An enhanced algorithm for online Proper Orthogonal Decomposition and its parallelization for unsteady simulations

Xiaodong Li*, Steven Hulshoff, Stefan Hickel

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

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Abstract

Proper Orthogonal Decomposition (POD) plays an important role in the analysis of complex nonlinear systems governed by partial differential equations (PDEs), since it can describe the full-order system in a simplified but representative way using a handful of dominant dynamic modes. However, determining a POD from the results of complex unsteady simulations is often impractical using traditional approaches due to the need to store a large number of high-dimensional solutions. As an alternative, the incremental Singular Value Decomposition (SVD) has been developed, which can be used to avoid the storage problem by performing the POD analysis on the fly using a single-pass updating algorithm. Nevertheless, the total computing cost of incremental SVD is more than traditional approaches. In order to reduce this total cost, we incorporate POD mode truncation into the incremental procedure, leading to an enhanced algorithm for incremental SVD. Two error estimators are formulated for this enhanced incremental SVD based on an aggregated expression of the snapshot solutions, equipping the proposed algorithm with criteria for choosing the truncation number. The effectiveness of these estimators and the parallel efficiency of the enhanced algorithm are demonstrated using transient solutions from representative model problems. Numerical results show that the enhanced algorithm can significantly improve the computing efficiency for different kinds of datasets, and that the proposed algorithm is scalable in both the strong and weak sense.

Original languageEnglish
Pages (from-to)43-59
Number of pages17
JournalComputers and Mathematics with Applications
Volume126
DOIs
Publication statusPublished - 2022

Keywords

  • Incremental singular value decomposition
  • Low-rank representation
  • Order reduction
  • Parallelization
  • Proper Orthogonal Decomposition
  • Unsteady simulations

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