Reduced-Basis Approximations and A Posteriori Error Bounds for Nonaffine and Nonlinear Partial Differential Equations: Application to Inverse Analysis

نویسندگان

  • Nguyen Ngoc Cuong
  • Anthony T. Patera
چکیده

Thesis Supervisor: Anthony T. Patera Title: Professor of Mechanical Engineering MIT Thesis Supervisor: Liu Gui-Rong Title: Associate Professor of Mechanical Engineering NUS

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

A Posteriori Error Bounds for Reduced Basis Approximations of Nonaffine and Nonlinear Parabolic Partial Differential Equations

We present a posteriori error bounds for reduced basis approximations of parabolic partial differential equations involving (i) a nonaffine dependence on the parameter and (ii) a nonlinear dependence on the field variable. The method employs the Empirical Interpolation Method in order to construct “affine” coefficient-function approximations of the “nonaffine” (or nonlinear) parametrized functi...

متن کامل

Certified Reduced Basis Methods for Nonaffine Linear Time–Varying Partial Differential Equations

We present reduced basis approximations and associated a posteriori error bounds for nonaffine linear time-varying parabolic partial differential equations. We employ the Empirical Interpolation Method in order to construct “affine” coefficient-function approximations of the “nonaffine” parametrized functions. To this end, we extend previous work on time-invariant functions to time-varying func...

متن کامل

ALGEBRAIC NONLINEARITY IN VOLTERRA-HAMMERSTEIN EQUATIONS

Here a posteriori error estimate for the numerical solution of nonlinear Voltena- Hammerstein equations is given. We present an error upper bound for nonlinear Voltena-Hammastein integral equations, in which the form of nonlinearity is algebraic and develop a posteriori error estimate for the recently proposed method of Brunner for these problems (the implicitly linear collocation method)...

متن کامل

Application of new basis functions for solving nonlinear stochastic differential equations

This paper presents an approach for solving a nonlinear stochastic differential equations (NSDEs) using a new basis functions (NBFs). These functions and their operational matrices are used for representing matrix form of the NBFs. With using this method in combination with the collocation method, the NSDEs are reduced a stochastic nonlinear system of equations and unknowns. Then, the error ana...

متن کامل

Reduced basis approximation and a posteriori error estimation for parametrized parabolic PDEs; Application to real-time Bayesian parameter estimation

In this chapter we consider reduced basis approximation and a posteriori error estimation for linear functional outputs of affinely parametrized linear and non-linear parabolic partial differential equations. The essential ingredients are Galerkin projection onto a low-dimensional space associated with a smooth “parametric manifold” — dimension reduction; efficient and effective Greedy and POD-...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2005