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A State Space Error Estimate for POD-DEIM Nonlinear Model Reduction
Author(s) -
Saifon Chaturantabut,
Danny C. Sorensen
Publication year - 2012
Publication title -
siam journal on numerical analysis
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.78
H-Index - 134
eISSN - 1095-7170
pISSN - 0036-1429
DOI - 10.1137/110822724
Subject(s) - mathematics , galerkin method , ode , nonlinear system , interpolation (computer graphics) , projection (relational algebra) , state space , term (time) , space (punctuation) , reduction (mathematics) , mathematical analysis , algorithm , geometry , statistics , computer science , animation , physics , computer graphics (images) , quantum mechanics , operating system
This paper derives state space error bounds for the solutions of reduced systems constructed using proper orthogonal decomposition (POD) together with the discrete empirical interpolation method (DEIM) recently developed for nonlinear dynamical systems [SIAM J. Sci. Comput., 32 (2010), pp. 2737-2764]. The resulting error estimates are shown to be proportional to the sums of the singular values corresponding to neglected POD basis vectors both in Galerkin projection of the reduced system and in the DEIM approximation of the nonlinear term. The analysis is particularly relevant to ODE systems arising from spatial discretizations of parabolic PDEs. The derivation clearly identifies where the parabolicity is crucial. It also explains how the DEIM approximation error involving the nonlinear term comes into play.

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