Abstract
We consider parameterized parabolic partial differential equations (PDEs) with variable initial conditions, which are interpreted as a parameter function within the Reduced Basis Method (RBM). This means that we are facing an infinite-dimensional parameter space. We propose to use the space-time variational formulation of the parabolic PDE and show that this allows us to derive a two-step greedy method to determine offline separately the reduced basis for the initial value and the evolution. For the approximation of the initial value, we suggest to use an adaptive wavelet approximation. Online, for a given new parameter function, the reduced basis approximation depends on its (quasi-)best N-term approximation in terms of the wavelet basis. A corresponding offline-online decomposable error estimator is provided. Numerical experiments show the flexibility and the efficiency of the method.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
Note, that we also allow for time-dependent bilinear forms, i.e., non-LTI problems as e.g. in [6].
- 2.
If we use a function in space, say \(q \in V ^{\mathcal{J}}\), as initial value, we “embed” it into \(\mathit{Q}^{\mathcal{J}}\), i.e., we set \(\tau ^{0} \otimes q \in \mathit{Q}^{\mathcal{J}}\) with the temporal basis function τ 0 at t = 0.
References
Ali, M., Urban, K.: Reduced basis exact error estimates with wavelets. In: Numerical Mathematics and Advanced Applications - ENUMATH 2015. Springer, Berlin (2016)
Ali, M., Steih, K., Urban, K.: Reduced basis methods based upon adaptive snapshot computations. Ulm University, preprint, arXiv:1407.1708, p. 30 (2014)
Haasdonk, B., Ohlberger, M.: Reduced basis method for finite volume approximations of parametrized linear evolution equations. Math. Model. Numer. Anal. 42(2), 277–302 (2008)
Mayerhofer, A.: Reduced basis methods for parabolic PDEs with parameter functions in high dimensions and applications in finance. Ph.D. thesis, Ulm University (2016)
Mayerhofer, A., Urban, K.: A reduced basis method for parabolic partial differential equations with parameter functions and application to option pricing. J. Comput. Finance 20(4), 71–106 (2017)
Schwab, C., Stevenson, R.: Space-time adaptive wavelet methods for parabolic evolution problems. Math. Comput. 78(267), 1293–1318 (2009)
Showalter, R.E.: Monotone operators in Banach Space and Nonlinear Partial Differential Equations, vol. 49. American Mathematical Society, Providence (1997)
Urban, K.: Wavelet Methods for Elliptic Partial Differential Equations. Oxford University Press, Oxford (2009)
Urban, K., Patera, A.: A new error bound for reduced basis approximation of parabolic partial differential equations. C.R. Math. Acad. Sci. Paris 350(3–4), 203–207 (2012)
Urban, K., Patera, A.: An improved error bound for reduced basis approximation of linear parabolic problems. Math. Comput. 83(288), 1599–1615 (2014)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2017 Springer International Publishing AG
About this chapter
Cite this chapter
Mayerhofer, A., Urban, K. (2017). A Reduced Basis Method for Parameter Functions Using Wavelet Approximations. In: Benner, P., Ohlberger, M., Patera, A., Rozza, G., Urban, K. (eds) Model Reduction of Parametrized Systems. MS&A, vol 17. Springer, Cham. https://doi.org/10.1007/978-3-319-58786-8_5
Download citation
DOI: https://doi.org/10.1007/978-3-319-58786-8_5
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-58785-1
Online ISBN: 978-3-319-58786-8
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)