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Reliable real-time solution of parametrized partial differential equations: Reduced-basis output bound methods

Rovas Dimitrios, Veroy, Karen, Patera, Adolf, 1836-1912, Turinici, Gabriel, L. Machiels, C. Prud’homme

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Περίληψη

We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) 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 gov- erning partial differential equation at N selected points in parameter space; (ii) a poste- riori error estimation—relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous 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 contro

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