Randomized model order reduction
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Publication:2000522
DOI10.1007/S10444-018-09655-9zbMATH Open1418.65193arXiv1611.02316OpenAlexW2556926541MaRDI QIDQ2000522FDOQ2000522
Publication date: 28 June 2019
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Abstract: Singular value decomposition (SVD) has a crucial role in model order reduction. It is often utilized in the offline stage to compute basis functions that project the high-dimensional nonlinear problem into a low-dimensionsl model which is, then, evaluated cheaply. It constitutes a building block for many techniques such as e.g. Proper Orthogonal Decomposition and Dynamic Mode Decomposition. The aim of this work is to provide efficient computation of the basis functions via randomized matrix decompositions. This is possible due to the randomized Singular Value Decomposition (rSVD) which is a fast and accurate alternative of the SVD. Although this is considered as offline stage, this computation may be extremely expensive and therefore the use of compressed techniques drastically reduce its cost. Numerical examples show the effectiveness of the method for both Proper Orthogonal Decomposition (POD) and Dynamic Mode Decomposition (DMD).
Full work available at URL: https://arxiv.org/abs/1611.02316
nonlinear dynamical systemsproper orthogonal decompositiondynamic mode decompositionrandomized linear algebra
Random matrices (algebraic aspects) (15B52) Simulation of dynamical systems (37M05) Numerical problems in dynamical systems (65P99)
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Cited In (14)
- Fixed-precision randomized low-rank approximation methods for nonlinear model order reduction of large systems
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