Adaptive greedy algorithms based on parameter‐domain decomposition and reconstruction for the reduced basis method

The reduced basis method (RBM) empowers repeated and rapid evaluation of parametrized partial differential equations through an offline-online decomposition, a.k.a. a learning-execution process. A key feature of the method is a greedy algorithm repeatedly scanning the training set, a fine discretization of the parameter domain, to identify the next dimension of the parameter-induced solution manifold along which we expand the surrogate solution space. Although successfully applied to problems with fairly high parametric dimensions, the challenge is that this scanning cost dominates the offline cost due to it being proportional to the cardinality of the training set which is exponential with respect to the parameter dimension. In this work, we review three recent attempts in effectively delaying this curse of dimensionality, and propose two new hybrid strategies through successive refinement and multilevel maximization of the error estimate over the training set. All five offline-enhanced methods and the original greedy algorithm are tested and compared on {two types of problems: the thermal block problem and the geometrically parameterized Helmholtz problem.

[1]  C. Farhat,et al.  Efficient non‐linear model reduction via a least‐squares Petrov–Galerkin projection and compressive tensor approximations , 2011 .

[2]  A. Patera,et al.  A Successive Constraint Linear Optimization Method for Lower Bounds of Parametric Coercivity and Inf-Sup Stability Constants , 2007 .

[3]  J. Hesthaven,et al.  Certified Reduced Basis Methods for Parametrized Partial Differential Equations , 2015 .

[4]  Benjamin Stamm,et al.  EFFICIENT GREEDY ALGORITHMS FOR HIGH-DIMENSIONAL PARAMETER SPACES WITH APPLICATIONS TO EMPIRICAL INTERPOLATION AND REDUCED BASIS METHODS ∗ , 2014 .

[5]  Andrea Manzoni,et al.  Heuristic strategies for the approximation of stability factors in quadratically nonlinear parametrized PDEs , 2015, Adv. Comput. Math..

[6]  Bernard Haasdonk,et al.  Chapter 2: Reduced Basis Methods for Parametrized PDEs—A Tutorial Introduction for Stationary and Instationary Problems , 2017 .

[7]  Knut-Andreas Lie,et al.  The localized reduced basis multiscale method for two‐phase flows in porous media , 2014, 1405.2810.

[8]  Masayuki Yano,et al.  A Space-Time Petrov-Galerkin Certified Reduced Basis Method: Application to the Boussinesq Equations , 2014, SIAM J. Sci. Comput..

[9]  Sébastien Meunier,et al.  A Progressive Reduced Basis/Empirical Interpolation Method for Nonlinear Parabolic Problems , 2017, SIAM J. Sci. Comput..

[10]  E. Wadbro,et al.  Fixed-mesh curvature-parameterized shape optimization of an acoustic horn , 2012 .

[11]  Yanlai Chen,et al.  Offline-Enhanced Reduced Basis Method Through Adaptive Construction of the Surrogate Training Set , 2017, J. Sci. Comput..

[12]  S. Sen Reduced-Basis Approximation and A Posteriori Error Estimation for Many-Parameter Heat Conduction Problems , 2008 .

[13]  A. Quarteroni,et al.  Model reduction techniques for fast blood flow simulation in parametrized geometries , 2012, International journal for numerical methods in biomedical engineering.

[14]  Yong Liu,et al.  Certified Offline-Free Reduced Basis (COFRB) Methods for Stochastic Differential Equations Driven by Arbitrary Types of Noise , 2019, Journal of Scientific Computing.

[15]  Karen Willcox,et al.  A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems , 2015, SIAM Rev..

[16]  Harbir Antil,et al.  Galerkin v. least-squares Petrov-Galerkin projection in nonlinear model reduction , 2015, J. Comput. Phys..

[17]  Martin Berggren,et al.  Shape optimization of an acoustic horn , 2003 .

[18]  David Amsallem,et al.  Efficient model reduction of parametrized systems by matrix discrete empirical interpolation , 2015, J. Comput. Phys..

[19]  Anthony T. Patera,et al.  A natural-norm Successive Constraint Method for inf-sup lower bounds , 2010 .

[20]  Danny C. Sorensen,et al.  Nonlinear Model Reduction via Discrete Empirical Interpolation , 2010, SIAM J. Sci. Comput..

[21]  N. Nguyen,et al.  EFFICIENT REDUCED-BASIS TREATMENT OF NONAFFINE AND NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS , 2007 .

[22]  N. Nguyen,et al.  An ‘empirical interpolation’ method: application to efficient reduced-basis discretization of partial differential equations , 2004 .

[23]  Jan S. Hesthaven,et al.  Certified reduced basis method for electromagnetic scattering and radar cross section estimation , 2012 .

[24]  D. Rovas,et al.  Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods , 2002 .

[25]  Bernard Haasdonk,et al.  A training set and multiple bases generation approach for parameterized model reduction based on adaptive grids in parameter space , 2011 .

[26]  S. Volkwein,et al.  Optimization strategy for parameter sampling in the reduced basis method , 2015 .

[27]  Mario Ohlberger,et al.  Error Control for the Localized Reduced Basis Multiscale Method with Adaptive On-Line Enrichment , 2015, SIAM J. Sci. Comput..

[28]  Howard C. Elman,et al.  Reduced Basis Collocation Methods for Partial Differential Equations with Random Coefficients , 2013, SIAM/ASA J. Uncertain. Quantification.

[29]  Yanlai Chen A certified natural-norm successive constraint method for parametric inf-sup lower bounds , 2015, 1503.04760.

[30]  Zilong Zou,et al.  An adaptive local reduced basis method for solving PDEs with uncertain inputs and evaluating risk , 2019, Computer Methods in Applied Mechanics and Engineering.

[31]  Yanlai Chen,et al.  Reduced Collocation Methods: Reduced Basis Methods in the Collocation Framework , 2012, Journal of Scientific Computing.

[32]  Gianluigi Rozza,et al.  Reduced basis method and domain decomposition for elliptic problems in networks and complex parametrized geometries , 2016, Comput. Math. Appl..

[33]  A. Patera,et al.  Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations , 2007 .