An improved discrete least-squares/reduced-basis method for parameterized elliptic PDEs

DOI10.1007/S10915-018-0661-6MaRDI QIDQ2333686zbMATH OpenOpenAlexWikidataFDO

Authors Max Gunzburger, Michael Schneier, Clayton G. Webster, Guannan Zhang

Publication date 13 November 2019

Published in Journal of Scientific Computing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1710.01237

zbMATH Keywords

discrete least squarespartial differential equationsquasi-optimal polynomialsrandom coefficientsreduced basis

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) PDEs in connection with optics and electromagnetic theory (35Q60) Numerical optimization and variational techniques (65K10) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Abstract: It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. The goal is to recover the entire solution map from the parameter space to the finite element space. To this end, first, a reduced-basis solution using a weak greedy algorithm is constructed, then a DLS approximation is determined by evaluating the reduced-basis approximation instead of the full finite element approximation. The main advantage of the new approach is that one only need apply the DLS operator to the coefficients of the reduced-basis expansion, resulting in huge savings in both the storage of the DLS coefficients and the online cost of evaluating the DLS approximation. In addition, the recently developed quasi-optimal polynomial space is also adopted in the new approach, resulting in superior convergence rates for a wider class of problems than previous analyzed. Numerical experiments are provided that illustrate the theoretical results.

Review text

Computational efficiency of approximation of solutions of stochastic elliptic PDEs with random input data that has an affine dependence on the random variables are improved by incorporating a reduced-basis method into the discrete least-squares (DLS) framework. DLS approximation is determined by evaluating the reduced-basis approximation instead of the full finite element approximation, resulting in huge savings in both the storage of the DLS coefficients and the online cost of evaluating the DLS approximation. Numerical experiments demonstrate significant cost savings in both the offline and online phases of the DLS reduced basis method compared to that for the original DLS algorithm. As mentioned in the paper a the drawback of the approach is the slow decay of the Kolmogorov width of the PDE solution, requiring a large number of reduced basis functions in order to maintain the accuracy of reduced basis approximation. This could potentially make the DLS-RB method more expensive than the original DLS method. Furthermore, the quasi-optimal polynomial basis used in this paper only applies to the parametrized diffusion equation, for more complicated PDEs a different polynomial basis would have to be used.

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Cited in

(3)

• Discrete least squares meshless method with sampling points for the solution of elliptic partial differential equations
• Stochastic least-squares Petrov-Galerkin method for parameterized linear systems
• A least-squares finite element reduced basis method

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• RBniCS

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