POD/DEIM Reduced-Order Modeling of Time-Fractional Partial Differential Equations with Applications in Parameter Identification

Fuente: arXiv
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Main Authors: Fu, Hongfei, Wang, Hong, Wang, Zhu
Format: Preprint
Published: 2016
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_version_ 1866917583043690496
author Fu, Hongfei
Wang, Hong
Wang, Zhu
author_facet Fu, Hongfei
Wang, Hong
Wang, Zhu
contents In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both linear and nonlinear equations are considered. We demonstrate the effectiveness of the ROM by several numerical examples, in which the ROM achieves the same accuracy of the full-order model (FOM) over a long-term simulation while greatly reducing the computational cost. The proposed ROM is then regarded as a surrogate of FOM and is applied to an inverse problem for identifying the order of the time-fractional derivative of the TFPDE model. Based on the Levenberg--Marquardt regularization iterative method with the Armijo rule, we develop a ROM-based algorithm for solving the inverse problem. For cases in which the observation data is either uncontaminated or contaminated by random noise, the proposed approach is able to achieve accurate parameter estimation efficiently.
format Preprint
id arxiv_https___arxiv_org_abs_1606_06798
institution arXiv
publishDate 2016
record_format arxiv
spellingShingle POD/DEIM Reduced-Order Modeling of Time-Fractional Partial Differential Equations with Applications in Parameter Identification
Fu, Hongfei
Wang, Hong
Wang, Zhu
Numerical Analysis
35R11, 65M32, 65M06, 65M22
In this paper, a reduced-order model (ROM) based on the proper orthogonal decomposition and the discrete empirical interpolation method is proposed for efficiently simulating time-fractional partial differential equations (TFPDEs). Both linear and nonlinear equations are considered. We demonstrate the effectiveness of the ROM by several numerical examples, in which the ROM achieves the same accuracy of the full-order model (FOM) over a long-term simulation while greatly reducing the computational cost. The proposed ROM is then regarded as a surrogate of FOM and is applied to an inverse problem for identifying the order of the time-fractional derivative of the TFPDE model. Based on the Levenberg--Marquardt regularization iterative method with the Armijo rule, we develop a ROM-based algorithm for solving the inverse problem. For cases in which the observation data is either uncontaminated or contaminated by random noise, the proposed approach is able to achieve accurate parameter estimation efficiently.
title POD/DEIM Reduced-Order Modeling of Time-Fractional Partial Differential Equations with Applications in Parameter Identification
topic Numerical Analysis
35R11, 65M32, 65M06, 65M22
url https://arxiv.org/abs/1606.06798