Proper Orthogonal Decomposition Surrogate Models for Nonlinear Dynamical Systems: Error Estimates and Suboptimal Control

Nonlinear Dynamical System Let V and H be real separable Hilbert spaces and suppose that V is dense in H with compact embedding. By 〈· , ·〉H we denote the inner product in H. The inner product in V is given by a symmetric bounded, coercive, bilinear form a : V × V → IR: 〈φ,ψ〉V = a(φ,ψ) for all φ,ψ ∈ V (10.16) with associated norm given by ‖ · ‖V = √ a(· , ·). Since V is continuously injected into H, there exists a constant cV > 0 such that ‖φ‖H ≤ cV ‖φ‖V for all φ ∈ V. (10.17) We associate with a the linear operator A: 〈Aφ,ψ〉V ′,V = a(φ,ψ) for all φ,ψ ∈ V, where 〈· , ·〉V ′,V denotes the duality pairing between V and its dual. Then, by the Lax-Milgram lemma, A is an isomorphism from V onto V ′. Alternatively, A can be considered as a linear unbounded self-adjoint operator in H with domain D(A) = {φ ∈ V : Aφ ∈ H}. By identifying H and its dual H ′ it follows that 10 POD: Error Estimates and Suboptimal Control 269 D(A) ↪→ V ↪→ H = H ′ ↪→ V ′, each embedding being continuous and dense, when D(A) is endowed with the graph norm of A. Moreover, let F : V × V → V ′ be a bilinear continuous operator mapping D(A) × D(A) into H. To simplify the notation we set F (φ) = F (φ,φ) for φ ∈ V . For given f ∈ C([0, T ];H) and y0 ∈ V we consider the nonlinear evolution problem d dt 〈y(t), φ〉H + a(y(t), φ) + 〈F (y(t)), φ〉V ′,V = 〈f(t), φ〉H (10.18a) for all φ ∈ V and t ∈ (0, T ] a.e. and y(0) = y0 in H. (10.18b) Assumption (A1). For every f ∈ C([0, T ];H) and y0 ∈ V there exists a unique solution of (10.18) satisfying y ∈ C([0, T ];V ) ∩ L(0, T ;D(A)) ∩H(0, T ;H). (10.19) Computation of the POD Basis Throughout we assume that Assumption (A1) holds and we denote by y the unique solution to (10.18) satisfying (10.19). For given n ∈ IN let 0 = t0 < t1 < . . . < tn ≤ T (10.20) denote a grid in the interval [0, T ] and set δtj = tj − tj−1, j = 1, . . . , n. Define ∆t = max (δt1, . . . , δtn) and δt = min (δt1, . . . , δtn). (10.21) Suppose that the snapshots y(tj) of (10.18) at the given time instances tj , j = 0, . . . , n, are known. We set V = span {y0, . . . , y2n}, where yj = y(tj) for j = 0, . . . , n, yj = ∂ty(tj−n) for j = n + 1, . . . , 2n with ∂ty(tj) = (y(tj)−y(tj−1))/δtj , and refer to V as the ensemble consisting of the snapshots {yj} j=0, at least one of which is assumed to be nonzero. Furthermore, we call {tj}j=0 the snapshot grid. Notice that V ⊂ V by construction. Throughout the remainder of this section we let X denote either the space V or H. 270 Michael Hinze and Stefan Volkwein Remark 10.2.1 (compare [KV01, Remark 1]). It may come as a surprise at first that the finite difference quotients ∂ty(tj) are included into the set V of snapshots. To motivate this choice let us point out that while the finite difference quotients are contained in the span of {yj} j=0, the POD bases differ depending on whether {∂ty(tj)}j=1 are included or not. The linear dependence does not constitute a difficulty for the singular value decomposition which is required to compute the POD basis. In fact, the snapshots themselves can be linearly dependent. The resulting POD basis is, in any case, maximally linearly independent in the sense expressed in (P ) and Proposition 10.2.5. Secondly, in anticipation of the rate of convergence results that will be presented in Section 10.3.3 we note that the time derivative of y in (10.18) must be approximated by the Galerkin POD based scheme. In case the terms {∂ty(tj)}j=1 are included in the snapshot ensemble, we are able to utilize the estimate