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A reduced basis method for fractional diffusion operators II

  • Tobias Danczul EMAIL logo and Joachim Schöberl

Abstract

We present a novel numerical scheme to approximate the solution map su(s) := 𝓛sf to fractional PDEs involving elliptic operators. Reinterpreting 𝓛s as an interpolation operator allows us to write u(s) as an integral including solutions to a parametrized family of local PDEs. We propose a reduced basis strategy on top of a finite element method to approximate its integrand. Unlike prior works, we deduce the choice of snapshots for the reduced basis procedure analytically. The integral is interpreted in a spectral setting to evaluate the surrogate directly. Its computation boils down to a matrix approximation L of the operator whose inverse is projected to the s-independent reduced space, where explicit diagonalization is feasible. Exponential convergence rates are proven rigorously.

A second algorithm is presented to avoid inversion of L. Instead, we directly project the matrix to the subspace, where its negative fractional power is evaluated. A numerical comparison with the predecessor highlights its competitive performance.

Acknowledgment

The authors acknowledge support from the Austrian Science Fund (FWF) through grant No. F65 and W1245.

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6 Appendix

Proof of Theorem 2.1

It suffices to show that

K(V0,V1)2(t;u)=u02u,v(t)0. (6.1)

There holds

uv(t)02=u022u,v(t)0+v(t)02.

Let uk := 〈u, φk0 to deduce from Lemma 2.1

t2v(t)12=k=1t2λk2uk2(1+t2λk2)2=k=1uk21+t2λk2uk2(1+t2λk2)2=u,v(t)0v(t)02

which proves (6.1) and concludes the proof.□

Proof of Theorem 2.2

One observes that for any F ∈ 𝒱0 we have

F,φk=R1F,φk1=λk2R1F,φk0=λk2Φk,R1F=λk2Φk,F1

from which we conclude that (λkΦk)k=1 is a 𝒱–1-orthonormal system of eigenfunctions. Since

0=F,Φk1=λk2F,φk

for all k ∈ ℕ implies that F = 0, it is also a basis. This proves the claim.□

Proof of Theorem 2.3

Due to

F,Φk1=λk2F,φk

and Theorem 2.2, there holds

FH1s(V1,V0)2=k=1λk22sF,Ψk12=k=1λk2sF,φk2=FHs(V0,V1)2

proving the first equality in (2.7). The second one follows by means of (2.2). Furthermore, one observes

R1LH1s(V1,V0)F=R1k=1λk22sF,Ψk1Ψk=R1k=1λk2sF,ψkΨk=k=1λk22sF,φkR1Φk=k=1λk2sF,φkφk=LHs(V0,V1)F

confirming the first equality in (2.8). The latter is a consequence of (2.3).

The remainder follows as LHs(V0,V1)F=LHs(V0,V1)1f for F ∈ 𝒱0.□

Received: 2020-06-10
Revised: 2021-01-19
Accepted: 2021-02-23
Published Online: 2021-12-02
Published in Print: 2021-10-20

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