Convergence analysis of the generalized empirical interpolation method

DOI10.1137/140978843MaRDI QIDQ2814454zbMATH OpenOpenAlexFDO

Authors O. Mula, Gabriel Turinici, Yvon Maday

Publication date 22 June 2016

Published in SIAM Journal on Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1605.07730

zbMATH Keywords

convergence ratesdata assimilationgeneralized empirical interpolationgreedy algorithmKolmogorov widthsoptimal recoveryreduced basis

Mathematics Subject Classification ID

Rate of convergence, degree of approximation (41A25) Approximation by arbitrary linear expressions (41A45) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Error bounds for boundary value problems involving PDEs (65N15)

Abstract: Let $F$ be a compact set of a Banach space $mathcalX$. This paper analyses the "Generalized Empirical Interpolation Method" (GEIM) which, given a function $finF$, builds an interpolant $mathcal{J}_n[f]$ in an $n$-dimensional subspace $X_{n}subsetmathcalX$ with the knowledge of $n$ outputs $(sigm{a}_i(f){)}_{i=1}^n$, where $sigm{a}_{i}inmathcal{X}^{\prime }$ and $mathcal{X}^{\prime }$ is the dual space of $mathcalX$. The space $X_n$ is built with a greedy algorithm that is adapted to $F$ in the sense that it is generated by elements of $F$ itself. The algorithm also selects the linear functionals $(sigm{a}_i{)}_{i=1}^n$ from a dictionary $Sigmasubsetmathcal{X}^{\prime }$. In this paper, we study the interpolation error $ma{x}_{finF}Vertf-mathcal{J}_n[f]Ver{t}_{mathcalX}$ by comparing it with the best possible performance on an $n$-dimensional space, i.e., the Kolmogorov $n$-width of $F$ in $mathcalX$, $d_n(F,mathcalX)$. For polynomial or exponential decay rates of $d_n(F,mathcalX)$, we prove that the interpolation error has the same behavior modulo the norm of the interpolation operator. Sharper results are obtained in the case where $mathcalX$ is a Hilbert space.

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Cited in

(34)

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• The numerical approximation of nonlinear functionals and functional differential equations
• The generalized empirical interpolation method: stability theory on Hilbert spaces with an application to the Stokes equation
• Performance guarantees for a variational ``multi-space decoder
• Fast reconstruction of 3D blood flows from Doppler ultrasound images and reduced models
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