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Geometric subspace updates with applications to online adaptive nonlinear model reduction

机译:几何子空间更新及其在在线自适应非线性模型约简中的应用

摘要

In many scientific applications, including model reduction and image processing,subspaces are used as ansatz spaces for the low-dimensional approximation and reconstruction of the state vectorsof interest. We introduce a procedure for adapting an existing subspacebased on information from the least-squares problem that underlies the approximation problem of interestsuch that the associated least-squares residual vanishes exactly.The method builds on a Riemmannian optimization procedure on the Grassmann manifold of low-dimensional subspaces,namely the Grassmannian Rank-One Subspace Estimation (GROUSE).We establish for GROUSE a closed-form expression for the residual function along the geodesic descent direction.Specific applications of subspace adaptation are discussed in the context of image processing and modelreduction of nonlinear partial differential equation systems.
机译:在许多科学应用中,包括模型归约和图像处理,子空间用作ansatz空间,用于低维逼近和重构感兴趣的状态向量。我们介绍了一种基于最小二乘问题信息的适应现有子空间的程序,该信息是感兴趣的近似问题的基础,因此相关的最小二乘残差准确地消失了。该方法基于低维Grassmann流形上的Riemmannian优化程序子空间,即格拉斯曼秩一子空间估计(GROUSE)。我们为GROUSE建立了沿测地线下降方向的残差函数的闭式表达式。在图像处理和非线性模型简化的背景下,讨论了子空间自适应的具体应用。偏微分方程系统。

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