scholarly journals Stochastic Galerkin reduced basis methods for parametrized random elliptic PDEs

Author(s):  
Jens Lang ◽  
Sebastian Ullmann

We consider the estimation of parameter-dependent statistical outputs for parametrized elliptic PDE problems with random data. We propose a stochastic Galerkin reduced basis method, which provides the expected output for a given parameter value at the cost of solving a single low-dimensional system of equations. This is substantially faster than usual Monte Carlo reduced basis methods, which require multiple samples of the reduced solution.

2018 ◽  
Vol 81 (1) ◽  
pp. 76-91
Author(s):  
Max Gunzburger ◽  
Michael Schneier ◽  
Clayton Webster ◽  
Guannan Zhang

Fluids ◽  
2019 ◽  
Vol 4 (4) ◽  
pp. 202
Author(s):  
Gaetano Pascarella ◽  
Ioannis Kokkinakis ◽  
Marco Fossati

The study of the flow mechanisms leading to transition in a planar channel flow is investigated by means of a reduced basis method known as Dynamic Mode Decomposition (DMD). The problem of identification of the most relevant DMD modes is addressed in terms of the ability to (i) provide a fairly accurate reconstruction of the flow field, and (ii) match the most relevant flow structures at the beginning of the transition region. A comparative study between a natural method of selection based on the energetic content of the modes and a new one based on the temporal dynamics of the modes is here presented.


Fluids ◽  
2021 ◽  
Vol 6 (8) ◽  
pp. 263
Author(s):  
Sebastian Ullmann ◽  
Christopher Müller ◽  
Jens Lang

We consider the estimation of parameter-dependent statistics of functional outputs of steady-state convection–diffusion–reaction equations with parametrized random and deterministic inputs in the framework of linear elliptic partial differential equations. For a given value of the deterministic parameter, a stochastic Galerkin finite element (SGFE) method can estimate the statistical moments of interest of a linear output at the cost of solving a single, large, block-structured linear system of equations. We propose a stochastic Galerkin reduced basis (SGRB) method as a means to lower the computational burden when statistical outputs are required for a large number of deterministic parameter queries. Our working assumption is that we have access to the computational resources necessary to set up such a reduced-order model for a spatial-stochastic weak formulation of the parameter-dependent model equations. In this scenario, the complexity of evaluating the SGRB model for a new value of the deterministic parameter only depends on the reduced dimension. To derive an SGRB model, we project the spatial-stochastic weak solution of a parameter-dependent SGFE model onto a reduced basis generated by a proper orthogonal decomposition (POD) of snapshots of SGFE solutions at representative values of the parameter. We propose residual-corrected estimates of the parameter-dependent expectation and variance of linear functional outputs and provide respective computable error bounds. We test the SGRB method numerically for a convection–diffusion–reaction problem, choosing the convective velocity as a deterministic parameter and the parametrized reactivity or diffusivity field as a random input. Compared to a standard reduced basis model embedded in a Monte Carlo sampling procedure, the SGRB model requires a similar number of reduced basis functions to meet a given tolerance requirement. However, only a single run of the SGRB model suffices to estimate a statistical output for a new deterministic parameter value, while the standard reduced basis model must be solved for each Monte Carlo sample.


2021 ◽  
Vol 55 (5) ◽  
pp. 1941-1961
Author(s):  
Elise Grosjean ◽  
Yvon Maday

The context of this paper is the simulation of parameter-dependent partial differential equations (PDEs). When the aim is to solve such PDEs for a large number of parameter values, Reduced Basis Methods (RBM) are often used to reduce computational costs of a classical high fidelity code based on Finite Element Method (FEM), Finite Volume (FVM) or Spectral methods. The efficient implementation of most of these RBM requires to modify this high fidelity code, which cannot be done, for example in an industrial context if the high fidelity code is only accessible as a "black-box" solver. The Non-Intrusive Reduced Basis (NIRB) method has been introduced in the context of finite elements as a good alternative to reduce the implementation costs of these parameter-dependent problems. The method is efficient in other contexts than the FEM one, like with finite volume schemes, which are more often used in an industrial environment. In this case, some adaptations need to be done as the degrees of freedom in FV methods have different meanings. At this time, error estimates have only been studied with FEM solvers. In this paper, we present a generalisation of the NIRB method to Finite Volume schemes and we show that estimates established for FEM solvers also hold in the FVM setting. We first prove our results for the hybrid-Mimetic Finite Difference method (hMFD), which is part the Hybrid Mixed Mimetic methods (HMM) family. Then, we explain how these results apply more generally to other FV schemes. Some of them are specified, such as the Two Point Flux Approximation (TPFA).


2021 ◽  
Vol 26 (2) ◽  
pp. 32
Author(s):  
Stefan Banholzer ◽  
Bennet Gebken ◽  
Lena Reichle ◽  
Stefan Volkwein

The goal in multiobjective optimization is to determine the so-called Pareto set. Our optimization problem is governed by a parameter-dependent semi-linear elliptic partial differential equation (PDE). To solve it, we use a gradient-based set-oriented numerical method. The numerical solution of the PDE by standard discretization methods usually leads to high computational effort. To overcome this difficulty, reduced-order modeling (ROM) is developed utilizing the reduced basis method. These model simplifications cause inexactness in the gradients. For that reason, an additional descent condition is proposed. Applying a modified subdivision algorithm, numerical experiments illustrate the efficiency of our solution approach.


Sign in / Sign up

Export Citation Format

Share Document