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Veranstaltungskalender

Mathematisches Kolloquium



Veranstalter: FMA

Donnerstag, 31.05.2018, 16:00-17:00

Prof. Dr. Albert Cohen
(Université Pierre et Marie Curie, Paris, France)

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''Reduced model estimation from data measurements''
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Abstract:

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One typical scenario in data assimilation is the following: one observes
m linear measurements of a function u which is solution to a partial differential equation where
certain parameters are unknown. The measurement functionals are picked from a 
certain dictionnary D, for example when placing sensors at m chosen locations.
The state estimation problem then consists in recovering u from these measurements.

One possible approach to this problem exploits the fact that the family of solution
for all potential parameter values is well approximated by linear spaces of moderate dimension n.
Such spaces are typically obtained by reduced model techniques, such as reduced bases, proper orthogonal 
polynomial expansions in the parametric variable.

The numerical method achieves a reconstruction which has the accuracy of the best approximation
from the n-dimensional space to the unknown solution u, up to a multiplicative constant which
takes the form of an inverse inf-sup constant between the approximation space
and the spacegenerated by the Riesz representers of the linear forms giving
rise to the measurements.

One issue discussed in this talk is how to select the measurement functionals within D
to maintain this constant of reasonable size, with m as small as possible. In particular, we present
a greedy algorithm allowing for a stepwise selection process of reasonable computational cost,
and we analyze its properties.

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Datum: 31.05.2018

Ort: NN, Zeit: 16:00 Uhr



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