Stabilized reduced basis method for parametrized advection-diffusion PDEs

The aim of this master thesis is to study and develop a stabilized reduced basis method suitable for the approximation of the solution of parametrized advection-diffusion PDEs with high Péclet number, that is, roughly, the ratio between the advection coefficient and the diffusion one. Advection-diffusion equations are very important in many engineering applications, because they are used to model, for example, heat transfer phenomena or the diffusion of pollutants in the atmosphere. In such applications, we often need very fast evaluations of the approximated solution, depending on some input parameters. This happens, for example, in the case of real-time simulation. Moreover, we need rapid evaluations also if we have to perform repeated approximation of the solution, for different input parameters. An important case of this many-query situation is represented by some optimization problems, in which the objective function to optimize depends on the parameters through the solution of a PDE. The reduced basis (RB) method meets our need for rapidity and it is also able to guarantee the reliability of the solution, thanks to sharp a posteriori error bounds. We can find in literature many works about the application of the RB method to advection-diffusion problems but they mainly deal with equations in which the Péclet number is low. The need for stabilization arise from the fact that the finite element (FE) approximated solution - that the RB method aims to recover - shows strong instability problems that have to be fixed. In this work we want to go further in the study of the stabilization of the RB method for advection dominated problem in both steady and unsteady case. As regards the steady case, we first compare two possible stabilization strategies, by testing them on some test problems, in order to design an efficient stabilized reduced basis method. We will then test this method using the piecewise quadratic FE approximation as reference solution, instead of the usual piecewise linear one. We extend the method designed for the steady case to the time dependent case and we will carry out some numerical tests.

Reduced Basis Method for 3D Problems governed by Parametrized PDEs and Applications

Alberto Trezzini

In this thesis we will deal with the creation of a Reduced Basis (RB) approximation of parametrized Partial Differential Equations (PDE) for three-dimensional problems. The the idea behind RB is to decouple the generation and projection stages (Ofﬂine/Online computational proce- dures) of the approximation process in order to solve parametrized (PDE) in a fast, cheap and reliable way. The RB method, especially applied to 3D problems, allows great computational savings with respect to the clas- sical Galerkin Finite Element (FE) Method. The standard FE method is typically ill suited to (i) iterative contexts like in optimization, sensitivity analysis and many queries in general and (ii) real time evaluation. We consider both coercive and noncoercive PDEs. For each class we discuss the steps to set up a RB approximation, either from an analytical and a numerical point of view. Then we present the applications of the RB method to three different problems of engineering interest and applica- bility: (i) a steady thermal conductivity problem in heat transfer; (ii) a linear elasticity problem; (iii) Stokes ﬂows with emphasis on geometrical and physical parameters.

2010

Reduced Basis method for Isogeometric Analysis: application to structural problems

Marina Rinaldi

Isogeometric Analysis (IGA) is a computational methodology for the numerical approximation of Partial Differential Equations (PDEs). IGA is based on the isogeometric concept, for which the same basis functions, usually Non-Uniform Rational B-Splines (NURBS), are used both to represent the geometry and to approximate the unknown solutions of PDEs. Compared to the standard Finite Element method, NURBS-based IGA offers several advantages: ideally a direct interface with CAD tools, exact geometrical representation, simple refinement procedures, and smooth basis functions allowing to easily solve higher order problems, including structural shell problems. In these contexts, repeatedly solving a problem for a large set of geometric parameters might lead to high and eventually prohibitive computational cost. To cope with this problem, we consider in this work the Reduced Basis (RB) method for the solution of parameter dependent PDEs, specifically for which the NURBS representation of the computational domain is parameter dependent. RB refers to a technique that enables a rapid and reliable approximation of parametrized PDEs by constructing low dimensional approximation spaces. In this work, for the construction of the reduced spaces we adopt two different strategies, namely the Proper Orthogonal Decomposition and the greedy algorithm. In this thesis we combine RB and IGA for the efficient solution of parametrized problems for all the possible cases of NURBS geometrical parametrizations, which specifically include the NURBS control points, the weights, and both the control points and weights. In particular, we first focus on the solution of second order PDEs on parametrized lower dimensional manifolds, specifically surfaces in the three dimensional space. We consider geometrical parametrizations that entail a nonaffine dependence of the variational forms on the spatial coordinates and the geometric parameters. Thus, depending on the parametrization at hand and in order to ensure a suitable Offline/Online decomposition between the reduced order model construction and solution, we resort to the Empirical Interpolation Method (EIM) or the Matrix Discrete Empirical Interpolation Method (MDEIM), by comparing their performances. As application, we solve a class of benchmark structural problems modeled by Kirchoff-Love shells for which we consider NURBS geometric parametrizations and we apply the RB method to the solution of this class of fourth order PDEs. We highlight by means of numerical tests, the performance of the RB method applied to standard IGA approximation of parametrized shell geometries.

2015

A posteriori error estimation for partial differential equations with random input data

Diane Sylvie Guignard

This thesis is devoted to the derivation of error estimates for partial differential equations with random input data, with a focus on a posteriori error estimates which are the basis for adaptive strategies. Such procedures aim at obtaining an approximation of the solution with a given precision while minimizing the computational costs. If several sources of error come into play, it is then necessary to balance them to avoid unnecessary work. We are first interested in problems that contain small uncertainties approximated by finite elements. The use of perturbation techniques is appropriate in this setting since only few terms in the power series expansion of the exact random solution with respect to a parameter characterizing the amount of randomness in the problem are required to obtain an accurate approximation. The goal is then to perform an error analysis for the finite element approximation of the expansion up to a certain order. First, an elliptic model problem with random diffusion coefficient with affine dependence on a vector of independent random variables is studied. We give both a priori and a posteriori error estimates for the first term in the expansion for various norms of the error. The results are then extended to higher order approximations and to other sources of uncertainty, such as boundary conditions or forcing term. Next, the analysis of nonlinear problems in random domains is proposed, considering the one-dimensional viscous Burgers' equation and the more involved incompressible steady-state Navier-Stokes equations. The domain mapping method is used to transform the equations in random domains into equations in a fixed reference domain with random coefficients. We give conditions on the mapping and the input data under which we can prove the well-posedness of the problems and give a posteriori error estimates for the finite element approximation of the first term in the expansion. Finally, we consider the heat equation with random Robin boundary conditions. For this parabolic problem, the time discretization brings an additional source of error that is accounted for in the error analysis. The second part of this work consists in the analysis of a random elliptic diffusion problem that is approximated in the physical space by the finite element method and in the stochastic space by the stochastic collocation method on a sparse grid. Considering a random diffusion coefficient with affine dependence on a vector of independent random variables, we derive a residual-based a posteriori error estimate that controls the two sources of error. The stochastic error estimator is then used to drive an adaptive sparse grid algorithm which aims at alleviating the so-called curse of dimensionality inherent to tensor grids. Several numerical examples are given to illustrate the performance of the adaptive procedure.