Direct Methods for PDE-constrained Optimization Using Derivative-extended POD Reduced-order Models
Author: Andreas Schmidt
Publisher:
Published: 2014
Total Pages:
ISBN-13:
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Author: Andreas Schmidt
Publisher:
Published: 2014
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Subhendu Bikash Hazra
Publisher: Springer Science & Business Media
Published: 2009-12-16
Total Pages: 216
ISBN-13: 3642015026
DOWNLOAD EBOOKWith continuous development of modern computing hardware and applicable - merical methods, computational ?uid dynamics (CFD) has reached certain level of maturity so that it is being used routinely by scientists and engineers for ?uid ?ow analysis. Since most of the real-life applications involve some kind of optimization, it has been natural to extend the use of CFD tools from ?ow simulation to simu- tion based optimization. However, the transition from simulation to optimization is not straight forward, it requires proper interaction between advanced CFD meth- ologies and state-of-the-art optimization algorithms. The ultimate goal is to achieve optimal solution at the cost of few ?ow solutions. There is growing number of - search activities to achieve this goal. This book results from my work done on simulation based optimization problems at the Department of Mathematics, University of Trier, and reported in my postd- toral thesis (”Habilitationsschrift”) accepted by the Faculty-IV of this University in 2008. The focus of the work has been to develop mathematical methods and - gorithms which lead to ef?cient and high performance computational techniques to solve such optimization problems in real-life applications. Systematic development of the methods and algorithms are presented here. Practical aspects of implemen- tions are discussed at each level as the complexity of the problems increase, suppo- ing with enough number of computational examples.
Author: Elizabeth Yi Qian
Publisher:
Published: 2017
Total Pages: 67
ISBN-13:
DOWNLOAD EBOOKParameter optimization problems constrained by partial differential equations (PDEs) appear in many science and engineering applications. The PDE usually describes the underlying system or component behavior, while the parameters identify a particular configurations of the component, such as boundary and initial conditions, material properties, and geometry. Solving these optimization problems may require a prohibitively large number of computationally expensive PDE solves, particularly if the parameter dimension is high. It is therefore advantageous to replace expensive high-dimensional PDE solvers (e.g., finite element) with lower-dimension surrogate models. This work builds on the reduced basis (RB) method, a model reduction method that allows efficient and reliable reduced order approximations for a large class of parametrized PDEs. Traditionally, RB models are generated during a computationally expensive offline phase for a certain admissible parameter space. The optimization problem can then be solved efficiently during the online phase. However, since the RB model is only evaluated along the optimization trajectory, building an RB model for the entire admissible parameter set incurs superfluous offline costs. In this thesis, we break from the traditional RB offline/online decomposition and use a trust region framework to adaptiviely build the RB model along the optimization trajectory only. Novel a posteriori error bounds on the RB cost and cost gradient for quadratic cost functionals (e.g., least squares) are presented, and used to guarantee convergence to the optimum of the high-fidelity model. The proposed certified RB trust region approach uses high-fidelity solves to update the RB model only if the approximation is no longer sufficiently accurate, reducing the number of full-fidelity solves required. We consider problems governed by elliptic and parabolic PDEs and present numerical results for a thermal fin model problem in which we are able to reduce the number of full solves necessary for the optimization by up to 86%.
Author: Lorenz T. Biegler
Publisher: SIAM
Published: 2007-01-01
Total Pages: 335
ISBN-13: 9780898718935
DOWNLOAD EBOOKMany engineering and scientific problems in design, control, and parameter estimation can be formulated as optimization problems that are governed by partial differential equations (PDEs). The complexities of the PDEs--and the requirement for rapid solution--pose significant difficulties. A particularly challenging class of PDE-constrained optimization problems is characterized by the need for real-time solution, i.e., in time scales that are sufficiently rapid to support simulation-based decision making. Real-Time PDE-Constrained Optimization, the first book devoted to real-time optimization for systems governed by PDEs, focuses on new formulations, methods, and algorithms needed to facilitate real-time, PDE-constrained optimization. In addition to presenting state-of-the-art algorithms and formulations, the text illustrates these algorithms with a diverse set of applications that includes problems in the areas of aerodynamics, biology, fluid dynamics, medicine, chemical processes, homeland security, and structural dynamics. Audience: readers who have expertise in simulation and are interested in incorporating optimization into their simulations, who have expertise in numerical optimization and are interested in adapting optimization methods to the class of infinite-dimensional simulation problems, or who have worked in "offline" optimization contexts and are interested in moving to "online" optimization.
Author: Alfio Quarteroni
Publisher: Springer
Published: 2014-06-05
Total Pages: 338
ISBN-13: 3319020900
DOWNLOAD EBOOKThis monograph addresses the state of the art of reduced order methods for modeling and computational reduction of complex parametrized systems, governed by ordinary and/or partial differential equations, with a special emphasis on real time computing techniques and applications in computational mechanics, bioengineering and computer graphics. Several topics are covered, including: design, optimization, and control theory in real-time with applications in engineering; data assimilation, geometry registration, and parameter estimation with special attention to real-time computing in biomedical engineering and computational physics; real-time visualization of physics-based simulations in computer science; the treatment of high-dimensional problems in state space, physical space, or parameter space; the interactions between different model reduction and dimensionality reduction approaches; the development of general error estimation frameworks which take into account both model and discretization effects. This book is primarily addressed to computational scientists interested in computational reduction techniques for large scale differential problems.
Author: Jan S Hesthaven
Publisher: Springer
Published: 2015-08-20
Total Pages: 139
ISBN-13: 3319224700
DOWNLOAD EBOOKThis 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.
Author: Peter Benner
Publisher: Walter de Gruyter GmbH & Co KG
Published: 2020-12-07
Total Pages: 465
ISBN-13: 3110497751
DOWNLOAD EBOOKAn increasing complexity of models used to predict real-world systems leads to the need for algorithms to replace complex models with far simpler ones, while preserving the accuracy of the predictions. This three-volume handbook covers methods as well as applications. This third volume focuses on applications in engineering, biomedical engineering, computational physics and computer science.
Author: Athanasios C. Antoulas
Publisher: SIAM
Published: 2009-06-25
Total Pages: 489
ISBN-13: 0898716586
DOWNLOAD EBOOKMathematical models are used to simulate, and sometimes control, the behavior of physical and artificial processes such as the weather and very large-scale integration (VLSI) circuits. The increasing need for accuracy has led to the development of highly complex models. However, in the presence of limited computational accuracy and storage capabilities model reduction (system approximation) is often necessary. Approximation of Large-Scale Dynamical Systems provides a comprehensive picture of model reduction, combining system theory with numerical linear algebra and computational considerations. It addresses the issue of model reduction and the resulting trade-offs between accuracy and complexity. Special attention is given to numerical aspects, simulation questions, and practical applications.
Author: Peter Benner
Publisher: SIAM
Published: 2017-07-06
Total Pages: 421
ISBN-13: 161197481X
DOWNLOAD EBOOKMany physical, chemical, biomedical, and technical processes can be described by partial differential equations or dynamical systems. In spite of increasing computational capacities, many problems are of such high complexity that they are solvable only with severe simplifications, and the design of efficient numerical schemes remains a central research challenge. This book presents a tutorial introduction to recent developments in mathematical methods for model reduction and approximation of complex systems. Model Reduction and Approximation: Theory and Algorithms contains three parts that cover (I) sampling-based methods, such as the reduced basis method and proper orthogonal decomposition, (II) approximation of high-dimensional problems by low-rank tensor techniques, and (III) system-theoretic methods, such as balanced truncation, interpolatory methods, and the Loewner framework. It is tutorial in nature, giving an accessible introduction to state-of-the-art model reduction and approximation methods. It also covers a wide range of methods drawn from typically distinct communities (sampling based, tensor based, system-theoretic).?? This book is intended for researchers interested in model reduction and approximation, particularly graduate students and young researchers.
Author: Peter Benner
Publisher: Springer
Published: 2017-09-05
Total Pages: 503
ISBN-13: 3319587862
DOWNLOAD EBOOKThe special volume offers a global guide to new concepts and approaches concerning the following topics: reduced basis methods, proper orthogonal decomposition, proper generalized decomposition, approximation theory related to model reduction, learning theory and compressed sensing, stochastic and high-dimensional problems, system-theoretic methods, nonlinear model reduction, reduction of coupled problems/multiphysics, optimization and optimal control, state estimation and control, reduced order models and domain decomposition methods, Krylov-subspace and interpolatory methods, and applications to real industrial and complex problems. The book represents the state of the art in the development of reduced order methods. It contains contributions from internationally respected experts, guaranteeing a wide range of expertise and topics. Further, it reflects an important effor t, carried out over the last 12 years, to build a growing research community in this field. Though not a textbook, some of the chapters can be used as reference materials or lecture notes for classes and tutorials (doctoral schools, master classes).