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arXiv 2103.06185math.NAcs.NA
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一种用于缩减基方法的训练集亚采样策略

A Training Set Subsampling Strategy for the Reduced Basis Method

Sridhar Chellappa, Lihong Feng, Peter Benner

摘要:

我们提出了一个子采样策略的减少基方法的离线阶段。该方法旨在降低与使用精细采样训练集相关的相当大的离线成本。该算法充分利用了旋转QR分解和离散经验插值方法的潜力来识别重要的参数样本。它包括两个阶段。在第一阶段,我们构造一个低保真度近似的解决方案流形上的一个罚款训练集。然后,对于输出变量的可用低保真度快照,我们应用枢轴QR分解或离散经验插值方法来识别参数域中的一组稀疏采样位置。这些点揭示了输出变量的参数依赖性的结构。第二阶段以包含比初始训练集少得多的参数的二次采样训练集进行。还考虑了从经验插值方法的最近变体中启发的不同的子采样策略。对基准示例的测试证明了新方法的合理性,并显示出其在大幅加快缩减基方法的离线阶段的潜力,同时生成可靠的降阶模型。

英文摘要:

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 pivoted QR decomposition or the discrete empirical interpolation method to identify a set of sparse sampling locations in the parameter domain. These points reveal the structure of the parametric dependence of the output variable. The second stage proceeds with a subsampled training set containing a by far smaller number of parameters than the initial training set. Different subsampling strategies inspired from recent variants of the empirical interpolation method are also considered. Tests on benchmark examples justify the new approach and show its potential to substantially speed up the offline stage of the Reduced Basis Method, while generating reliable reduced-order models.

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