1. Incremental proper orthogonal decomposition for PDE simulation data
- Author
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Jiguang Shen, Hiba Fareed, John R. Singler, and Yangwen Zhang
- Subjects
Mathematical optimization ,Partial differential equation ,Numerical analysis ,MathematicsofComputing_NUMERICALANALYSIS ,010103 numerical & computational mathematics ,Solver ,01 natural sciences ,Finite element method ,Mathematics::Numerical Analysis ,010101 applied mathematics ,Computational Mathematics ,Computational Theory and Mathematics ,Discontinuous Galerkin method ,Modeling and Simulation ,Singular value decomposition ,Applied mathematics ,0101 mathematics ,Galerkin method ,Eigenvalues and eigenvectors ,Mathematics - Abstract
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. The algorithm is applicable to data generated by many numerical methods for PDEs, including finite element and discontinuous Galerkin methods. The algorithm initializes and efficiently updates the dominant POD eigenvalues and modes during the time stepping in a PDE solver without storing the simulation data. We prove that the algorithm without truncation updates the POD exactly. We demonstrate the effectiveness of the algorithm using finite element computations for a 1D Burgers’ equation and a 2D Navier–Stokes problem.
- Published
- 2018
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