Abstract. This work presents a nonlinear model reduction approach for systems of equations stemming from the discretization of partial differential equations with nonlinear terms. Our approach constructs a reduced system with proper orthogonal decomposition and the discrete empirical interpolation method (DEIM); however, whereas classical DEIM derives a linear approximation of the nonlinear terms in a static DEIM space generated in an offline phase, our method adapts the DEIM space as the online calculation proceeds and thus provides a nonlinear approximation. The online adaptation uses new data to produce a reduced system that accurately approximates behavior not anticipated in the offline phase. These online data are obtained by querying the full-order system during the online phase, but only at a few selected components to guarantee a computationally efficient adaptation. Compared to the classical static approach, our online adaptive and nonlinear model reduction approach achieves accuracy improvements of up to three orders of magnitude in our numerical experiments with time-dependent and steady-state nonlinear problems. The examples also demonstrate that through adaptivity, our reduced systems provide valid approximations of the full-order systems outside of the parameter domains for which they were initially built in the offline phase.Key words. adaptive model reduction, nonlinear systems, empirical interpolation, proper orthogonal decomposition AMS subject classifications. 65M22, 65N22
DOI. 10.1137/1409891691. Introduction. Model reduction derives reduced systems of large-scale systems of equations, typically using an offline phase in which the reduced system is constructed from solutions of the full-order system, and an online phase in which the reduced system is executed repeatedly to generate solutions for the task at hand. In many situations, the reduced systems yield accurate approximations of the fullorder solutions but with orders of magnitude reduction in computational complexity. Model reduction exploits that often the solutions are not scattered all over the highdimensional solution space, but instead they form a low-dimensional manifold that can be approximated by a low-dimensional (linear) reduced space. In some cases, however, the manifold exhibits a complex and nonlinear structure that can only be approximated well by the linear reduced space if its dimension is chosen sufficiently high. Thus, solving the reduced system can become computationally expensive. We therefore propose a nonlinear approximation of the manifold. The nonlinear approximation is based on adapting the reduced system while the computation proceeds in the online phase, using newly generated data through limited queries to the full-order system at a few selected components. Our online adaptation leads to a reduced system that can more efficiently capture nonlinear structure in the manifold, it ensures computational efficiency by performing low-rank updates, and through the use of new