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Improvement of Reduced Order Modeling based on Proper Orthogonal - - PowerPoint PPT Presentation

Improvement of Reduced Order Modeling based on Proper Orthogonal Decomposition Michel Bergmann, Charles-Henri Bruneau & Angelo Iollo Michel.Bergmann@inria.fr http://www.math.u-bordeaux.fr/bergmann/ INRIA Bordeaux Sud-Ouest Institut de


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SLIDE 1

Improvement of Reduced Order Modeling based

  • n Proper Orthogonal Decomposition

Michel Bergmann, Charles-Henri Bruneau & Angelo Iollo

Michel.Bergmann@inria.fr http://www.math.u-bordeaux.fr/˜bergmann/

INRIA Bordeaux Sud-Ouest Institut de Math´ ematiques de Bordeaux 351 cours de la Lib´ eration 33405 TALENCE cedex, France

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 1

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SLIDE 2

Summary

Context and flow configuration I - A pressure extended Reduced Order Model based on POD ◮ Proper Orthogonal Decomposition (POD) ◮ Reduced Order Model (ROM) II - Stabilization of reduced order models ◮ Residuals based stabilization method ◮ Classical SUPG and VMS methods III - Improvement of the functional subspace ◮ Krylov like method ◮ An hybrid DNS/POD ROM method (Database modification) Conclusions

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 2

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SLIDE 3

Context and flow configuration

⊲ Context

  • Need of reduced order model for flow control purpose

֒ → To reduce the CPU time ֒ → To reduce the memory storage during adjoint-based minimization process

  • Optimization + POD ROM methods

֒ → Generalized basis, no POD basis actualization : fast but no "convergence" proof ֒ → Trust Region POD (TRPOD), POD basis actualization : proof of convergence!

  • Drawbacks

֒ → Need to stabilize POD ROM (lack of dissipation, numerical issues, pressure term) ֒ → Basis actualization : DNS → high numerical costs !

  • Solutions

֒ → Efficient ROM & stabilization ֒ → Low costs functional subspace adaptation during optimization process

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 3

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SLIDE 4

Context and flow configuration

⊲ Flow Configuration

  • 2-D Confined flow past a square cylinder in laminar regime
  • Viscous fluid, incompressible and newtonian
  • No control
  • L

H D U(y) U = 0 U = 0 Ω ⊲ Numerical methods

  • Penalization method for the square cylinder
  • Multigrids V-cycles method in space

C.-H. Bruneau solver

  • Gear method in time

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 4

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SLIDE 5

I - A pressure extended Reduced Order Model

Proper Orthogonal Decomposition (POD), Lumley (1967) ⊲ Look for the flow realization Φ(X) that is "the closest" in an average sense to realizations U(X). (X = (x, t) ∈ D = Ω × R+) ⊲ Φ(X) solution of problem : max

Φ |(U, Φ)|2,

Φ2 = 1. ⊲ Optimal convergence in L2 norm de Φ(X) ⇒ Dynamical reduction possible.

  • riginal axis
  • riginal axis

Φ1 Φ2 U(X) U(X) − Um(X) Lumley J.L. (1967) : The structure of inhomogeneous turbulence. Atmospheric Turbulence and Wave Propagation, ed. A.M. Yaglom & V.I. Tatarski, pp. 166-178.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 5

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SLIDE 6

I - A pressure extended Reduced Order Model

⊲ Equivalent with Fredholm equation : Z

D

Rij(X, X′)Φ(j)

n (X′) dX′ = λnΦ(i) n (X)

n = 1, .., Ns ֒ → R(X, X′) : Space-time correlation tensor ⊲ Snapshots method, Sirovich (1987) : Z

T

C(t, t′)an(t′) dt′ = λnan(t) ֒ → C(t, t′) : Temporal correlations ⊲ Φ(X) flow basis : U(x, t) =

Ns

X

n=1

an(t)Φn(x).

  • Temps

Space C

  • r

r e l a t i

  • n

Average on space X X′ Sirovich L. (1987) : Turbulence and the dynamics of coherent structures. Part 1,2,3 Quarterly of Applied Mathematics, XLV N◦ 3, pp. 561–571.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 6

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SLIDE 7

I - A pressure extended Reduced Order Model

Truncation of the POD basis to keep 99% of the Relative Information Content RIC(M) =

M

X

k=1

λk . Ns X

k=1

λk Example at Re = 200 for U = (u, p)T with Ns = 200

2 4 6 8 10 12 14 16 18 20 10

  • 2

10

  • 1

10 10

1

10

2

10

3

10

4

10

5

10

6

10

7

λn index of POD modes

  • Fig. : POD spectrum.

5 10 15 20 50 60 70 80 90 100

RIC (%) index of POD modes

  • Fig. : RIC(M), M nb modes POD retenus.

Nr = arg min

M RIC(M) s.t. RIC(Nr) > 99%

⇒ Nr = 5 !

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 7

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SLIDE 8

I - A pressure extended Reduced Order Model

The POD basis is Φ = (φ, ψ)T

∇∧φ1 ψ1 ∇∧φ3 ψ3 ∇∧φ5 ψ5

  • Fig. : Representation of some POD modes. Iso-vorticity (left) and isobars (right). Dashed lines represent

negative values (the pressure reference is arbitrarily chosen to be zero

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 8

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SLIDE 9

I - A pressure extended Reduced Order Model

◮ Momentum conservation Detailled model (exact) ∂u ∂t + (u · ∇)u = −∇p + 1 Re ∆u Galerkin projection using e u(x, t) =

Nr

X

i=1

ai(t)φi(x) and e p(x, t) =

Nr

X

i=1

ai(t)ψi(x) : @φi,

Nr

X

j=1

φj

daj dt +

Nr

X

j=1 Nr

X

k=1

(φj · ∇) φk ajak +

Nr

X

j=1

∇ψj aj − 1 Re

Nr

X

j=1

∆φj aj 1 A

= 0. The Reduced Order Model is then :

Nr

X

j=1

L(m)

ij

daj dt =

Nr

X

j=1

B(m)

ij

aj +

Nr

X

j=1 Nr

X

k=1

C(m)

ijk ajak

֒ → The ROM does not satisfy a priori the mass conservation (for non divergence free modes, as NSE-Residual modes)

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 9

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SLIDE 10

I - A pressure extended Reduced Order Model

◮ Mass conservation Detailled model ∇ · u = 0 Projection onto the POD basis

Nr

X

j=1

aj∇ · φj = 0 Minimizing residuals in a least squares sense, we obtain :

Nr

X

j=1

B(c)

ij aj = 0,

where B(c)

ij

= (∇ · φj)T ∇ · φj The modified ROM that satisfies both momentum and continuity equation writes :

Nr

X

j=1

L(m)

ij

daj dt =

Nr

X

j=1

“ B(m)

ij

+ αB(c)

ij

” aj +

Nr

X

j=1 Nr

X

k=1

C(m)

ijk ajak

֒ → The ROM has moreover to satisfy the flow rate conservation.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 10

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SLIDE 11

I - A pressure extended Reduced Order Model

◮ Flow rate conservation For the 2-D confined flow : Z

S

u ds = c, For each slides Sl :

Nr

X

i=1

aj(t) Z

Sl

φu

j ds = c, Nr

X

j=1

daj dt

Z

Sl

φu

j ds = 0.

In a least square sense :

Nr

X

j=1

L(r)

ij

daj dt = 0.

Finally, the ROM writes

Nr

X

j=1

“ L(m)

ij

+ βL(r)

ij

” daj

dt =

Nr

X

j=1

“ B(m)

ij

+ αB(c)

ij

” aj +

Nr

X

j=1 Nr

X

k=1

C(m)

ijk ajak,

with initial conditions ai(0) = (U(x, 0), Φi(x))Ω i = 1, · · · , Nr.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 11

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SLIDE 12

I - A pressure extended Reduced Order Model

◮ Advantage no modelisation of the pressure term Re = 200, 11 modes ⇒ convergence towards the exact limit cycles (= DNS)

  • 50

50

a2

  • 50

50

a3

  • 20
  • 10

10 20

a4

10 20 30 40

  • 20
  • 10

10 20

t a5

  • Fig. : Temporal evolution of the POD ROM

coefficients over 25 vortex shedding periods

  • 60
  • 40
  • 20

20 40 60

  • 60
  • 40
  • 20

20 40 60

a3 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a4 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a5 a2

  • 20
  • 10

10 20

  • 20
  • 10

10 20

a5 a4

  • Fig. : Limit cycles of the POD ROM coefficients
  • ver 25 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 12

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SLIDE 13

I - A pressure extended Reduced Order Model

◮ Drawbaks same as usual, i.e. lack of dissipation... Re = 200, 5 modes ⇒ convergence towards an erroneous limit cycles (= DNS)

  • 50

50

a2

  • 50

50

a3

  • 20
  • 10

10 20

a4

  • 20
  • 10

10 20

a5

  • Fig. : Temporal evolution of the POD ROM

coefficients over 25 vortex shedding periods

  • 60
  • 40
  • 20

20 40 60

  • 60
  • 40
  • 20

20 40 60

a3 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a4 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a5 a2

  • 20
  • 10

10 20

  • 20
  • 10

10 20

a5 a4

  • Fig. : Limit cycles of the POD ROM coefficients
  • ver 25 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 12

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SLIDE 14

I - A pressure extended Reduced Order Model

◮ Drawbaks same as usual, i.e. lack of dissipation... Re = 200, 3 modes ⇒ exponential divergence

5 10 15

  • 200
  • 100

100 200

t a2

  • Fig. : Temporal evolution of the POD ROM

coefficients over 25 vortex shedding periods

  • 200
  • 150
  • 100
  • 50

50 100 150 200

  • 200
  • 150
  • 100
  • 50

50 100 150 200

a3 a2

  • Fig. : Limit cycles of the POD ROM coefficients
  • ver 25 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 12

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SLIDE 15

II - POD ROM stabilization

◮ Overview of stabilization methods (non-exhaustive) Eddy viscosity ֒ → Heisenberg viscosity ֒ → Spectral vanishing viscosity ֒ → Optimal viscosity Penalty method Calibration of POD ROM coefficients ◮ "New" stabilization methods in POD ROM context Residuals based stabilization method Streamline Upwind Petrov-Galerkin (SUPG) and Variational Multi-scale (VMS) methods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 13

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SLIDE 16

II - POD ROM stabilization

◮ Residuals based stabilization method ⇒ Idea add dominant POD-NSE residual modes to the existing basis ֒ → The POD-NSE residuals are L(e u(x, t), e p(x, t)) = R(x, t), where e u and e p obtained using POD and L is the NSE operator Model A[Nr], unstable POD ROM built with Nr basis functions Φi(x) . Algorithm 1. Integrate the ROM to obtain ai(t) and extract Ns snapshots ai(tk), k = 1, . . . , Ns. 2. Compute e u(x, tk) =

Nr

X

i=1

ai(tk)φi(x), e p(x, tk) =

Nr

X

i=1

ai(tk)ψi(x), and R(x, tk). 3. Compute the POD modes Ψ(x) of the NSE residuals. 4. Add the K first residual modes Ψ(x) to the existing POD basis Φi(x) and build a new ROM (here the mass and flow rate constraints are important). Model B[Nr;K], PODRES ROM built with Nr POD basis functions Φi(x) + K RES basis functions Ψi(x)

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 14

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SLIDE 17

II - POD ROM stabilization

◮ SUPG and VMS methods ⇒ Idea approximate the fine scales using the NSE residuals R = (RM, RC)T u′(x, t) = τM RM(x, t) and p′(x, t) = τC RC(x, t) ֒ → Class of penalty methods, i.e.

Nr

X

j=1

Lij daj dt =

Nr

X

j=1

Bijaj +

Nr

X

j=1 Nr

X

k=1

Cijkajak + Fi(t) Model C[Nr], SUPG method F SUP G

i

(t) = (e u · ∇Φi + ∇Ψi, τM RM(x, t))Ω + (∇ · Φi, τC RC(x, t))Ω Model D[Nr], VMS method F V MS

i

(t) = F SUP G

i

(t) + (e u · (∇Φi)T , τM RM(x, t))Ω − (∇Φi, τM RM(x, t) ⊗ τM RM(x, t))Ω ֒ → Parameters τM and τC are determined using adjoint based minimization method

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 15

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SLIDE 18

II - POD ROM stabilization

◮ Re = 200 and Nr = 5 POD basis function → erroneous limit cylcles

10 20 30 40 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05

R Number of Vortex Shedding periods

A[5]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 60
  • 40
  • 20

20 40 60

  • 60
  • 40
  • 20

20 40 60

a3 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a4 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a5 a2

  • 20
  • 10

10 20

  • 20
  • 10

10 20

a5 a4

  • Fig. : Limit cycles of the POD ROM coefficients
  • ver 20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

slide-19
SLIDE 19

II - POD ROM stabilization

◮ Re = 200 and Nr = 5 POD basis function → erroneous limit cylcles

10 20 30 40 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05

R Number of Vortex Shedding periods

A[5] B[5;2]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 60
  • 40
  • 20

20 40 60

  • 60
  • 40
  • 20

20 40 60

a3 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a4 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a5 a2

  • 20
  • 10

10 20

  • 20
  • 10

10 20

a5 a4

  • Fig. : Limit cycles of the POD ROM coefficients
  • ver 20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

slide-20
SLIDE 20

II - POD ROM stabilization

◮ Re = 200 and Nr = 5 POD basis function → erroneous limit cylcles

10 20 30 40 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05

R Number of Vortex Shedding periods

A[5] B[5;2] C[5]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 60
  • 40
  • 20

20 40 60

  • 60
  • 40
  • 20

20 40 60

a3 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a4 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a5 a2

  • 20
  • 10

10 20

  • 20
  • 10

10 20

a5 a4

  • Fig. : Limit cycles of the POD ROM coefficients
  • ver 20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

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SLIDE 21

II - POD ROM stabilization

◮ Re = 200 and Nr = 5 POD basis function → erroneous limit cylcles

10 20 30 40 0.005 0.01 0.015 0.02 0.025 0.03 0.035 0.04 0.045 0.05

R Number of Vortex Shedding periods

A[5] B[5;2] C[5] D[5]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 60
  • 40
  • 20

20 40 60

  • 60
  • 40
  • 20

20 40 60

a3 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a4 a2

  • 20
  • 10

10 20

  • 60
  • 40
  • 20

20 40 60

a5 a2

  • 20
  • 10

10 20

  • 20
  • 10

10 20

a5 a4

  • Fig. : Limit cycles of the POD ROM coefficients
  • ver 20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

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SLIDE 22

II - POD ROM stabilization

◮ Re = 200 and Nr = 3 POD basis function → divergence

10 20 30 40 10

  • 3

10

  • 2

10

  • 1

10 10

1

10

2

10

3

10

4

10

5

R Number of Vortex Shedding periods

A[3]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 150
  • 100
  • 50

50 100 150

  • 150
  • 100
  • 50

50 100 150

a3 a2

  • Fig. : Limit cycle of the POD ROM coefficients over

20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

slide-23
SLIDE 23

II - POD ROM stabilization

◮ Re = 200 and Nr = 3 POD basis function → divergence

10 20 30 40 10

  • 3

10

  • 2

10

  • 1

10 10

1

10

2

10

3

10

4

10

5

R Number of Vortex Shedding periods

A[3] B[3;2]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 150
  • 100
  • 50

50 100 150

  • 150
  • 100
  • 50

50 100 150

a3 a2

  • Fig. : Limit cycle of the POD ROM coefficients over

20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

slide-24
SLIDE 24

II - POD ROM stabilization

◮ Re = 200 and Nr = 3 POD basis function → divergence

10 20 30 40 10

  • 3

10

  • 2

10

  • 1

10 10

1

10

2

10

3

10

4

10

5

R Number of Vortex Shedding periods

A[3] B[3;2] C[3]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 150
  • 100
  • 50

50 100 150

  • 150
  • 100
  • 50

50 100 150

a3 a2

  • Fig. : Limit cycle of the POD ROM coefficients over

20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

slide-25
SLIDE 25

II - POD ROM stabilization

◮ Re = 200 and Nr = 3 POD basis function → divergence

10 20 30 40 10

  • 3

10

  • 2

10

  • 1

10 10

1

10

2

10

3

10

4

10

5

R Number of Vortex Shedding periods

A[3] B[3;2] C[3] D[3]

  • Fig. : temporal evolution of the L2 norm of the

POD-NSE residuals

  • 150
  • 100
  • 50

50 100 150

  • 150
  • 100
  • 50

50 100 150

a3 a2

  • Fig. : Limit cycle of the POD ROM coefficients over

20 vortex shedding periods

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 16

slide-26
SLIDE 26

III - Improvement of the functional subspace

◮ Functional subspace drawbacks, Φn(x) : lack of representativity of 3D flows

  • utside the database

360 380 400 420 440 50 60 70 80 90 100 Non−domensional time Reconstructed energy (in percents) Nr=4 Nr=8 Nr=20 Nr=60

Figures results from Buffoni etal. Journal of Fluid Mech. 569 (2006)

  • Problems for 3D flow control
  • Erroneous turbulence properties (spectrum, etc)

⇒ Goal : determine Φn(x) at Re2 starting from Φn(x) at Re1 for low numerical costs.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 17

slide-27
SLIDE 27

III - Improvement of the functional subspace

⊲ Method 1 : Krylov-like method to improve the functional subspace Φn(x)

  • Use of the POD-NSE residuals : L(e

u(x, t), e p(x, t)) = R(x, t), e u and e p are POD fields, L is the NSE operator Algorithm Start with the POD basis to be improved, Φi with i = 1, . . . , Nr. Let N0 = Nr. 1. Build and solve the corresponding ROM to obtain ai(t) and extract Ns snapshots ai(tk) with i = 1, . . . , Nr and k = 1, . . . , Ns. 2. Compute e u(x, tk) =

Nr

X

i=1

ai(tk)φi(x), e p(x, tk) =

Nr

X

i=1

ai(tk)ψi(x), and R(x, tk). 3. Compute the POD modes Ψ(x) of the NSE residuals. 4. Add the K first residual modes Ψ(x) to the existing POD basis Φi(x)

  • Φ ← Φ + Ψ
  • Nr ← Nr + K
  • If Nr is below than a threshold, return to 1. Else, go to 5.

5. Perform a new POD compression with Nr = N0.

  • If convergence is satisfied, stop. Else, return to 1.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 18

slide-28
SLIDE 28

III - Improvement of the functional subspace

{Φi}N0

i=1 for Re1.

Let Nr = N0 and T = [0, T] Build and solve the ROM on T Extract Ns snapshots ai(tk) Compute e u(x, tk) and e p(x, tk) ⇒ Coarse scales (Φ) Compute the residuals R(x, tk) from e u(x, tk) and e p(x, tk) NS operator evaluated for Re2 ⇒ Missing scales (u′ = τR) Perform a POD from R(x, tk) Extract first K modes Ψi Add {Ψi}K

i=1 to {Φi}Nr i=1

Let Φ ← Φ + Ψ Let Nr ← Nr + K Perform a new POD using e u(x, tk) and e p(x, tk) Extract first N0 modes Φi Let Nr = N0 if Nr < Nmax if Nr ≥ Nmax

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 19

slide-29
SLIDE 29

III - Improvement of the functional subspace

◮ First test case : 1D burgers equation Re1 = 50 → Re2 = 300 (ΦRe1 · ΦRe2 ≈ 0.5)

0.2 0.4 0.6 0.8 1

  • 0.1
  • 0.05

0.05 0.1

Φ1 x

0.2 0.4 0.6 0.8 1

  • 0.15
  • 0.1
  • 0.05

0.05 0.1 0.15

Φ2 x

0.2 0.4 0.6 0.8 1

  • 0.2
  • 0.15
  • 0.1
  • 0.05

0.05 0.1 0.15 0.2

Φ4 x

0.2 0.4 0.6 0.8 1

  • 0.2
  • 0.15
  • 0.1
  • 0.05

0.05 0.1 0.15 0.2

Φ8 x

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 20

slide-30
SLIDE 30

III - Improvement of the functional subspace

◮ First test case : 1D burgers equation Re1 = 50 → Re2 = 300 (ΦRe1 · ΦRe2 ≈ 0.5)

2 4 6 8 10 0.2 0.4 0.6 0.8 1

Φ · ΦRe2 Iterations number

֒ → Only 6 ROM integrations (on T = 1) are necessary to converge (no DNS ! !)

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 20

slide-31
SLIDE 31

III - Improvement of the functional subspace

◮ Second test case : 2D NSE equations Re1 = 100 → Re2 = 200 (ΦRe1 · ΦRe2 ≈ 0.5) Initial basis, Re1 = 100

∇∧φ1 ∇∧φ2 ∇∧φ4 ∇∧φ6

"Target" basis, Re2 = 200

∇∧φ1 ∇∧φ2 ∇∧φ4 ∇∧φ6

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 21

slide-32
SLIDE 32

III - Improvement of the functional subspace

◮ Second test case : 2D NSE equations Re1 = 100 → Re2 = 200 (ΦRe1 · ΦRe2 ≈ 0.5)

20 40 60 80 0.3 0.4 0.5 0.6 0.7 0.8

Φ · ΦRe2 Iterations number

֒ → No convergence...

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 21

slide-33
SLIDE 33

III - Improvement of the functional subspace

◮ Observations the decomposition U′(x, t) = τR(x, t) is used to stabilize the ROM ֒ → Very good results for NSE the decomposition U′(x, t) = τR(x, t) is used to improve POD basis ֒ → Very good results for Burgers, quite bad results for NSE ◮ Possible explanation the decomposition U′(x, t) = τR(x, t) is only valid for ֒ → Small values of U′(x, t) (for instance, non resolved POD modes). ֒ → Can we find a good approximation τ of the elementary Green’s function ? Not sure... ◮ Future works Look for an other decomposition for the missing scales U′(x, t) ֒ → U′(x, t) = M(t)R(x, t), where M ∈ R3×3

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 22

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SLIDE 34

III - Improvement of the functional subspace

⊲ Method 2 : hybrid ROM-DNS method to adapt the functional subspace Φn(x)

  • Database modification : statistics evolution ⇒ ϕ : Φ(k) → Φ(k+1)

ROM ROM ROM DNS Re2 DNS Re2 DNS Re2

U(x, tk−1) U(x, tk) U(x, tk+1)

Time

1. Database modification [U(x, t1) U(x, t2) . . . U(x, tNr) ] e U[1,··· ,Nr](x, tk) =

Nr

X

n=1

an(tk)φn(x), One snapshot modification using few DNS iterations U(x, ts) = e U[1,··· ,Nr](x, ts) + U⊥

s (x, ts).

In a general way e U(x, tk) = e U[1,··· ,Nr](x, tk) + δksU⊥(x, ts),

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 23

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SLIDE 35

III - Improvement of the functional subspace

2 Modification temporal correlations tensor C(tk, tl) = (U(x, tk), U(x, tl))Ω = @

Nr

X

i=1

ai(tk)φi(x) + U⊥(x, tk),

Nr

X

j=1

aj(tl)φj(x) + U⊥(x, tl) 1 A

=

Nr

X

i=1 Nr

X

j=1

ai(tk)aj(tl) (φi(x), φj(x))Ω | {z }

=δij

+ “ U⊥(x, tk), U⊥(x, tl) ”

+

Nr

X

i=1

ai(tk) “ φi(x), U⊥(x, tl) ”

| {z }

=0

+

Nr

X

j=1

alj “ U⊥T (x, tk), φj(x) ”

| {z }

=0

. Final approximation C(tk, tl) =

Nr

X

i=1

ai(tk)ai(tl) + δksδls Z

Ω nc

X

i=1

U⊥i(x, ts)U⊥i(x, ts) dx.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 24

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SLIDE 36

III - Improvement of the functional subspace

2 4 6 8 10 12 14 16 18 20 10

  • 2

10

  • 1

10 10

1

10

2

10

3

10

4

10

5

10

6

10

7

λn index of POD modes e U[1,··· ,5] U ≡ e U[1,··· ,200] Nr = 5 U⊥ contribution

Nr = 5

2 4 6 8 10 12 14 16 18 20 10

  • 2

10

  • 1

10 10

1

10

2

10

3

10

4

10

5

10

6

10

7

λn index of POD modes e U[1,··· ,11] U ≡ e U[1,··· ,200] Nr = 11 U⊥ contribution

Nr = 11

  • Fig. : Comparison of the temporal correlation tensor eigenvalues evaluated from the exact field, U, and

from the Nr-modes approximated one, e U [1,··· ,Nr].

֒ → Very good approximation, and very low costs method !

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 25

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SLIDE 37

III - Improvement of the functional subspace

3 Functional subspace adaptation φ(n+1)

k

(x) = 1 λ(n+1)

k Nr

X

j=1

e U(n)(x, tj)a(n+1)

k

(tj) φ(n+1)

k

(x) = 1 λ(n+1)

k Nr

X

i=1 Nr

X

j=1

a(n+1)

k

(tj)a(n)

i

(tj) φ(n)

i

(x)+ 1 λk U⊥(n)(x, ts)a(n+1)

k

(ts). φ(n+1)

k

(x) =

Nr

X

i=1

K(n+1)

ki

φ(n)

i

(x) + S(n+1)

k

(x). Taken S(n+1) with elements S(n+1)

ij

= Sj

i (n+1), the actualized basis is obtained

using the linear application ϕ : Rn × Rn → Rn × Rn defined as ϕ : φ(n) → φ(n+1) = φ(n)K(n+1) + S(n+1) Incrementation n = n + 1.

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 26

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SLIDE 38

III - Improvement of the functional subspace

◮ Results for a dynamical evolution from Re1 = 100 to Re2 = 200

5 10 15 20 25 30 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

100% DNS Φ · ΦRe2 nvs

  • Fig. : temporal evolution of the POD basis

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 27

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SLIDE 39

III - Improvement of the functional subspace

◮ Results for a dynamical evolution from Re1 = 100 to Re2 = 200

5 10 15 20 25 30 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

100% DNS 90% DNS Φ · ΦRe2 nvs

  • Fig. : temporal evolution of the POD basis

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 27

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SLIDE 40

III - Improvement of the functional subspace

◮ Results for a dynamical evolution from Re1 = 100 to Re2 = 200

5 10 15 20 25 30 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

100% DNS 90% DNS 80% DNS Φ · ΦRe2 nvs

  • Fig. : temporal evolution of the POD basis

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 27

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SLIDE 41

III - Improvement of the functional subspace

◮ Results for a dynamical evolution from Re1 = 100 to Re2 = 200

5 10 15 20 25 30 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

100% DNS 90% DNS 80% DNS 70% DNS Φ · ΦRe2 nvs

  • Fig. : temporal evolution of the POD basis

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 27

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SLIDE 42

III - Improvement of the functional subspace

◮ Results for a dynamical evolution from Re1 = 100 to Re2 = 200

5 10 15 20 25 30 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

100% DNS 90% DNS 80% DNS 70% DNS 60% DNS Φ · ΦRe2 nvs

  • Fig. : temporal evolution of the POD basis

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 27

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SLIDE 43

III - Improvement of the functional subspace

◮ Observations Results are very good if a sufficient amount of DNS is performed ֒ → Good for a percentage

DNS DNS+P ODROM greater than 70%

◮ Possible explanation POD ROM DNS exact "target" P N N N + P > 70% convergence

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 28

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SLIDE 44

III - Improvement of the functional subspace

◮ Observations Results are very good if a sufficient amount of DNS is performed ֒ → Good for a percentage

DNS DNS+P ODROM greater than 70%

◮ Possible explanation POD ROM DNS exact "target" P N N N + P = 70% convergence

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 28

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SLIDE 45

III - Improvement of the functional subspace

◮ Observations Results are very good if a sufficient amount of DNS is performed ֒ → Good for a percentage

DNS DNS+P ODROM greater than 70%

◮ Possible explanation POD ROM DNS exact "target" P N N N + P ≤ 70% divergence...

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 28

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SLIDE 46

Conclusions

⊲ A pressure extended Reduced Order Model

  • The pressure is naturally included in the ROM ⇒ no modelisation of pressure term...
  • ... but need of modelisation interaction with non resolved modes (dissipation)

⊲ Stabilization of Reduced Order Models based on POD

  • Add some residual modes ⇒ Good results
  • SUPG and VMS methods ⇒ Very good results

⊲ Try to improve the functional subspace

  • Improvement using POD-NSE residuals (Krylov like method)

֒ → Very good for 1D burgers equation but quite poor results for 2D NSE equations ֒ → Problem with the continuity equation? ֒ → Missing scales = "fine scales" ⇒ approximation U′(x, t) = τR(x, t) not good !

  • Database modification : an hybrid DNS/ROM method

֒ → Fast evaluation of temporal correlations tensor ֒ → Linear actualization of the POD basis ֒ → DNS must correct ROM ⇒ good results for amount of DNS greater than 70%

ICCFD5, Seoul, Korea, July 7-11, 2008 – p. 29