Efficient solution of parameterized partial differential equations using reduced-order models

Sep 22, 2014

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Howard Elman, University of Maryland, Department of Computer Science, United States Joint work with Virginia Forstall and Qifeng Liao The reduced basis methodology is an efficient approach to solve parameterized discrete partial differential equations when the solution is needed at many parameter values. An offline step approximates the solution space and an online step utilizes this approximation, the reduced basis, to solve a smaller reduced problem, which provides an accurate estimate of the solution. We explore two issues for this methodology: 1. In the case where the parameters are random quantities, we show that reducedbasis methods can be combined with stochastic collocation methods to dramatically reduce the cost of using collocation in cases where a large number of collocation points are required. 2. Traditionally, the reduced problems are solved using direct methods. However, the size of the reduced system needed to produce solutions of a given accuracy depends on the characteristics of the problem, and it may happen that the size is significantly smaller than that of the original discrete problem but large enough to make direct solution costly. In this scenario, it may be more effective to use iterative methods to solve the reduced problem. We construct preconditioners for reduced iterative methods that are derived from preconditioners for the full problem and show that this approach permits reduced-basis methods to be practical for larger bases than direct methods allow.

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MOdelling REvisited + MOdel REduction Modeling, analysis and computing in nonlinear PDEs. September 21-26, 2014, Chateau Liblice, Czech Republic. Recently developed implicit constitutive theory allows one to describe nonlinear response of complex materials in complicated processes and to model phenomena in both fluid and solid mechanics that have hitherto remained unexplained. The theory also provides a thermodynamically consistent framework for technologically important but so far only ad hoc engineering models without sound footing. The overall goal of the project is to develop accurate, efficient and robust numerical methods that allow one to perform large-scale simulations for the models arising from the new theoretical framework. A natural part of the goal is rigorous mathematical analysis of the models. The nonstandard structure of constitutive relations arising from the new framework requires the reconsideration of many existing approaches in the mathematical theory of partial differential equations and the development of new ones. In particular, basic notions such as the concept of the solution and its well-posedness need to be reconsidered. Further, the complexity of the constitutive relations calls for rigorous investigation on model reduction - the identification of simplified models that capture the chosen (practically relevant) information about the behaviour of the system and disregard irrelevant information. Reliable numerical simulations require the derivation of sharp a posteriori error estimates to control all possible sources of errors, including rarely studied but important algebraic errors. We believe that in solving difficult problems in mathematical modelling the individual aspects discussed above - physics, mathematical analysis and numerical analysis - are so closely interrelated that no breakthrough can be achieved without emphasising the holistic approach as the main principle. Our vision is to follow this principle: the entire process of modelling of complex materials will be revisited in an innovative manner.

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