This paper deals with the derivation of Non-Intrusive Reduced Basis (NIRB) techniques for sensitivity analysis, more specifically the direct and adjoint state methods. For highly complex parametric problems, these two approaches may become too costly. To reduce computational times, Proper Orthogonal Decomposition (POD) and Reduced Basis Methods (RBMs) have already been investigated. The majority of these algorithms are however intrusive in the sense that the High-Fidelity (HF) code must be modified. To address this issue, non-intrusive strategies are employed. The NIRB two-grid method uses the HF code solely as a ``black-box'', requiring no code modification. Like other RBMs, it is based on an offline-online decomposition. The offline stage is time-consuming, but it is only executed once, whereas the online stage is significantly less expensive than an HF evaluation. In this paper, we propose new NIRB two-grid algorithms for both the direct and adjoint state methods. On a classical model problem, the heat equation, we prove that HF evaluations of sensitivities reach an optimal convergence rate in $L^{\infty}(0,T;H^1(\Omega))$, and then establish that these rates are recovered by the proposed NIRB approximations. These results are supported by numerical simulations. We then numerically demonstrate that a further deterministic post-treatment can be applied to the direct method. This further reduces computational costs of the online step while only computing a coarse solution of the initial problem. All numerical results are run with the model problem as well as a more complex problem, namely the Brusselator system.
翻译:本文涉及敏感分析的非侵入性降低基准(NIRB)技术的衍生, 更具体地说, 直接和联合状态方法。 对于高度复杂的参数问题, 这两种方法可能会变得太昂贵。 为了减少计算时间, 已经调查了适当的 Orthogonal 分解( POD) 和 降低基础方法( RBM ) 。 然而, 这些算法大多具有侵扰性, 因为必须修改高频( HF) 代码。 为了解决这个问题, 我们采用了非侵入性战略。 NIRB 二格方法仅将高频代码用作“ black-box ”, 不需要修改代码。 这两种方法可能变得太昂贵了。 为了减少计算时间, 已经对离线阶段进行了适当的分解( PODM ) 和 降低基础方法( RBRM ) 的离线性计算方法( RBRBR), 然后通过 IM1 和 IMRF 的正值 来进一步证明, 以 IMRB IM 的 的 IML) 重新校正略性计算结果 。