Fast local reduced basis updates for the efficient reduction of nonlinear systems with hyper-reduction

Projection-based model reduction techniques rely on the definition of a small dimensional subspace in which the solution is approximated. Using local subspaces reduces the dimensionality of each subspace and enables larger speedups. Transitions between local subspaces require special care and updating the reduced bases associated with each subspace increases the accuracy of the reduced-order model. In the present work, local reduced basis updates are considered in the case of hyper-reduction, for which only the components of state vectors and reduced bases defined at specific grid points are available. To enable local reduced basis updates, two comprehensive approaches are proposed. The first one is based on an offline/online decomposition. The second approach relies on an approximated metric acting only on those components where the state vector is defined. This metric is computed offline and used online to update the local bases. An analysis of the error associated with this approximated metric is then conducted and it is shown that the metric has a kernel interpretation. Finally, the application of the proposed approaches to the model reduction of two nonlinear physical systems illustrates their potential for achieving large speedups and good accuracy.

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

[2]  Boris Lohmann,et al.  Parametric Model Order Reduction by Matrix Interpolation (Parametrische Ordnungsreduktion mittels Matrixinterpolation). , 2010 .

[3]  Fabien Casenave,et al.  Accurate and efficient evaluation of the a posteriori error estimator in the reduced basis method , 2012 .

[4]  B. Haasdonk,et al.  Efficient reduced models and a posteriori error estimation for parametrized dynamical systems by offline/online decomposition , 2011 .

[5]  Siep Weiland,et al.  Missing Point Estimation in Models Described by Proper Orthogonal Decomposition , 2004, IEEE Transactions on Automatic Control.

[6]  Karen Willcox,et al.  Parametric reduced-order models for probabilistic analysis of unsteady aerodynamic applications , 2007 .

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

[8]  John S. Chipman,et al.  On Least Squares with Insufficient Observations , 1964 .

[9]  Benjamin Stamm,et al.  Parameter multi‐domain ‘hp’ empirical interpolation , 2012 .

[10]  Gene H. Golub,et al.  Matrix computations , 1983 .

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

[12]  David Amsallem,et al.  An adaptive and efficient greedy procedure for the optimal training of parametric reduced‐order models , 2015 .

[13]  Charbel Farhat,et al.  A method for interpolating on manifolds structural dynamics reduced‐order models , 2009 .

[14]  Charbel Farhat,et al.  An Online Method for Interpolating Linear Parametric Reduced-Order Models , 2011, SIAM J. Sci. Comput..

[15]  Charbel Farhat,et al.  The GNAT method for nonlinear model reduction: Effective implementation and application to computational fluid dynamics and turbulent flows , 2012, J. Comput. Phys..

[16]  Alan Edelman,et al.  The Geometry of Algorithms with Orthogonality Constraints , 1998, SIAM J. Matrix Anal. Appl..

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

[18]  Holger Wendland,et al.  Scattered Data Approximation: Conditionally positive definite functions , 2004 .

[19]  Bernard Haasdonk,et al.  Adaptive Reduced Basis Methods for Nonlinear Convection–Diffusion Equations , 2011 .

[20]  S. Burkett Requirements for the Degree , 2013 .

[21]  Stephen P. Boyd,et al.  Convex Optimization , 2004, Algorithms and Theory of Computation Handbook.

[22]  Bernard Haasdonk,et al.  Model reduction of parametrized evolution problems using the reduced basis method with adaptive time partitioning , 2011 .

[23]  Theodore Kim,et al.  Optimizing cubature for efficient integration of subspace deformations , 2008, SIGGRAPH Asia '08.

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

[25]  T. N. E. Greville Note on Fitting of Functions of Several Independent Variables , 1961 .

[26]  M. Brand,et al.  Fast low-rank modifications of the thin singular value decomposition , 2006 .

[27]  Boris Lohmann,et al.  Parametric Model Order Reduction by Matrix Interpolation , 2010, Autom..

[28]  Alberto Cardona,et al.  A reduction method for nonlinear structural dynamic analysis , 1985 .

[29]  Matthew F. Barone,et al.  Stable Galerkin reduced order models for linearized compressible flow , 2009, J. Comput. Phys..

[30]  Charbel Farhat,et al.  Toward Real-Time Computational-Fluid-Dynamics-Based Aeroelastic Computations Using a Database of Reduced-Order Information , 2010 .

[31]  C. Farhat,et al.  Interpolation Method for Adapting Reduced-Order Models and Application to Aeroelasticity , 2008 .

[32]  Bobby Bodenheimer,et al.  Synthesis and evaluation of linear motion transitions , 2008, TOGS.

[33]  Charbel Farhat,et al.  Nonlinear model order reduction based on local reduced‐order bases , 2012 .

[34]  D. Ryckelynck,et al.  A priori hyperreduction method: an adaptive approach , 2005 .

[35]  G. Stewart Perturbation theory for the singular value decomposition , 1990 .

[36]  AmsallemDavid,et al.  Design optimization using hyper-reduced-order models , 2015 .

[37]  Jaijeet Roychowdhury,et al.  Model reduction via projection onto nonlinear manifolds, with applications to analog circuits and biochemical systems , 2008, ICCAD 2008.

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

[39]  Benjamin Peherstorfer,et al.  Localized Discrete Empirical Interpolation Method , 2014, SIAM J. Sci. Comput..

[40]  Ameet Talwalkar,et al.  Foundations of Machine Learning , 2012, Adaptive computation and machine learning.

[41]  Jean-Frédéric Gerbeau,et al.  Approximated Lax pairs for the reduced order integration of nonlinear evolution equations , 2014, J. Comput. Phys..

[42]  T. N. E. Greville Erratum: Note on Fitting of Functions of Several Independent Variables , 1961 .

[43]  Charbel Farhat,et al.  Nonlinear Model Reduction for CFD Problems Using Local Reduced Order Bases , 2012 .

[44]  Anthony T. Patera,et al.  An "hp" Certified Reduced Basis Method for Parametrized Elliptic Partial Differential Equations , 2010, SIAM J. Sci. Comput..

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

[46]  John S. R. Anttonen,et al.  Techniques for Reduced Order Modeling of Aeroelastic Structures with Deforming Grids , 2012 .

[47]  Earl H. Dowell,et al.  Low-dimensional modelling of high-Reynolds-number shear flows incorporating constraints from the Navier–Stokes equation , 2013, Journal of Fluid Mechanics.

[48]  Lawrence Sirovich,et al.  Karhunen–Loève procedure for gappy data , 1995 .