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

DOI10.1007/S10915-018-0661-6zbMATH Open1470.65196arXiv1710.01237OpenAlexW2963463279WikidataQ130194553 ScholiaQ130194553MaRDI QIDQ2333686FDOQ2333686

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)

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.

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

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zbMATH Keywords

partial differential equationsrandom coefficientsdiscrete least squaresreduced basisquasi-optimal polynomials

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Boundary value problems for second-order elliptic equations (35J25) PDEs in connection with optics and electromagnetic theory (35Q60) 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)

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Cited In (1)

• Discrete least squares meshless method with sampling points for the solution of elliptic partial differential equations

Uses Software

• RBniCS

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