Snapshot back-ended reduced basis methods for dynamical systems commonly rely on the singular value decomposition of a matrix whose columns are high-fidelity solution vectors. An alternative basis generation framework is developed here. The advocated maximum entropy snapshot sampling (MESS) identifies the snapshots that encode essential information regarding the system's evolution, by exploiting quantities that are suitable for quantifying a notion of dynamical stability. The maximum entropy snapshot sampling enables a direct reduction of the number of snapshots. A reduced basis is then obtained with any orthonormalization process on the resulting reduced sample of snapshots. The maximum entropy sampling strategy is supported by rigid mathematical foundations, it is computationally efficient, and it is inherently automated and easy to implement.
Reduced basis methods build low-rank approximation spaces for the solution sets of parameterized PDEs by computing solutions of the given PDE for appropriately selected snapshot parameters. Localized reduced basis methods reduce the offline cost of computing these snapshot solutions by instead constructing a global space from spatially localized less expensive problems. In the case of online enrichment, these local problems are iteratively solved in regions of high residual and correspond to subdomain solves in domain decomposition methods. We show in this note that indeed there is a close rel…
It is expensive to compute residual diffusivity in chaotic in-compressible flows by solving advection-diffusion equation due to the formation of sharp internal layers in the advection dominated regime. Proper orthogonal decomposition (POD) is a classical method to construct a small number of adaptive orthogonal basis vectors for low cost computation based on snapshots of fully resolved solutions at a particular molecular diffusivity $D_{0}^{*}$. The quality of POD basis deteriorates if it is applied to $D_0\ll D_{0}^{*}$. To improve POD, we adapt a super-resolution generative adversarial deep …
Reduced-order models are essential tools to deal with parametric problems in the context of optimization, uncertainty quantification, or control and inverse problems. The set of parametric solutions lies in a low-dimensional manifold (with dimension equal to the number of independent parameters) embedded in a large-dimensional space (dimension equal to the number of degrees of freedom of the full-order discrete model). A posteriori model reduction is based on constructing a basis from a family of snapshots (solutions of the full-order model computed offline), and then use this new basis to sol…
The main focus of the present work is the inclusion of spatial adaptivity for the snapshot computation in the offline phase of model order reduction utilizing Proper Orthogonal Decomposition (POD-MOR) for nonlinear parabolic evolution problems. We consider snapshots which live in different finite element spaces, which means in a fully discrete setting that the snapshots are vectors of different length. From a numerical point of view, this leads to the problem that the usual POD procedure which utilizes a singular value decomposition of the snapshot matrix, cannot be carried out. In order to ov…
University of Central Florida（中佛罗里达大学）；Michigan State University（密歇根州立大学）；Southwestern University of Finance and Economics（西南财经大学）；Wuhan University（武汉大学）
In this work, a novel method with an adaptive functional basis for reduced order models (ROM) based on proper orthogonal decomposition (POD) is introduced. The method is intended to be applied in particular to hydrocarbon reservoir simulations, where a range of varying boundary conditions must be explored. The proposed method allows us to update the POD functional basis constructed for a specific problem setting in order to match varying boundary conditions, such as modified well locations and geometry, without the necessity to recalculate each time the whole set of basis functions. Such an ad…
A conservative local multiscale model reduction technique for Stokes flows in heterogeneous perforated domains
The Chinese University of Hong Kong（香港中文大学）；Institute of Mathematics and Informatics, North-Eastern Federal University（北联邦大学数学与计算机科学研究所）；Texas A&M University（德克萨斯农工大学）
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…
Generalized sampling consists in the recovery of a function $f$, from the samples of the responses of a collection of linear shift-invariant systems to the input $f$. The reconstructed function is typically a member of a finitely generated integer-shift-invariant space that can reproduce polynomials up to a given degree $M$. While this property allows for an approximation power of order $(M+1)$, it comes with a tradeoff on the length of the support of the basis functions. Specifically, we prove that the sum of the length of the support of the generators is at least $(M+1)$. Following this resu…
This paper is devoted to the question of constructing a higher order Faber spline basis for the sampling discretization of functions with higher regularity than Lipschitz. The basis constructed in this paper has similar properties as the piecewise linear classical Faber-Schauder basis except for the compactness of the support. Although the new basis functions are supported on the real line they are very well localized (exponentially decaying) and the main parts are concentrated on a segment. This construction gives a complete answer to Problem 3.13 in Triebel's monograph (see References [47]) …
We propose a nonlinear reduced basis method for the efficient approximation of parametrized partial differential equations (PDEs), exploiting kernel proper orthogonal decomposition (KPOD) for the generation of a reduced-order space and neural networks for the evaluation of the reduced-order approximation. In particular, we use KPOD in place of the more classical POD, on a set of high-fidelity solutions of the problem at hand to extract a reduced basis. This method provides a more accurate approximation of the snapshots' set featuring a lower dimension, while maintaining the same efficiency as …
The paper introduces a reduced order model (ROM) for numerical integration of a dynamical system which depends on multiple parameters. The ROM is a projection of the dynamical system on a low dimensional space that is both problem-dependent and parameter-specific. The ROM exploits compressed tensor formats to find a low rank representation for a sample of high-fidelity snapshots of the system state. This tensorial representation provides ROM with an orthogonal basis in a universal space of all snapshots and encodes information about the state variation in parameter domain. During the online ph…
A Localized Reduced-Order Modeling Approach for PDEs with Bifurcating Solutions
SISSA, International School for Advanced Studies（国际高等研究院）；PUC-Rio, Department of Mathematics（天主教里约热内卢大学）；Department of Mathematics, University of Houston（休斯顿大学数学系）；Florida State University, Department of Scientific Computing（佛罗里达州立大学科学计算系）
This work presents a model reduction approach for problems with coherent structures that propagate over time such as convection-dominated flows and wave-type phenomena. Traditional model reduction methods have difficulties with these transport-dominated problems because propagating coherent structures typically introduce high-dimensional features that require high-dimensional approximation spaces. The approach proposed in this work exploits the locality in space and time of propagating coherent structures to derive efficient reduced models. Full-model solutions are approximated locally in time…
We consider control constrained optimal control problems governed by parameterized stationary Maxwell's system with the Gauss's law. The parameters enter through dielectric, magnetic permeability, and charge density. Moreover, the parameter set is assumed to be compact. We discretize the electric field by a finite element method and use variational discretization concept to discretize the control. We create a reduced basis method for the optimal control problem and establish uniform convergence of the reduced order solutions to that of the original high dimensional problem provided that the sn…
We consider the Navier-Stokes equations in a channel with a narrowing and walls of varying curvature. By applying the empirical interpolation method to generate an affine parameter dependency, the offline-online procedure can be used to compute reduced order solutions for parameter variations. The reduced order space is computed from the steady-state snapshot solutions by a standard POD procedure. The model is discretised with high-order spectral element ansatz functions, resulting in 4752 degrees of freedom. The proposed reduced order model produces accurate approximations of steady-state sol…
We present a novel numerical scheme to approximate the solution map $s\mapsto u(s) := \mathcal{L}^{-s}f$ to partial differential equations involving fractional elliptic operators. Reinterpreting $\mathcal{L}^{-s}$ as interpolation operator allows us to derive an integral representation of $u(s)$ which includes solutions to parametrized reaction-diffusion problems. We propose a reduced basis strategy on top of a finite element method to approximate its integrand. Unlike prior works, we deduce the choice of snapshots for the reduced basis procedure analytically. Avoiding further discretization, …
We present a subsampling strategy for the offline stage of the Reduced Basis Method. The approach is aimed at bringing down the considerable offline costs associated with using a finely-sampled training set. The proposed algorithm exploits the potential of the pivoted QR decomposition and the discrete empirical interpolation method to identify important parameter samples. It consists of two stages. In the first stage, we construct a low-fidelity approximation to the solution manifold over a fine training set. Then, for the available low-fidelity snapshots of the output variable, we apply the p…
Proximal Gradient-based Low Rank Tensor Decomposition for State Dependent Riccati Equation
Institute of Mathematical Science, ShanghaiTech University（上海科技大学数学科学学院）；Department of Mathematics, University of Alabama at Birmingham（阿拉巴马大学伯明翰分校数学系）
