Proper Orthogonal Decomposition Methods For Partial Differential Equations

Book Description :

Proper Orthogonal Decomposition Methods for Partial Differential Equations evaluates the potential applications of POD reduced-order numerical methods in increasing computational efficiency, decreasing calculating load and alleviating the accumulation of truncation error in the computational process. Introduces the foundations of finite-differences, finite-elements and finite-volume-elements. Models of time-dependent PDEs are presented, with detailed numerical procedures, implementation and error analysis. Output numerical data are plotted in graphics and compared using standard traditional methods. These models contain parabolic, hyperbolic and nonlinear systems of PDEs, suitable for the user to learn and adapt methods to their own R&D problems. Explains ways to reduce order for PDEs by means of the POD method so that reduced-order models have few unknowns Helps readers speed up computation and reduce computation load and memory requirements while numerically capturing system characteristics Enables readers to apply and adapt the methods to solve similar problems for PDEs of hyperbolic, parabolic and nonlinear types

Book Description :

This book provides a basic introduction to reduced basis (RB) methods for problems involving the repeated solution of partial differential equations (PDEs) arising from engineering and applied sciences, such as PDEs depending on several parameters and PDE-constrained optimization. The book presents a general mathematical formulation of RB methods, analyzes their fundamental theoretical properties, discusses the related algorithmic and implementation aspects, and highlights their built-in algebraic and geometric structures. More specifically, the authors discuss alternative strategies for constructing accurate RB spaces using greedy algorithms and proper orthogonal decomposition techniques, investigate their approximation properties and analyze offline-online decomposition strategies aimed at the reduction of computational complexity. Furthermore, they carry out both a priori and a posteriori error analysis. The whole mathematical presentation is made more stimulating by the use of representative examples of applicative interest in the context of both linear and nonlinear PDEs. Moreover, the inclusion of many pseudocodes allows the reader to easily implement the algorithms illustrated throughout the text. The book will be ideal for upper undergraduate students and, more generally, people interested in scientific computing. All these pseudocodes are in fact implemented in a MATLAB package that is freely available at https://github.com/redbkit

Book Description :

It is well-known that the performance of POD and POD-DEIM methods depends on the selection of the snapshot locations. In this work, we consider the selections of the locations for POD and POD-DEIM snapshots for spatially semi-discretized linear or semi-linear parabolic PDEs. We present an approach that for a fixed number of snapshots the optimal locations may be selected such that the global discretization error is approximately the same in each associated sub-interval. The global discretization error is assessed by a hierarchical-type a posteriori error estimator developed from automatic time-stepping for systems of ODEs. We compare the global discretization error of this snapshot selection on error equilibration for the full order model (\textbf{FOM}) with that for the reduced order model (\textbf{ROM}) to study its impact. This contribution also shows that the equilibration of the global discretization error for the \textbf{FOM} is preserved by its corresponding POD and POD-DEIM-based \textbf{ROM}. The numerical examples illustrating the performance of this approach are provided.

Book Description :

This book provides a thorough introduction to the mathematical and algorithmic aspects of certified reduced basis methods for parametrized partial differential equations. Central aspects ranging from model construction, error estimation and computational efficiency to empirical interpolation methods are discussed in detail for coercive problems. More advanced aspects associated with time-dependent problems, non-compliant and non-coercive problems and applications with geometric variation are also discussed as examples.

Book Description :

"We propose an incremental algorithm to compute the proper orthogonal decomposition (POD) of simulation data for a partial differential equation. Specifically, we modify an incremental matrix SVD algorithm of Brand to accommodate data arising from Galerkin-type simulation methods for time dependent PDEs. We introduce an incremental SVD algorithm with respect to a weighted inner product to compute the proper orthogonal decomposition (POD). The algorithm is applicable to data generated by many numerical methods for PDEs, including finite element and discontinuous Galerkin methods. We also modify the algorithm to initialize and incrementally update both the SVDand an error bound during the time stepping in a PDE solver without storing the simulation data. We show the algorithm produces the exact SVD of an approximate data matrix, and the operator norm error between the approximate and exact data matrices is bounded above by the computed error bound. This error bound also allows us to bound the error in the incrementally computed singular values and singular vectors. We demonstrate the effectiveness of the algorithm using finite element computations for a 1D Burgers' equation, a 1D FitzHugh-Nagumo PDE system, and a 2D Navier-Stokes problem"--Abstract, page iv.

Book Description :

This volume examines current research in mechanics and its applications to various disciplines, with a particular focus on fluid-structure interaction (FSI). The topics have been chosen in commemoration of Dr. Bong Jae Chung and with respect to his wide range of research interests. This volume stands apart because of this diversity of interests, featuring an interdisciplinary and in-depth analysis of FSI that is difficult to find conveniently collected elsewhere in the literature. Contributors include mathematicians, physicists, mechanical and biomechanical engineers, and psychologists. This volume is structured into four thematic areas in order to increase its accessibility: theory, computations, experiments, and applications. Recent Advances in Mechanics and Fluid-Structure Interaction with Applications will appeal to established researchers as well as postdocs and graduate students interested in this active area of research.

Book Description :

This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The contributions of this volume, some of which have the character of survey articles, therefore, aim at creating and developing further new ideas for optimization, control and corresponding numerical simulations of systems of possibly coupled nonlinear partial differential equations. The research conducted within this unique network of groups in more than fifteen German universities focuses on novel methods of optimization, control and identification for problems in infinite-dimensional spaces, shape and topology problems, model reduction and adaptivity, discretization concepts and important applications. Besides the theoretical interest, the most prominent question is about the effectiveness of model-based numerical optimization methods for PDEs versus a black-box approach that uses existing codes, often heuristic-based, for optimization.

Book Description :

An increasing complexity of models used to predict real-world systems leads to the need for algorithms to replace complex models with far simpler ones, while preserving the accuracy of the predictions. This two-volume handbook covers methods as well as applications. This second volume focuses on applications in engineering, biomedical engineering, computational physics and computer science.

Book Description :

The papers in this volume start with a description of the construction of reduced models through a review of Proper Orthogonal Decomposition (POD) and reduced basis models, including their mathematical foundations and some challenging applications, then followed by a description of a new generation of simulation strategies based on the use of separated representations (space-parameters, space-time, space-time-parameters, space-space,...), which have led to what is known as Proper Generalized Decomposition (PGD) techniques. The models can be enriched by treating parameters as additional coordinates, leading to fast and inexpensive online calculations based on richer offline parametric solutions. Separated representations are analyzed in detail in the course, from their mathematical foundations to their most spectacular applications. It is also shown how such an approximation could evolve into a new paradigm in computational science, enabling one to circumvent various computational issues in a vast array of applications in engineering science.

Book Description :

This open access book features a selection of high-quality papers from the presentations at the International Conference on Spectral and High-Order Methods 2018, offering an overview of the depth and breadth of the activities within this important research area. The carefully reviewed papers provide a snapshot of the state of the art, while the extensive bibliography helps initiate new research directions.

Book Description :

Download Proper Orthogonal Decomposition in Optimal Control of Fluids book written by S. S. Ravindran, available in PDF, EPUB, and Kindle, or read full book online anywhere and anytime. Compatible with any devices.

Book Description :

This book was established after the 6th International Workshop on Numerical and Evolutionary Optimization (NEO), representing a collection of papers on the intersection of the two research areas covered at this workshop: numerical optimization and evolutionary search techniques. While focusing on the design of fast and reliable methods lying across these two paradigms, the resulting techniques are strongly applicable to a broad class of real-world problems, such as pattern recognition, routing, energy, lines of production, prediction, and modeling, among others. This volume is intended to serve as a useful reference for mathematicians, engineers, and computer scientists to explore current issues and solutions emerging from these mathematical and computational methods and their applications.

Book Description :

Optimization problems subject to constraints governed by partial differential equations (PDEs) are among the most challenging problems in the context of industrial, economical and medical applications. Almost the entire range of problems in this field of research was studied and further explored as part of the Deutsche Forschungsgemeinschaft (DFG) priority program 1253 on “Optimization with Partial Differential Equations” from 2006 to 2013. The investigations were motivated by the fascinating potential applications and challenging mathematical problems that arise in the field of PDE constrained optimization. New analytic and algorithmic paradigms have been developed, implemented and validated in the context of real-world applications. In this special volume, contributions from more than fifteen German universities combine the results of this interdisciplinary program with a focus on applied mathematics. The book is divided into five sections on “Constrained Optimization, Identification and Control”, “Shape and Topology Optimization”, “Adaptivity and Model Reduction”, “Discretization: Concepts and Analysis” and “Applications”. Peer-reviewed research articles present the most recent results in the field of PDE constrained optimization and control problems. Informative survey articles give an overview of topics that set sustainable trends for future research. This makes this special volume interesting not only for mathematicians, but also for engineers and for natural and medical scientists working on processes that can be modeled by PDEs.

Book Description :

This book presents selected papers from the 3rd International Workshop on Computational Engineering held in Stuttgart from October 6 to 10, 2014, bringing together innovative contributions from related fields with computer science and mathematics as an important technical basis among others. The workshop discussed the state of the art and the further evolution of numerical techniques for simulation in engineering and science. We focus on current trends in numerical simulation in science and engineering, new requirements arising from rapidly increasing parallelism in computer architectures, and novel mathematical approaches. Accordingly, the chapters of the book particularly focus on parallel algorithms and performance optimization, coupled systems, and complex applications and optimization.

Book Description :

Analyses Lagrange multiplier theory and demonstrates its impact on the development of numerical algorithms for variational problems in function spaces.

Book Description :

This book results from the talks presented at the First Conference on Transfer between Mathematics & Industry (CTMI 2019). Its goal is to promote and disseminate the mathematical tools for Statistics & Big Data, MSO (Modeling, Simulation and Optimization) and their industrial applications. In this volume, the reader will find innovative advances in the automotive, energy, railway, logistics, and materials sectors. In addition, Advances CTMI 2019 promotes the opening of new research lines aiming to provide suitable solutions for the industrial and societal challenges. Fostering effective interaction between Academia and Industry is our main purpose with this book. CTMI conferences are one of the main forums where significant advances in industrial mathematics are presented, bringing together outstanding leaders from business, science and Academia to promote the use of mathematics for an innovative industry.

Book Description :

Many mathematical models of physical, biological and social systems involve partial differential equations (PDEs). The desire to understand and influence these systems naturally leads to considering problems of control and optimization. This book presents important topics in the areas of control of PDEs and of PDE-constrained optimization, covering the full spectrum from analysis to numerical realization and applications. Leading scientists address current topics such as non-smooth optimization, Hamilton–Jacobi–Bellmann equations, issues in optimization and control of stochastic partial differential equations, reduced-order models and domain decomposition, discretization error estimates for optimal control problems, and control of quantum-dynamical systems. These contributions originate from the “International Workshop on Control and Optimization of PDEs” in Mariatrost in October 2011. This book is an excellent resource for students and researchers in control or optimization of differential equations. Readers interested in theory or in numerical algorithms will find this book equally useful.

Book Description :

This book offers a comprehensive collection of the most advanced numerical techniques for the efficient and effective solution of simulation and optimization problems governed by systems of time-dependent differential equations. The contributions present various approaches to time domain decomposition, focusing on multiple shooting and parareal algorithms. The range of topics covers theoretical analysis of the methods, as well as their algorithmic formulation and guidelines for practical implementation. Selected examples show that the discussed approaches are mandatory for the solution of challenging practical problems. The practicability and efficiency of the presented methods is illustrated by several case studies from fluid dynamics, data compression, image processing and computational biology, giving rise to possible new research topics. This volume, resulting from the workshop Multiple Shooting and Time Domain Decomposition Methods, held in Heidelberg in May 2013, will be of great interest to applied mathematicians, computer scientists and all scientists using mathematical methods.

Book Description :

This edited monograph collects research contributions and addresses the advancement of efficient numerical procedures in the area of model order reduction (MOR) for simulation, optimization and control. The topical scope includes, but is not limited to, new out-of-the-box algorithmic solutions for scientific computing, e.g. reduced basis methods for industrial problems and MOR approaches for electrochemical processes. The target audience comprises research experts and practitioners in the field of simulation, optimization and control, but the book may also be beneficial for graduate students alike.

Book Description :

“…a timely contribution to a field of growing importance. This carefully edited book presents a rich collection of chapters ranging from mathematical methodology to emerging applications. I recommend it to students as a rigorous and comprehensive presentation of simulation-based optimization and to researchers as an overview of recent advances and challenges in the field.” — Jorge Nocedal, Professor, Northwestern University.Many engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs—and the requirement for rapid solution—pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Despite difficulties, there is a pressing need to capitalize on continuing advances in computing power to develop optimization methods that will replace simple rule-based decision making with optimized decisions based on complex PDE simulations. Audience The book is aimed at readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in “offline” optimization contexts and are interested in moving to “online” optimization.Contents Preface; Part I: Concepts and Properties of Real-Time, Online Strategies. Chapter 1: Constrained Optimal Feedback Control of Systems Governed by Large Differential Algebraic Equations; Chapter 2: A Stabilizing Real-Time Implementation of Nonlinear Model Predictive Control; Chapter 3: Numerical Feedback Controller Design for PDE Systems Using Model Reduction: Techniques and Case Studies; Chapter 4: Least-Squares Finite Element Method for Optimization and Control Problems; Part II: Fast PDE-Constrained Optimization Solvers. Chapter 5: Space-Time Multigrid Methods for Solving Unsteady Optimal Control Problems; Chapter 6: A Time-Parallel Implicit Methodology for the Near-Real-Time Solution of Systems of Linear Oscillators; Chapter 7: Generalized SQP Methods with “Parareal” Time-Domain Decomposition for Time-Dependent PDE-Constrained Optimization; Chapter 8: Simultaneous Pseudo-Timestepping for State-Constrained Optimization Problems in Aerodynamics; Chapter 9: Digital Filter Stepsize Control in DASPK and Its Effect on Control Optimization Performance; Part III: Reduced Order Modeling. Chapter 10: Certified Rapid Solution of Partial Differential Equations for Real-Time Parameter Estimation and Optimization; Chapter 11: Model Reduction for Large-Scale Applications in Computational Fluid Dynamics; Chapter 12: Suboptimal Feedback Control of Flow Separation by POD Model Reduction; Part IV: Applications. Chapter 13: A Combined Shape-Newton and Topology Optimization Technique in Real-Time Image Segmentation; Chapter 14: COFIR: Coarse and Fine Image Registration; Chapter 15: Real-Time, Large Scale Optimization of Water Network Systems Using a Sub-domain Approach; Index.