3D-VAR for parameterized partial differential equations: a certified reduced basis approach
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Publication:2305535
DOI10.1007/S10444-019-09713-WzbMATH Open1434.49019arXiv1905.05817OpenAlexW2963753184MaRDI QIDQ2305535FDOQ2305535
Authors: Nicole Aretz-Nellesen, Karen Veroy, Martin A. Grepl 
Publication date: 11 March 2020
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Abstract: In this paper, we propose a reduced order approach for 3D variational data assimilation governed by parametrized partial differential equations. In contrast to the classical 3D-VAR formulation that penalizes the measurement error directly, we present a modified formulation that penalizes the experimentally-observable misfit in the measurement space. Furthermore, we include a model correction term that allows to obtain an improved state estimate. We begin by discussing the influence of the measurement space on the amplification of noise and prove a necessary and sufficient condition for the identification of a "good" measurement space. We then propose a certified reduced basis (RB) method for the estimation of the model correction, the state prediction, the adjoint solution and the observable misfit with respect to the true state for real-time and many-query applications. A posteriori bounds are proposed for the error in each of these approximations. Finally, we introduce different approaches for the generation of the reduced basis spaces and the stability-based selection of measurement functionals. The 3D-VAR method and the associated certified reduced basis approximation are tested in a parameter and state estimation problem for a steady-state thermal conduction problem with unknown parameters and unknown Neumann boundary conditions.
Full work available at URL: https://arxiv.org/abs/1905.05817
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parameter estimationstate estimationa posteriori error estimationreduced basis methodvariational data assimilationmodel correction3D-VAR
Numerical optimization and variational techniques (65K10) Optimality conditions for problems involving partial differential equations (49K20) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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Cited In (10)
- An empirical interpolation method for two-dimensional vector fields and vector measurements
- A Fast and Scalable Computational Framework for Large-Scale High-Dimensional Bayesian Optimal Experimental Design
- A greedy sensor selection algorithm for hyperparameterized linear Bayesian inverse problems with correlated noise models
- A Sequential Sensor Selection Strategy for Hyper-Parameterized Linear Bayesian Inverse Problems
- State estimation in nonlinear parametric time dependent systems using tensor train
- A multi-fidelity ensemble Kalman filter with hyperreduced reduced-order models
- Inverse problems: a deterministic approach using physics-based reduced models
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- A real-time variational data assimilation method with data-driven model enrichment for time-dependent problems
- Error analysis of proper orthogonal decomposition data assimilation schemes with grad-div stabilization for the Navier-Stokes equations
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