Rank adaptive tensor recovery based model reduction for partial differential equations with high-dimensional random inputs
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Publication:778295
DOI10.1016/J.JCP.2020.109326zbMATH Open1435.65166arXiv1812.04387OpenAlexW3008455412MaRDI QIDQ778295FDOQ778295
Authors: Kejun Tang, Qifeng Liao 
Publication date: 2 July 2020
Published in: Journal of Computational Physics (Search for Journal in Brave)
Abstract: This work proposes a systematic model reduction approach based on rank adaptive tensor recovery for partial differential equation (PDE) models with high-dimensional random parameters. Since the standard outputs of interest of these models are discrete solutions on given physical grids which are high-dimensional, we use kernel principal component analysis to construct stochastic collocation approximations in reduced dimensional spaces of the outputs. To address the issue of high-dimensional random inputs, we develop a new efficient rank adaptive tensor recovery approach to compute the collocation coefficients. Novel efficient initialization strategies for non-convex optimization problems involved in tensor recovery are also developed in this work. We present a general mathematical framework of our overall model reduction approach, analyze its stability, and demonstrate its efficiency with numerical experiments.
Full work available at URL: https://arxiv.org/abs/1812.04387
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Probabilistic models, generic numerical methods in probability and statistics (65C20) PDEs with randomness, stochastic partial differential equations (35R60) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)
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Cited In (4)
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- Non-intrusive tensor reconstruction for high-dimensional random PDEs
- Non-intrusive low-rank separated approximation of high-dimensional stochastic models
- Bayesian model and dimension reduction for uncertainty propagation: applications in random media
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