Randomized linear algebra for model reduction. Part II: minimal residual methods and dictionary-based approximation

TL;DR

This paper advances model order reduction by integrating random sketching with minimal residual methods and dictionary-based approximation, enhancing efficiency, stability, and providing rigorous accuracy conditions.

Contribution

It introduces a sketched minimal residual projection and a nonlinear dictionary-based approximation method, with theoretical analysis and verification procedures for accuracy and stability.

Findings

Random sketching improves efficiency and numerical stability.

Theoretical conditions for sketch accuracy are established.

A posteriori verification procedure for sketch quality is proposed.

Abstract

A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct a reduced model from a small, efficiently computable random object called a sketch of a reduced model, using minimal residual methods. We introduce a sketched version of the minimal residual based projection as well as a novel nonlinear approximation method, where for each parameter value, the solution is approximated by minimal residual projection onto a subspace spanned by several vectors picked (online) from a dictionary of candidate basis vectors. It is shown that random sketching technique can improve not only efficiency but also numerical stability. A rigorous analysis of the conditions on the random sketch required to obtain a given accuracy is presented. These conditions may be ensured a priori with high probability by considering for the sketching matrix an oblivious embedding of sufficiently large size. Furthermore, a simple and reliable procedure for a posteriori verification of the quality of the sketch is provided. This approach can be used for certification of the approximation as well as for adaptive selection of the size of the random sketching matrix.