NANAApr 10, 2019

Decay of the Kolmogorov $N$-width for wave problems

arXiv:1903.08488162 citations
AI Analysis

This result establishes a fundamental limitation for reduced basis methods applied to wave propagation problems, which is important for computational scientists working on parametric PDEs.

The paper shows that the Kolmogorov N-width for hyperbolic wave equations with discontinuous initial conditions decays only as O(N^{-1/2}), in contrast to the exponential decay seen in coercive problems, limiting the efficiency of projection-based reduced-order models.

The Kolmogorov $N$-width $d_N(\mathcal{M})$ describes the rate of the worst-case error (w.r.t.\ a subset $\mathcal{M}\subset H$ of a normed space $H$) arising from a projection onto the best-possible linear subspace of $H$ of dimension $N\in\mathbb{N}$. Thus, $d_N(\mathcal{M})$ sets a limit to any projection-based approximation such as determined by the reduced basis method. While it is known that $d_N(\mathcal{M})$ decays exponentially fast for many linear coercive parametrized partial differential equations, i.e., $d_N(\mathcal{M})=\mathcal{O}(e^{-βN})$, we show in this note, that only $d_N(\mathcal{M}) =\mathcal{O}(N^{-1/2})$ for initial-boundary-value problems of the hyperbolic wave equation with discontinuous initial conditions. This is aligned with the known slow decay of $d_N(\mathcal{M})$ for the linear transport problem.

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