An Ultraweak Variational Method for Parameterized Linear Differential-Algebraic Equations

Abstract

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We investigate an ultraweak variational formulation for (parameterized) linear differential-algebraic equations with respect to the time variable which yields an optimally stable system. This is used within a Petrov-Galerkin method to derive a certified detailed discretization which provides an approximate solution in an ultraweak setting as well as for model reduction with respect to time in the spirit of the Reduced Basis Method. A computable sharp error bound is derived. Numerical experiments are presented that show that this method yields a significant reduction and can be combined with well-known system theoretic methods such as Balanced Truncation to reduce the size of the DAE.

Keywords

• differential-algebraic equations
• parametric equations
• ultraweak formulations
• Petrov-Galerkin methods
• model reduction