the value of the K-ROM based objective function converges in measure to the value of the full objective function. To illustrate the results, we consider the 1D Burgers equation and the 2D Navier–Stokes equations. The numerical experiments show remarkable performance concerning both solution times and accuracy.
KW - Dynamic mode decomposition
KW - Koopman operator
KW - Optimal control
KW - Reduced order modeling
KW - Switched systems
UR - http://www.scopus.com/inward/record.url?scp=85065848197&partnerID=8YFLogxK
U2 - 10.1016/j.automatica.2019.05.016
DO - 10.1016/j.automatica.2019.05.016
M3 - Article
AN - SCOPUS:85065848197
SN - 0005-1098
VL - 106
SP - 184
EP - 191
JO - Automatica
JF - Automatica
ER -