02504nas a2200157 4500008004100000245005700041210005700098260001200155300000800167490000600175520201600181100001502197700002202212700002102234856009102255 2017 eng d00aReduced Basis Methods for Uncertainty Quantification0 aReduced Basis Methods for Uncertainty Quantification c08/2017 a8690 v53 a
In this work we review a reduced basis method for the solution of uncertainty quantification problems. Based on the basic setting of an elliptic partial differential equation with random input, we introduce the key ingredients of the reduced basis method, including proper orthogonal decomposition and greedy algorithms for the construction of the reduced basis functions, a priori and a posteriori error estimates for the reduced basis approximations, as well as its computational advantages and weaknesses in comparison with a stochastic collocation method [I. Babuška, F. Nobile, and R. Tempone, SIAM Rev., 52 (2010), pp. 317--355]. We demonstrate its computational efficiency and accuracy for a benchmark problem with parameters ranging from a few to a few hundred dimensions. Generalizations to more complex models and applications to uncertainty quantification problems in risk prediction, evaluation of statistical moments, Bayesian inversion, and optimal control under uncertainty are also presented to illustrate how to use the reduced basis method in practice. Further challenges, advancements, and research opportunities are outlined.
Read More: http://epubs.siam.org/doi/abs/10.1137/151004550
This monograph addresses the state of the art of reduced order methods for modeling and computational reduction of complex parametrized systems, governed by ordinary and/or partial differential equations, with a special emphasis on real time computing techniques and applications in computational mechanics, bioengineering and computer graphics.
Several topics are covered, including: design, optimization, and control theory in real-time with applications in engineering; data assimilation, geometry registration, and parameter estimation with special attention to real-time computing in biomedical engineering and computational physics; real-time visualization of physics-based simulations in computer science; the treatment of high-dimensional problems in state space, physical space, or parameter space; the interactions between different model reduction and dimensionality reduction approaches; the development of general error estimation frameworks which take into account both model and discretization effects.
This book is primarily addressed to computational scientists interested in computational reduction techniques for large scale differential problems.
10areduced order methods, MOR, ROM, POD, RB, greedy, CFD, Numerical Analysis1 aQuarteroni, Alfio1 aRozza, Gianluigi uhttps://www.math.sissa.it/publication/reduced-order-methods-modeling-and-computational-reduction01701nas a2200157 4500008004100000245007600041210006900117300001800186490000700204520113900211100002001350700002101370700002001391700002201411856011001433 2013 eng d00aReduced basis method for parametrized elliptic optimal control problems0 aReduced basis method for parametrized elliptic optimal control p aA2316–A23400 v353 aWe propose a suitable model reduction paradigm-the certified reduced basis method (RB)-for the rapid and reliable solution of parametrized optimal control problems governed by partial differential equations. In particular, we develop the methodology for parametrized quadratic optimization problems with elliptic equations as a constraint and infinite-dimensional control variable. First, we recast the optimal control problem in the framework of saddle-point problems in order to take advantage of the already developed RB theory for Stokes-type problems. Then, the usual ingredients of the RB methodology are called into play: a Galerkin projection onto a low-dimensional space of basis functions properly selected by an adaptive procedure; an affine parametric dependence enabling one to perform competitive offline-online splitting in the computational procedure; and an efficient and rigorous a posteriori error estimate on the state, control, and adjoint variables as well as on the cost functional. Finally, we address some numerical tests that confirm our theoretical results and show the efficiency of the proposed technique.1 aNegri, Federico1 aRozza, Gianluigi1 aManzoni, Andrea1 aQuarteroni, Alfio uhttps://www.math.sissa.it/publication/reduced-basis-method-parametrized-elliptic-optimal-control-problems00548nas a2200133 4500008004100000245009200041210006900133260001000202100001800212700002000230700002200250700002100272856012100293 2013 en d00aA Reduced Computational and Geometrical Framework for Inverse Problems in Haemodynamics0 aReduced Computational and Geometrical Framework for Inverse Prob bSISSA1 aLassila, Toni1 aManzoni, Andrea1 aQuarteroni, Alfio1 aRozza, Gianluigi uhttps://www.math.sissa.it/publication/reduced-computational-and-geometrical-framework-inverse-problems-haemodynamics00568nas a2200133 4500008004100000245010500041210006900146260001000215100001800225700002000243700002200263700002100285856012800306 2013 en d00aA reduced-order strategy for solving inverse Bayesian identification problems in physiological flows0 areducedorder strategy for solving inverse Bayesian identificatio bSISSA1 aLassila, Toni1 aManzoni, Andrea1 aQuarteroni, Alfio1 aRozza, Gianluigi uhttps://www.math.sissa.it/publication/reduced-order-strategy-solving-inverse-bayesian-identification-problems-physiological