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research article

A combination between the reduced basis method and the ANOVA expansion: On the computation of sensitivity indices

Devaud, Denis
•
Manzoni, Andrea  
•
Rozza, Gianluigi  
2013
Comptes Rendus Mathematique

We consider a method to efficiently evaluate in a real-time context an output based on the numerical solution of a partial differential equation depending on a large number of parameters. We state a result allowing to improve the computational performance of a three-step RB-ANOVA-RB method. This is a combination of the reduced basis (RB) method and the analysis of variations (ANOVA) expansion, aiming at compressing the parameter space without affecting the accuracy of the output. The idea of this method is to compute a first (coarse) RB approximation of the output of interest involving all the parameter components, but with a large tolerance on the a posteriori error estimate; then, we evaluate the ANOVA expansion of the output and freeze the least important parameter components; finally, considering a restricted model involving just the retained parameter components, we compute a second (fine) RB approximation with a smaller tolerance on the a posteriori error estimate. The fine RB approximation entails lower computational costs than the coarse one, because of the reduction of parameter dimensionality. Our result provides a criterion to avoid the computation of those terms in the ANOVA expansion that are related to the interaction between parameters in the bilinear form, thus making the RB-ANOVA-RB procedure computationally more feasible. (C) 2013 Academie des sciences. Published by Elsevier Masson SAS. All rights reserved.

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Type
research article
DOI
10.1016/j.crma.2013.07.023
Web of Science ID

WOS:000327168300002

Author(s)
Devaud, Denis
Manzoni, Andrea  
Rozza, Gianluigi  
Date Issued

2013

Publisher

Elsevier

Published in
Comptes Rendus Mathematique
Volume

351

Issue

15-16

Start page

593

End page

598

Editorial or Peer reviewed

REVIEWED

Written at

EPFL

EPFL units
CMCS  
Available on Infoscience
January 9, 2014
Use this identifier to reference this record
https://infoscience.epfl.ch/handle/20.500.14299/99394
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