An ‘empirical interpolation’ method: application to efficient reduced-basis discretization of partial differential equations

We present an efficient reduced-basis discretization procedure for partial differential equations with nonaffine parameter dependence. The method replaces nonaffine coefficient functions with a collateral reduced-basis expansion which then permits an (effectively affine) offline–online computational decomposition. The essential components of the approach are (i) a good collateral reduced-basis approximation space, (ii) a stable and inexpensive interpolation procedure, and (iii) an effective a posteriori estimator to quantify the newly introduced errors. Theoretical and numerical results respectively anticipate and confirm the good behavior of the technique.