S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models

Fuente: arXiv
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Autori principali: Lauzon, Jessica T., Cheung, Siu Wun, Shin, Yeonjong, Choi, Youngsoo, Copeland, Dylan Matthew, Huynh, Kevin
Natura: Preprint
Pubblicazione: 2022
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author Lauzon, Jessica T.
Cheung, Siu Wun
Shin, Yeonjong
Choi, Youngsoo
Copeland, Dylan Matthew
Huynh, Kevin
author_facet Lauzon, Jessica T.
Cheung, Siu Wun
Shin, Yeonjong
Choi, Youngsoo
Copeland, Dylan Matthew
Huynh, Kevin
contents While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce a points selection algorithm developed by Shin and Xiu [SIAM J. Sci. Comput., 38 (2016), pp. A385--A411], as a hyper-reduction method. The selection algorithm is originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity S that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with an over-sampled Discrete Empirical Interpolation (DEIM) algorithm. We found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy for a given number of indices.
format Preprint
id arxiv_https___arxiv_org_abs_2203_16494
institution arXiv
publishDate 2022
record_format arxiv
spellingShingle S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models
Lauzon, Jessica T.
Cheung, Siu Wun
Shin, Yeonjong
Choi, Youngsoo
Copeland, Dylan Matthew
Huynh, Kevin
Numerical Analysis
Computational Engineering, Finance, and Science
37M99, 65M99, 76D05, 67Q05
While projection-based reduced order models can reduce the dimension of full order solutions, the resulting reduced models may still contain terms that scale with the full order dimension. Hyper-reduction techniques are sampling-based methods that further reduce this computational complexity by approximating such terms with a much smaller dimension. The goal of this work is to introduce a points selection algorithm developed by Shin and Xiu [SIAM J. Sci. Comput., 38 (2016), pp. A385--A411], as a hyper-reduction method. The selection algorithm is originally proposed as a stochastic collocation method for uncertainty quantification. Since the algorithm aims at maximizing a quantity S that measures both the column orthogonality and the determinant, we refer to the algorithm as S-OPT. Numerical examples are provided to demonstrate the performance of S-OPT and to compare its performance with an over-sampled Discrete Empirical Interpolation (DEIM) algorithm. We found that using the S-OPT algorithm is shown to predict the full order solutions with higher accuracy for a given number of indices.
title S-OPT: A Points Selection Algorithm for Hyper-Reduction in Reduced Order Models
topic Numerical Analysis
Computational Engineering, Finance, and Science
37M99, 65M99, 76D05, 67Q05
url https://arxiv.org/abs/2203.16494