A matrix-oriented POD-DEIM algorithm applied to semilinear matrix differential equations (2006.13289v2)

Abstract: We are interested in numerically approximating the solution ${\bf U}(t)$ of the large dimensional semilinear matrix differential equation $\dot{\bf U}(t) = { \bf A}{\bf U}(t) + {\bf U}(t){ \bf B} + {\cal F}({\bf U},t)$, with appropriate starting and boundary conditions, and $ t \in [0, T_f]$. In the framework of the Proper Orthogonal Decomposition (POD) methodology and the Discrete Empirical Interpolation Method (DEIM), we derive a novel matrix-oriented reduction process leading to an effective, structure aware low order approximation of the original problem. The reduction of the nonlinear term is also performed by means of a fully matricial interpolation using left and right projections onto two distinct reduction spaces, giving rise to a new two-sided version of DEIM. By maintaining a matrix-oriented reduction, we are able to employ first order exponential integrators at negligible costs. Numerical experiments on benchmark problems illustrate the effectiveness of the new setting.