The optimal H 2 model reduction problem is of great importance in the area of dynamical systems and simulation. In the literature, two independent frameworks have evolved focusing either on solution of Lyapunov equations on the one hand or interpolation of transfer functions on the other, without any apparent connection between the two approaches. In this paper, we develop a new unifying framework for the optimal H 2 approximation problem using best approximation properties in the underlying Hilbert space. This new framework leads to a new set of local optimality conditions taking the form of a structured orthogonality condition. We show that the existing Lyapunovand interpolation-based conditions are each equivalent to our conditions and so are equivalent to each other. Also, we provide a new elementary proof of the interpolation-based condition that clarifies the importance of the mirror images of the reduced system poles. Based on the interpolation framework, we describe an iteratively corrected rational Krylov algorithm for H 2 model reduction. The formulation is based on finding a reduced order model that satisfies interpolation-based firstorder necessary conditions for H 2 optimality and results in a method that is numerically effective and suited for large-scale problems. We illustrate the performance of the method with a variety of numerical experiments and comparisons with existing methods.

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Abstract. We provide a unifying projection-based framework for structure-preserving interpolatory model reduction of parameterized linear dynamical systems, i.e., systems having a structured dependence on parameters that we wish to retain in the reduced-order model. The parameter dependence may be linear or nonlinear and is retained in the reduced-order model. Moreover, we are able to give conditions under which the gradient and Hessian of the system response with respect to the system parameters is matched in the reduced-order model. We provide a systematic approach built on established interpolatory H 2 optimal model reduction methods that will produce parameterized reduced-order models having high fidelity throughout a parameter range of interest. For single input/single output systems with parameters in the input/output maps, we provide reduced-order models that are optimal with respect to an H 2 ⊗ L 2 joint error measure. The capabilities of these approaches are illustrated by several numerical examples from technical applications. 1. Introduction. Numerical simulation has steadily increased in importance across virtually all scientific and engineering disciplines. In many application areas, experiments have been largely replaced by numerical simulation in order to save costs in design and development. High accuracy simulation requires high fidelity mathematical models which in turn induce dynamical systems of very large dimension. The ensuing demands on computational resources can be overwhelming and efficient model utilization becomes a necessity. It often is both possible and prudent to produce a lower dimension model that approximates the response of the original one to high accuracy. There are many model reduction strategies in use that are remarkably effective in the creation of compact, efficient, and high fidelity dynamical system models. Such a reduced model can then be used reliably as an efficient surrogate to the original system, replacing it as a component in larger simulations, for example, or in allied contexts that involve design optimization or the development of low-order, fast controllers suitable for real time applications.Typically, a reduced-order model will represent a specific instance of the physical system under study and as a consequence will have high fidelity only for small variations around that base system instance. Significant modifications to the physical model such as geometric variations, changes in material properties, or alterations in

The modeling framework of port-Hamiltonian systems is systematically extended to constrained dynamical systems (descriptor systems, differential-algebraic equations). A new algebraically and geometrically defined system structure is derived. It is shown that this structure is invariant under equivalence transformations, and that it is adequate also for the modeling of high-index descriptor systems. The regularization procedure for descriptor systems to make them suitable for simulation and control is modified to deal with the port-Hamiltonian structure. The relevance of the new structure is demonstrated with several examples.

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