74,871 research outputs found
FAST AND OPTIMAL SOLUTION ALGORITHMS FOR PARAMETERIZED PARTIAL DIFFERENTIAL EQUATIONS
This dissertation presents efficient and optimal numerical algorithms for the solution of parameterized partial differential equations (PDEs) in the context of stochastic Galerkin discretization. The stochastic Galerkin method often leads to a large coupled system of algebraic equations, whose solution is computationally expensive to compute using traditional solvers. For efficient computation of such solutions, we present low-rank iterative solvers, which compute low-rank approximations to the solutions of those systems while not losing much accuracy. We first introduce a low-rank iterative solver for linear systems obtained from the stochastic Galerkin discretization of linear elliptic parameterized PDEs. Then we present a low-rank nonlinear iterative solver for efficiently computing approximate solutions of nonlinear parameterized PDEs, the incompressible Navier–Stokes equations.
Along with the computational issue, the stochastic Galerkin method suffers from an optimality issue. The method, in general, does not minimize the solution error in any measure. To address this issue, we present an optimal projection method, a least-squares Petrov–Galerkin (LSPG) method. The proposed method is optimal in the sense that it produces the solution that minimizes a weighted l2-norm of the solution error over all solutions in a given finite-dimensional subspace. The method can be adapted to minimize the solution error in different weighted l2-norms by simply choosing a specific weighting function within the least-squares formulation
Symplectic Model Reduction of Hamiltonian Systems
In this paper, a symplectic model reduction technique, proper symplectic
decomposition (PSD) with symplectic Galerkin projection, is proposed to save
the computational cost for the simplification of large-scale Hamiltonian
systems while preserving the symplectic structure. As an analogy to the
classical proper orthogonal decomposition (POD)-Galerkin approach, PSD is
designed to build a symplectic subspace to fit empirical data, while the
symplectic Galerkin projection constructs a reduced Hamiltonian system on the
symplectic subspace. For practical use, we introduce three algorithms for PSD,
which are based upon: the cotangent lift, complex singular value decomposition,
and nonlinear programming. The proposed technique has been proven to preserve
system energy and stability. Moreover, PSD can be combined with the discrete
empirical interpolation method to reduce the computational cost for nonlinear
Hamiltonian systems. Owing to these properties, the proposed technique is
better suited than the classical POD-Galerkin approach for model reduction of
Hamiltonian systems, especially when long-time integration is required. The
stability, accuracy, and efficiency of the proposed technique are illustrated
through numerical simulations of linear and nonlinear wave equations.Comment: 25 pages, 13 figure
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
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