Model reduction for multiscale problems
Mario Ohlberger
- Dec. 12-16, 2011
RICAM, Linz wissen leben WWU Münster
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Model reduction for multiscale problems Mario Ohlberger wissen - - PowerPoint PPT Presentation
W ESTFLISCHE W ILHELMS -U NIVERSITT M NSTER Model reduction for multiscale problems Mario Ohlberger wissen leben Dec. 12-16, 2011 RICAM, Linz WWU Mnster Institute for W ESTFLISCHE Computational and W ILHELMS -U NIVERSITT Applied
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
[BMBF-Project PEMDesign: Fraunhofer ITWM and Fraunhofer ISE]
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Here: system of partial differential equations ◮ Problem: infinite dimensional solution space ◮ no solutions in closed form
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Typical error estimates:
vh∈Xh
◮ Error related to approximation property of Xh ◮ =
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Typical error estimates:
◮ Error related to approximate solution! ◮ =
◮ Problem: Grid construction for every solve!
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Typical error estimates:
◮ Error related to reduced solution! ◮ =
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
notation RB [Noor, Peters ’80], initial value problems [Porsching, Lee ’87], method [Nguyen et al. ’05], book [Patera, Rozza ’07], http://augustine.mit.edu, http://morepas.org
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Assumption:
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Assumption:
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Assumption:
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H = P[c0(µ)],
I (µ)[ck+1 H
E(µ)[ck H(µ)] + bk(µ).
H(µ) ∈ WH.
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H = P[c0(µ)],
I (µ)[ck+1 H
E(µ)[ck H(µ)] + bk(µ).
H(µ) ∈ WH.
N(µ) = N
n(µ)ϕn with Lk I (µ)ak+1 = Lk E(µ)ak + bk(µ)
(Lk
I (µ))nm :=
ϕnLk
I (µ)[ϕm],
(Lk
E(µ))nm :=
ϕnLk
E(µ)[ϕm],
(a0(µ))n =
P[c0(µ)]ϕn, (bk(µ))n :=
ϕnbk(µ).
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
I (µ)[·] = Q q=1
I
LI(µ)
depending on x depending on µ
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
I (µ)[·] = Q q=1
I
LI(µ)
depending on x depending on µ
I
I
I (µ))nm := Q
I
LI(µ)
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Discretization: 40 × 200 Elements, K = 200 time steps time dependent data constant data Reference RB online RB offline Reference RB online RB offline implicit 155.94s 16.67s 447.16s 45.67s 1.02s 2.41s Factor 9.44 44.77 explicit 105.97s 16.53s 437.20s 1.51s 0.79s 2.31s Factor 6.41 1.91 Discretization: 80 × 400 Elements, K = 1000 time steps time dependent data constant data Reference RB online RB offline Reference RB online RB offline implicit 4043.18s 143.57s 8693.90s 924.91s 6.18s 9.22s Factor 28.27 149.66 explicit 2758.20s 134.00s 8506.60s 17.41s 3.64s 8.83s Factor 20.58 4.78
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
I (µ)[ck+1 N
E(µ)[ck N(µ)] − bk(µ)
,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
I (µ)[ck+1 N
E(µ)[ck N(µ)] − bk(µ)
N(µ) − ck H(µ)
k−1
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ).
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ).
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ).
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
50 100 150 10
−710
−610
−510
−410
−310
−210
−1test estimator values decrease num basis functions N maximum test estimator values DeltaN uniform−fixed 43 uniform−fixed 53 uniform−refined 23 uniform−refined 33 adaptive−refined 23 adaptive−refined 33
500 1000 1500 2000 2500 3000 3500 10
−710
−610
−510
−4max test estimator over training time training time max test estimator value uniform−fixed 43 uniform−fixed 53 uniform−refined 23 uniform−refined 33 adaptive−refined 23 adaptive−refined 33
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Polynomial nonlinearity: Use multi-linear approach
[Rozza 05, Jung et al. 09, Nguyen et al. ’09]
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Polynomial nonlinearity: Use multi-linear approach
[Rozza 05, Jung et al. 09, Nguyen et al. ’09]
◮ Non-affine parameter dependence: Use classical empirical
[Barrault et al. ’04, Grepl et al. ’07, Canuto et al. ’09]
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Polynomial nonlinearity: Use multi-linear approach
[Rozza 05, Jung et al. 09, Nguyen et al. ’09]
◮ Non-affine parameter dependence: Use classical empirical
[Barrault et al. ’04, Grepl et al. ’07, Canuto et al. ’09]
◮ Question: How to deal with general nonlinear problems?
[Haasdonk et al. ’08, Drohmann et al. ’10]
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
◮ Polynomial nonlinearity: Use multi-linear approach
[Rozza 05, Jung et al. 09, Nguyen et al. ’09]
◮ Non-affine parameter dependence: Use classical empirical
[Barrault et al. ’04, Grepl et al. ’07, Canuto et al. ’09]
◮ Question: How to deal with general nonlinear problems?
[Haasdonk et al. ’08, Drohmann et al. ’10]
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H
H(µ) − ∆tLk H(µ)[ck H(µ)].
H(µ)[ck H(µ)](x) ≈ M
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H
H(µ) − ∆tLk H(µ)[ck H(µ)].
H(µ)[ck H(µ)](x) ≈ M
H(µ)[ck H(µ)](xm)
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ)[ck H(µ)]
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ)[ck H(µ)]
H (µm)[ckm H (µm)]|m = 1, . . . , M}
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ)[ck H(µ)]
H (µm)[ckm H (µm)]|m = 1, . . . , M}
m=1 =
k=1 with ξm(xk) = δmk
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ)[ck H(µ)]
H (µm)[ckm H (µm)]|m = 1, . . . , M}
m=1 =
k=1 with ξm(xk) = δmk
H(µ)[ck H(µ)]] := M
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ)[ck H(µ)]
H (µm)[ckm H (µm)]|m = 1, . . . , M}
m=1 =
k=1 with ξm(xk) = δmk
H(µ)[ck H(µ)]] := M
m=1 and Interpolation Points {xm}M m=1
H(µ)[ck H(µ)](xm)
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H(µ)[ck H(µ)]
H (µm)[ckm H (µm)]|m = 1, . . . , M}
m=1 =
k=1 with ξm(xk) = δmk
H(µ)[ck H(µ)]] := M
m=1 and Interpolation Points {xm}M m=1
H(µ)[ck H(µ)](xm)
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
N from coefficients ak
H(µ)[ck H(µ)](xm)
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
N from coefficients ak
H(µ)[ck H(µ)](xm)
N
N(µ) − ∆tIM[Lk H(µ)[ck N(µ)]]
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
I (µ))[ck+1 H
E(µ))[ck H(µ)].
I involves the solution of a non-linear System
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
I (µ))[ck+1 H
E(µ))[ck H(µ)].
I involves the solution of a non-linear System
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
H
H
H
(Id + ∆t F k
I (µ))[ck+1,ν H
]dk+1,ν+1
H
= (Id − ∆t Lk
I (µ))[ck+1,ν H
] + (Id − ∆t Lk
E(µ))[ck H],
H
H
H
I is the Frechet derivative of Lk I .
I has Non-Affine Parameter Dependency
I and Lk E can be treated as before!
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
I
I (µ)[cH]] = M
m(ck H, µ) ξm.
I
I (µ)[cH]vH]:= H
M
m(ck H, µ)vi ξm !
M
m(ck H, µ)vi ξm.
I is supposed to be localized!
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
N (x) = N n=1 ak,ν n φn(x), ( ak,ν: coefficient vector)
N
M
m(cN, µ)ϕn(xi),
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
∆tRk+1(µ) [cN] = (Id + ∆tIM [LI(µ))]
k+1
− (Id − ∆tIM [LE(µ))]
k
N(µ) − ck H(µ)
k−1
Ck−i+1
I
Ck−1
E
∆t
m
m
+εNew +
,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
∂tc(µ) + µ2∆(cµ1(µ)) = 0 in Ω × [0, T], µ ∈ [1, 5] × [0, 0.001] × [0, 0.2]
µ3 µ3+0.1 µ3+0.2 µ3+0.3 µ3+0.4 µ3+0.5 µ3 dependent initial data
, ,
Model reduction for multiscale problems
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Institute for Computational and Applied Mathematics
0.0 0.2 0.3 0.5 0.7
t=0.1 t=1.0 t=0.1 t=1.0 t=0.1 t=1.0
0.0 0.1 0.2 0.3 0.4 0.5
t=0.1 t=1.0 t=0.1 t=1.0 t=0.1 t=1.0
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
N
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
ΦF := {ϕ1
F, . . . , ϕNF F }, ϕi F ∈ Sh,k(F),
WN = {vN ∈ L2(Ω)| vN|F ∈ span(ΦF), ∀F ∈ ZH}.
Given λ, we define pλ
N ∈WN as solution of the RB-DG multiscale method
N , vN) = L(λ; vN)
with
BDG(λ; v, w) =
λk∇v · ∇w −
{λk∇v · ne}[w] −
{λk∇w · ne}[v] +
σ |e|β
[v][w], L(λ; v) =
fv +
|e|β v − λk∇v · n
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
N0,Ω
N) − pλ N0,Ω +
1 (R(pλ N))
2(R(pλ N)) +
3(R(pλ N))
where R(pλ
N) denotes a higher order reconstruction of pλ N and the indicators are
given as ηF
1 (ξ)
= C2
Cok2 k1 + he
e⊂∂F
re(ξ)0,Ω, ηe
2(ξ)
= (Co + he)CrCo k1 re(λk∇ξ · n)0,Ω, ηe
3(ξ)
= Cr Cok2 k1 + he
, ,
Model reduction for multiscale problems
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Institute for Computational and Applied Mathematics
Given: Mtrain := {λi, i ∈ Itrain}, a tolerance ∆, a maximum basis size Nmax and a POD-tolerance ∆POD. Generate basis Φ of WN:
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Given: Mtrain := {λi, i ∈ Itrain}, a tolerance ∆, a maximum basis size Nmax and a POD-tolerance ∆POD. Generate basis Φ of WN:
Φ−1, ˜ Φ−1,F := ∅ for all F ∈ ZH and choose λ0 ∈ Mtrain for the construction of an initial basis.
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Given: Mtrain := {λi, i ∈ Itrain}, a tolerance ∆, a maximum basis size Nmax and a POD-tolerance ∆POD. Generate basis Φ of WN:
Φ−1, ˜ Φ−1,F := ∅ for all F ∈ ZH and choose λ0 ∈ Mtrain for the construction of an initial basis.
Φk−1 =
F∈ZH ˜
Φk−1,F and a parameter function λk be given. Perform detailed simulation to obtain pλk
h and define preliminary basis extension ˜
ϕF, F ∈ ZH by ˜ ϕF := pλk
h |F, ∀F ∈ ZH. Add ˜
ϕF, F ∈ ZH to the basis ˜ Φk−1,F and obtain ˜ Φk,F, ˜ Φk =
F∈ZH ˜
Φk,F .
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Given: Mtrain := {λi, i ∈ Itrain}, a tolerance ∆, a maximum basis size Nmax and a POD-tolerance ∆POD. Generate basis Φ of WN:
Φ−1, ˜ Φ−1,F := ∅ for all F ∈ ZH and choose λ0 ∈ Mtrain for the construction of an initial basis.
Φk−1 =
F∈ZH ˜
Φk−1,F and a parameter function λk be given. Perform detailed simulation to obtain pλk
h and define preliminary basis extension ˜
ϕF, F ∈ ZH by ˜ ϕF := pλk
h |F, ∀F ∈ ZH. Add ˜
ϕF, F ∈ ZH to the basis ˜ Φk−1,F and obtain ˜ Φk,F, ˜ Φk =
F∈ZH ˜
Φk,F .
basis ˜ Φk.
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Given: Mtrain := {λi, i ∈ Itrain}, a tolerance ∆, a maximum basis size Nmax and a POD-tolerance ∆POD. Generate basis Φ of WN:
Φ−1, ˜ Φ−1,F := ∅ for all F ∈ ZH and choose λ0 ∈ Mtrain for the construction of an initial basis.
Φk−1 =
F∈ZH ˜
Φk−1,F and a parameter function λk be given. Perform detailed simulation to obtain pλk
h and define preliminary basis extension ˜
ϕF, F ∈ ZH by ˜ ϕF := pλk
h |F, ∀F ∈ ZH. Add ˜
ϕF, F ∈ ZH to the basis ˜ Φk−1,F and obtain ˜ Φk,F, ˜ Φk =
F∈ZH ˜
Φk,F .
basis ˜ Φk.
N for all λ ∈ Mtrain using the current basis. Then
evaluate error estimator for all these solutions and find the parameter function λk+1 ∈ Mtrain with largest error.
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Given: Mtrain := {λi, i ∈ Itrain}, a tolerance ∆, a maximum basis size Nmax and a POD-tolerance ∆POD. Generate basis Φ of WN:
Φ−1, ˜ Φ−1,F := ∅ for all F ∈ ZH and choose λ0 ∈ Mtrain for the construction of an initial basis.
Φk−1 =
F∈ZH ˜
Φk−1,F and a parameter function λk be given. Perform detailed simulation to obtain pλk
h and define preliminary basis extension ˜
ϕF, F ∈ ZH by ˜ ϕF := pλk
h |F, ∀F ∈ ZH. Add ˜
ϕF, F ∈ ZH to the basis ˜ Φk−1,F and obtain ˜ Φk,F, ˜ Φk =
F∈ZH ˜
Φk,F .
basis ˜ Φk.
N for all λ ∈ Mtrain using the current basis. Then
evaluate error estimator for all these solutions and find the parameter function λk+1 ∈ Mtrain with largest error. 4. If N < Nmax and if the error bound for the reduced solution p
λk+1 N
is larger than ∆, continue with Step (1) with λk+1 from Step (3).
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Given: Mtrain := {λi, i ∈ Itrain}, a tolerance ∆, a maximum basis size Nmax and a POD-tolerance ∆POD. Generate basis Φ of WN:
Φ−1, ˜ Φ−1,F := ∅ for all F ∈ ZH and choose λ0 ∈ Mtrain for the construction of an initial basis.
Φk−1 =
F∈ZH ˜
Φk−1,F and a parameter function λk be given. Perform detailed simulation to obtain pλk
h and define preliminary basis extension ˜
ϕF, F ∈ ZH by ˜ ϕF := pλk
h |F, ∀F ∈ ZH. Add ˜
ϕF, F ∈ ZH to the basis ˜ Φk−1,F and obtain ˜ Φk,F, ˜ Φk =
F∈ZH ˜
Φk,F .
basis ˜ Φk.
N for all λ ∈ Mtrain using the current basis. Then
evaluate error estimator for all these solutions and find the parameter function λk+1 ∈ Mtrain with largest error. 4. If N < Nmax and if the error bound for the reduced solution p
λk+1 N
is larger than ∆, continue with Step (1) with λk+1 from Step (3). Else Apply POD with accuracy ∆POD to ˜ Φk,F on each coarse cell F ∈ ZH and obtain the reduced orthogonalized local bases ΦF and the global basis Φ =
F∈ZH ΦF. , ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
w
NS
NS
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Contour plots of fine scale solution (solid lines) and reconstructed re- duced solution (dotted lines) for µ1 = 0.85, µ2 = 0.5, µ3 = 0.1 (|Th| = 32768). Difference between fine scale and re- duced solution. Coarse triangulation (black) with number of reduced basis functions |ΦF| (|Th| = 2048/32768, respectively).
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
Averaged runtimes over 125 simulations: high and low dimensional algorithms (thighdim and tlowdim); the reconstruction (trecons) and mean relative errors (pλ
h − pλ NL2/pλ h L2) for different grid sizes. , ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems
WESTFÄLISCHE WILHELMS-UNIVERSITÄT MÜNSTER
Institute for Computational and Applied Mathematics
, ,
Model reduction for multiscale problems