In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation (PDE) with random boundary conditions, yield an approximation that converges provably at a nearly optimal rate, and can be generated at close to optimal computational complexity. In many localized model order reduction approaches like the generalized finite element method, static condensation procedures, and the multiscale finite element method local approximation spaces can be constructed by approximating the range of a suitably defined transfer operator that acts on the space of local solutions of the PDE. Optimal local approximation spaces that yield in general an exponentially convergent approximation are given by the left singular vectors of this transfer operator [I. Babuška and R. Lipton 2011, K. Smetana and A. T. Patera 2016]. However, the direct calculation of these singular vectors is computationally very expensive. In this paper, we propose an adaptive randomized algorithm based on methods from randomized linear algebra [N. Halko et al. 2011], which constructs a local reduced space approximating the range of the transfer operator and thus the optimal local approximation spaces. Moreover, the adaptive algorithm relies on a probabilistic a posteriori error estimator for which we prove that it is both efficient and reliable with high probability. Several numerical experiments confirm the theoretical findings.Key words. localized model order reduction, randomized linear algebra, domain decomposition methods, multiscale methods, a priori error bound, a posteriori error estimation AMS subject classifications. 65N15, 65N12, 65N55, 65N30, 65C20, 65N25

Engineers manually optimizing a structure using Finite Element based simulation software often employ an iterative approach where in each iteration they change the structure slightly and resimulate. Standard Finite Element based simulation software is usually not well suited for this workflow, as it restarts in each iteration, even for tiny changes. In settings with complex local microstructure, where a fine mesh is required to capture the geometric detail, localized model reduction can improve this workflow. To this end, we introduce ArbiLoMod, a method which allows fast recomputation after arbitrary local modifications. It employs a domain decomposition and a localized form of the Reduced Basis Method for model order reduction. It assumes that the reduced basis on many of the unchanged domains can be reused after a localized change. The reduced model is adapted when necessary, steered by a localized error indicator. The global error introduced by the model order reduction is controlled by a robust and efficient localized a posteriori error estimator, certifying the quality of the result. We demonstrate ArbiLoMod for a coercive, parameterized example with changing structure.

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The simulation method ArbiLoMod [1] has the goal of providing users of Finite Element based simulation software with quick re-simulation after localized changes to the model under consideration. It generates a Reduced Order Model (ROM) for the full model without ever solving the full model. To this end, a localized variant of the Reduced Basis method is employed, solving only small localized problems in the generation of the reduced basis. The key to quick re-simulation lies in recycling most of the localized basis vectors after a localized model change. In this publication, ArbiLoMod's local training algorithm is analyzed numerically for the non-coercive problem of time harmonic Maxwell's equations in 2D, formulated in H(curl).