Reduced basis approximation and a posteriori error estimation for affinely parametrized elliptic coercive partial differential equations

In this paper we consider (hierarchical, Lagrange) reduced basis approximation and a posteriori error estimation for linear functional outputs of affinely parametrized elliptic coercive partial differential equations. The essential ingredients are (primal-dual) Galerkin projection onto a low-dimensional space associated with a smooth “parametric manifold”—dimension reduction; efficient and effective greedy sampling methods for identification of optimal and numerically stable approximations—rapid convergence; a posteriori error estimation procedures—rigorous and sharp bounds for the linear-functional outputs of interest; and Offline-Online computational decomposition strategies—minimum marginal cost for high performance in the real-time/embedded (e.g., parameter-estimation, control) and many-query (e.g., design optimization, multi-model/scale) contexts. We present illustrative results for heat conduction and convection-diffusion, inviscid flow, and linear elasticity; outputs include transport rates, added mass, and stress intensity factors.

[1]  K. Karhunen Zur Spektraltheorie stochastischer prozesse , 1946 .

[2]  Michel Loève,et al.  Probability Theory I , 1977 .

[3]  H. Keller,et al.  Analysis of Numerical Methods , 1969 .

[4]  Vedat S. Arpaci,et al.  Conduction Heat Transfer , 2002 .

[5]  N. S. Barnett,et al.  Private communication , 1969 .

[6]  H. Miura,et al.  An approximate analysis technique for design calculations , 1971 .

[7]  I. Babuska Error-bounds for finite element method , 1971 .

[8]  G. Strang VARIATIONAL CRIMES IN THE FINITE ELEMENT METHOD , 1972 .

[9]  D. M. Parks A stiffness derivative finite element technique for determination of crack tip stress intensity factors , 1974 .

[10]  F. Brezzi On the existence, uniqueness and approximation of saddle-point problems arising from lagrangian multipliers , 1974 .

[11]  H. Schönheinz G. Strang / G. J. Fix, An Analysis of the Finite Element Method. (Series in Automatic Computation. XIV + 306 S. m. Fig. Englewood Clifs, N. J. 1973. Prentice‐Hall, Inc. , 1975 .

[12]  I. Babuska,et al.  A‐posteriori error estimates for the finite element method , 1978 .

[13]  A. Bensoussan,et al.  Asymptotic analysis for periodic structures , 1979 .

[14]  W. Rheinboldt,et al.  Error Estimates for Adaptive Finite Element Computations , 1978 .

[15]  P. Stern,et al.  Automatic choice of global shape functions in structural analysis , 1978 .

[16]  Dennis A. Nagy,et al.  Modal representation of geometrically nonlinear behavior by the finite element method , 1979 .

[17]  P. Raviart,et al.  Finite Element Approximation of the Navier-Stokes Equations , 1979 .

[18]  B. Parlett The Symmetric Eigenvalue Problem , 1981 .

[19]  Ahmed K. Noor,et al.  Reduced Basis Technique for Nonlinear Analysis of Structures , 1980 .

[20]  W. Rheinboldt Numerical analysis of continuation methods for nonlinear structural problems , 1981 .

[21]  Ahmed K. Noor,et al.  Tracing post-limit-point paths with reduced basis technique , 1981 .

[22]  F. Brezzi,et al.  Finite dimensional approximation of nonlinear problems , 1981 .

[23]  A. Noor Recent advances in reduction methods for nonlinear problems. [in structural mechanics , 1981 .

[24]  Ahmed K. Noor,et al.  Bifurcation and post-buckling analysis of laminated composite plates via reduced basis technique , 1981 .

[25]  F. Brezzi,et al.  Finite dimensional approximation of nonlinear problems , 1981 .

[26]  Ahmed K. Noor,et al.  On making large nonlinear problems small , 1982 .

[27]  Werner C. Rheinboldt,et al.  On the Error Behavior of the Reduced Basis Technique for Nonlinear Finite Element Approximations , 1983 .

[28]  Ahmed K. Noor,et al.  Recent advances in reduction methods for instability analysis of structures , 1983 .

[29]  Ahmed K. Noor,et al.  Multiple‐parameter reduced basis technique for bifurcation and post‐buckling analyses of composite plates , 1983 .

[30]  A. Bejan Convection Heat Transfer , 1984 .

[31]  Ahmed K. Noor,et al.  Mixed models and reduction techniques for large-rotation nonlinear problems , 1984 .

[32]  Ahmed K. Noor,et al.  Reduction methods for nonlinear steady‐state thermal analysis , 1984 .

[33]  V. S. Arpaci,et al.  Heat engineering convection heat transfer , 1984 .

[34]  T. A. Porsching,et al.  Estimation of the error in the reduced basis method solution of nonlinear equations , 1985 .

[35]  Theory and Approximation of the Navier-Stokes Problem , 1986 .

[36]  Vivette Girault,et al.  Finite Element Methods for Navier-Stokes Equations - Theory and Algorithms , 1986, Springer Series in Computational Mathematics.

[37]  Y. Murakami Stress Intensity Factors Handbook , 2006 .

[38]  Max Gunzburger,et al.  Perspectives in flow control and optimization , 1987 .

[39]  L. Sirovich Turbulence and the dynamics of coherent structures. I. Coherent structures , 1987 .

[40]  T. A. Porsching,et al.  The reduced basis method for initial value problems , 1987 .

[41]  Max Gunzburger,et al.  Finite Element Methods for Viscous Incompressible Flows: A Guide to Theory, Practice, and Algorithms , 1989 .

[42]  Karl Kunisch,et al.  Estimation Techniques for Distributed Parameter Systems , 1989 .

[43]  Janet S. Peterson,et al.  The Reduced Basis Method for Incompressible Viscous Flow Calculations , 1989 .

[44]  Charles R. Johnson A Gersgorin-type lower bound for the smallest singular value , 1989 .

[45]  Max Gunzburger,et al.  3 – Finite Element Spaces , 1989 .

[46]  Michael E. Mortenson Computer graphics handbook: geometry and mathematics , 1990 .

[47]  Franco Brezzi Michel Fortin,et al.  Mixed and Hybrid Finite Element Methods (Springer Series in Computational Mathematics) , 1991 .

[48]  Meei Yow Lin Lee Estimation of the error in the reduced basis method solution of differential algebraic equation systems , 1991 .

[49]  Michel Fortin,et al.  Mixed and Hybrid Finite Element Methods , 2011, Springer Series in Computational Mathematics.

[50]  G. Strang Introduction to Linear Algebra , 1993 .

[51]  Werner C. Rheinboldt,et al.  On the theory and error estimation of the reduced basis method for multi-parameter problems , 1993 .

[52]  G. Reddien,et al.  On the reduced basis method , 1995 .

[53]  K. Bathe Finite Element Procedures , 1995 .

[54]  Andrew J. Newman,et al.  Model Reduction via the Karhunen-Loeve Expansion Part I: An Exposition , 1996 .

[55]  Etienne Balmes,et al.  PARAMETRIC FAMILIES OF REDUCED FINITE ELEMENT MODELS. THEORY AND APPLICATIONS , 1996 .

[56]  Rolf Rannacher,et al.  A Feed-Back Approach to Error Control in Finite Element Methods: Basic Analysis and Examples , 1996 .

[57]  J. Rappaz,et al.  Numerical analysis for nonlinear and bifurcation problems , 1997 .

[58]  W. E. Schiesser,et al.  Computational Transport Phenomena: Numerical Methods for the Solution of Transport Problems , 1997 .

[59]  James Demmel,et al.  Applied Numerical Linear Algebra , 1997 .

[60]  Elijah Polak,et al.  Semi-Infinite Optimization , 1997 .

[61]  W. Cazemier,et al.  Proper orthogonal decomposition and low dimensional models for turbulent flows , 1997 .

[62]  Jacques-Louis Lions,et al.  Nonlinear partial differential equations and their applications , 1998 .

[63]  R. Sani,et al.  Incompressible Flow and the Finite Element Method, Volume 1, Advection-Diffusion and Isothermal Laminar Flow , 1998 .

[64]  S. Ravindran,et al.  A Reduced Basis Method for Control Problems Governed by PDEs , 1998 .

[65]  Anthony T. Patera,et al.  Fast Bounds for Outputs of Partial Differential Equations , 1998 .

[66]  S. Ravindran,et al.  A Reduced-Order Method for Simulation and Control of Fluid Flows , 1998 .

[67]  M. A. López-Cerdá,et al.  Linear Semi-Infinite Optimization , 1998 .

[68]  Karl Kunisch,et al.  Control and estimation of distributed parameter systems , 1998 .

[69]  Eugene M. Cliff,et al.  Computational Methods for Optimal Design and Control , 1998 .

[70]  S. Rolfe,et al.  Fracture and Fatigue Control in Structures: Applications of Fracture Mechanics, Third Edition , 1999 .

[71]  Jens Nørkær Sørensen,et al.  Evaluation of Proper Orthogonal Decomposition-Based Decomposition Techniques Applied to Parameter-Dependent Nonturbulent Flows , 1999, SIAM J. Sci. Comput..

[72]  Beresford N. Parlett,et al.  The Symmetric Eigenvalue Problem (Classics in Applied Mathematics, Number 20) , 1999 .

[73]  D. Rovas,et al.  Output bounds for reduced-basis approximations of symmetric positive definite eigenvalue problems , 2000 .

[74]  J. Phillips Projection frameworks for model reduction of weakly nonlinear systems , 2000, Proceedings 37th Design Automation Conference.

[75]  Yong P. Chen,et al.  A Quadratic Method for Nonlinear Model Order Reduction , 2000 .

[76]  J. Oden,et al.  A Posteriori Error Estimation in Finite Element Analysis , 2000 .

[77]  Juan J. Alonso,et al.  Airfoil design optimization using reduced order models based on proper orthogonal decomposition , 2000 .

[78]  J. Oden,et al.  A Posteriori Error Estimation in Finite Element Analysis: Oden/A Posteriori , 2000 .

[79]  S. S. Ravindran,et al.  Reduced-Order Adaptive Controllers for Fluid Flows Using POD , 2000, J. Sci. Comput..

[80]  R. Taylor The Finite Element Method, the Basis , 2000 .

[81]  Michael B. Giles,et al.  Adjoint Recovery of Superconvergent Functionals from PDE Approximations , 2000, SIAM Rev..

[82]  S. Ravindran A reduced-order approach for optimal control of fluids using proper orthogonal decomposition , 2000 .

[83]  Carl D. Meyer,et al.  Matrix Analysis and Applied Linear Algebra , 2000 .

[84]  Sung-Mo Kang,et al.  Model-order reduction of nonlinear MEMS devices through arclength-based Karhunen-Loeve decomposition , 2001, ISCAS 2001. The 2001 IEEE International Symposium on Circuits and Systems (Cat. No.01CH37196).

[85]  Belinda B. King,et al.  Proper orthogonal decomposition for reduced basis feedback controllers for parabolic equations , 2001 .

[86]  K. Gallivan,et al.  Reduced-order modeling of multiscreen frequency-selective surfaces using Krylov-based rational interpolation , 2001 .

[87]  Kazufumi Ito,et al.  Reduced order feedback synthesis for viscous incompressible flows , 2001 .

[88]  H. Tran,et al.  Modeling and control of physical processes using proper orthogonal decomposition , 2001 .

[89]  J. Szmelter Incompressible flow and the finite element method , 2001 .

[90]  Eric Michielssen,et al.  Analysis of frequency selective surfaces using two-parameter generalized rational Krylov model-order reduction , 2001 .

[91]  I. Babuska,et al.  The finite element method and its reliability , 2001 .

[92]  Jacob K. White,et al.  A trajectory piecewise-linear approach to model order reduction and fast simulation of nonlinear circuits and micromachined devices , 2001, IEEE/ACM International Conference on Computer Aided Design. ICCAD 2001. IEEE/ACM Digest of Technical Papers (Cat. No.01CH37281).

[93]  Jacob K. White,et al.  Geometrically parameterized interconnect performance models for interconnect synthesis , 2002, ISPD '02.

[94]  Z. Bai Krylov subspace techniques for reduced-order modeling of large-scale dynamical systems , 2002 .

[95]  Yvon Maday,et al.  Towards Reduced Basis Approaches in ab initio Electronic Structure Computations , 2002, J. Sci. Comput..

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

[97]  Anthony T. Patera,et al.  A Priori Convergence Theory for Reduced-Basis Approximations of Single-Parameter Elliptic Partial Differential Equations , 2002, J. Sci. Comput..

[98]  S. S. Ravindran,et al.  Adaptive Reduced-Order Controllers for a Thermal Flow System Using Proper Orthogonal Decomposition , 2001, SIAM J. Sci. Comput..

[99]  Anthony T. Patera,et al.  Global a priori convergence theory for reduced-basis approximations of single-parameter symmetric coercive elliptic partial differential equations , 2002 .

[100]  Philippe G. Ciarlet,et al.  The finite element method for elliptic problems , 2002, Classics in applied mathematics.

[101]  D. Rovas,et al.  A blackbox reduced-basis output bound method for noncoercive linear problems , 2002 .

[102]  D. Rovas,et al.  Reduced--Basis Output Bound Methods for Parametrized Partial Differential Equations , 2002 .

[103]  Stefan Volkwein,et al.  Galerkin Proper Orthogonal Decomposition Methods for a General Equation in Fluid Dynamics , 2002, SIAM J. Numer. Anal..

[104]  J. Peraire,et al.  Balanced Model Reduction via the Proper Orthogonal Decomposition , 2002 .

[105]  Anthony T. Patera,et al.  A mathematical and computational framework for reliable real-time solution of parametrized partial differential equations , 2002 .

[106]  J. Tinsley Oden,et al.  A Posteriori Error Estimation , 2002 .

[107]  D. Rovas,et al.  A Posteriori Error Bounds for Reduced-Basis Approximation of Parametrized Noncoercive and Nonlinear Elliptic Partial Differential Equations , 2003 .

[108]  Karen Willcox,et al.  Proper orthogonal decomposition extensions for parametric applications in compressible aerodynamics , 2003 .

[109]  Karen Paula L. Veroy,et al.  Reduced-basis methods applied to problems in elasticity : analysis and applications , 2003 .

[110]  M. Damodaran,et al.  Proper Orthogonal Decomposition Extensions For Parametric Applications in Transonic Aerodynamics , 2003 .

[111]  Marcus Meyer,et al.  Efficient model reduction in non-linear dynamics using the Karhunen-Loève expansion and dual-weighted-residual methods , 2003 .

[112]  A. Patera,et al.  Reduced-basis approximation of the viscous Burgers equation: rigorous a posteriori error bounds , 2003 .

[113]  Joel R. Phillips,et al.  Projection-based approaches for model reduction of weakly nonlinear, time-varying systems , 2003, IEEE Trans. Comput. Aided Des. Integr. Circuits Syst..

[114]  J. Banga,et al.  Reduced-Order Models for Nonlinear Distributed Process Systems and Their Application in Dynamic Optimization , 2004 .

[115]  M.A. Jabbar,et al.  Fast optimization of electromagnetic-problems: the reduced-basis finite element approach , 2004, IEEE Transactions on Magnetics.

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

[117]  Guoyong Shi,et al.  Parametric reduced order modeling for interconnect analysis , 2004 .

[118]  N. Zabaras,et al.  Design across length scales: a reduced-order model of polycrystal plasticity for the control of microstructure-sensitive material properties , 2004 .

[119]  Yvon Maday,et al.  A reduced basis element method for the steady Stokes problem : Application to hierarchical flow systems , 2005 .

[120]  Sidney Yip,et al.  Handbook of Materials Modeling , 2005 .

[121]  Nguyen Ngoc Cuong,et al.  Certified Real-Time Solution of Parametrized Partial Differential Equations , 2005 .

[122]  Gianluigi Rozza,et al.  Reduced-basis methods for elliptic equations in sub-domains with a posteriori error bounds and adaptivity , 2005 .

[123]  Peter Benner,et al.  Dimension Reduction of Large-Scale Systems , 2005 .

[124]  Nicholas Zabaras,et al.  Using Bayesian statistics in the estimation of heat source in radiation , 2005 .

[125]  Gianluigi Rozza Shape design by optimal flow control and reduced basis techniques , 2005 .

[126]  A. Patera,et al.  A posteriori error bounds for reduced-basis approximations of parametrized parabolic partial differential equations , 2005 .

[127]  I. Kevrekidis,et al.  Equation-free/Galerkin-free POD-assisted computation of incompressible flows , 2005 .

[128]  M. Grepl Reduced-basis approximation a posteriori error estimation for parabolic partial differential equations , 2005 .

[129]  A. Patera,et al.  Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis a posteriori error bounds , 2005 .

[130]  Gianluigi Rozza,et al.  Real time reduced basis techniques for arterial bypass geometries , 2005 .

[131]  Anthony T. Patera,et al.  "Natural norm" a posteriori error estimators for reduced basis approximations , 2006, J. Comput. Phys..

[132]  O. Farle,et al.  Multivariate finite element model order reduction for permittivity or permeability estimation , 2006, IEEE Transactions on Magnetics.

[133]  Yvon Maday,et al.  The Reduced Basis Element Method for Fluid Flows , 2006 .

[134]  George Shu Heng Pau,et al.  Feasibility and Competitiveness of a Reduced Basis Approach for Rapid Electronic Structure Calculations in Quantum Chemistry , 2006 .

[135]  Dimitrios V. Rovas,et al.  Reduced-basis output bound methods for parabolic problems , 2006 .

[136]  Yvon Maday,et al.  A Reduced Basis Element Method for Complex Flow Systems , 2006 .

[137]  K. ITOy REDUCED BASIS METHOD FOR OPTIMAL CONTROL OF UNSTEADY VISCOUS FLOWS , 2006 .

[138]  Alfio Quarteroni,et al.  Numerical Mathematics (Texts in Applied Mathematics) , 2006 .

[139]  Calibration of Barrier Options , 2006 .

[140]  Yvon Maday,et al.  A reduced basis element method for the steady stokes problem , 2006 .

[141]  Bernard Haasdonk,et al.  Reduced Basis Method for Finite Volume Approximations of Parametrized Evolution Equations , 2006 .

[142]  Karsten Urban,et al.  A Reduced-Basis Method for solving parameter-dependent convection-diffusion problems around rigid bodies , 2006 .

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

[144]  Sugata Sen,et al.  Reduced basis approximation and a posteriori error estimation for non-coercive elliptic problems : applications to acoustics , 2007 .

[145]  A. Quarteroni,et al.  Numerical solution of parametrized Navier–Stokes equations by reduced basis methods , 2007 .

[146]  J. Hesthaven,et al.  Reduced Basis Approximation and A Posteriori Error Estimation for Parametrized Partial Differential Equations , 2007 .

[147]  Anthony T. Patera,et al.  Reduced basis approximation and a posteriori error estimation for stress intensity factors , 2007 .

[148]  Anthony T. Patera,et al.  Reduced basis approximation and a posteriori error estimation for a Boltzmann model , 2007 .

[149]  Gary R. Consolazio,et al.  Finite Elements , 2007, Handbook of Dynamic System Modeling.

[150]  G. Rozza,et al.  On the stability of the reduced basis method for Stokes equations in parametrized domains , 2007 .

[151]  M. Gunzburger,et al.  Reduced-order modeling of time-dependent PDEs with multiple parameters in the boundary data , 2007 .

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

[153]  Anthony T. Patera,et al.  10. Certified Rapid Solution of Partial Differential Equations for Real-Time Parameter Estimation and Optimization , 2007 .

[154]  A. T. Patera,et al.  Reduced-basis techniques for rapid reliable optimization of systems described by affinely parametrized coercive elliptic partial differential equations , 2007 .

[155]  Anthony T. Patera,et al.  Reduced Basis Method for 2nd Order Wave Equation: Application to One-Dimensional Seismic Problem , 2007 .

[156]  A. Quarteroni,et al.  Numerical Approximation of Partial Differential Equations , 2008 .

[157]  Simone Deparis,et al.  Reduced Basis Error Bound Computation of Parameter-Dependent Navier-Stokes Equations by the Natural Norm Approach , 2008, SIAM J. Numer. Anal..

[158]  Karen Willcox,et al.  Hessian‐based model reduction for large‐scale systems with initial‐condition inputs , 2008 .

[159]  Thierry Goudon,et al.  Analysis and Simulation of Fluid Dynamics , 2008 .

[160]  B. Haasdonk,et al.  REDUCED BASIS METHOD FOR FINITE VOLUME APPROXIMATIONS OF PARAMETRIZED LINEAR EVOLUTION EQUATIONS , 2008 .

[161]  Karen Willcox,et al.  Model Reduction for Large-Scale Systems with High-Dimensional Parametric Input Space , 2008, SIAM J. Sci. Comput..

[162]  Gianluigi Rozza,et al.  Reduced basis methods for Stokes equations in domains with non-affine parameter dependence , 2009 .