In this work, we focus on reduced order modeling (ROM) techniques for hyperbolic conservation laws with application in uncertainty quantification (UQ) and in conjunction with the well-known Monte Carlo sampling method. Because we are interested in model order reduction (MOR) techniques for unsteady non-linear hyperbolic systems of conservation laws, which involve moving waves and discontinuities, we explore the parameter-time framework and in the same time we deal with nonlinearities using a POD-EIM-Greedy algorithm \cite{Drohmann2012}. We provide under some hypothesis an error indicator, which is also an error upper bound for the difference between the high fidelity solution and the reduced one.
In this article we study intrusive uncertainty quantification schemes for systems of conservation laws with uncertainty. Standard intrusive methods lead to oscillatory solutions which sometimes even cause the loss of hyperbolicity. We consider the stochastic Galerkin scheme, in which we filter the coefficients of the polynomial expansion in order to reduce oscillations. We further apply the multi-element approach and ensure the preservation of hyperbolic solutions through the hyperbolicity limiter. In addition to that, we study the intrusive polynomial moment method, which guarantees hyperboli…
Methods for quantifying the effects of uncertainties in hyperbolic problems can be divided into intrusive and non-intrusive techniques. Non-intrusive methods allow the usage of a given deterministic solver in a black-box manner, while being embarrassingly parallel. However, avoiding intrusive modifications of a given solver takes away the ability to use several inherently intrusive numerical acceleration tools. Moreover, intrusive methods are expected to reach a given accuracy with a smaller number of unknowns compared to non-intrusive techniques. This effect is amplified in settings with high…
In many applications, for instance when describing dynamics of fluids or gases, hyperbolic conservation laws arise naturally in the modeling of conserved quantities of a system, like mass or energy. These types of equations exhibit highly nonlinear behaviors like shock formation or shock interaction. In the case of parametrized hyperbolic equations, where, for instance, varying transport velocities are considered, these nonlinearities and strong transport effects result in a highly nonlinear solution manifold. This solution manifold cannot be approximated properly by linear subspaces. To this …
We propose an efficient residual minimization technique for the nonlinear model-order reduction of parameterized hyperbolic partial differential equations. Our nonlinear approximation space is a span of snapshots evaluated on a shifted spatial domain, and we compute our reduced approximation via residual minimization. To speed-up the residual minimization, we compute and minimize the residual on a (preferably small) subset of the mesh, the so-called reduced mesh. Due to the nonlinearity of our approximation space we show that, similar to the solution, the residual also exhibits transport-type …
We consider fully discrete embedded finite element approximations for a shallow water hyperbolic problem and its reduced-order model. Our approach is based on a fixed background mesh and an embedded reduced basis. The Shifted Boundary Method for spatial discretization is combined with an explicit predictor/multi-corrector time integration to integrate in time the numerical solutions to the shallow water equations, both for the full and reduced-order model. In order to improve the approximation of the solution manifold also for geometries that are untested during the offline stage, the snapshot…
We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach, and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (…
The dynamical low-rank approximation (DLRA) is used to treat high-dimensional problems that arise in such diverse fields as kinetic transport and uncertainty quantification. Even though it is well known that certain spatial and temporal discretizations when combined with the DLRA approach can result in numerical instability, this phenomenon is poorly understood. In this paper we perform a $L^2$ stability analysis for the corresponding nonlinear equations of motion. This reveals the source of the instability for the projector splitting integrator when first discretizing the equations and then a…
Intrusive Uncertainty Quantification methods such as stochastic Galerkin are gaining popularity, whereas the classical stochastic Galerkin approach is not ensured to preserve hyperbolicity of the underlying hyperbolic system. We apply a modification of this method that uses a slope limiter to retain admissible solutions of the system, while providing high-order approximations in the physical and stochastic space. This is done using a spatial discontinuous Galerkin scheme and a Multi-Element stochastic Galerkin ansatz in the random space. We analyze the convergence of the resulting scheme and a…
Stabilized Weighted Reduced Order Methods for Parametrized Advection-Dominated Optimal Control Problems governed by Partial Differential Equations with Random Inputs
Classical reduced models are low-rank approximations using a fixed basis designed to achieve dimensionality reduction of large-scale systems. In this work, we introduce reduced deep networks, a generalization of classical reduced models formulated as deep neural networks. We prove depth separation results showing that reduced deep networks approximate solutions of parametrized hyperbolic partial differential equations with approximation error $ε$ with $\mathcal{O}(|\log(ε)|)$ degrees of freedom, even in the nonlinear setting where solutions exhibit shock waves. We also show that classical redu…
Laboratoire Jacques-Louis Lions & Centre National de la Recherche Scientifique, Université Pierre et Marie Curie (Paris 6)（雅克-路易·利翁斯实验室与法国国家科学研究中心，皮埃尔和玛丽·居里大学（巴黎第六大学））
These lecture notes summarize various summer schools that I have given on the topic of solving inverse problems (state and parameter estimation) by combining optimally measurement observations and parametrized PDE models. After defining a notion of optimal performance in terms of the smallest reconstruction error that any reconstruction algorithm can achieve, the notes present practical numerical algorithms based on nonlinear reduced models for which one can prove that they can deliver a performance close to optimal. We also discuss algorithms for sensor placement with the approach. The propos…
Intrusive uncertainty quantification methods for hyperbolic problems exhibit spurious oscillations at shocks, which leads to a significant reduction of the overall approximation quality. Furthermore, a challenging task is to preserve hyperbolicity of the gPC moment system. An intrusive method which guarantees hyperbolicity is the intrusive polynomial moment (IPM) method, which performs the gPC expansion on the entropy variables. The method, while still being subject to oscillations, requires solving a convex optimization problem in every spatial cell and every time step. The aim of this work i…
We propose a data-driven model order reduction (MOR) technique for parametrized partial differential equations that exhibit parameter-dependent jump-discontinuities. Such problems have poor-approximability in a linear space and therefore, are challenging for standard MOR techniques. We build upon the methodology of approximating the map between the parameter domain and the expansion coefficients of the reduced basis via regression. The online stage queries the regression model for the expansion coefficients and recovers a reduced approximation for the solution. We propose to apply this techniq…
This work presents a method for constructing online-efficient reduced models of large-scale systems governed by parametrized nonlinear scalar conservation laws. The solution manifolds induced by transport-dominated problems such as hyperbolic conservation laws typically exhibit nonlinear structures, which means that traditional model reduction methods based on linear approximations are inefficient when applied to these problems. In contrast, the approach introduced in this work derives reduced approximations that are nonlinear by explicitly composing global transport dynamics with locally line…
Projection-based model reduction has become a popular approach to reduce the cost associated with integrating large-scale dynamical systems so they can be used in many-query settings such as optimization and uncertainty quantification. For nonlinear systems, significant cost reduction is only possible with an additional layer of approximation to reduce the computational bottleneck of evaluating the projected nonlinear terms. Prevailing methods to approximate the nonlinear terms are code intrusive, potentially requiring years of development time to integrate into an existing codebase, and have …
