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A Priori Convergence Theory for Reduced-Basis Approximations of Single-Parameter Elliptic Partial Differential Equations

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Abstract

We consider “Lagrangian” reduced-basis methods for single-parameter symmetric coercive elliptic partial differential equations. We show that, for a logarithmic-(quasi-)uniform distribution of sample points, the reduced–basis approximation converges exponentially to the exact solution uniformly in parameter space. Furthermore, the convergence rate depends only weakly on the continuity-coercivity ratio of the operator: thus very low-dimensional approximations yield accurate solutions even for very wide parametric ranges. Numerical tests (reported elsewhere) corroborate the theoretical predictions.

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Maday, Y., Patera, A.T. & Turinici, G. A Priori Convergence Theory for Reduced-Basis Approximations of Single-Parameter Elliptic Partial Differential Equations. Journal of Scientific Computing 17, 437–446 (2002). https://doi.org/10.1023/A:1015145924517

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