arXiv subjects

Jannis Marquardt

Publications and source records attributed to Jannis Marquardt.

3 recordsLinked to original sources

arXiv2026

A-priori error estimation for space-time Galerkin POD for linear evolution problems

In this paper, we propose an a-priori error estimate for the model order reduction (MOR) method of space-time proper orthogonal decomposition (space-time POD). The original space-time POD approach extends standard POD by reducing not only the space dimension but simultaneously the time dimension as well. The proposed a-priori error estimate is developed for a linear parabolic partial differential equation and estimates the error between the numerical solution to a linear parabolic partial differential equation (PDE) and its space-time POD reduced solution. Numerical examples illustrate the occurring errors and analyze them in comparison to the theoretical bounds.

math.NA↗

arXiv2024

A time adaptive optimal control approach for 4D-var data assimilation problems governed by parabolic PDEs

We interpret the 4D-var data assimilation problem for a parabolic partial differential equation (PDE) in the context of optimal control and revisit the process of deriving optimality conditions for an initial control problem. This is followed by a reformulation of the optimality conditions into an elliptic PDE, which is only dependent on the adjoint state and can therefore be solved directly without the need for e.g. gradient methods or related iterative procedures. Furthermore, we derive an a-posteriori error estimation for this system as well as its initial condition. We utilize this estimate to formulate a procedure for the creation of an adaptive grid in time for the adjoint state. This is used for 4D-var data assimilation in order to identify suitable time points to take measurements.

math.OC↗

arXiv2023

The Degenerate Variable Metric Proximal Point Algorithm and Adaptive Stepsizes for Primal-Dual Douglas-Rachford

In this paper the degenerate preconditioned proximal point algorithm will be combined with the idea of varying preconditioners leading to the degenerate variable metric proximal point algorithm. The weak convergence of the resulting iteration will be proven. From the perspective of the degenerate variable metric proximal point algorithm, a version of the primal-dual Douglas-Rachford method with varying preconditioners will be derived and a proof of its weak convergence which is based on the previous results for the proximal point algorithm, is provided, too. After that, we derive a heuristic on how to choose those varying preconditioners in order to increase the convergence speed of the method.

math.OC↗