Mark Kärcher

Reduced basis approximation and a posteriori error bounds for 4D-Var data assimilation

We propose a certified reduced basis approach for the strong- and weak-constraint four-dimensional variational (4D-Var) data assimilation problem for a parametrized PDE model. While the standard strong-constraint 4D-Var approach uses the given observational data to estimate only the unknown initial condition of the model, the weak-constraint 4D-Var formulation additionally provides an estimate for the model error and thus can deal with imperfect models. Since the model error is a distributed function in both space and time, the 4D-Var formulation leads to a large-scale optimization problem for every given parameter instance of the PDE model. To solve the problem efficiently, various reduced order approaches have therefore been proposed in the recent past. Here, we employ the reduced basis method to generate reduced order approximations for the state, adjoint, initial condition, and model error. Our main contribution is the development of efficiently computable a posteriori upper bounds for the error of the reduced basis approximation with respect to the underlying high-dimensional 4D-Var problem. Numerical results are conducted to test the validity of our approach.

Certified Reduced Basis Methods for Parametrized Elliptic Optimal Control Problems with Distributed Controls.

In this paper, we consider the efficient and reliable solution of distributed optimal control problems governed by parametrized elliptic partial differential equations. The reduced basis method is used as a low-dimensional surrogate model to solve the optimal control problem. To this end, we introduce reduced basis spaces not only for the state and adjoint variable but also for the distributed control variable. We also propose two different error estimation procedures that provide rigorous bounds for the error in the optimal control and the associated cost functional. The reduced basis optimal control problem and associated a posteriori error bounds can be efficiently evaluated in an offline–online computational procedure, thus making our approach relevant in the many-query or real-time context. We compare our bounds with a previously proposed bound based on the Banach–Nečas–Babuška theory and present numerical results for two model problems: a Graetz flow problem and a heat transfer problem. Finally, we also apply and test the performance of our newly proposed bound on a hyperthermia treatment planning problem.

Certified Reduced Basis Methods for Parametrized Distributed Elliptic Optimal Control Problems with Control Constraints

In this paper, we employ the reduced basis method for the efficient and reliable solution of parametrized optimal control problems governed by scalar coercive elliptic partial differential equations. We consider the standard linear-quadratic problem setting with distributed control and unilateral control constraints. For this problem class, we propose two different reduced basis approximations and associated error estimation procedures. In our first approach, we directly consider the resulting optimality system, introduce suitable reduced basis approximations for the state, adjoint, control, and Lagrange multipliers, and use a projection approach to bound the error in the reduced optimal control. For our second approach, we first reformulate the optimal control problem using a slack variable, then develop a reduced basis approximation for the slack problem by suitably restricting the solution space, and finally derive error bounds for the slack based optimal control. We discuss benefits and drawbacks of b...