Stability of discrete empirical interpolation and gappy proper orthogonal decomposition with randomized and deterministic sampling points

Benjamin Peherstorfer, Zlatko Drmac, Serkan Gugercin

Research output: Contribution to journalArticlepeer-review

Abstract

This work investigates the stability of (discrete) empirical interpolation for nonlinear model reduction and state feld approximation from measurements. Empirical interpolation derives approximations from a few samples (measurements) via interpolation in low-dimensional spaces. It has been observed that empirical interpolation can become unstable if the samples are perturbed due to, e.g., noise, turbulence, and numerical inaccuracies. The main contribution of this work is a probabilistic analysis that shows that stable approximations are obtained if samples are randomized and if more samples than dimensions of the low-dimensional spaces are used. Oversampling, i.e., taking more sampling points than dimensions of the low-dimensional spaces, leads to approximations via regression and is known under the name of gappy proper orthogonal decomposition. Building on the insights of the probabilistic analysis, a deterministic sampling strategy is presented that aims to achieve lower approximation errors with fewer points than randomized sampling by taking information about the low-dimensional spaces into account. Numerical results of reconstructing velocity felds from noisy measurements of combustion processes and model reduction in the presence of noise demonstrate the instability of empirical interpolation and the stability of gappy proper orthogonal decomposition with oversampling.

Original languageEnglish (US)
Article number19M1307391
Pages (from-to)A2837-A2864
JournalSIAM Journal on Scientific Computing
Volume42
Issue number5
DOIs
StatePublished - 2020

Keywords

  • Empirical interpolation
  • Gappy proper orthogonal decomposition
  • Model reduction
  • Noisy observations
  • Nonlinear model reduction
  • Randomized model reduction

ASJC Scopus subject areas

  • Computational Mathematics
  • Applied Mathematics

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