A Posterior Model Reduction Method Based on Weighted Residue for Linear Partial Differential Equations

Abstract

This paper is concerned with a new model reduced method based on optimal large truncated low-dimensional dynamical system, by which the solution of linear partial differential equation (PDE) is able to be approximate with highly accuracy. The method proposed is based on the weighted residue of PDE under consideration, and the weighted residue is used as an alternative optimal control condition (POT-WR) while solving the PDE. A set of bases is constructed to describe a dynamical system required in case. The Lagrangian multiplier is introduced to eliminate the constraints of the Galerkin projection equation, and the penalty function is used to remove the orthogonal constraint. According to the extreme principle, a set of the ordinary differential equations is obtained by taking the variational operation on generalized optimal function. A conjugate gradients algorithm on FORTRAN code is developed to solve these ordinary differential equations with Fourier polynomials as the initial bases for iterations. The heat transfer equation under a potential initial condition is used to verify the method proposed. Good agreement between the simulations and the analytical solutions of example was obtained, indicating that the POT-WR method presented in this paper provides the most effective posterior way of capturing the dominant characteristics of an infinite-dimensional dynamical system with only finitely few bases.