Tobias Leibner

Christian Himpe, Tobias Leibner, Stephan Rave

Proper Orthogonal Decomposition (POD) is a widely used technique for the construction of low-dimensional approximation spaces from high-dimensional input data. For large-scale applications and an increasing amount of input data vectors, however, computing the POD often becomes prohibitively expensive. This work presents a generic, easy-to-implement approach to compute an approximate POD based on arbitrary tree hierarchies of worker nodes, where each worker computes a POD of only a small amount of input vectors. The tree hierarchy can be freely adapted to optimally suit the available computational resources. In particular, this hierarchical approximate POD (HAPOD) allows for both simple parallelization with low communication overhead, as well as live sequential POD computation under restricted memory capacities. Rigorous error estimates ensure the reliability of our approach, and extensive numerical examples underline its performance.

Julia Brunken, Tobias Leibner, Mario Ohlberger et al.

In this paper we introduce a new hierarchical model reduction framework for the Fokker-Planck equation. We reduce the dimension of the equation by a truncated basis expansion in the velocity variable, obtaining a hyperbolic system of equations in space and time. Unlike former methods like the Legendre moment models, the new framework generates a suitable problem-dependent basis of the reduced velocity space that mimics the shape of the solution in the velocity variable. To that end, we adapt the framework of [M. Ohlberger and K. Smetana. A dimensional reduction approach based on the application of reduced basis methods in the framework of hierarchical model reduction. SIAM J. Sci. Comput., 36(2):A714-A736, 2014] and derive initially a parametrized elliptic partial differential equation (PDE) in the velocity variable. Then, we apply ideas of the Reduced Basis method to develop a greedy-algorithm that selects the basis from solutions of the parametrized PDE. Numerical experiments demonstrate the potential of this new method.

Tobias Leibner, René Milk, Felix Schindler

We present our effort to extend and complement the core modules of the Distributed and Unified Numerics Environment DUNE (http://dune-project.org) by a well tested and structured collection of utilities and concepts. We describe key elements of our four modules dune-xt-common, dune-xt-grid, dune-xt-la and dune-xt-functions, which aim at further enabling the programming of generic algorithms within DUNE as well as adding an extra layer of usability and convenience.