Reduced-Basis Approximation of the Viscosity-Parametrized Incompressible Navier-Stokes Equation: Rigorous A Posteriori Error Bounds

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic partial differential equations with affine (or approximately affine) parameter dependence. The essential components are (i) rapidly uniformly convergent global reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) offline/online computational procedures — stratagems which decouple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output of interest and associated error bound — depends only on N (typically very small) and the parametric complexity of the problem. In this paper we extend our methodology to the viscosity-parametrized incompressible Navier-Stokes equations. There are two critical new ingredients: first, the now-classical Brezzi-Rappaz-Raviart framework for (here, a posteriori) error analysis of approximations of nonlinear elliptic partial differential equations; and second, offline/online computational procedures for efficient calculation of the "constants" required by the Brezzi-Rappaz-Raviart theory — in particular, rigorous lower and upper bounds for the BabuÅ¡ka inf-sup stability and Sobolev "L⁴-H¹" continuity factors, respectively. Numerical results for a simple square-cavity model problem confirm the rapid convergence of the reduced-basis approximation and the good effectivity of the associated a posteriori error bounds.Singapore-MIT Alliance (SMA

Reliable Real-Time Solution of Parametrized Elliptic Partial Differential Equations: Application to Elasticity

The optimization, control, and characterization of engineering components or systems require fast, repeated, and accurate evaluation of a partial-differential-equation-induced input-output relationship. We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic partial differential equations with affine parameter dependence. The method has three components: (i) rapidly convergent reduced{basis approximations; (ii) a posteriori error estimation; and (iii) off-line/on-line computational procedures. These components -- integrated within a special network architecture -- render partial differential equation solutions truly "useful": essentially real{time as regards operation count; "blackbox" as regards reliability; and directly relevant as regards the (limited) input-output data required.Singapore-MIT Alliance (SMA

A posteriori error estimation for reduced-basis approximation of parametrized elliptic coercive partial differential equations: "Convex inverse" bound conditioners

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic coercive partial differential equations with affine parameter dependence. The essential components are (i ) (provably) rapidly convergent global reduced-basis approximations – Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii ) a posteriori error estimation – relaxations of the error-residual equation that provide inexpensive bounds for the error in the outputs of interest; and ( iii ) off-line/on-line computational procedures – methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage – in which, given a new parameter value, we calculate the output of interest and associated error bound – depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control. In our earlier work we develop a rigorous a posteriori error bound framework for reduced-basis approximations of elliptic coercive equations. The resulting error estimates are, in some cases, quite sharp: the ratio of the estimated error in the output to the true error in the output, or effectivity , is close to (but always greater than) unity. However, in other cases, the necessary “bound conditioners” – in essence, operator preconditioners that (i ) satisfy an additional spectral “bound” requirement, and (ii ) admit the reduced-basis off-line/on-line computational stratagem – either can not be found, or yield unacceptably large effectivities. In this paper we introduce a new class of improved bound conditioners: the critical innovation is the direct approximation of the parametric dependence of the inverse of the operator (rather than the operator itself); we thereby accommodate higher-order (e.g., piecewise linear) effectivity constructions while simultaneously preserving on-line efficiency. Simple convex analysis and elementary approximation theory suffice to prove the necessary bounding and convergence properties

Reduced-basis Output Bound Methods for Parametrised Partial Differential Equations

An efficient and reliable method for the prediction of outputs of interest of partial differential equations with affine parameter dependence is presented. To achieve efficiency we employ the reduced-basis method: a weighted residual Galerkin-type method, where the solution is projected onto low-dimensional spaces with certain problem-specific approximation properties. Reliability is obtained by a posteriori error estimation methods - relaxations of the standard error-residual equation that provide inexpensive but sharp and rigorous bounds for the error in outputs of interest. Special affine parameter dependence of the differential operator is exploited to develop a two-stage off-line/on-line blackbox computational procedure. In the on-line stage, for every new parameter value, we calculate the output of interest and an associated error bound. The computational complexity of the on-line stage of the procedure scales only with the dimension of the reduced-basis space and the parametric complexity of the partial differential operator; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control. The theory and corroborating numerical results are presented for: symmetric coercive problems (e.g. problems in conduction heat transfer), parabolic problems (e.g. unsteady heat transfer), noncoercive problems (e.g. the reduced-wave, or Helmholtz, equation), the Stokes problem (e.g flow of highly viscous fluids), and certain nonlinear equations (e.g. eigenvalue problems)

Heat flow and calculus on metric measure spaces with Ricci curvature bounded below - the compact case

We provide a quick overview of various calculus tools and of the main results concerning the heat flow on compact metric measure spaces, with applications to spaces with lower Ricci curvature bounds. Topics include the Hopf-Lax semigroup and the Hamilton-Jacobi equation in metric spaces, a new approach to differentiation and to the theory of Sobolev spaces over metric measure spaces, the equivalence of the L^2-gradient flow of a suitably defined "Dirichlet energy" and the Wasserstein gradient flow of the relative entropy functional, a metric version of Brenier's Theorem, and a new (stronger) definition of Ricci curvature bound from below for metric measure spaces. This new notion is stable w.r.t. measured Gromov-Hausdorff convergence and it is strictly connected with the linearity of the heat flow.Comment: To the memory of Enrico Magenes, whose exemplar life, research and teaching shaped generations of mathematician

Reduced basis approximation and a posteriori error estimation for the time-dependent viscous Burgers’ equation

In this paper we present rigorous a posteriori L 2 error bounds for reduced basis approximations of the unsteady viscous Burgers’ equation in one space dimension. The a posteriori error estimator, derived from standard analysis of the error-residual equation, comprises two key ingredients—both of which admit efficient Offline-Online treatment: the first is a sum over timesteps of the square of the dual norm of the residual; the second is an accurate upper bound (computed by the Successive Constraint Method) for the exponential-in-time stability factor. These error bounds serve both Offline for construction of the reduced basis space by a new POD-Greedy procedure and Online for verification of fidelity. The a posteriori error bounds are practicable for final times (measured in convective units) T≈O(1) and Reynolds numbers ν[superscript −1]≫1; we present numerical results for a (stationary) steepening front for T=2 and 1≤ν[superscript −1]≤200.United States. Air Force Office of Scientific Research (AFOSR Grant FA9550-05-1-0114)United States. Air Force Office of Scientific Research (AFOSR Grant FA-9550-07-1-0425)Singapore-MIT Alliance for Research and Technolog

A Reduced Order Approach for the Embedded Shifted Boundary FEM and a Heat Exchange System on Parametrized Geometries

A model order reduction technique is combined with an embedded boundary finite element method with a POD-Galerkin strategy. The proposed methodology is applied to parametrized heat transfer problems and we rely on a sufficiently refined shape-regular background mesh to account for parametrized geometries. In particular, the employed embedded boundary element method is the Shifted Boundary Method (SBM), recently proposed in Main and Scovazzi, J Comput Phys [17]. This approach is based on the idea of shifting the location of true boundary conditions to a surrogate boundary, with the goal of avoiding cut cells near the boundary of the computational domain. This combination of methodologies has multiple advantages. In the first place, since the Shifted Boundary Method always relies on the same background mesh, there is no need to update the discretized parametric domain. Secondly, we avoid the treatment of cut cell elements, which usually need particular attention. Thirdly, since the whole background mesh is considered in the reduced basis construction, the SBM allows for a smooth transition of the reduced modes across the immersed domain boundary. The performances of the method are verified in two dimensional heat transfer numerical examples

A Two-Step Certified Reduced Basis Method

In this paper we introduce a two-step Certified Reduced Basis (RB) method. In the first step we construct from an expensive finite element “truth” discretization of dimension N an intermediate RB model of dimension N≪N . In the second step we construct from this intermediate RB model a derived RB (DRB) model of dimension M≤N. The construction of the DRB model is effected at cost O(N) and in particular at cost independent of N ; subsequent evaluation of the DRB model may then be effected at cost O(M) . The DRB model comprises both the DRB output and a rigorous a posteriori error bound for the error in the DRB output with respect to the truth discretization. The new approach is of particular interest in two contexts: focus calculations and hp-RB approximations. In the former the new approach serves to reduce online cost, M≪N: the DRB model is restricted to a slice or subregion of a larger parameter domain associated with the intermediate RB model. In the latter the new approach enlarges the class of problems amenable to hp-RB treatment by a significant reduction in offline (precomputation) cost: in the development of the hp parameter domain partition and associated “local” (now derived) RB models the finite element truth is replaced by the intermediate RB model. We present numerical results to illustrate the new approach.United States. Air Force Office of Scientific Research (AFOSR Grant number FA9550-07-1-0425)United States. Department of Defense. Office of the Secretary of Defense (OSD/AFOSR Grant number FA9550-09-1-0613)Norwegian University of Science and Technolog

Generalized reduced basis methods and n-width estimates for the approximation of the solution manifold of parametric PDEs

The set of solutions of a parameter-dependent linear partial differential equation with smooth coefficients typically forms a compact manifold in a Hilbert space. In this paper we review the generalized reduced basis method as a fast computational tool for the uniform approximation of the solution manifold. We focus on operators showing an affine parametric dependence, expressed as a linear combination of parameter-independent operators through some smooth, parameter-dependent scalar functions. In the case that the parameter-dependent operator has a dominant term in its affine expansion, one can prove the existence of exponentially convergent uniform approximation spaces for the entire solution manifold. These spaces can be constructed without any assumptions on the parametric regularity of the manifold -- only spatial regularity of the solutions is required. The exponential convergence rate is then inherited by the generalized reduced basis method. We provide a numerical example related to parametrized elliptic equations confirming the predicted convergence rate