Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction
Abstract
Least-squares Petrov–Galerkin (LSPG) model-reduction techniques such as the Gauss–Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible flow problems where standard Galerkin techniques have failed. However, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform optimal projection associated with residual minimization at the time-continuous level, while LSPG techniques do so at the time-discrete level. Here, this work provides a detailed theoretical and computational comparison of the two techniques for two common classes of time integrators: linear multistep schemes and Runge–Kutta schemes. We present a number of new findings, including conditions under which the LSPG ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and computationally that decreasing the time step does not necessarily decrease the error for the LSPG ROM; instead, the time step should be ‘matched’ to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible-flow problem with over one million unknowns, we show that increasingmore »
- Authors:
-
- Sandia National Lab. (SNL-CA), Livermore, CA (United States)
- Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
- George Mason Univ., Fairfax, VA (United States)
- Publication Date:
- Research Org.:
- Sandia National Lab. (SNL-CA), Livermore, CA (United States); Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)
- Sponsoring Org.:
- USDOE National Nuclear Security Administration (NNSA)
- OSTI Identifier:
- 1333617
- Alternate Identifier(s):
- OSTI ID: 1338307; OSTI ID: 1398568
- Report Number(s):
- SAND-2016-8178J; SAND-2015-10809J
Journal ID: ISSN 0021-9991; 646813; TRN: US1700184
- Grant/Contract Number:
- AC04-94AL85000
- Resource Type:
- Accepted Manuscript
- Journal Name:
- Journal of Computational Physics
- Additional Journal Information:
- Journal Name: Journal of Computational Physics; Journal ID: ISSN 0021-9991
- Publisher:
- Elsevier
- Country of Publication:
- United States
- Language:
- English
- Subject:
- 71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSICS; model reduction; GNAT; least-squares Petrov–Galerkin projection; Galerkin projection; CFD
Citation Formats
Carlberg, Kevin Thomas, Barone, Matthew F., and Antil, Harbir. Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction. United States: N. p., 2016.
Web. doi:10.1016/j.jcp.2016.10.033.
Carlberg, Kevin Thomas, Barone, Matthew F., & Antil, Harbir. Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction. United States. https://doi.org/10.1016/j.jcp.2016.10.033
Carlberg, Kevin Thomas, Barone, Matthew F., and Antil, Harbir. Thu .
"Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction". United States. https://doi.org/10.1016/j.jcp.2016.10.033. https://www.osti.gov/servlets/purl/1333617.
@article{osti_1333617,
title = {Galerkin v. least-squares Petrov–Galerkin projection in nonlinear model reduction},
author = {Carlberg, Kevin Thomas and Barone, Matthew F. and Antil, Harbir},
abstractNote = {Least-squares Petrov–Galerkin (LSPG) model-reduction techniques such as the Gauss–Newton with Approximated Tensors (GNAT) method have shown promise, as they have generated stable, accurate solutions for large-scale turbulent, compressible flow problems where standard Galerkin techniques have failed. However, there has been limited comparative analysis of the two approaches. This is due in part to difficulties arising from the fact that Galerkin techniques perform optimal projection associated with residual minimization at the time-continuous level, while LSPG techniques do so at the time-discrete level. Here, this work provides a detailed theoretical and computational comparison of the two techniques for two common classes of time integrators: linear multistep schemes and Runge–Kutta schemes. We present a number of new findings, including conditions under which the LSPG ROM has a time-continuous representation, conditions under which the two techniques are equivalent, and time-discrete error bounds for the two approaches. Perhaps most surprisingly, we demonstrate both theoretically and computationally that decreasing the time step does not necessarily decrease the error for the LSPG ROM; instead, the time step should be ‘matched’ to the spectral content of the reduced basis. In numerical experiments carried out on a turbulent compressible-flow problem with over one million unknowns, we show that increasing the time step to an intermediate value decreases both the error and the simulation time of the LSPG reduced-order model by an order of magnitude.},
doi = {10.1016/j.jcp.2016.10.033},
journal = {Journal of Computational Physics},
number = ,
volume = ,
place = {United States},
year = {Thu Oct 20 00:00:00 EDT 2016},
month = {Thu Oct 20 00:00:00 EDT 2016}
}
Web of Science
Works referenced in this record:
Diagonally Implicit Runge–Kutta Methods for Stiff O.D.E.’s
journal, December 1977
- Alexander, Roger
- SIAM Journal on Numerical Analysis, Vol. 14, Issue 6
Fast local reduced basis updates for the efficient reduction of nonlinear systems with hyper-reduction
journal, February 2015
- Amsallem, David; Zahr, Matthew J.; Washabaugh, Kyle
- Advances in Computational Mathematics, Vol. 41, Issue 5
Optimizing cubature for efficient integration of subspace deformations
journal, December 2008
- An, Steven S.; Kim, Theodore; James, Doug L.
- ACM Transactions on Graphics, Vol. 27, Issue 5
Two-Step Greedy Algorithm for Reduced Order Quadratures
journal, May 2013
- Antil, Harbir; Field, Scott E.; Herrmann, Frank
- Journal of Scientific Computing, Vol. 57, Issue 3
Missing Point Estimation in Models Described by Proper Orthogonal Decomposition
journal, November 2008
- Astrid, Patricia; Weiland, Siep; Willcox, Karen
- IEEE Transactions on Automatic Control, Vol. 53, Issue 10
The dynamics of coherent structures in the wall region of a turbulent boundary layer
journal, July 1988
- Aubry, Nadine; Holmes, Philip; Lumley, John L.
- Journal of Fluid Mechanics, Vol. 192
Stabilization of projection-based reduced order models of the Navier–Stokes
journal, August 2012
- Balajewicz, Maciej; Dowell, Earl H.
- Nonlinear Dynamics, Vol. 70, Issue 2
Low-dimensional modelling of high-Reynolds-number shear flows incorporating constraints from the Navier–Stokes equation
journal, July 2013
- Balajewicz, Maciej J.; Dowell, Earl H.; Noack, Bernd R.
- Journal of Fluid Mechanics, Vol. 729
Stable Galerkin reduced order models for linearized compressible flow
journal, April 2009
- Barone, Matthew F.; Kalashnikova, Irina; Segalman, Daniel J.
- Journal of Computational Physics, Vol. 228, Issue 6
A Survey of Projection-Based Model Reduction Methods for Parametric Dynamical Systems
journal, January 2015
- Benner, Peter; Gugercin, Serkan; Willcox, Karen
- SIAM Review, Vol. 57, Issue 4
Enablers for robust POD models
journal, February 2009
- Bergmann, M.; Bruneau, C. -H.; Iollo, A.
- Journal of Computational Physics, Vol. 228, Issue 2
Model Reduction for Large-Scale Systems with High-Dimensional Parametric Input Space
journal, January 2008
- Bui-Thanh, T.; Willcox, K.; Ghattas, O.
- SIAM Journal on Scientific Computing, Vol. 30, Issue 6
Efficient non-linear model reduction via a least-squares Petrov-Galerkin projection and compressive tensor approximations
journal, October 2010
- Carlberg, Kevin; Bou-Mosleh, Charbel; Farhat, Charbel
- International Journal for Numerical Methods in Engineering, Vol. 86, Issue 2
The GNAT method for nonlinear model reduction: Effective implementation and application to computational fluid dynamics and turbulent flows
journal, June 2013
- Carlberg, Kevin; Farhat, Charbel; Cortial, Julien
- Journal of Computational Physics, Vol. 242
Preserving Lagrangian Structure in Nonlinear Model Reduction with Application to Structural Dynamics
journal, January 2015
- Carlberg, Kevin; Tuminaro, Ray; Boggs, Paul
- SIAM Journal on Scientific Computing, Vol. 37, Issue 2
Nonlinear Model Reduction via Discrete Empirical Interpolation
journal, January 2010
- Chaturantabut, Saifon; Sorensen, Danny C.
- SIAM Journal on Scientific Computing, Vol. 32, Issue 5
Residual Minimizing Model Interpolation for Parameterized Nonlinear Dynamical Systems
journal, January 2012
- Constantine, Paul G.; Wang, Qiqi
- SIAM Journal on Scientific Computing, Vol. 34, Issue 4
Reduced Basis Approximation for Nonlinear Parametrized Evolution Equations based on Empirical Operator Interpolation
journal, January 2012
- Drohmann, Martin; Haasdonk, Bernard; Ohlberger, Mario
- SIAM Journal on Scientific Computing, Vol. 34, Issue 2
Karhunen–Loève procedure for gappy data
journal, January 1995
- Everson, R.; Sirovich, L.
- Journal of the Optical Society of America A, Vol. 12, Issue 8
Non-linear Petrov–Galerkin methods for reduced order hyperbolic equations and discontinuous finite element methods
journal, February 2013
- Fang, F.; Pain, C. C.; Navon, I. M.
- Journal of Computational Physics, Vol. 234
Dimensional reduction of nonlinear finite element dynamic models with finite rotations and energy-based mesh sampling and weighting for computational efficiency: NONLINEAR MODEL REDUCTION AND ENERGY-CONSERVING SAMPLING AND WEIGHTING
journal, April 2014
- Farhat, Charbel; Avery, Philip; Chapman, Todd
- International Journal for Numerical Methods in Engineering, Vol. 98, Issue 9
Application of a three-field nonlinear fluid–structure formulation to the prediction of the aeroelastic parameters of an F-16 fighter
journal, January 2003
- Farhat, Charbel; Geuzaine, Philippe; Brown, Gregory
- Computers & Fluids, Vol. 32, Issue 1
Dissipativity of numerical schemes
journal, August 1991
- Foias, C.; Jolly, M. S.; Kevrekidis, I. G.
- Nonlinearity, Vol. 4, Issue 3
Low-order modelling of laminar flow regimes past a confined square cylinder
journal, January 1999
- Galletti, B.; Bruneau, C. H.; Zannetti, L.
- Journal of Fluid Mechanics, Vol. 503
Aeroelastic Dynamic Analysis of a Full F-16 Configuration for Various Flight Conditions
journal, March 2003
- Geuzaine, Philippe; Brown, Gregory; Harris, Chuck
- AIAA Journal, Vol. 41, Issue 3
Stability Properties of POD-Galerkin Approximations for the Compressible Navier-Stokes Equations
journal, March 2000
- Iollo, A.; Lanteri, S.; Désidéri, J. -A.
- Theoretical and Computational Fluid Dynamics, Vol. 13, Issue 6
Preserving dissipation in approximate inertial forms for the Kuramoto-Sivashinsky equation
journal, April 1991
- Jolly, M. S.; Kevrekidis, I. G.; Titi, E. S.
- Journal of Dynamics and Differential Equations, Vol. 3, Issue 2
On the stability and convergence of a Galerkin reduced order model (ROM) of compressible flow with solid wall and far-field boundary treatment
journal, August 2010
- Kalashnikova, I.; Barone, M. F.
- International Journal for Numerical Methods in Engineering, Vol. 83, Issue 10
Structure-preserving model reduction for mechanical systems
journal, October 2003
- Lall, Sanjay; Krysl, Petr; Marsden, Jerrold E.
- Physica D: Nonlinear Phenomena, Vol. 184, Issue 1-4
Nonlinear Galerkin Methods
journal, October 1989
- Marion, Martine; Temam, Roger
- SIAM Journal on Numerical Analysis, Vol. 26, Issue 5
The need for a pressure-term representation in empirical Galerkin models of incompressible shear flows
journal, January 1999
- Noack, Bernd R.; Papas, Paul; Monkewitz, Peter A.
- Journal of Fluid Mechanics, Vol. 523
Reliable Real-Time Solution of Parametrized Partial Differential Equations: Reduced-Basis Output Bound Methods
journal, November 2001
- Prud’homme, C.; Rovas, D. V.; Veroy, K.
- Journal of Fluids Engineering, Vol. 124, Issue 1
A New Look at Proper Orthogonal Decomposition
journal, January 2003
- Rathinam, Muruhan; Petzold, Linda R.
- SIAM Journal on Numerical Analysis, Vol. 41, Issue 5
On Low-Dimensional Galerkin Models for Fluid Flow
journal, June 2000
- Rempfer, D.
- Theoretical and Computational Fluid Dynamics, Vol. 14, Issue 2
Model reduction for compressible flows using POD and Galerkin projection
journal, February 2004
- Rowley, Clarence W.; Colonius, Tim; Murray, Richard M.
- Physica D: Nonlinear Phenomena, Vol. 189, Issue 1-2
Reduced Basis Approximation and a Posteriori Error Estimation for Affinely Parametrized Elliptic Coercive Partial Differential Equations: Application to Transport and Continuum Mechanics
journal, May 2008
- Rozza, G.; Huynh, D. B. P.; Patera, A. T.
- Archives of Computational Methods in Engineering, Vol. 15, Issue 3
A priori hyperreduction method: an adaptive approach
journal, January 2005
- Ryckelynck, D.
- Journal of Computational Physics, Vol. 202, Issue 1
Long time stability and convergence for fully discrete nonlinear galerkin methods
journal, January 1990
- Shen, Jie
- Applicable Analysis, Vol. 38, Issue 4
A spectral viscosity method for correcting the long-term behavior of POD models
journal, February 2004
- Sirisup, S.; Karniadakis, G. E.
- Journal of Computational Physics, Vol. 194, Issue 1
Turbulence and the dynamics of coherent structures. III. Dynamics and scaling
journal, January 1987
- Sirovich, Lawrence
- Quarterly of Applied Mathematics, Vol. 45, Issue 3
Certified real-time solution of the parametrized steady incompressible Navier-Stokes equations: rigorous reduced-basisa posteriori error bounds
journal, January 2005
- Veroy, K.; Patera, A. T.
- International Journal for Numerical Methods in Fluids, Vol. 47, Issue 8-9
Proper orthogonal decomposition closure models for turbulent flows: A numerical comparison
journal, September 2012
- Wang, Zhu; Akhtar, Imran; Borggaard, Jeff
- Computer Methods in Applied Mechanics and Engineering, Vol. 237-240
Works referencing / citing this record:
Constrained sparse Galerkin regression
journal, January 2018
- Loiseau, Jean-Christophe; Brunton, Steven L.
- Journal of Fluid Mechanics, Vol. 838
Exploration of Reduced-Order Models for Rocket Combustion Applications
conference, January 2018
- Huang, Cheng; Xu, Jiayang; Duraisamy, Karthik
- 2018 AIAA Aerospace Sciences Meeting, 2018 AIAA Aerospace Sciences Meeting
Sparse reduced-order modelling: sensor-based dynamics to full-state estimation
journal, April 2018
- Loiseau, Jean-Christophe; Noack, Bernd R.; Brunton, Steven L.
- Journal of Fluid Mechanics, Vol. 844
Challenges in Reduced Order Modeling of Reacting Flows
conference, July 2018
- Huang, Cheng; Duraisamy, Karthik; Merkle, Charles
- 2018 Joint Propulsion Conference
Commutation error in reduced order modeling of fluid flows
journal, December 2019
- Koc, Birgul; Mohebujjaman, Muhammad; Mou, Changhong
- Advances in Computational Mathematics, Vol. 45, Issue 5-6
Investigations and Improvement of Robustness of Reduced-Order Models of Reacting Flow
journal, December 2019
- Huang, Cheng; Duraisamy, Karthik; Merkle, Charles L.
- AIAA Journal, Vol. 57, Issue 12
Assessment of reduced-order modeling strategies for convective heat transfer
journal, January 2020
- Zucatti, Victor; Lui, Hugo F. S.; Pitz, Diogo B.
- Numerical Heat Transfer, Part A: Applications, Vol. 77, Issue 7
Randomized methods to characterize large-scale vortical flow networks
journal, November 2019
- Bai, Zhe; Erichson, N. Benjamin; Gopalakrishnan Meena, Muralikrishnan
- PLOS ONE, Vol. 14, Issue 11
Randomized low‐rank approximation methods for projection‐based model order reduction of large nonlinear dynamical problems
journal, January 2019
- Bach, C.; Ceglia, D.; Song, L.
- International Journal for Numerical Methods in Engineering, Vol. 118, Issue 4
Investigations and Improvement of Robustness of Reduced-Order Models of Reacting Flow
conference, January 2019
- Huang, Cheng; Duraisamy, Karthik; Merkle, Charles
- AIAA Scitech 2019 Forum
Sparse reduced-order modeling : Sensor-based dynamics to full-state estimation
text, January 2017
- Loiseau, Jean-Christophe; Noack, Bernd R.; Brunton, Steven L.
- arXiv
Randomized methods to characterize large-scale vortical flow network
text, January 2019
- Bai, Zhe; Erichson, N. Benjamin; Meena, Muralikrishnan Gopalakrishnan
- arXiv
Randomized methods to characterize large-scale vortical flow network
text, January 2019
- Bai, Zhe; Erichson, N. Benjamin; Meena, Muralikrishnan Gopalakrishnan
- arXiv