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Elizabeth Qian
A Certified Reduced Basis Approach to PDE-constrained Parameter Optimization with Quadratic Cost Functionals

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elizqian@mit.edu
Elizabeth Qian
Martin Grepl
Karen Veroy
Karen Willcox

Parameter optimization problems constrained by partial differential equations (PDEs) appear in many science and engineering applications. Solving these optimization problems may require a prohibitively large number of computationally expensive PDE solves, especially if there are many variable parameters. It is therefore advantageous to replace expensive high-dimensional PDE solvers (e.g. finite element) with lower-dimension surrogate models. In this paper, we use the reduced basis (RB) model reduction method in conjunction with a trust region optimization framework to accelerate PDE-constrained parameter optimization. New a posteriori error bounds on the RB cost and cost gradient for quadratic cost functionals are presented, and used to guarantee convergence to the optimum of the high-fidelity model. The proposed certified RB trust region approach thus requires only a minimal number of high-order solves, used to update the RB model if the approximation is no longer sufficiently accurate. We consider problems governed by elliptic PDEs and present numerical results for a thermal fin model problem with six parameters.





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