CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION

Pameterized Partial Differential Equations

David Amsallem & Charbel Farhat

Stanford University
cfarhat@stanford.edu

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

Outline

1 Initial Boundary Value Problems

2 Parameters of Interest
3 Semi-discretization Processes and Dynamical Systems
4 The Case for Model Reduction
5 Subspace Approximation

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

Initial Boundary Value Problems

Partial differential equation (PDE)

L(W, x, t) = 0
W = W(x, t) Rq : state variable
x Rd , d 3: space variable
t 0: time variable

Examples:
Navier-Stokes equations
Hogkin-Huxley equations
Schrodinger equations

Associated boundary conditions

B(W, xBC , t) = 0
Dirichlet BC
Neumann BC

Initial condition
W0 (x) = WIC (x)
David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

Initial Boundary Value Problems
Parameterized PDE

Parametrized partial differential equation (PDE)

L(W, x, t; ) = 0
Associated boundary conditions
B(W, xBC , t; ) = 0
Initial condition
W0 (x) = WIC (x, )
D Rp : parameter vector

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

Parameters of Interest

Material parameters
Shape parameters

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

Parameters of Interest

Initial condition
Boundary conditions

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

Semi-discretization Processes and Dynamical Systems
Semi-discretized problem

The PDE is discretized in space by one of the following methods

Finite Differences approximation
Finite Element method
Finite Volumes method
Discontinuous Galerkin method
Spectral methods....

This leads to a system of N = q Nspace ordinary differential

equations (ODEs)
dw
= f(w, t; )
dt
in terms of the discretized state variable
w = w(t; ) RN
with initial condition w(0; ) = w0 ()
This is the high-dimensional model (HDM)
David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction

Multi-query context

Routine analysis
Uncertainty quantification
Design optimization
Inverse problems
Optimal control
Model predictive control

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Multi-query Context

Routine analysis

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Multi-query Context

Routine analysis

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Multi-query Context

Uncertainty quantification

Monte-Carlo simulations,...
David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Multi-query Context

Design optimization

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Multi-query Context

Model predictive control

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Multi-query Context

Model predictive control

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Model Parameterized PDE

Advection-diffusion-reaction equation: W = W(x, t; ) solution of

W
+ U W W = fR (W, t, R ) for x
t
with appropriate boundary and initial conditions
W(x, t; ) = WD (x, t; D ) for x D
W(x, t; ) n(x) = 0 for x N
W(x, 0; ) = W0 (x; IC ) for x
Parameters of interest
= [U1 , , Ud , , R , D , IC ]

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Parameterized Solutions

Two dimensional advection-diffusion equation

W
+ U W W = 0 for x
t
with boundary and initial conditions
W(x, t; ) = WD (x, t; D ) for x D
W(x, t; ) n(x) = 0 for x N
W(x, 0; ) = W0 (x) for x

N
D

N
David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Parameterized Solutions

Two dimensional advection-diffusion equation

W
+ U W W = 0 for x
t
with boundary and initial conditions
W(x, t; ) = WD (x, t; D ) for x D
W(x, t; ) n(x) = 0 for x N
W(x, 0; ) = W0 (x) for x
p = 4 parameters of interest
= [U1 , U2 , , D ] R4
w RN with N = 2, 701
David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

The Case for Model Reduction
Parameterized Solutions

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs

CME 345: MODEL REDUCTION - Parameterized PDEs

Subspace Approximation

Can we reuse solutions for different parameter values?

Idea: use linear combinations of pre-computed solutions (snapshots)
w(t; ) q1 (t; )w(t1 ; 1 ) + + qk (t; )w(tk ; k )
w(ti ; i ) RN : pre-computed solution at (ti , i )
qi (t; ) R: coefficient in the expansion

The parameterized solution w(t; ) is then constrained to belonging

to the subspace
S = span {w(t1 ; 1 ), , w(tk ; k )}
Subspace dimension
dim (S) = rank [w(t1 ; 1 ), , w(tk ; k )] k

David Amsallem & Charbel Farhat Stanford University cfarhat@stanford.edu

CME 345: MODEL REDUCTION - Parameterized PDEs