Kolmogorov widths and low-rank approximations of parametric elliptic PDEs

Markus Bachmayr (1) , Albert Cohen (1)

1 LJLL - Laboratoire Jacques-Louis Lions

Kolmogorov n-widths and low-rank approximations are studied for families of ellip-tic diffusion PDEs parametrized by the diffusion coefficients. The decay of the n-widths can be controlled by that of the error achieved by best n-term approximations using polynomials in the parametric variable. However, we prove that in certain relevant instances where the diffusion coefficients are piecewise constant over a partition of the physical domain, the n-widths exhibit significantly faster decay. This, in turn, yields a theoretical justification of the fast convergence of reduced basis or POD methods when treating such parametric PDEs. Our results are confirmed by numerical experiments, which also reveal the influence of the partition geometry on the decay of the n-widths.

Domaines: Analyse numérique [math.NA]

Markus Bachmayr, Albert Cohen. Kolmogorov widths and low-rank approximations of parametric elliptic PDEs. Mathematics of Computation, 2017, 86, pp.701-724. ⟨10.1090/mcom/3132⟩. ⟨hal-01352277⟩