Title | A combination between the reduced basis method and the ANOVA expansion: On the computation of sensitivity indices |
Publication Type | Journal Article |
Year of Publication | 2013 |
Authors | Devaud, D, Manzoni, A, Rozza, G |
Journal | Comptes Rendus Mathematique. Volume 351, Issue 15-16, August 2013, Pages 593-598 |
Keywords | Partial differential equations |
Abstract | We consider a method to efficiently evaluate in a real-time context an output based on the numerical solution of a partial differential equation depending on a large number of parameters. We state a result allowing to improve the computational performance of a three-step RB-ANOVA-RB method. This is a combination of the reduced basis (RB) method and the analysis of variations (ANOVA) expansion, aiming at compressing the parameter space without affecting the accuracy of the output. The idea of this method is to compute a first (coarse) RB approximation of the output of interest involving all the parameter components, but with a large tolerance on the a posteriori error estimate; then, we evaluate the ANOVA expansion of the output and freeze the least important parameter components; finally, considering a restricted model involving just the retained parameter components, we compute a second (fine) RB approximation with a smaller tolerance on the a posteriori error estimate. The fine RB approximation entails lower computational costs than the coarse one, because of the reduction of parameter dimensionality. Our result provides a criterion to avoid the computation of those terms in the ANOVA expansion that are related to the interaction between parameters in the bilinear form, thus making the RB-ANOVA-RB procedure computationally more feasible. |
URL | http://hdl.handle.net/1963/7389 |
DOI | 10.1016/j.crma.2013.07.023 |
A combination between the reduced basis method and the ANOVA expansion: On the computation of sensitivity indices
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