Residual Minimizing Model Interpolation for Parameterized Nonlinear Dynamical Systems

Abstract

We present a method for approximating the solution of a parameterized, nonlinear dynamical system using an affine combination of solutions computed at other points in the input parameter space. The coefficients of the affine combination are computed with a nonlinear least squares procedure that minimizes the residual of the governing equations. The approximation properties of this residual minimizing scheme are comparable to existing reduced basis and POD-Galerkin model reduction methods, but its implementation requires only independent evaluations of the nonlinear forcing function. It is particularly appropriate when one wishes to approximate the states at a few points in time without time marching from the initial conditions. We prove some interesting characteristics of the scheme, including an interpolatory property, and we present heuristics for mitigating the effects of the ill-conditioning and reducing the overall cost of the method. We apply the method to representative numerical examples from kinetics---a three-state system with one parameter controlling the stiffness---and conductive heat transfer---a nonlinear parabolic PDE with a random field model for the thermal conductivity.