392 research outputs found
A HJB-POD approach for the control of nonlinear PDEs on a tree structure
The Dynamic Programming approach allows to compute a feedback control for
nonlinear problems, but suffers from the curse of dimensionality. The
computation of the control relies on the resolution of a nonlinear PDE, the
Hamilton-Jacobi-Bellman equation, with the same dimension of the original
problem. Recently, a new numerical method to compute the value function on a
tree structure has been introduced. The method allows to work without a
structured grid and avoids any interpolation.
Here, we aim to test the algorithm for nonlinear two dimensional PDEs. We
apply model order reduction to decrease the computational complexity since the
tree structure algorithm requires to solve many PDEs. Furthermore, we prove an
error estimate which guarantees the convergence of the proposed method.
Finally, we show efficiency of the method through numerical tests
Comparison of POD reduced order strategies for the nonlinear 2D Shallow Water Equations
This paper introduces tensorial calculus techniques in the framework of
Proper Orthogonal Decomposition (POD) to reduce the computational complexity of
the reduced nonlinear terms. The resulting method, named tensorial POD, can be
applied to polynomial nonlinearities of any degree . Such nonlinear terms
have an on-line complexity of , where is the
dimension of POD basis, and therefore is independent of full space dimension.
However it is efficient only for quadratic nonlinear terms since for higher
nonlinearities standard POD proves to be less time consuming once the POD basis
dimension is increased. Numerical experiments are carried out with a two
dimensional shallow water equation (SWE) test problem to compare the
performance of tensorial POD, standard POD, and POD/Discrete Empirical
Interpolation Method (DEIM). Numerical results show that tensorial POD
decreases by times the computational cost of the on-line stage of
standard POD for configurations using more than model variables. The
tensorial POD SWE model was only slower than the POD/DEIM SWE model
but the implementation effort is considerably increased. Tensorial calculus was
again employed to construct a new algorithm allowing POD/DEIM shallow water
equation model to compute its off-line stage faster than the standard and
tensorial POD approaches.Comment: 23 pages, 8 figures, 5 table
Structure Preserving Model Reduction of Parametric Hamiltonian Systems
While reduced-order models (ROMs) have been popular for efficiently solving
large systems of differential equations, the stability of reduced models over
long-time integration is of present challenges. We present a greedy approach
for ROM generation of parametric Hamiltonian systems that captures the
symplectic structure of Hamiltonian systems to ensure stability of the reduced
model. Through the greedy selection of basis vectors, two new vectors are added
at each iteration to the linear vector space to increase the accuracy of the
reduced basis. We use the error in the Hamiltonian due to model reduction as an
error indicator to search the parameter space and identify the next best basis
vectors. Under natural assumptions on the set of all solutions of the
Hamiltonian system under variation of the parameters, we show that the greedy
algorithm converges with exponential rate. Moreover, we demonstrate that
combining the greedy basis with the discrete empirical interpolation method
also preserves the symplectic structure. This enables the reduction of the
computational cost for nonlinear Hamiltonian systems. The efficiency, accuracy,
and stability of this model reduction technique is illustrated through
simulations of the parametric wave equation and the parametric Schrodinger
equation
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