Randomized Local Model Order Reduction
From MaRDI portal
Publication:3174769
DOI10.1137/17M1138480zbMATH Open1394.65135arXiv1706.09179WikidataQ129583545 ScholiaQ129583545MaRDI QIDQ3174769FDOQ3174769
Publication date: 18 July 2018
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Abstract: In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation (PDE) with random boundary conditions, yield an approximation that converges provably at a nearly optimal rate, and can be generated at close to optimal computational complexity. In many localized model order reduction approaches like the generalized finite element method, static condensation procedures, and the multiscale finite element method local approximation spaces can be constructed by approximating the range of a suitably defined transfer operator that acts on the space of local solutions of the PDE. Optimal local approximation spaces that yield in general an exponentially convergent approximation are given by the left singular vectors of this transfer operator [I. Babuv{s}ka and R. Lipton 2011, K. Smetana and A. T. Patera 2016]. However, the direct calculation of these singular vectors is computationally very expensive. In this paper, we propose an adaptive randomized algorithm based on methods from randomized linear algebra [N. Halko et al. 2011], which constructs a local reduced space approximating the range of the transfer operator and thus the optimal local approximation spaces. The adaptive algorithm relies on a probabilistic a posteriori error estimator for which we prove that it is both efficient and reliable with high probability. Several numerical experiments confirm the theoretical findings.
Full work available at URL: https://arxiv.org/abs/1706.09179
a priori error bounddomain decomposition methodsa posteriori error estimationmultiscale methodsrandomized linear algebralocalized model order reduction
Probabilistic models, generic numerical methods in probability and statistics (65C20) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Error bounds for boundary value problems involving PDEs (65N15) Numerical methods for eigenvalue problems for boundary value problems involving PDEs (65N25) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cites Work
- A Supernodal Approach to Sparse Partial Pivoting
- ARPACK Users' Guide
- PyMOR -- generic algorithms and interfaces for model order reduction
- Reduced Basis Methods for Partial Differential Equations
- Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
- Localization of elliptic multiscale problems
- Finding structure with randomness: Probabilistic algorithms for constructing approximate matrix decompositions
- Latent semantic indexing: A probabilistic analysis
- CUR matrix decompositions for improved data analysis
- Low-Rank Approximation and Regression in Input Sparsity Time
- Relative-Error $CUR$ Matrix Decompositions
- Fast monte-carlo algorithms for finding low-rank approximations
- Fast Monte Carlo Algorithms for Matrices III: Computing a Compressed Approximate Matrix Decomposition
- Randomized Algorithms for Matrices and Data
- Title not available (Why is that?)
- THE PARTITION OF UNITY METHOD
- Some inequalities for Gaussian processes and applications
- A multiscale finite element method for elliptic problems in composite materials and porous media
- Machine computation using the exponentially convergent multiscale spectral generalized finite element method
- Optimal Local Approximation Spaces for Generalized Finite Element Methods with Application to Multiscale Problems
- Special Finite Element Methods for a Class of Second Order Elliptic Problems with Rough Coefficients
- Bayesian Numerical Homogenization
- The variational multiscale method -- a paradigm for computational mechanics
- Generalized multiscale finite element methods (GMsFEM)
- The Reduced Basis Element Method: Application to a Thermal Fin Problem
- Coupling of substructures for dynamic analyses.
- The discontinuous enrichment method
- GENERALIZED FINITE ELEMENT METHODS — MAIN IDEAS, RESULTS AND PERSPECTIVE
- Finite element analysis of acoustic scattering
- A static condensation reduced basis element method: approximation and {a posteriori} error estimation
- Fast Monte Carlo Algorithms for Matrices II: Computing a Low-Rank Approximation to a Matrix
- A reduced-basis element method
- A reduced basis hybrid method for the coupling of parametrized domains represented by fluidic networks
- Randomized algorithms for the low-rank approximation of matrices
- A fast algorithm for the inversion of general Toeplitz matrices
- Randomized oversampling for generalized multiscale finite element methods
- Condition Numbers of Gaussian Random Matrices
- Certified Reduced Basis Methods for Parametrized Partial Differential Equations
- A Randomized Algorithm for Principal Component Analysis
- The localized reduced basis multiscale method
- A reduced basis localized orthogonal decomposition
- On the Compression of Low Rank Matrices
- A multiscale reduced-basis method for parametrized elliptic partial differential equations with multiple scales
- Adaptive variational multiscale methods based on a posteriori error estimation: energy norm estimates for elliptic problems
- Reduced basis approximation and a-posteriori error estimation for the coupled Stokes-Darcy system
- A randomized algorithm for the decomposition of matrices
- A fast randomized algorithm for the approximation of matrices
- Approximate nearest neighbors and the fast Johnson-Lindenstrauss transform
- A higher-order discontinuous enrichment method for the solution of high péclet advection-diffusion problems on unstructured meshes
- Sampling from large matrices
- Title not available (Why is that?)
- Gaussian processes and almost spherical sections of convex bodies
- Title not available (Why is that?)
- A new certification framework for the port reduced static condensation reduced basis element method
- Reduced basis method and domain decomposition for elliptic problems in networks and complex parametrized geometries
- Component mode synthesis and eigenvalues of second order operators : discretization and algorithm
- Computational Advertising: Techniques for Targeting Relevant Ads
- Model Reduction and Approximation
- A Dirichlet-Neumann reduced basis method for homogeneous domain decomposition problems
- Port reduction in parametrized component static condensation: approximation and a posteriori error estimation
- Reduced-Order Models for Electromagnetic Scattering Problems
- Algorithm 971
- A special finite element method based on component mode synthesis
- Optimal local approximation spaces for component-based static condensation procedures
- Randomized algorithms for low-rank matrix factorizations: sharp performance bounds
- Randomized Local Model Order Reduction
- Interpolation of inverse operators for preconditioning parameter-dependent equations
- Error Control for the Localized Reduced Basis Multiscale Method with Adaptive On-Line Enrichment
- ArbiLoMod, a Simulation Technique Designed for Arbitrary Local Modifications
- Reduced Basis Multiscale Finite Element Methods for Elliptic Problems
- A discontinuous Galerkin reduced basis element method for elliptic problems
- A Localization Strategy for Data Assimilation; Application to State Estimation and Parameter Estimation
- Randomized QR with Column Pivoting
Cited In (34)
- Fixed-precision randomized low-rank approximation methods for nonlinear model order reduction of large systems
- Randomized residual-based error estimators for the proper generalized decomposition approximation of parametrized problems
- Model order reduction for large-scale structures with local nonlinearities
- Randomized Local Model Order Reduction
- Exponentially convergent multiscale finite element method
- Super-localized orthogonal decomposition for high-frequency Helmholtz problems
- Modular model reduction of interconnected systems: a robust performance analysis perspective
- Model reduction of coupled systems based on non-intrusive approximations of the boundary response maps
- Static Condensation Optimal Port/Interface Reduction and Error Estimation for Structural Health Monitoring
- Super-localization of elliptic multiscale problems
- Optimal Local Approximation Spaces for Parabolic Problems
- Distributed Solution of Laplacian Eigenvalue Problems
- A Low-Rank Schwarz Method for Radiative Transfer Equation With Heterogeneous Scattering Coefficient
- Multiscale-spectral GFEM and optimal oversampling
- Computational multiscale methods. Abstracts from the workshop held July 28 -- August 3, 2019
- Randomized linear algebra for model reduction. II: Minimal residual methods and dictionary-based approximation
- Random Sampling and Efficient Algorithms for Multiscale PDEs
- Randomized linear algebra for model reduction. I. Galerkin methods and error estimation
- A super-localized generalized finite element method
- Randomized Residual-Based Error Estimators for Parametrized Equations
- Multiscale modeling of linear elastic heterogeneous structures via localized model order reduction
- Angles between subspaces and nearly optimal approximation in GFEM
- A randomized balanced proper orthogonal decomposition technique
- Randomized Quasi-Optimal Local Approximation Spaces in Time
- Model order reduction of random parameter-dependent linear systems
- Numerical homogenization beyond scale separation
- Manifold Learning and Nonlinear Homogenization
- Exponential Convergence for Multiscale Linear Elliptic PDEs via Adaptive Edge Basis Functions
- Localized Model Reduction for Nonlinear Elliptic Partial Differential Equations: Localized Training, Partition of Unity, and Adaptive Enrichment
- A Localization Strategy for Data Assimilation; Application to State Estimation and Parameter Estimation
- An offline/online procedure for dual norm calculations of parameterized functionals: empirical quadrature and empirical test spaces
- A reduced order model for geometrically parameterized two-scale simulations of elasto-plastic microstructures under large deformations
- An overlapping domain decomposition method for the solution of parametric elliptic problems via proper generalized decomposition
- Exponentially Convergent Multiscale Methods for 2D High Frequency Heterogeneous Helmholtz Equations
Uses Software
This page was built for publication: Randomized Local Model Order Reduction
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3174769)
