An "$hp$" Certified Reduced Basis Method for Parametrized Elliptic Partial Differential Equations

  • Authors:
  • Jens L. Eftang;Anthony T. Patera;Einar M. Rønquist

  • Affiliations:
  • eftang@math.ntnu.no and ronquist@math.ntnu.no;patera@mit.edu;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2010

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Abstract

We present a new “$hp$” parameter multidomain certified reduced basis (RB) method for rapid and reliable online evaluation of functional outputs associated with parametrized elliptic partial differential equations. We propose, and provide theoretical justification for, a new procedure for adaptive partition (“$h$”-refinement) of the parameter domain into smaller parameter subdomains: we pursue a hierarchical splitting of the parameter (sub)domains based on proximity to judiciously chosen parameter anchor points within each subdomain. Subsequently, we construct individual standard RB approximation spaces (“$p$”-refinement) over each subdomain. Greedy parameter sampling procedures and a posteriori error estimation play important roles in both the “$h$”-type and “$p$”-type stages of the new algorithm. We present illustrative numerical results for a convection-diffusion problem: the new “$hp$”-approach is considerably faster (respectively, more costly) than the standard “$p$”-type reduced basis method in the online (respectively, offline) stage.