A nonintrusive method to approximate linear systems with nonlinear parameter dependence

Abstract

We consider a family of linear systems $A_μα=C$ with system matrix $A_μ$ depending on a parameter $μ$ and for simplicity parameter-independent right-hand side $C$. These linear systems typically result from the finite-dimensional approximation of a parameter-dependent boundary-value problem. We derive a procedure based on the Empirical Interpolation Method to obtain a separated representation of the system matrix in the form $A_μ\approx\sum_{m}β_m(μ)A_{μ_m}$ for some selected values of the parameter. Such a separated representation is in particular useful in the Reduced Basis Method. The procedure is called nonintrusive since it only requires to access the matrices $A_{μ_m}$. As such, it offers a crucial advantage over existing approaches that instead derive separated representations requiring to enter the code at the level of assembly. Numerical examples illustrate the performance of our new procedure on a simple one-dimensional boundary-value problem and on three-dimensional acoustic scattering problems solved by a boundary element method.