Error analysis of an incremental proper orthogonal decomposition algorithm for PDE simulation data
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Publication:2292000
DOI10.1016/J.CAM.2019.112525zbMATH Open1503.65074arXiv1803.06313OpenAlexW2794016787MaRDI QIDQ2292000FDOQ2292000
Authors: Hiba Fareed, John R. Singler 
Publication date: 31 January 2020
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Abstract: In our earlier work [Fareed et al., Comput. Math. Appl. 75 (2018), no. 6, 1942-1960], we proposed an incremental SVD algorithm with respect to a weighted inner product to compute the proper orthogonal decomposition (POD) of a set of simulation data for a partial differential equation (PDE) without storing the data. In this work, we perform an error analysis of the incremental SVD algorithm. We also modify the algorithm to incrementally update both the SVD and an error bound when a new column of data is added. We show the algorithm produces the exact SVD of an approximate data matrix, and the operator norm error between the approximate and exact data matrices is bounded above by the computed error bound. This error bound also allows us to bound the error in the incrementally computed singular values and singular vectors. We illustrate our analysis with numerical results for three simulation data sets from a 1D FitzHugh-Nagumo PDE system with various choices of the algorithm truncation tolerances.
Full work available at URL: https://arxiv.org/abs/1803.06313
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Cited In (9)
- Comparative Study with Data Assimilation Experiments Using Proper Orthogonal Decomposition Method
- An incremental singular value decomposition approach for large-scale spatially parallel \& distributed but temporally serial data -- applied to technical flows
- An enhanced algorithm for online proper orthogonal decomposition and its parallelization for unsteady simulations
- Snapshot location by error equilibration in proper orthogonal decomposition for linear and semilinear parabolic partial differential equations
- Incremental proper orthogonal decomposition for PDE simulation data
- `On-the-fly' snapshots selection for proper orthogonal decomposition with application to nonlinear dynamics
- A new approach to proper orthogonal decomposition with difference quotients
- A note on incremental POD algorithms for continuous time data
- Error analysis of proper orthogonal decomposition data assimilation schemes with grad-div stabilization for the Navier-Stokes equations
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