Certified real‐time solution of the parametrized steady incompressible Navier–Stokes equations: rigorous reduced‐basis a posteriori error bounds
TL;DR: This paper extends the methodology to the parametrized steady incompressible Navier–Stokes equations and exploits affine parametric structure and offline–online computational decompositions to provide real‐time deployed response.
Abstract: We present a technique for the evaluation of linear-functional outputs of parametrized elliptic partial differential equations in the context of deployed (in service) systems. Deployed systems require real-time and certified output prediction in support of immediate and safe (feasible) action. The two essential components of our approach are (i) rapidly, uniformly convergent reduced-basis approximations, and (ii) associated rigorous and sharp a posteriori error bounds; in both components we exploit affine parametric structure and oflline-online computational decompositions to provide real-time deployed response. In this paper we extend our methodology to the parametrized steady incompressible Navier-Stokes equations. We invoke the Brezzi-Rappaz-Raviart theory for analysis of variational approximations of non-linear partial differential equations to construct rigorous, quantitative, sharp, inexpensive a posteriori error estimators
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TL;DR: Model reduction aims to reduce the computational burden by generating reduced models that are faster and cheaper to simulate, yet accurately represent the original large-scale system behavior as mentioned in this paper. But model reduction of linear, nonparametric dynamical systems has reached a considerable level of maturity, as reflected by several survey papers and books.
Abstract: Numerical simulation of large-scale dynamical systems plays a fundamental role in studying a wide range of complex physical phenomena; however, the inherent large-scale nature of the models often leads to unmanageable demands on computational resources. Model reduction aims to reduce this computational burden by generating reduced models that are faster and cheaper to simulate, yet accurately represent the original large-scale system behavior. Model reduction of linear, nonparametric dynamical systems has reached a considerable level of maturity, as reflected by several survey papers and books. However, parametric model reduction has emerged only more recently as an important and vibrant research area, with several recent advances making a survey paper timely. Thus, this paper aims to provide a resource that draws together recent contributions in different communities to survey the state of the art in parametric model reduction methods. Parametric model reduction targets the broad class of problems for wh...
1,230 citations
TL;DR: (hierarchical, Lagrange) reduced basis approximation and a posteriori error estimation for linear functional outputs of affinely parametrized elliptic coercive partial differential equations are considered.
Abstract: In this paper we consider (hierarchical, La-grange)reduced basis approximation anda posteriori error estimation for linear functional outputs of affinely parametrized elliptic coercive partial differential equa-tions. The essential ingredients are (primal-dual)Galer-kin projection onto a low-dimensional space associated with a smooth “parametric manifold” - dimension re-duction; efficient and effective greedy sampling meth-ods for identification of optimal and numerically stable approximations - rapid convergence;a posteriori er-ror estimation procedures - rigorous and sharp bounds for the linear-functional outputs of interest; and Offine-Online computational decomposition strategies - min-imummarginal cost for high performance in the real-time/embedded (e.g., parameter-estimation, control)and many-query (e.g., design optimization, multi-model/ scale)contexts. We present illustrative results for heat conduction and convection-diffusion,inviscid flow, and linear elasticity; outputs include transport rates, added mass,and stress intensity factors.
1,090 citations
Book•
01 Sep 2015TL;DR: In this article, the authors provide a thorough introduction to the mathematical and algorithmic aspects of certified reduced basis methods for parametrized partial differential equations, including model construction, error estimation and computational efficiency.
Abstract: 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.
831 citations
TL;DR: In many situations across computational science and engineering, multiple computational models are available that describe a system of interest as discussed by the authors, and these different models have varying evaluation costs, i.e.
Abstract: In many situations across computational science and engineering, multiple computational models are available that describe a system of interest. These different models have varying evaluation costs...
678 citations
TL;DR: In this article, the authors acknowledge the partial support of the National Science Foundation Graduate Fellowship and the National Defense Science and Engineering Graduate Fellowship for a research grant from King Abdullah University of Science and Technology (KAUST) and Stanford University.
Abstract: The first author acknowledges the partial support by a National Science Foundation Graduate Fellowship and the partial support by a National Defense Science and Engineering Graduate Fellowship. The second and third authors acknowledge the partial support by the Motor Sports Division of the Toyota Motor Corporation under Agreement Number 48737, and the partial support by a research grant from the Academic Excellence Alliance program between King Abdullah University of Science and Technology (KAUST) and Stanford University. All authors also acknowledge the constructive comments received during the review process.
591 citations
References
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Book•
19 Jun 1986
TL;DR: This paper presents the results of an analysis of the "Stream Function-Vorticity-Pressure" Method for the Stokes Problem in Two Dimensions and its applications to Mixed Approximation and Homogeneous Stokes Equations.
Abstract: I. Mathematical Foundation of the Stokes Problem.- 1. Generalities on Some Elliptic Boundary Value Problems.- 1.1. Basic Concepts on Sobolev Spaces.- 1.2. Abstract Elliptic Theory.- 1.3. Example 1: Dirichlet's Problem for the Laplace Operator.- 1.4. Example 2: Neumann's Problem for the Laplace Operator.- 1.5. Example 3: Dirichlet's Problem for the Biharmonic Operator.- 2. Function Spaces for the Stokes Problem.- 2.1. Preliminary Results.- 2.2. Some Properties of Spaces Related to the Divergence Operator.- 2.3. Some Properties of Spaces Related to the Curl Operator.- 3. A Decomposition of Vector Fields.- 3.1. Decomposition of Two-Dimensional Vector Fields.- 3.2. Application to the Regularity of Functions of H(div ?) ? H(curl ?).- 3.3. Decomposition of Three-Dimensional Vector Fields.- 3.4. The Imbedding of H(div ?) ? H0 (curl ?) into H1(?)3.- 3.5. The Imbedding of H0(div ?) ? H (curl ?) into H1(?)3.- 4. Analysis of an Abstract Variational Problem.- 4.1. A General Result.- 4.2. A Saddle-Point Approach.- 4.3. Approximation by Regularization or Penalty.- 4.4. Iterative Methods of Gradient Type.- 5. The Stokes Equations.- 5.1. The Dirichlet Problem in the Velocity-Pressure Formulation.- 5.2. The Stream Function Formulation of the Dirichlet Problem in Two Dimensions.- 5.3. The Three-Dimensional Case.- Appendix A. Results of Standard Finite Element Approximation.- A.l. Triangular Finite Elements.- A.2. Quadrilateral Finite Elements.- A.3. Interpolation of Discontinuous Functions.- II. Numerical Solution of the Stokes Problem in the Primitive Variables.- 1. General Approximation.- 1.1. An Abstract Approximation Result.- 1.2. Decoupling the Computation of uh and ?h.- 1.3. Application to the Homogeneous Stokes Problem.- 1.4. Checking the inf-sup Condition.- 2. Simplicial Finite Element Methods Using Discontinuous Pressures.- 2.1. A First Order Approximation on Triangular Elements.- 2.2. Higher-Order Approximation on Triangular Elements.- 2.3. The Three-Dimensional case: First and Higher-Order Schemes.- 3. Quadrilateral Finite Element Methods Using Discontinuous Pressures.- 3.1. A quadrilateral Finite Element of Order One.- 3.2. Higher-Order Quadrilateral Elements.- 3.3. An Example of Checkerboard Instability: the Q1 - P0 Element.- 3.4. Error Estimates for the Q1 - P0 Element.- 4. Continuous Approximation of the Pressure.- 4.1. A First Order Method: the "Mini" Finite Element.- 4.2. The "Hood-Taylor" Finite Element Method.- 4.3. The "Glowinski-Pironneau" Finite Element Method.- 4.4. Implementation of the Glowinski-Pironneau Scheme.- III. Incompressible Mixed Finite Element Methods for Solving the Stokes Problem.- 1. Mixed Approximation of an Abstract Problem.- 1.1. A Mixed Variational Problem.- 1.2. Abstract Mixed Approximation.- 2. The "Stream Function-Vorticity-Pressure" Method for the Stokes Problem in Two Dimensions.- 2.1. A Mixed Formulation.- 2.2. Mixed Approximation and Application to Finite Elements of Degree l.- 2.3. The Technique of Mesh-Dependent Norms.- 3. Further Topics on the "Stream Function-Vorticity-Pressure" Scheme.- 3.1. Refinement of the Error Analysis.- 3.2. Super Convergence Using Quadrilateral Finite Elements of Degree l.- 4. A "Stream Function-Gradient of Velocity Tensor" Method in Two Dimensions.- 4.1. The Hellan-Herrmann-Johnson Formulation.- 4.2. Approximation with Triangular Finite Elements of Degree l.- 4.3. Additional Results for the Hellan-Herrmann-Johnson Scheme.- 4.4. Discontinuous Approximation of the Pressure.- 5. A "Vector Potential-Vorticity" Scheme in Three Dimensions.- 5.1. A Mixed Formulation of the Three-Dimensional Stokes Problem.- 5.2. Mixed Approximation in H(curl ?).- 5.3. A Family of Conforming Finite Elements in H(curl ?).- 5.4. Error Analysis for Finite Elements of Degree l.- 5.5. Discontinuous Approximation of the Pressure.- IV. Theory and Approximation of the Navier-Stokes Problem.- 1. A Class of Nonlinear Problems.- s Problem for the Laplace Operator.- 1.5. Example 3: Dirichlet's Problem for the Biharmonic Operator.- 2. Function Spaces for the Stokes Problem.- 2.1. Preliminary Results.- 2.2. Some Properties of Spaces Related to the Divergence Operator.- 2.3. Some Properties of Spaces Related to the Curl Operator.- 3. A Decomposition of Vector Fields.- 3.1. Decomposition of Two-Dimensional Vector Fields.- 3.2. Application to the Regularity of Functions of H(div ?) ? H(curl ?).- 3.3. Decomposition of Three-Dimensional Vector Fields.- 3.4. The Imbedding of H(div ?) ? H0 (curl ?) into H1(?)3.- 3.5. The Imbedding of H0(div ?) ? H (curl ?) into H1(?)3.- 4. Analysis of an Abstract Variational Problem.- 4.1. A General Result.- 4.2. A Saddle-Point Approach.- 4.3. Approximation by Regularization or Penalty.- 4.4. Iterative Methods of Gradient Type.- 5. The Stokes Equations.- 5.1. The Dirichlet Problem in the Velocity-Pressure Formulation.- 5.2. The Stream Function Formulation of the Dirichlet Problem in Two Dimensions.- 5.3. The Three-Dimensional Case.- Appendix A. Results of Standard Finite Element Approximation.- A.l. Triangular Finite Elements.- A.2. Quadrilateral Finite Elements.- A.3. Interpolation of Discontinuous Functions.- II. Numerical Solution of the Stokes Problem in the Primitive Variables.- 1. General Approximation.- 1.1. An Abstract Approximation Result.- 1.2. Decoupling the Computation of uh and ?h.- 1.3. Application to the Homogeneous Stokes Problem.- 1.4. Checking the inf-sup Condition.- 2. Simplicial Finite Element Methods Using Discontinuous Pressures.- 2.1. A First Order Approximation on Triangular Elements.- 2.2. Higher-Order Approximation on Triangular Elements.- 2.3. The Three-Dimensional case: First and Higher-Order Schemes.- 3. Quadrilateral Finite Element Methods Using Discontinuous Pressures.- 3.1. A quadrilateral Finite Element of Order One.- 3.2. Higher-Order Quadrilateral Elements.- 3.3. An Example of Checkerboard Instability: the Q1 - P0 Element.- 3.4. Error Estimates for the Q1 - P0 Element.- 4. Continuous Approximation of the Pressure.- 4.1. A First Order Method: the "Mini" Finite Element.- 4.2. The "Hood-Taylor" Finite Element Method.- 4.3. The "Glowinski-Pironneau" Finite Element Method.- 4.4. Implementation of the Glowinski-Pironneau Scheme.- III. Incompressible Mixed Finite Element Methods for Solving the Stokes Problem.- 1. Mixed Approximation of an Abstract Problem.- 1.1. A Mixed Variational Problem.- 1.2. Abstract Mixed Approximation.- 2. The "Stream Function-Vorticity-Pressure" Method for the Stokes Problem in Two Dimensions.- 2.1. A Mixed Formulation.- 2.2. Mixed Approximation and Application to Finite Elements of Degree l.- 2.3. The Technique of Mesh-Dependent Norms.- 3. Further Topics on the "Stream Function-Vorticity-Pressure" Scheme.- 3.1. Refinement of the Error Analysis.- 3.2. Super Convergence Using Quadrilateral Finite Elements of Degree l.- 4. A "Stream Function-Gradient of Velocity Tensor" Method in Two Dimensions.- 4.1. The Hellan-Herrmann-Johnson Formulation.- 4.2. Approximation with Triangular Finite Elements of Degree l.- 4.3. Additional Results for the Hellan-Herrmann-Johnson Scheme.- 4.4. Discontinuous Approximation of the Pressure.- 5. A "Vector Potential-Vorticity" Scheme in Three Dimensions.- 5.1. A Mixed Formulation of the Three-Dimensional Stokes Problem.- 5.2. Mixed Approximation in H(curl ?).- 5.3. A Family of Conforming Finite Elements in H(curl ?).- 5.4. Error Analysis for Finite Elements of Degree l.- 5.5. Discontinuous Approximation of the Pressure.- IV. Theory and Approximation of the Navier-Stokes Problem.- 1. A Class of Nonlinear Problems.- 2. Theory of the Steady-State Navier-Stokes Equations.- 2.1. The Dirichlet Problem in the Velocity-Pressure Formulation.- 2.2. The Stream Function Formulation of the Homogeneous Problem..- 3. Approximation of Branches of Nonsingular Solutions.- 3.1. An Abstract Framework.- 3.2. Approximation of Branches of Nonsingular Solutions.- 3.3. Application to a Class of Nonlinear Problems.- 3.4. Non-Differentiable Approximation of Branches of Nonsingular Solutions.- 4. Numerical Analysis of Centered Finite Element Schemes.- 4.1. Formulation in Primitive Variables: Methods Using Discontinuous Pressures.- 4.2. Formulation in Primitive Variables: the Case of Continuous Pressures.- 4.3. Mixed Incompressible Methods: the "Stream Function-Vorticity" Formulation.- 4.4. Remarks on the "Stream Function-Gradient of Velocity Tensor" Scheme.- 5. Numerical Analysis of Upwind Schemes.- 5.1. Upwinding in the Stream Function-Vorticity Scheme.- 5.2. Error Analysis of the Upwind Scheme.- 5.3. Approximating the Pressure with the Upwind Scheme.- 6. Numerical Algorithms.- 2.11. General Methods of Descent and Application to Gradient Methods.- 2.12. Least-Squares and Gradient Methods to Solve the Navier-Stokes Equations.- 2.13. Newton's Method and the Continuation Method.- References.- Index of Mathematical Symbols.
5,572 citations
TL;DR: The best constant for the simplest Sobolev inequality was proved in this paper by symmetrizations (rearrangements in the sense of Hardy-Littlewood) and one-dimensional calculus of variations.
Abstract: The best constant for the simplest Sobolev inequality is exhibited. The proof is accomplished by symmetrizations (rearrangements in the sense of Hardy-Littlewood) and one-dimensional calculus of variations.
2,011 citations
"Certified real‐time solution of the..." refers background in this paper
...Our key new ingredients are appropriate approximations and associated o ine–online computational procedures for calculation of (a) the dual norm of the requisite residuals, (b) an upper bound for the ‘L4( ) − H 1( )’ Sobolev embedding continuity constant [15, 16], (c) a lower bound for the Babu ska inf–sup stability factor, and (d) the adjoint contributions associated with the output....
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...As our point of departure, we note [15, 16] that =(2=̂min), where (̂; ̂)∈ (R+; Ỹ ) satis es the Euler–Lagrange equation (̂; v)Y = ̂ ∫ ̂ĵĵivi, ∀v∈ Ỹ , ‖̂‖L4( ) = 1, and (̂min; ̂min) denotes the ground state....
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...is a Sobolev embedding constant [15, 16] and ‖v‖Lp( ) ≡ ( ∫ (vivi) p=2)1=p....
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01 Jan 1979
TL;DR: A mixed finite element method for solving the stokes problem and the time-dependent navier-stokes equations are presented.
Abstract: Mathematical foundation of the stokes problem.- Numerical solution of the stokes problem a classical method.- A mixed finite element method for solving the stokes problem.- The stationary navier-stokes equations.- The time-dependent navier-stokes equations.- Erratum.
1,238 citations
"Certified real‐time solution of the..." refers methods in this paper
...We next introduce the key parameters required by the BRR theory [11–13]....
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...To construct our a posteriori estimators, we invoke the Brezzi–Rappaz–Raviart (BRR) theory for analysis of variational approximations of nonlinear partial di erential equations [11–14]....
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TL;DR: The method is ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.
Abstract: We present a technique for the rapid and reliable prediction of linear-functional outputs of elliptic (and parabolic) partial differential equations with affine parameter dependence. The essential components are (i) (provably) rapidly convergent global reduced basis approximations, Galerkin projection onto a space W(sub N) spanned by solutions of the governing partial differential equation at N selected points in parameter space; (ii) a posteriori error estimation, relaxations of the error-residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs of interest; and (iii) off-line/on-line computational procedures, methods which decouple the generation and projection stages of the approximation process. The operation count for the on-line stage, in which, given a new parameter value, we calculate the output of interest and associated error bound, depends only on N (typically very small) and the parametric complexity of the problem; the method is thus ideally suited for the repeated and rapid evaluations required in the context of parameter estimation, design, optimization, and real-time control.
588 citations
Book•
12 Oct 1989
TL;DR: This book discusses problems, formulations, Algorithms, and other issues that have not been Considered in the area of discretization of the Discrete Equations, as well as some of the methods used in solving these problems.
Abstract: Discretization of the Primitive Variable Formulation: A Primitive Variable Formulation. The Finite Element Problem and the Div-St abi lity Condition. Finite Element Spaces. Alternate Weak Forms, Boundary Conditions and Numerical Integration. Penalty Methods. Solution of the Discrete Equations: Newton's Method and Other Iterative Methods. Solving the Linear Systems. Solution Methods for Large Reynolds Numbers. Time Dependent Problems: A Weak Formulation and Spatial Discretizations. Time Discretizations. The Streamfunction-Vorticity Formulation: Algorithms for the Streamfunction-Vorticity Equations. Solution Techniques for Multiply Connected Domains. The Streamfunction Formulation: Algorithms for Determining Streamfunction Approximations. Eigenvalue Problems Connected with Stability Studies for Viscous Flows: Energy Stability Analysis of Viscous Flows. Linearized Stability Analysis of Stationary Viscous Flows. Exterior Problems: Truncated Domain-Artificial Boundary Condition Methods. Nonlinear Constitutive Relations: A Ladyzhenskaya Model and Algebraic Turbulence Models. Bingham Fluids. Electromagnetically or Thermally Coupled Flows: Flows of Liquid Metals. The Boussinesq Equations. Remarks on Some Topics That Have Not Been Considered: Problems, Formulations, Algorithms, and Other Issues That Have Not Been Considered. Bibliography. Glossary of Symbols. Index.
491 citations
"Certified real‐time solution of the..." refers background or methods in this paper
...§We choose Y to be the (discretely) incompressible space of dimension N=4762 derived from a Taylor–Hood P2 − P1 approximation space [8] with 5538 velocity and 776 pressure degrees-of-freedom....
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...) RB approximation [2–7] takes advantage of the dimension reduction a orded by the (smooth) parametrically-induced solution manifold: successful application to the incompressible Navier–Stokes equations [8–10] is well documented; our emphasis is thus on the development and application of rigorous a posteriori error estimation procedures....
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