A subspace‐adaptive weights cubature method with application to the local hyperreduction of parameterized finite element models

• Published in: International journal for numerical methods in engineering 2024-12, Vol.125 (24), p.n/a
• Main Authors: Bravo, J. R., Hernández, J. A., Ares de Parga, S., Rossi, R.
• Format: Article
• Language: English
• Subjects: Algorithms; Computational mechanics; Computing costs; empirical cubature method; energy‐conserving sampling and weighting; Finite element method; Functions (mathematics); hyperreduction; Integrals; Linear programming; local bases; Manifolds; Polynomials; Quadratures; Singular value decomposition; Subspaces; Weighting methods
• ISSN: 0029-5981; 1097-0207
• DOI: 10.1002/nme.7590

This article is concerned with quadrature/cubature rules able to deal with multiple subspaces of functions, in such a way that the integration points are common for all the subspaces, yet the (nonnegative) weights are tailored to each specific subspace. These subspace‐adaptive weights cubature rules can be used to accelerate computational mechanics applications requiring efficiently evaluating spatial integrals whose integrand function dynamically switches between multiple pre‐computed subspaces. One of such applications is local hyperreduced‐order modeling (HROM), in which the solution manifold is approximately represented as a collection of basis matrices, each basis matrix corresponding to a different region in parameter space. The proposed optimization framework is discrete in terms of the location of the integration points, in the sense that such points are selected among the Gauss points of a given finite element mesh, and the target subspaces of functions are represented by orthogonal basis matrices constructed from the values of the functions at such Gauss points, using the singular value decomposition (SVD). This discrete framework allows us to treat also problems in which the integrals are approximated as a weighted sum of the contribution of each finite element, as in the energy‐conserving sampling and weighting method of C. Farhat and co‐workers. Two distinct solution strategies are examined. The first one is a greedy strategy based on an enhanced version of the empirical cubature method (ECM) developed by the authors elsewhere (we call it the subspace‐adaptive weights ECM, SAW‐ECM for short), while the second method is based on a convexification of the cubature problem so that it can be addressed by linear programming algorithms. We show in a toy problem involving integration of polynomial functions that the SAW‐ECM clearly outperforms the other method both in terms of computational cost and optimality. On the other hand, we illustrate the performance of the SAW‐ECM in the construction of a local HROMs in a highly nonlinear equilibrium problem (large strains regime). We demonstrate that, provided that the subspace‐transition errors are negligible, the error associated to hyperreduction using adaptive weights can be controlled by the truncation tolerances of the SVDs used for determining the basis matrices. We also show that the number of integration points decreases notably as the number of subspaces increases, and that, in the limiting case o