Multi space reduced basis preconditioners for parametrized partial differential equations

The multiquery solution of parametric partial differential equations (PDEs), that is, PDEs depending on a vector of parameters, is computationally challenging and appears in several engineering contexts, such as PDE-constrained optimization, uncertainty quantification or sensitivity analysis. When using the finite element (FE) method as approximation technique, an algebraic system must be solved for each instance of the parameter, leading to a critical bottleneck when we are in a multiquery context, a problem which is even more emphasized when dealing with nonlinear or time dependent PDEs. Several techniques have been proposed to deal with sequences of linear systems, such as truncated Krylov subspace recycling methods, deflated restarting techniques and approximate inverse preconditioners; however, these techniques do not satisfactorily exploit the parameter dependence. More recently, the reduced basis (RB) method, together with other reduced order modeling (ROM) techniques, emerged as an efficient tool to tackle parametrized PDEs. In this thesis, we investigate a novel preconditioning strategy for parametrized systems which arise from the FE discretization of parametrized PDEs. Our preconditioner combines multiplicatively a RB coarse component, which is built upon the RB method, and a nonsingular fine grid preconditioner. The proposed technique hinges upon the construction of a new Multi Space Reduced Basis (MSRB) method, where a RB solver is built at each step of the chosen iterative method and trained to accurately solve the error equation. The resulting preconditioner directly exploits the parameter dependence, since it is tailored to the class of problems at hand, and significantly speeds up the solution of the parametrized linear system. We analyze the proposed preconditioner from a theoretical standpoint, providing assumptions which lead to its well-posedness and efficiency. We apply our strategy to a broad range of problems described by parametrized PDEs: (i) elliptic problems such as advection-diffusion-reaction equations, (ii) evolution problems such as time-dependent advection-diffusion-reaction equations or linear elastodynamics equations (iii) saddle-point problems such as Stokes equations, and, finally, (iv) Navier-Stokes equations. Even though the structure of the preconditioner is similar for all these classes of problems, its fine and coarse components must be accurately chosen in order to provide the best possible results. Several comparisons are made with respect to the current state-of-the-art preconditioning and ROM techniques. Finally, we employ the proposed technique to speed up the solution of problems in the field of cardiovascular modeling

Acceleration of Chemical Kinetics Computation with the Learned Intelligent Tabulation (LIT) Method

In this work, a data-driven methodology for modeling combustion kinetics, Learned Intelligent Tabulation (LIT), is presented. LIT aims to accelerate the tabulation of combustion mechanisms via machine learning algorithms such as Deep Neural Networks (DNNs). The high-dimensional composition space is sampled from high-fidelity simulations covering a wide range of initial conditions to train these DNNs. The input data are clustered into subspaces, while each subspace is trained with a DNN regression model targeted to a particular part of the high-dimensional composition space. This localized approach has proven to be more tractable than having a global ANN regression model, which fails to generalize across various composition spaces. The clustering is performed using an unsupervised method, Self-Organizing Map (SOM), which automatically subdivides the space. A dense network comprised of fully connected layers is considered for the regression model, while the network hyper parameters are optimized using Bayesian optimization. A nonlinear transformation of the parameters is used to improve sensitivity to minor species and enhance the prediction of ignition delay. The LIT method is employed to model the chemistry kinetics of zero-dimensional H2-O2 and CH4-air combustion. The data-driven method achieves good agreement with the benchmark method while being cheaper in terms of computational cost. LIT is naturally extensible to different combustion models such as flamelet and PDF transport models

MATHICSE Technical Report : A numerical investigation of multi space reduced basis preconditioners for parametrized elliptic advection-diffusion

We analyze the numerical performance of a preconditioning technique recently proposed in [4] for the ecient solution of parametrized linear systems arising from the finite element (FE) discretization of parameter-dependent elliptic partial differential equations (PDEs). In order to exploit the parametric dependence of the PDE, the proposed preconditioner takes advantage of the reduced basis (RB) method within the preconditioned iterative solver employed to solve the linear system, and combines a RB solver, playing the role of coarse component, with a traditional fine grid (such as Additive Schwarz or block Jacobi) preconditioner. A sequence of RB spaces is required to handle the approximation of the error-residual equation at each step of the iterative method at hand, whence the name of Multi Space Reduced Basis (MSRB) method. In this paper, a numerical investigation of the proposed technique is carried on in the case of a Richardson iterative method, and then extended to the flexible GMRES method, in order to solve parameterized advection-diffusion problems. Particular attention is payed to the impact of anisotropic diffusion coeffcients and (possibly dominant) transport terms on the proposed preconditioner, by carrying out detailed comparisons with the current state of the art algebraic multigrid preconditioners

A numerical investigation of multi space reduced basis preconditioners for parametrized elliptic advection-diffusion equations

We analyze the numerical performance of a preconditioning technique recently proposed in [1] for the efficient solution of parametrized linear systems arising from the finite element (FE) discretization of parameter-dependent elliptic partial differential equations (PDEs). In order to exploit the parametric dependence of thePDE, the proposed preconditioner takes advantage of the reduced basis (RB) method within the preconditioned iterative solver employed to solve the linear system, and combines a RB solver, playing the role of coarse component, with a traditional fine grid (such as Additive Schwarz or block Jacobi) preconditioner. A sequence of RB spaces is required to handle the approximation of the error-residual equation at each step of the iterative method at hand, whence the name of Multi Space Reduced Basis (MSRB) method. In this paper, a numerical investigation of the proposed technique is carried on in the case of a Richardson iterative method, and then extended to the flexible GMRES method, in order to solve parameterized advection-diffusion problems. Particular attention is payed to the impact of anisotropic diffusion coefficients and (possibly dominant) transport terms on the proposed preconditioner, by carrying out detailed comparisons with the current state of the art algebraic multigrid preconditioner

MATHICSE Technical Report : Multi space reduced basis preconditioners for large-scale parametrized PDEs

In this work we introduce a new two-level preconditioner for the efficient solution of large scale linear systems arising from the discretization of parametrized PDEs. The proposed preconditioner combines in a multiplicative way a reduced basis solver, which plays the role of coarse component, and a "traditional" fine grid preconditioner, such as one-level Additive Schwarz, block Gauss-Seidel or block Jacobi preconditioners. The coarse component is built up on a new Multi Space Reduced Basis (MSRB) method that we introduce for the first time in this paper, where are reduced basis space is built through the proper orthogonal decomposition (POD) algorithm at each step of the iterative method at hand, like the flexible GMRES method. MSRB strategy consists in building reduced basis (RB) spaces that are well-suited to perform a single iteration, by addressing the error components which have not been treated yet. The Krylov iterations employed to solve the resulting preconditioned system targets small tolerances with a very small iteration count and in a very short time, showing good optimality and scalability properties. Simulations are carried out to evaluate the performance of the proposed preconditioner indifferent large scale computational settings related to parametrized advection diffusion equations and compared with the current state of the art algebraic multigrid preconditioners

MATHICSE Technical Report : An algebraic least squares reduced basis method for the solution of parametrized Stokes equations

In this paper we propose a new, purely algebraic, Petrov-Galerkin reduced basis (RB) method to solve the parametrized Stokes equations, where parameters serve to identify the (variable) domain geometry. Our method is obtained as an algebraic least squares reduced basis (aLS-RB) method, and improves the existing RB methods for Stokes equations in several directions. First of all, it does not require to enrich the velocity space, as often done when dealing with a velocitypressure formulation, relying on a Petrov-Galerkin RB method rather than on a Galerkin RB (G-RB) method. Then, it exploits a suitable approximation of the matrix-norm in the definition of the (global) supremizing operator. The proposed method also provides a fully automated procedure to assemble and solve the RB problem, able to treat any kind of parametrization, and we rigorously prove the stability of the resulting aLS-RB problem (in the sense of a suitable inf-sup condition). Next, we introduce a coarse aLSRB (caLSRB) method, which is obtained by employing an approximated RB test space, and further improves the efficiency of the aLSRB method both offline and online. We provide numerical comparisons between the proposed methods and the current state-of-art G-RB methods. The new approach results in a more convenient option both during the offline and the online stage of computation, as shown by the numerical results

Acceleration of Chemical Kinetics Computation with the Learned Intelligent Tabulation (LIT) Method

In this work, a data-driven methodology for modeling combustion kinetics, Learned Intelligent Tabulation (LIT), is presented. LIT aims to accelerate the tabulation of combustion mechanisms via machine learning algorithms such as Deep Neural Networks (DNNs). The high-dimensional composition space is sampled from high-fidelity simulations covering a wide range of initial conditions to train these DNNs. The input data are clustered into subspaces, while each subspace is trained with a DNN regression model targeted to a particular part of the high-dimensional composition space. This localized approach has proven to be more tractable than having a global ANN regression model, which fails to generalize across various composition spaces. The clustering is performed using an unsupervised method, Self-Organizing Map (SOM), which automatically subdivides the space. A dense network comprised of fully connected layers is considered for the regression model, while the network hyper parameters are optimized using Bayesian optimization. A nonlinear transformation of the parameters is used to improve sensitivity to minor species and enhance the prediction of ignition delay. The LIT method is employed to model the chemistry kinetics of zero-dimensional H2–O2 and CH4-air combustion. The data-driven method achieves good agreement with the benchmark method while being cheaper in terms of computational cost. LIT is naturally extensible to different combustion models such as flamelet and PDF transport models