Reduced Basis Approximation and a Posteriori Error Estimation for Parametrized Parabolic PDEs: Application to Real‐Time Bayesian Parameter Estimation

In this paper we consider reduced basis approximation and a posteriori error estimation for linear functional outputs of affinely parametrized linear and non-linear parabolic partial differential equations. The essential ingredients are Galerkin projection onto a low-dimensional space associated with a smooth ``parametric manifold'' --- dimension reduction; efficient and effective Greedy and POD-Greedy sampling methods for identification of optimal and numerically stable approximations --- rapid convergence; rigorous and sharp a posteriori error bounds (and associated stability factors) for the linear-functional outputs of interest --- certainty; 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, uncertainty quantification, multi- scale) contexts. In this paper we first present reduced basis approximation and a posteriori error estimation for general linear parabolic equations and subsequently for a nonlinear parabolic equation, the incompressible Navier-- Stokes equations. We then present results for the application of our (parabolic) reduced basis methods to Bayesian parameter estimation: detection and characterization of a delamination crack by transient thermal analysis.

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