Incremental proper orthogonal decomposition for PDE simulation data: Algorithms and analysis

We propose an incremental algorithm to compute the proper orthogonal decomposition (POD) of simulation data for a partial differential equation. Specifically, we modify an incremental matrix SVD algorithm of Brand to accommodate data arising from Galerkin-type simulation methods for time dependent PDEs. We introduce an incremental SVD algorithm with respect to a weighted inner product to compute the proper orthogonal decomposition (POD). The algorithm is applicable to data generated by many numerical methods for PDEs, including finite element and discontinuous Galerkin methods. We also modify the algorithm to initialize and incrementally update both the SVDand an error bound during the time stepping in a PDE solver without storing the simulation data. We show the algorithm produces the exact SVD of an approximate data matrix, and the operator norm error between the approximate and exact data matrices is bounded above by the computed error bound. This error bound also allows us to bound the error in the incrementally computed singular values and singular vectors. We demonstrate the effectiveness of the algorithm using finite element computations for a 1D Burgers\u27 equation, a 1D FitzHugh-Nagumo PDE system, and a 2D Navier-Stokes problem --Abstract, page iv

A note on incremental POD algorithms for continuous time data

In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we developed an incremental approach to compute the proper orthogonal decomposition (POD) of PDE simulation data. Specifically, we developed an incremental algorithm for the SVD with respect to a weighted inner product for the discrete time POD computations. For continuous time data, we used an approximate approach to arrive at a discrete time POD problem and then applied the incremental SVD algorithm. In this note, we analyze the continuous time case with simulation data that is piecewise constant in time such that each data snapshot is expanded in a finite collection of basis elements of a Hilbert space. We first show that the POD is determined by the SVD of two different data matrices with respect to weighted inner products. Next, we develop incremental algorithms for approximating the two matrix SVDs with respect to the different weighted inner products. Finally, we show neither approximate SVD is more accurate than the other; specifically, we show the incremental algorithms return equivalent results

Comparison of some Reduced Representation Approximations

In the field of numerical approximation, specialists considering highly complex problems have recently proposed various ways to simplify their underlying problems. In this field, depending on the problem they were tackling and the community that are at work, different approaches have been developed with some success and have even gained some maturity, the applications can now be applied to information analysis or for numerical simulation of PDE's. At this point, a crossed analysis and effort for understanding the similarities and the differences between these approaches that found their starting points in different backgrounds is of interest. It is the purpose of this paper to contribute to this effort by comparing some constructive reduced representations of complex functions. We present here in full details the Adaptive Cross Approximation (ACA) and the Empirical Interpolation Method (EIM) together with other approaches that enter in the same category

MORe DWR: Space-time goal-oriented error control for incremental POD-based ROM for time-averaged goal functionals

In this work, the dual-weighted residual (DWR) method is applied to obtain an error-controlled incremental proper orthogonal decomposition (POD) based reduced order model. A novel approach called MORe DWR (Model Order Reduction with Dual-Weighted Residual error estimates) is being introduced. It marries tensor-product space-time reduced-order modeling with time slabbing and an incremental POD basis generation with goal-oriented error control based on dual-weighted residual estimates. The error in the goal functional is being estimated during the simulation and the POD basis is being updated if the estimate exceeds a given threshold. This allows an adaptive enrichment of the POD basis in case of unforeseen changes in the solution behavior. Consequently, the offline phase can be skipped, the reduced-order model is being solved directly with the POD basis extracted from the solution on the first time slab and –if necessary– the POD basis is being enriched on-the-fly during the simulation with high-fidelity finite element solutions. Therefore, the full-order model solves can be reduced to a minimum, which is demonstrated on numerical tests for the heat equation and elastodynamics using time-averaged quantities of interest

MORe DWR: Space-time goal-oriented error control for incremental POD-based ROM

In this work, the dual-weighted residual (DWR) method is applied to obtain a certified incremental proper orthogonal decomposition (POD) based reduced order model. A novel approach called MORe DWR (Model Order Rduction with Dual-Weighted Residual error estimates) is being introduced. It marries tensor-product space-time reduced-order modeling with time slabbing and an incremental POD basis generation with goal-oriented error control based on dual-weighted residual estimates. The error in the goal functional is being estimated during the simulation and the POD basis is being updated if the estimate exceeds a given threshold. This allows an adaptive enrichment of the POD basis in case of unforeseen changes in the solution behavior which is of high interest in many real-world applications. Consequently, the offline phase can be skipped, the reduced-order model is being solved directly with the POD basis extracted from the solution on the first time slab and -- if necessary -- the POD basis is being enriched on-the-fly during the simulation with high-fidelity finite element solutions. Therefore, the full-order model solves can be reduced to a minimum, which is demonstrated on numerical tests for the heat equation and elastodynamics.Comment: 42 pages, 13 figure

Proper general decomposition (PGD) for the resolution of Navier–Stokes equations

In this work, the PGD method will be considered for solving some problems of fluid mechanics by looking for the solution as a sum of tensor product functions. In the first stage, the equations of Stokes and Burgers will be solved. Then, we will solve the Navier–Stokes problem in the case of the lid-driven cavity for different Reynolds numbers (Re = 100, 1000 and 10,000). Finally, the PGD method will be compared to the standard resolution technique, both in terms of CPU time and accuracy.Région Poitou-Charente