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تسجيل مستخدم جديدData Assimilation in Reduced Modeling
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We consider the problem of optimal recovery of an element $u$ of a Hilbert space $mathcal{H}$ from $m$ measurements obtained through known linear functionals on $mathcal{H}$. Problems of this type are well studied cite{MRW} under an assumption that $u$ belongs to a prescribed model class, e.g. a known compact subset of $mathcal{H}$. Motivated by reduced modeling for parametric partial differential equations, this paper considers another setting where the additional information about $u$ is in the form of how well $u$ can be approximated by a certain known subspace $V_n$ of $mathcal{H}$ of dimension $n$, or more generally, how well $u$ can be approximated by each $k$-dimensional subspace $V_k$ of a sequence of nested subspaces $V_0subset V_1cdotssubset V_n$. A recovery algorithm for the one-space formulation, proposed in cite{MPPY}, is proven here to be optimal and to have a simple formulation, if certain favorable bases are chosen to represent $V_n$ and the measurements. The major contribution of the present paper is to analyze the multi-space case for which it is shown that the set of all $u$ satisfying the given information can be described as the intersection of a family of known ellipsoids in $mathcal{H}$. It follows that a near optimal recovery algorithm in the multi-space problem is to identify any point in this intersection which can provide a much better accuracy than in the one-space problem. Two iterative algorithms based on alternating projections are proposed for recovery in the multi-space problem. A detailed analysis of one of them provides a posteriori performance estimates for the iterates, stopping criteria, and convergence rates. Since the limit of the algorithm is a point in the intersection of the aforementioned ellipsoids, it provides a near optimal recovery for $u$.
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