Partial Differential Equations/Numerical Analysis
A new error bound for reduced basis approximation of parabolic partial differential equations
[Une nouvelle borne pour lʼerreur dans le cadre des approximations par bases réduites des équations aux dériées partielles paraboliques]
Comptes Rendus. Mathématique, Tome 350 (2012) no. 3-4, pp. 203-207.

Nous considérons une formulation variationnelle espace–temps pour les équations différentielles paraboliques linéaires. Nous y associons une discrétisation par éléments finis de Petrov–Galerkin pour laquelle la constante de stabilité inf-sup βδ possède des propriétés agréables : βδ est unité pour lʼéquation de la chaleur ; βδ a une croissance seulement linéaire en temps pour des opérateurs de convection non-coercifs (mais asymptotiquement stables). Dans le cadre des approximations par bases réduites, cette dernière propriété permet dʼobtenir des bornes efficaces pour lʼerreur a posteriori en temps long, en net contraste avec les estimateurs dʼerreur en énergie classiques (pessimistes) qui présentent une croissance exponentielle.

We consider a space–time variational formulation for linear parabolic partial differential equations. We introduce an associated Petrov–Galerkin truth finite element discretization with favorable discrete inf-sup constant βδ: βδ is unity for the heat equation; βδ grows only linearly in time for non-coercive (but asymptotically stable) convection operators. The latter in turn permits effective long-time a posteriori error bounds for reduced basis approximations, in sharp contrast to classical (pessimistic) exponentially growing energy estimates.

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DOI : 10.1016/j.crma.2012.01.026
Urban, Karsten 1 ; Patera, Anthony T. 2

1 University of Ulm, Institute for Numerical Mathematics, Helmholtzstr. 18, 89081 Ulm, Germany
2 Mechanical Engineering Department, Massachusetts Institute of Technology, 77, Massachusetts Avenue, Cambridge, MA 02139-4307, USA
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     title = {A new error bound for reduced basis approximation of parabolic partial differential equations},
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Urban, Karsten; Patera, Anthony T. A new error bound for reduced basis approximation of parabolic partial differential equations. Comptes Rendus. Mathématique, Tome 350 (2012) no. 3-4, pp. 203-207. doi : 10.1016/j.crma.2012.01.026. http://www.numdam.org/articles/10.1016/j.crma.2012.01.026/

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