In this work we propose tailored model order reduction for varying boundary optimal control problems governed by parametric partial differential equations. With varying boundary control, we mean that a specific parameter changes where the boundary control acts on the system. This peculiar formulation might benefit from model order reduction. Indeed, fast and reliable simulations of this model can be of utmost usefulness in many applied fields, such as geophysics and energy engineering. However, varying boundary control features very complicated and diversified parametric behaviour for the state and adjoint variables. The state solution, for example, changing the boundary control parameter, might feature transport phenomena. Moreover, the problem loses its affine structure. It is well known that classical model order reduction techniques fail in this setting, both in accuracy and in efficiency. Thus, we propose reduced approaches inspired by the ones used when dealing with wave-like phenomena. Indeed, we compare standard proper orthogonal decomposition with two tailored strategies: geometric recasting and local proper orthogonal decomposition. Geometric recasting solves the optimization system in a reference domain simplifying the problem at hand avoiding hyper-reduction, while local proper orthogonal decomposition builds local bases to increase the accuracy of the reduced solution in very general settings (where geometric recasting is unfeasible). We compare the various approaches on two different numerical experiments based on geometries of increasing complexity.
This work outlines a time-domain numerical integration technique for linear hyperbolic partial differential equations sourced by distributions (Dirac $\delta$-functions and their derivatives). Such problems arise when studying binary black hole systems in the extreme mass ratio limit. We demonstrate that such source terms may be converted to effective domain-wide sources when discretized, and we introduce a class of time-steppers that directly account for these discontinuities in time integration. Moreover, our time-steppers are constructed to respect time reversal symmetry, a property that has been connected to conservation of physical quantities like energy and momentum in numerical simulations. To illustrate the utility of our method, we numerically study a distributionally-sourced wave equation that shares many features with the equations governing linear perturbations to black holes sourced by a point mass.
We propose an automated nonlinear model reduction and mesh adaptation framework for rapid and reliable solution of parameterized advection-dominated problems, with emphasis on compressible flows. The key features of our approach are threefold: (i) a metric-based mesh adaptation technique to generate an accurate mesh for a range of parameters, (ii) a general (i.e., independent of the underlying equations) registration procedure for the computation of a mapping $\Phi$ that tracks moving features of the solution field, and (iii) an hyper-reduced least-square Petrov-Galerkin reduced-order model for the rapid and reliable estimation of the mapped solution. We discuss a general paradigm -- which mimics the refinement loop considered in mesh adaptation -- to simultaneously construct the high-fidelity and the reduced-order approximations, and we discuss actionable strategies to accelerate the offline phase. We present extensive numerical investigations for a quasi-1D nozzle problem and for a two-dimensional inviscid flow past a Gaussian bump to display the many features of the methodology and to assess the performance for problems with discontinuous solutions.
The aim of this work is to present a model reduction technique in the framework of optimal control problems for partial differential equations. We combine two approaches used for reducing the computational cost of the mathematical numerical models: domain-decomposition (DD) methods and reduced-order modelling (ROM). In particular, we consider an optimisation-based domain-decomposition algorithm for the parameter-dependent stationary incompressible Navier-Stokes equations. Firstly, the problem is described on the subdomains coupled at the interface and solved through an optimal control problem, which leads to the complete separation of the subdomain problems in the DD method. On top of that, a reduced model for the obtained optimal-control problem is built; the procedure is based on the Proper Orthogonal Decomposition technique and a further Galerkin projection. The presented methodology is tested on two fluid dynamics benchmarks: the stationary backward-facing step and lid-driven cavity flow. The numerical tests show a significant reduction of the computational costs in terms of both the problem dimensions and the number of optimisation iterations in the domain-decomposition algorithm.
In this work, we address parametric non-stationary fluid dynamics problems within a model order reduction setting based on domain decomposition. Starting from the domain decomposition approach, we derive an optimal control problem, for which we present the convergence analysis. The snapshots for the high-fidelity model are obtained with the Finite Element discretisation, and the model order reduction is then proposed both in terms of time and physical parameters, with a standard POD-Galerkin projection. We test the proposed methodology on two fluid dynamics benchmarks: the non-stationary backward-facing step and lid-driven cavity flow. Finally, also in view of future works, we compare the intrusive POD--Galerkin approach with a non--intrusive approach based on Neural Networks.
We study the numerical solution of a Cahn-Hilliard/Allen-Cahn system with strong coupling through state and gradient dependent non-diagonal mobility matrices. A fully discrete approximation scheme in space and time is proposed which preserves the underlying gradient flow structure and leads to dissipation of the free-energy on the discrete level. Existence and uniqueness of the discrete solution is established and relative energy estimates are used to prove optimal convergence rates in space and time under minimal smoothness assumptions. Numerical tests are presented for illustration of the theoretical results and to demonstrate the viability of the proposed methods.
We develop new matching estimators for estimating causal quantile exposure-response functions and quantile exposure effects with continuous treatments. We provide identification results for the parameters of interest and establish the asymptotic properties of the derived estimators. We introduce a two-step estimation procedure. In the first step, we construct a matched data set via generalized propensity score matching, adjusting for measured confounding. In the second step, we fit a kernel quantile regression to the matched set. We also derive a consistent estimator of the variance of the matching estimators. Using simulation studies, we compare the introduced approach with existing alternatives in various settings. We apply the proposed method to Medicare claims data for the period 2012-2014, and we estimate the causal effect of exposure to PM$_{2.5}$ on the length of hospital stay for each zip code of the contiguous United States.
Navigating automated driving systems (ADSs) through complex driving environments is difficult. Predicting the driving behavior of surrounding human-driven vehicles (HDVs) is a critical component of an ADS. This paper proposes an enhanced motion-planning approach for an ADS in a highway-merging scenario. The proposed enhanced approach utilizes the results of two aspects: the driving behavior and long-term trajectory of surrounding HDVs, which are coupled using a hierarchical model that is used for the motion planning of an ADS to improve driving safety.
We provide a framework for the numerical approximation of distributed optimal control problems, based on least-squares finite element methods. Our proposed method simultaneously solves the state and adjoint equations and is $\inf$--$\sup$ stable for any choice of conforming discretization spaces. A reliable and efficient a posteriori error estimator is derived for problems where box constraints are imposed on the control. It can be localized and therefore used to steer an adaptive algorithm. For unconstrained optimal control problems, i.e., the set of controls being a Hilbert space, we obtain a coercive least-squares method and, in particular, quasi-optimality for any choice of discrete approximation space. For constrained problems we derive and analyze a variational inequality where the PDE part is tackled by least-squares finite element methods. We show that the abstract framework can be applied to a wide range of problems, including scalar second-order PDEs, the Stokes problem, and parabolic problems on space-time domains. Numerical examples for some selected problems are presented.
High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically affected by the curse of dimensionality. In this work, we tackle this challenge while focusing on stationary diffusion equations defined over a high-dimensional domain with periodic boundary conditions. Inspired by recent progress in sparse function approximation in high dimensions, we propose a new method called compressive Fourier collocation. Combining ideas from compressive sensing and spectral collocation, our method replaces the use of structured collocation grids with Monte Carlo sampling and employs sparse recovery techniques, such as orthogonal matching pursuit and $\ell^1$ minimization, to approximate the Fourier coefficients of the PDE solution. We conduct a rigorous theoretical analysis showing that the approximation error of the proposed method is comparable with the best $s$-term approximation (with respect to the Fourier basis) to the solution. Using the recently introduced framework of random sampling in bounded Riesz systems, our analysis shows that the compressive Fourier collocation method mitigates the curse of dimensionality with respect to the number of collocation points under sufficient conditions on the regularity of the diffusion coefficient. We also present numerical experiments that illustrate the accuracy and stability of the method for the approximation of sparse and compressible solutions.
Nonlinear extensions to the active subspaces method have brought remarkable results for dimension reduction in the parameter space and response surface design. We further develop a kernel-based nonlinear method. In particular we introduce it in a broader mathematical framework that contemplates also the reduction in parameter space of multivariate objective functions. The implementation is thoroughly discussed and tested on more challenging benchmarks than the ones already present in the literature, for which dimension reduction with active subspaces produces already good results. Finally, we show a whole pipeline for the design of response surfaces with the new methodology in the context of a parametric CFD application solved with the Discontinuous Galerkin method.