Analysis of parametric models — linear methods and approximations∗ Hermann G. Matthies* and Roger Ohayono *Institute of Scientific Computing Technische Universität Braunschweig 38092 Braunschweig, Germany e-mail:
[email protected] oLaboratoire de Mécanique des Structures et des Systèmes Couplés Conservatoire National des Arts et Métiers (CNAM) 75141 Paris Cedex 03, France Abstract Parametric models in vector spaces are shown to possess an associated linear map. This linear operator leads directly to reproducing kernel Hilbert spaces and affine- / linear- representations in terms of tensor products. From the associated linear map analogues of covariance or rather correlation operators can be formed. The associated linear map in fact provides a factorisation of the correlation. Its spectral decomposition, and the associated Karhunen-Loève- or proper orthogonal decomposition in a tensor product follow directly. It is shown that all factorisations of a certain class are unitarily equivalent, as well as that every factorisation induces a different representation, and vice versa. A completely equivalent spectral and factorisation analysis can be carried out in kernel space. The relevance of these abstract constructions is shown on a number of mostly familiar examples, thus unifying many such constructions under one the- oretical umbrella. From the factorisation one obtains tensor representations, which may be cascaded, leading to tensors of higher degree. When carried over to a dis- arXiv:1806.01101v2 [math.NA] 17 Jun 2018 cretised level in the form of a model order reduction, such factorisations allow very sparse low-rank approximations which lead to very efficient computations especially in high dimensions. Key words: parametric models, reproducing kernel Hilbert space, correlation, factorisation, spectral decomposition, representation MSC subject classifications: 35B30, 37M99, 41A05, 41A45, 41A63, 60G20, 60G60, 65J99, 93A30 ∗Partly supported by the Deutsche Forschungsgemeinschaft (DFG) through SFB 880 and SPP 1886.