6,194 research outputs found
The GNAT method for nonlinear model reduction: effective implementation and application to computational fluid dynamics and turbulent flows
The Gauss--Newton with approximated tensors (GNAT) method is a nonlinear
model reduction method that operates on fully discretized computational models.
It achieves dimension reduction by a Petrov--Galerkin projection associated
with residual minimization; it delivers computational efficency by a
hyper-reduction procedure based on the `gappy POD' technique. Originally
presented in Ref. [1], where it was applied to implicit nonlinear
structural-dynamics models, this method is further developed here and applied
to the solution of a benchmark turbulent viscous flow problem. To begin, this
paper develops global state-space error bounds that justify the method's design
and highlight its advantages in terms of minimizing components of these error
bounds. Next, the paper introduces a `sample mesh' concept that enables a
distributed, computationally efficient implementation of the GNAT method in
finite-volume-based computational-fluid-dynamics (CFD) codes. The suitability
of GNAT for parameterized problems is highlighted with the solution of an
academic problem featuring moving discontinuities. Finally, the capability of
this method to reduce by orders of magnitude the core-hours required for
large-scale CFD computations, while preserving accuracy, is demonstrated with
the simulation of turbulent flow over the Ahmed body. For an instance of this
benchmark problem with over 17 million degrees of freedom, GNAT outperforms
several other nonlinear model-reduction methods, reduces the required
computational resources by more than two orders of magnitude, and delivers a
solution that differs by less than 1% from its high-dimensional counterpart
Gradient-Based Estimation of Uncertain Parameters for Elliptic Partial Differential Equations
This paper addresses the estimation of uncertain distributed diffusion
coefficients in elliptic systems based on noisy measurements of the model
output. We formulate the parameter identification problem as an infinite
dimensional constrained optimization problem for which we establish existence
of minimizers as well as first order necessary conditions. A spectral
approximation of the uncertain observations allows us to estimate the infinite
dimensional problem by a smooth, albeit high dimensional, deterministic
optimization problem, the so-called finite noise problem in the space of
functions with bounded mixed derivatives. We prove convergence of finite noise
minimizers to the appropriate infinite dimensional ones, and devise a
stochastic augmented Lagrangian method for locating these numerically. Lastly,
we illustrate our method with three numerical examples
Mixed finite element formulation applied to shape optimization
The development presented introduces a general form of mixed formulation for the optimal shape design problem. The associated optimality conditions are easily obtained without resorting to highly elaborate mathematical developments. Also, the physical significance of the adjoint problem is clearly defined with this formulation
A unified framework for solving a general class of conditional and robust set-membership estimation problems
In this paper we present a unified framework for solving a general class of
problems arising in the context of set-membership estimation/identification
theory. More precisely, the paper aims at providing an original approach for
the computation of optimal conditional and robust projection estimates in a
nonlinear estimation setting where the operator relating the data and the
parameter to be estimated is assumed to be a generic multivariate polynomial
function and the uncertainties affecting the data are assumed to belong to
semialgebraic sets. By noticing that the computation of both the conditional
and the robust projection optimal estimators requires the solution to min-max
optimization problems that share the same structure, we propose a unified
two-stage approach based on semidefinite-relaxation techniques for solving such
estimation problems. The key idea of the proposed procedure is to recognize
that the optimal functional of the inner optimization problems can be
approximated to any desired precision by a multivariate polynomial function by
suitably exploiting recently proposed results in the field of parametric
optimization. Two simulation examples are reported to show the effectiveness of
the proposed approach.Comment: Accpeted for publication in the IEEE Transactions on Automatic
Control (2014
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