Generator

A reduced model that interpolates exactly and has a pole in the right half plane

One function in the redstab library, called 33 times across 5 essays. Below: what it draws at its defaults, what it draws at every value an essay asks for, the 130 claims it put to the test while drawing them, and where it stands against the rule this site is named for.

At its defaults it draws a reduced model that interpolates exactly and has a pole in the right half plane. A convection–diffusion system of 30 states at Péclet number 10, whose state matrix is tridiagonal and not symmetric and whose rightmost eigenvalue is -3.49 — stable. It is reduced to order three by two-sided interpolation at {s, 2s, 4s}, and the horizontal axis is s. The curve is the rightmost pole of the reduced model. Above the zero line the model is unstable: it is at 4 of the 19 placements, reaching 24.1. Every one of those unstable models still matches the full system's transfer function at each of its own three interpolation points, to 1.27·10⁻¹⁴ — the construction did exactly what it promised. The dashed line is balanced truncation of the same system at the same order, whose rightmost pole is -0.837: stable, as it is at every order, because stability is a theorem there rather than an outcome.

projection-stability is one function in lib/figures/redstab.js — a model that interpolates exactly and cannot be run — and the method whose stability is a theorem. Everything below came out of it during this build, at arguments taken from the essays rather than invented for this page. A figure here is the figure a reader meets in an essay, and if the generator changes, this page changes with it.

At its defaults

Drawn even though every essay passes arguments — which on this site is every essay, at 100% of placements since the standard pass. A default nothing exercises is a trap for the next essay to call this with none, and this is the page where a default that has drifted from the figures around it becomes visible.

A reduced model that interpolates exactly and has a pole in the right half planeA convection–diffusion system of 30 states at Péclet number 10, whose state matrix is tridiagonal and not symmetric and whose rightmost eigenvalue is -3.49 — stable. It is reduced to order three by two-sided interpolation at {s, 2s, 4s}, and the horizontal axis is s. The curve is the rightmost pole of the reduced model. Above the zero line the model is unstable: it is at 4 of the 19 placements, reaching 24.1. Every one of those unstable models still matches the full system's transfer function at each of its own three interpolation points, to 1.27·10⁻¹⁴ — the construction did exactly what it promised. The dashed line is balanced truncation of the same system at the same order, whose rightmost pole is -0.837: stable, as it is at every order, because stability is a theorem there rather than an outcome.10⁻¹110¹10²-45-35-25-15-551525s, the smallest of the three interpolation pointsrightmost pole of the reduced modelunstable above this linebalanced truncation, order 3exact, and unusablefull system's pole-3.5placements swept19unstable models4worst pole24their interpolation1.3·10⁻¹⁴balanced truncation-0.84the conditions all holdand the model cannot be run

A convection–diffusion system of 30 states at Péclet number 10, whose state matrix is tridiagonal and not symmetric and whose rightmost eigenvalue is -3.49 — stable. It is reduced to order three by two-sided interpolation at {s, 2s, 4s}, and the horizontal axis is s. The curve is the rightmost pole of the reduced model. Above the zero line the model is unstable: it is at 4 of the 19 placements, reaching 24.1. Every one of those unstable models still matches the full system's transfer function at each of its own three interpolation points, to 1.27·10⁻¹⁴ — the construction did exactly what it promised. The dashed line is balanced truncation of the same system at the same order, whose rightmost pole is -0.837: stable, as it is at every order, because stability is a theorem there rather than an outcome.

show: "galerkin-coords"

The arguments are the ones A certificate written in coordinates passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

The same stable system in rescaled coordinates: where its numerical range reaches, and how many one-sided reduced models come back unstable — Pe 10The 30-state convection–diffusion system at Péclet number 10, written in coordinates x = Dz with D diagonal, whose k-th entry is γ raised to the power tk and whose γ is the square root of the ratio of the two off-diagonals, for t from -3 to 3. The transfer function and the eigenvalues (rightmost -3.49) do not change. Top: the edge of the numerical range on a signed logarithmic axis. Bottom: of nineteen placements, how many one-sided models of orders 1, 2, 3 and 6 are unstable. t -3 (cond D 1.4·10⁶): edge 37.9, unstable 11, 6, 1, 2; t -2 (cond D 1.3·10⁴): edge 19.4, unstable 11, 5, 0, 1; t -1.5 (cond D 1186): edge 12.3, unstable 11, 4, 0, 0; t -1 (cond D 112): edge 6.59, unstable 1, 0, 0, 0; t -0.5 (cond D 11): edge 2.16, unstable 0, 0, 0, 0; t 0 (cond D 1): edge -0.986, unstable 0, 0, 0, 0; t 0.5 (cond D 11): edge -2.86, unstable 0, 0, 0, 0; t 1 (cond D 112): edge -3.49, unstable 0, 0, 0, 0; t 1.5 (cond D 1186): edge -2.86, unstable 0, 0, 0, 0; t 2 (cond D 1.3·10⁴): edge -0.986, unstable 0, 0, 0, 0; t 2.5 (cond D 1.3·10⁵): edge 2.16, unstable 0, 0, 0, 0; t 3 (cond D 1.4·10⁶): edge 6.59, unstable 0, 0, 0, 0.edge of the numerical rangespectrum, -3.49zero37.9-0.986-3.496.59unstable one-sided models, of nineteen placements051015-3-2-1.5-1-0.500.511.522.53cond 1.4·10⁶cond 112t, the rescaling exponent — the k-th state is multiplied by γ to the power tk; t = 1 symmetrisesorder 1order 2order 3order 6the transfer function is the same at every tonly the inner product changes

The 30-state convection–diffusion system at Péclet number 10, written in coordinates x = Dz with D diagonal, whose k-th entry is γ raised to the power tk and whose γ is the square root of the ratio of the two off-diagonals, for t from -3 to 3. The transfer function and the eigenvalues (rightmost -3.49) do not change. Top: the edge of the numerical range on a signed logarithmic axis. Bottom: of nineteen placements, how many one-sided models of orders 1, 2, 3 and 6 are unstable. t -3 (cond D 1.4·10⁶): edge 37.9, unstable 11, 6, 1, 2; t -2 (cond D 1.3·10⁴): edge 19.4, unstable 11, 5, 0, 1; t -1.5 (cond D 1186): edge 12.3, unstable 11, 4, 0, 0; t -1 (cond D 112): edge 6.59, unstable 1, 0, 0, 0; t -0.5 (cond D 11): edge 2.16, unstable 0, 0, 0, 0; t 0 (cond D 1): edge -0.986, unstable 0, 0, 0, 0; t 0.5 (cond D 11): edge -2.86, unstable 0, 0, 0, 0; t 1 (cond D 112): edge -3.49, unstable 0, 0, 0, 0; t 1.5 (cond D 1186): edge -2.86, unstable 0, 0, 0, 0; t 2 (cond D 1.3·10⁴): edge -0.986, unstable 0, 0, 0, 0; t 2.5 (cond D 1.3·10⁵): edge 2.16, unstable 0, 0, 0, 0; t 3 (cond D 1.4·10⁶): edge 6.59, unstable 0, 0, 0, 0.

show: "galerkin-poles", t: -2

The arguments are the ones A certificate written in coordinates passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

The rightmost pole of two-sided and one-sided reduced models of a stable convection–diffusion system, against where they interpolate — in rescaled coordinatesA 30-state centred-difference convection–diffusion system at Péclet number 10, written in coordinates rescaled by a diagonal matrix whose k-th entry is γ to the power -2k, of condition number 1.25·10⁴. Its rightmost eigenvalue is -3.49 and the edge of its numerical range — the largest eigenvalue of the symmetric part of A — is 19.4. For nineteen placements s from 0.1 to 100, the rightmost pole of a two-sided model of order 3 at {s, 2s, 4s}, a one-sided (Galerkin) model of order 3 at the same shifts, and a one-sided model of order 6 at six shifts from s to 4s, on a signed logarithmic axis. Unstable placements: two-sided 4, one-sided order 3 0, one-sided order 6 1. Worst poles: 24.1, -5.83 and 2.44.10⁻¹110¹10²s, the smallest interpolation pointrightmost pole of the reduced model−10−10+1+10unstable above zeronumerical range edge, 19.4system's abscissa, -3.49two-sided, order 3one-sided, order 3one-sided, order 6Pe 10, state rescaled by γ to the power -2k, nineteen placementssystem's rightmost eigenvalue-3.5edge of the numerical range19two-sided, order 3: unstable placements4one-sided, order 3: unstable placements0one-sided, order 6: unstable placements1signed logarithmic axisshaded: poles in the right half plane

A 30-state centred-difference convection–diffusion system at Péclet number 10, written in coordinates rescaled by a diagonal matrix whose k-th entry is γ to the power -2k, of condition number 1.25·10⁴. Its rightmost eigenvalue is -3.49 and the edge of its numerical range — the largest eigenvalue of the symmetric part of A — is 19.4. For nineteen placements s from 0.1 to 100, the rightmost pole of a two-sided model of order 3 at {s, 2s, 4s}, a one-sided (Galerkin) model of order 3 at the same shifts, and a one-sided model of order 6 at six shifts from s to 4s, on a signed logarithmic axis. Unstable placements: two-sided 4, one-sided order 3 0, one-sided order 6 1. Worst poles: 24.1, -5.83 and 2.44.

show: "galerkin-coords", pe: 40

The arguments are the ones A certificate written in coordinates passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

The same stable system in rescaled coordinates: where its numerical range reaches, and how many one-sided reduced models come back unstable — Pe 40The 30-state convection–diffusion system at Péclet number 40, written in coordinates x = Dz with D diagonal, whose k-th entry is γ raised to the power tk and whose γ is the square root of the ratio of the two off-diagonals, for t from -1.5 to 2. The transfer function and the eigenvalues (rightmost -11.5) do not change. Top: the edge of the numerical range on a signed logarithmic axis. Bottom: of nineteen placements, how many one-sided models of orders 1, 2, 3 and 6 are unstable. t -1.5 (cond D 3.1·10¹⁴): edge 78.9, unstable 11, 11, 9, 2; t -1 (cond D 4.6·10⁹): edge 40.6, unstable 10, 10, 8, 2; t -0.75 (cond D 1.8·10⁷): edge 26.6, unstable 10, 7, 6, 2; t -0.5 (cond D 6.8·10⁴): edge 15.4, unstable 10, 4, 2, 2; t -0.25 (cond D 260): edge 6.58, unstable 10, 0, 0, 3; t 0 (cond D 1): edge -0.247, unstable 0, 0, 0, 0; t 0.5 (cond D 6.8·10⁴): edge -8.81, unstable 0, 0, 0, 0; t 1 (cond D 4.6·10⁹): edge -11.5, unstable 0, 0, 0, 0; t 1.5 (cond D 3.1·10¹⁴): edge -8.81, unstable 0, 0, 0, 0; t 2 (cond D 2.1·10¹⁹): edge -0.247, unstable 0, 0, 0, 0.edge of the numerical rangespectrum, -11.5zero78.9-0.247-11.5-0.247unstable one-sided models, of nineteen placements051015-1.5-1-0.75-0.5-0.2500.511.52cond 3.1·10¹⁴cond 4.6·10⁹t, the rescaling exponent — the k-th state is multiplied by γ to the power tk; t = 1 symmetrisesorder 1order 2order 3order 6the transfer function is the same at every tonly the inner product changes

The 30-state convection–diffusion system at Péclet number 40, written in coordinates x = Dz with D diagonal, whose k-th entry is γ raised to the power tk and whose γ is the square root of the ratio of the two off-diagonals, for t from -1.5 to 2. The transfer function and the eigenvalues (rightmost -11.5) do not change. Top: the edge of the numerical range on a signed logarithmic axis. Bottom: of nineteen placements, how many one-sided models of orders 1, 2, 3 and 6 are unstable. t -1.5 (cond D 3.1·10¹⁴): edge 78.9, unstable 11, 11, 9, 2; t -1 (cond D 4.6·10⁹): edge 40.6, unstable 10, 10, 8, 2; t -0.75 (cond D 1.8·10⁷): edge 26.6, unstable 10, 7, 6, 2; t -0.5 (cond D 6.8·10⁴): edge 15.4, unstable 10, 4, 2, 2; t -0.25 (cond D 260): edge 6.58, unstable 10, 0, 0, 3; t 0 (cond D 1): edge -0.247, unstable 0, 0, 0, 0; t 0.5 (cond D 6.8·10⁴): edge -8.81, unstable 0, 0, 0, 0; t 1 (cond D 4.6·10⁹): edge -11.5, unstable 0, 0, 0, 0; t 1.5 (cond D 3.1·10¹⁴): edge -8.81, unstable 0, 0, 0, 0; t 2 (cond D 2.1·10¹⁹): edge -0.247, unstable 0, 0, 0, 0.

show: "galerkin-cond"

The arguments are the ones A certificate written in coordinates passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

How ill-conditioned a diagonal change of coordinates has to be before one-sided reduced models of a stable system go unstable, at three Péclet numbersFor rescalings that skew the convection–diffusion operator further than its original coordinates, the number of nineteen placements at which a one-sided model of order 1 (solid) and order 3 (dashed) is unstable, against the condition number of the rescaling on a logarithmic axis. Pe 10: cond 1.4·10⁶ → 11, 1, cond 1.3·10⁴ → 11, 0, cond 1186 → 11, 0, cond 112 → 1, 0, cond 11 → 0, 0, cond 1 → 0, 0; Pe 25: cond 1.2·10⁸ → 10, 6, cond 2.4·10⁵ → 10, 2, cond 1.1·10⁴ → 11, 0, cond 492 → 10, 0, cond 22 → 0, 0, cond 1 → 0, 0; Pe 40: cond 3.1·10¹⁴ → 11, 9, cond 4.6·10⁹ → 10, 8, cond 1.8·10⁷ → 10, 6, cond 6.8·10⁴ → 10, 2, cond 260 → 10, 0, cond 1 → 0, 0.110²10⁴10⁶10⁸10¹⁰10¹²10¹⁴05101520condition number of the diagonal rescalingunstable models of nineteenPe 10Pe 25Pe 40negative t only: skewed further than the originalPe 10: smallest rescaling conditioning with an unstable model112Pe 10: unstable one-sided order-3 models at most1Pe 25: smallest rescaling conditioning with an unstable model492Pe 25: unstable one-sided order-3 models at most6Pe 40: smallest rescaling conditioning with an unstable model260Pe 40: unstable one-sided order-3 models at most9solid: order 1 · dashed: order 3more convection, less rescaling needed

For rescalings that skew the convection–diffusion operator further than its original coordinates, the number of nineteen placements at which a one-sided model of order 1 (solid) and order 3 (dashed) is unstable, against the condition number of the rescaling on a logarithmic axis. Pe 10: cond 1.4·10⁶ → 11, 1, cond 1.3·10⁴ → 11, 0, cond 1186 → 11, 0, cond 112 → 1, 0, cond 11 → 0, 0, cond 1 → 0, 0; Pe 25: cond 1.2·10⁸ → 10, 6, cond 2.4·10⁵ → 10, 2, cond 1.1·10⁴ → 11, 0, cond 492 → 10, 0, cond 22 → 0, 0, cond 1 → 0, 0; Pe 40: cond 3.1·10¹⁴ → 11, 9, cond 4.6·10⁹ → 10, 8, cond 1.8·10⁷ → 10, 6, cond 6.8·10⁴ → 10, 2, cond 260 → 10, 0, cond 1 → 0, 0.

show: "galerkin-poles", t: 1

The arguments are the ones A certificate written in coordinates passes. A value nobody placed would be a picture no essay asked for and no claim was ever checked against.

The rightmost pole of two-sided and one-sided reduced models of a stable convection–diffusion system, against where they interpolate — in rescaled coordinatesA 30-state centred-difference convection–diffusion system at Péclet number 10, written in coordinates rescaled by a diagonal matrix whose k-th entry is γ to the power 1k, of condition number 112. Its rightmost eigenvalue is -3.49 and the edge of its numerical range — the largest eigenvalue of the symmetric part of A — is -3.49. For nineteen placements s from 0.1 to 100, the rightmost pole of a two-sided model of order 3 at {s, 2s, 4s}, a one-sided (Galerkin) model of order 3 at the same shifts, and a one-sided model of order 6 at six shifts from s to 4s, on a signed logarithmic axis. Unstable placements: two-sided 4, one-sided order 3 0, one-sided order 6 0. Worst poles: 24.1, -3.91 and -3.49.10⁻¹110¹10²s, the smallest interpolation pointrightmost pole of the reduced model−10−10+1+10unstable above zeronumerical range edge = system's abscissa, -3.49two-sided, order 3one-sided, order 3one-sided, order 6Pe 10, state rescaled by γ to the power 1k, nineteen placementssystem's rightmost eigenvalue-3.5edge of the numerical range-3.5two-sided, order 3: unstable placements4one-sided, order 3: unstable placements0one-sided, order 6: unstable placements0signed logarithmic axisshaded: poles in the right half plane

A 30-state centred-difference convection–diffusion system at Péclet number 10, written in coordinates rescaled by a diagonal matrix whose k-th entry is γ to the power 1k, of condition number 112. Its rightmost eigenvalue is -3.49 and the edge of its numerical range — the largest eigenvalue of the symmetric part of A — is -3.49. For nineteen placements s from 0.1 to 100, the rightmost pole of a two-sided model of order 3 at {s, 2s, 4s}, a one-sided (Galerkin) model of order 3 at the same shifts, and a one-sided model of order 6 at six shifts from s to 4s, on a signed logarithmic axis. Unstable placements: two-sided 4, one-sided order 3 0, one-sided order 6 0. Worst poles: 24.1, -3.91 and -3.49.

What it checked while drawing

Every figure above checked its own claims on the way to being drawn, and a claim that failed would have stopped the picture rather than shipped a wrong one. Those checks used to leave no trace at all: a passing one returned true and the only evidence the figure had checked anything was that nothing crashed. The list below is what they actually said, collected by running this generator with an observer installed — not a description of what it is believed to check.

130 distinct claims across 6 sets of arguments, grouped below by shape — because most of them are one sentence with a different number in it, and how many separate times that sentence was put to the test is the informative part.

no weighted model fails, Pe 10, ratio 1 — checked 21 times

no one-sided model is unstable where the range is in the left half plane (t = 0, order 1) — checked 20 times

the Lyapunov-weighted projection is stable at t = -3, order 1 — checked 18 times

no weighted model fails, Pe 40, ratio 1, centred — checked 14 times

no weighted model fails, Pe 40, ratio 1, upwind — checked 14 times

no one-sided pole crosses the range edge at Pe 4 — checked 8 times

a centred or an upwind convection stencil

a grading of 100 or 1,000

a grading ratio between a uniform mesh and ten thousand

a grading ratio of 10, 100 or 1,000

a grid the reductions can afford

a Lyapunov equation with a solution

a Péclet number the centred difference can carry

a Péclet number the error sweep is drawn at: 10, 25 or 40

a Péclet number the graded sweep measures: 10, 40 or 100

a Péclet number the rescaling sweep is drawn at: 10, 25 or 40

a Péclet number this reading is drawn at: 4, 10, 16, 25 or 40

a Péclet number whose Gramians this site can solve for

a projection that exists

a reduction that removes something and keeps something

a rescaling exponent this reading is drawn at: −2, −1, 0 or 1

a sweep with something in it

a truncation above the numerical rank of the Gramians

an interpolation point that adds a direction

and a band of shift placements returns an unstable reduced model

and balanced truncation at the same order does not lose stability

and some rescaling makes one-sided models unstable

at t = 1 the numerical range is the spectrum

every one-sided model of order 6 is stable

every one-sided pole lies inside the numerical range

every weighted model is stable

every weighted upwind model is stable

Jacobi needs a symmetric matrix

LU is for square matrices

matmul shapes agree

small cells at the outflow or at the inflow

the projection is biorthogonal as normalised

the system being reduced is stable

the two-sided model's poles do not depend on the coordinates

the unstable models interpolate at the points they were given

while others return stable ones, so it is a band rather than a rule

Against the rule

The rule does not apply to it. It factorises nothing, so there is no residual it could be withholding. That is worth stating rather than leaving blank: a site that reported the rule as satisfied by every generator would be counting mostly generators the rule never reached.

Across the library: the rule bites on 217 of 397 generators — 199 print a residual and 18 are exempt with a published reason; 180 factorise nothing. Read from lib/residual-rule.js, which is the same body the gate enforces from, and the gate's last check fails the build if this page and it disagree about any generator.

Where it is called

Changing this generator changes every figure on this list. That is what makes the list worth publishing rather than keeping in a check script.

Reduction, and what a model is for

A certificate written in coordinates

Every one-sided reduced model of the convection–diffusion system was stable, because its poles cannot leave the numerical range and the range sat in the left half plane. Rescale the state by a diagonal matrix and nothing about the system changes — not its eigenvalues, not its transfer function, not one pole of any two-sided model — but the numerical range moves. At Péclet 40 a rescaling with condition number 260 pushes its edge to +6.6 and ten placements of nineteen return unstable one-sided models. Projecting in the inner product of a Lyapunov solution puts the certificate back in any coordinates.

Reduction, and what a model is for

A model that cannot be run

A stable system, reduced by matching its transfer function at three points exactly, comes back with a pole in the right half plane at four of nineteen placements — and matches at all three points to 1.3·10⁻¹⁴ while doing it. The construction did what it promised.

Reduction, and what a model is for

Half the conditions and a certificate

A two-sided interpolatory reduction of a stable convection–diffusion system came back unstable at four placements of nineteen. The one-sided reduction built from the same kind of solves came back stable at all 152 placements measured across eight Péclet numbers, and not by luck: every pole of a Galerkin model lies inside the numerical range of the operator, whose edge here is exactly the diffusion term's largest eigenvalue, −0.986 at Péclet 10. The price is the slope conditions, and spent as six one-sided shifts instead of three two-sided ones it beats the stable two-sided model at seven placements of ten.

Reduction, and what a model is for

The inner product the mesh already computed

A Galerkin reduced model is certified stable when the operator's numerical range sits in the left half plane, and the certificate belongs to the coordinates. The coordinates that broke it before were a constructed rescaling. Grade a convection–diffusion mesh towards its outflow boundary layer — the grading anyone resolving the layer would choose — and nodal values break it too: the range's edge is past zero at a ratio of ten and reaches +8.9 at a thousand, and at Péclet 100 seven reduced models come back unstable. Weight the projection by the cell sizes the discretisation already computed and every model at every grading is stable, with the range's edge back at −0.098.

Reduction, and what a model is for

The smaller cell downstream

Nodal values on a convection–diffusion mesh graded towards its outflow layer put the numerical range in the right half plane, and Galerkin reduced models then fail. A code that grades towards the layer usually also upwinds, and upwinding adds diffusion. It does not give the certificate back: at Péclet 100 and a grading of a thousand the range's edge falls from 8.94 to 6.78 and stays positive, and 18 reduced models fail where 23 did. Each row of the upwind stencil's symmetric part sums to half the difference between the inverse widths of the cell after the node and the cell before it, so wherever the cells shrink downstream the dissipation upwinding adds is outweighed by the coupling to the smaller cell next door.

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