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www.elsevier.com/locate/cma
Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195
Proper orthogonal decomposition approach and error estimationof mixed finite element methods for the tropical Pacific Ocean
reduced gravity model
Zhendong Luo a, Jiang Zhu b, Ruiwen Wang b, I.M. Navon c,*
a School of Science, Beijing Jiaotong University, Beijing 100044, PR Chinab Institute of Atmospheric Physics, Chinese Academy of Sciences, Beijing 100029, PR China
c School of Computational Science and Department of Mathematics, Florida State University, Dirac Science Library Building,
#483, Tallahassee, FL 32306-4120, USA
Received 19 January 2007; received in revised form 9 March 2007; accepted 12 April 2007Available online 8 May 2007
Abstract
In this paper, the tropical Pacific Ocean reduced gravity model is studied using the proper orthogonal decomposition (POD) techniqueof mixed finite element (MFE) method and an error estimate of POD approximate solution based on MFE method is derived. POD is amodel reduction technique for the simulation of physical processes governed by partial differential equations, e.g., fluid flows or othercomplex flow phenomena. It is shown by numerical examples that the error between POD approximate solution and reference solution isconsistent with theoretical results, thus validating the feasibility and efficiency of POD method.� 2007 Elsevier B.V. All rights reserved.
Keywords: Proper orthogonal decomposition technique; Mixed finite element method; Error estimate; Numerical simulation
1. Introduction
The variability of fluid flow and fluid total layer thick-ness over tropical oceans is an important question in stud-ies of climate change and air–sea interaction. However, theaccurate assessment of fluid flow and fluid total layer thick-ness is greatly limited due to the lack of direct measure-ments and the insufficient knowledge of air–sea exchangeprocesses. The tropical Pacific Ocean reduced gravitymodel is a useful model to simulate fluid flow and fluidtotal layer thickness over tropical Pacific Ocean and ithas been extensively applied to studying the ocean dynam-ics in tropical regions (see Cane [1] and Seager et al. [2]).The model consists of two layers above the thermoclinewith the same constant density. The ocean below the ther-
0045-7825/$ - see front matter � 2007 Elsevier B.V. All rights reserved.
doi:10.1016/j.cma.2007.04.003
* Corresponding author. Tel.: +1 850 644 6560; fax: +1 850 644 0098.E-mail address: [email protected] (I.M. Navon).
mocline, with a higher density, is assumed to be sufficientlydeep so that its velocity vanishes (Fig. 1). The upper of thetwo active layers is a fixed-depth surface layer in which thethermodynamics are included. The surface layer communi-cates with the lower active layer through entrainment/detrainment at their interface and through frictional hori-zontal shearing. We assume that there is no density differ-ence across the base of the surface layer; that is, the surfacelayer is treated as part of the upper layer.
Following Seager et al. [2], the equations for the depth-averaged currents are
ouot � fv ¼ �g0 oh
ox þ sx
q0H þ Ar2u; ðx; y; tÞ 2 X� ð0; T 1Þ;ovot þ fu ¼ �g0 oh
oy þ sy
q0H þ Ar2v; ðx; y; tÞ 2 X� ð0; T 1Þ;
ohot þ H ou
ox þ ovoy
� �¼ 0; ðx; y; tÞ 2 X� ð0; T 1Þ;
8>>><>>>:
ð1:1Þ
with the boundary conditions
Fig. 1. Ocean depth.
Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195 4185
uðx; y; tÞjoX ¼ ubðx; y; tÞ; ðx; y; tÞ 2 oX� ð0; T 1Þ;vðx; y; tÞjoX ¼ vbðx; y; tÞ; ðx; y; tÞ 2 oX� ð0; T 1Þ;hðx; y; tÞjoX ¼ hbðx; y; tÞ; ðx; y; tÞ 2 oX� ð0; T 1Þ;
8><>: ð1:2Þ
and initial condition
uðx; y; 0Þ ¼ u0ðx; yÞ; vðx; y; 0Þ ¼ v0ðx; yÞ;hðx; y; 0Þ ¼ h0ðx; yÞ; ðx; yÞ 2 X; ð1:3Þ
where (u,v) is the horizontal velocity of the depth-averagedcurrents; h the total layer thickness; f the Coriolis force; H
the mean depth of the layer (constant); q0 the density ofwater; g 0 the reduced gravity; and A the horizontal eddyviscosity coefficient. The wind stress vector (sx,sy) is calcu-lated by the aerodynamic bulk formula
ðsx; syÞ ¼ qaCD
ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiU 2
wind þ V 2wind
qðU wind; V windÞ:
Here qa is the density of the air; CD the wind stress dragcoefficient; (Uwind,Vwind) the wind velocity vector; X de-notes the two dimensional rectangular domain, which ischosen from 30�S to 30�N in latitude and from 130�E to70�W in longitude; ub(x,y, t), vb(x,y, t), hb(x,y, t), u0(x,y),v0(x,y), and h0(x,y) are all given functions.
The seasonal net surface heat flux over tropical oceanshas been only simulated with Eqs. (1.1)–(1.3) augmentedby a thermodynamics equation as in Yu and O’Brien (see[3]). However, since the computational field over the trop-ical Pacific Ocean is very extensive, in order to obtain highresolution numerical solutions of fluid flow and fluid totallayer thickness over tropical oceans, gridding points mustbe taken with enough density, thus requiring a large num-ber of degree of freedom rendering computing very diffi-cult. Thus, an important problem is how to simplify thecomputational load and save time-consuming calculationsand resource demands in the actual computational processin a sense that guarantees a sufficiently accurate numerical
solution. Proper orthogonal decomposition (POD) is alsoknown as Karhunen–Loeve expansions in signal processingand pattern recognition (see [4]), principal componentanalysis in statistics (see [5]), and the method of empiricalorthogonal functions in geophysical fluid dynamics (see[6,7]) or meteorology (see [8]). The POD technique offersadequate approximation to represent fluid flow with areduced number of degrees of freedom, i.e., with lowerdimensional models (see [9]) in order to simplify the com-putation and save CPU and memory requirements. PODhas also found widespread applications in problems relatedto the approximation of large-scale models. Although thebasic properties of POD method are well established andstudies have been conducted to evaluate the suitability ofthis technique for various fluid flows (see [10–12]), its appli-cability and limitations for actual fluid flow and fluid totallayer thickness over the tropical Pacific Ocean are not welldocumented.
The POD method mainly provides a useful tool for effi-ciently approximating a large amount of data. The methodessentially provides an orthogonal basis for representingthe given data in a certain least squares optimal sense, thatis, it provides a way to find optimal lower dimensionalapproximations of the given data. In addition to beingoptimal in a least squares sense, POD has the property thatit uses a modal decomposition that is completely datadependent and does not assume any prior knowledge ofthe process used to generate the data. This property isadvantageous in situations where a priori knowledge ofthe underlying process is insufficient to warrant a certainchoice of basis. Combined with the Galerkin projectionprocedure, POD provides a powerful method for generat-ing lower dimensional models of dynamical systems thathave a very large or even infinite dimensional phase space.The fact that this method always searches for linear (oraffine) subspaces instead of curved submanifolds makes it
4186 Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195
computationally tractable. In many cases, the behavior of adynamic system is governed by characteristics or relatedstructures, even though the ensemble is formed by a largenumber of different instantaneous solutions. POD methodcan capture these temporal and spatial structures by apply-ing a statistical analysis to the ensemble of data.
In fluid dynamics, Lumley first employed the POD tech-nique to capture the large eddy coherent structures in a tur-bulent boundary layer (see [13]); this technique was furtherextended in [14], where a link between the turbulent struc-ture and dynamics of a chaotic system was investigated. InHolmes et al. [9], the overall properties of POD arereviewed and extended to widen the applicability of themethod. The method of snapshots was introduced by Siro-vich [15], and is widely used in applications to reduce theorder of POD eigenvalue problem. Examples of these areoptimal flow control problems [16–18] and turbulence[9,13,14,19,20].
In many applications, the POD method is used to gener-ate basis functions for a reduced order model (ROM),which can simplify and provide quicker assessment of themajor features of the fluid dynamics for the purpose of flowcontrol demonstrated by Kurdila et al. [18] or design opti-mization shown by Ly et al. [17]. This application is used ina variety of other physical applications, such as in [17],which demonstrates an effective use of POD for a chemicalvapor deposition (CVD) reactor.
In [21], while the tropical Pacific Ocean reduced gravitymodel is preliminarily dealt with POD method, an exacttheoretical analysis was not carried out, in particular anerror estimate of the POD approximate solution was notas yet derived. The objective of this paper is to investigatein depth to what extent can POD be successfully used toapproximate a mixed finite element (MFE) solution forthe tropical Pacific Ocean reduced gravity model. In partic-ular, we aim to provide an error estimate of the approxi-mate MFE solution, so that one could determine thenumber of required eigenmodes. Some numerical examplesare provided for validating the proposed theory.
2. Outline of proper orthogonal decomposition technique
The essential problem of POD is to identify the underly-ing, coherent structures of a collected ensemble of data.POD entails finding the optimal bases and constructing amodel of reduced dimension to approximate the originalensemble. Originally, POD was used as a data representa-tion technique. For model reduction of dynamical systems,POD may be used on data points derived from system tra-jectories obtained via experiments, numerical simulations,or analytical derivations.
2.1. Continuous case
Let Uið~xÞ ði ¼ 1; 2; . . . ; nÞ denote the set of n observa-tions (also called snapshots) of some physical process taken
at position~x ¼ ðx; yÞ. The average of the ensemble of snap-shots is given by
U ¼ hUi ¼ 1
n
Xn
i¼1
Uið~xÞ: ð2:1Þ
We form new ensemble by focusing on deviations from themean as follows:
V i ¼ U i � U : ð2:2Þ
We wish to find an optimal compressed description of thesequence of data (2.2). One description of the process is aseries expansion in terms of a set of basis functions. Intui-tively, the basis functions should in some sense be represen-tative of the members of the ensemble. Such a coordinatesystem, which possesses several optimality properties (tobe discussed in the sequel), is provided by the Karhunen–Loeve expansion (see [4]), where the basis functions areU, in fact, admixtures of the snapshots and are given by
U ¼Xn
i¼1
aiV ið~xÞ; ð2:3Þ
where the coefficients ai are to be determined such that Ugiven by (2.3) will most resemble the ensemble fV ið~xÞgn
i¼1.More specifically, POD seeks a function U such that
1
n
Xn
i¼1
jðV i;UÞj2; ð2:4Þ
subject to
ðU;UÞ ¼ kUk20 ¼ 1; ð2:5Þ
is minimized, where (Æ, Æ) and k Æk0 denote the usual L2-innerproduct and L2-norm, respectively (see Section 3.1).
It follows that (see, e.g. [22]) the basis functions are theeigenfunctions of the integral equationZ
XCð~x;~x0ÞUð~x0Þdx0 ¼ kUð~xÞ; ð2:6Þ
where the covariance kernel is given by
Cð~x;~x0Þ ¼ 1
n
Xn
i¼1
V ið~xÞV ið~x0Þ: ð2:7Þ
Substituting (2.3) into (2.6) yields the following eigenvalueproblem:
Xn
j¼1
Lijaj ¼ kai; i ¼ 1; 2; . . . ; n; ð2:8Þ
where Lij ¼ 1n ðV i; V jÞ, L = (Lij)n·n is a symmetric and non-
negative matrix. Thus we see that our problem amountsto solving for the eigenvectors of an n · n matrix where n
is the size of the ensemble of snapshots. Straightforwardcalculation (see also [22]) shows that the cost functional
1
n
Xn
i¼1
jðV i;UÞj2 ¼ ðkU;UÞ ¼ k
Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195 4187
is maximized when the coefficients ai (i = 1,2, . . . ,n) of (2.8)are the elements of the eigenvector corresponding to thelargest eigenvalue of L.
2.2. Discrete case
Alternatively, we also can consider the discrete Karh-unen–Loeve expansion to find an optimal representationof the ensemble of snapshots. In general, each sample ofsnapshots U ið~xÞ (defined on a set of m nodal points ~x)can be expressed as a m dimensional vector ~ui as follows:
~ui ¼ ðui1; ui2; . . . ; uimÞT; ð2:9Þ
where uij denotes the jth component of the vector~ui ði ¼ 1; 2; . . . ; nÞ. The mean of vector is given by
�uk ¼Xn
i¼1
uik; k ¼ 1; 2; . . . ;m: ð2:10Þ
We also can form a new ensemble by focusing on devia-tions from the mean value as follows:
vik ¼ uik � �uk; k ¼ 1; 2; . . . ;m: ð2:11Þ
Let the matrix A denote the new ensemble
A ¼
v11 v21 � � � vn1
v12 v22 � � � vn2
..
. ... ..
. ...
v1m v2m � � � vnm
0BBBB@
1CCCCA
m�n
;
where the discrete covariance matrix of the ensemble maybe written as
AAT~yk ¼ kk~yk; k ¼ 1; 2; . . . ;m; ~yk 2 Rm�m: ð2:12Þ
Thus, to compute the POD mode, one must solve a m · m
eigenvalue problem. For a discretization of an ocean prob-lem, the dimension often exceeds 104, so that a direct solu-tion of this eigenvalue problem is often not feasible. Wecan transform the eigenvalue problem into an n · n eigen-value problem (see [23]). In the method of snapshots, onethen solves the n · n eigenvalue problem
ATA~wk ¼ kk~wk; k ¼ 1; 2; . . . ; n; ~wk 2 Rn�n; ð2:13Þ
where the nonzero eigenvalues kk (1 6 k 6 n) are the samein (2.12). The eigenvectors may be chosen to be orthonor-mal, and the POD modes are given by ~/k ¼ A~wk=
ffiffiffiffiffikk
p. In
matrix form, with U ¼ ð~/1;~/2; . . . ;~/nÞ, and W ¼ ð~w1;~w2; . . . ; ~wnÞ, this becomes U = AW.
The eigenvalue problem (2.13) is more efficient than them · m eigenvalue problem (2.12) when the number of snap-shots n is much smaller than the number of states m.
3. POD technique and error estimate of MFE method for
tropical Pacific Ocean reduced gravity model
In this section, we apply the POD technique and MFEmethod to the upper tropical Pacific Ocean model
described in Section 1. This method provides a systematicway of creating a reduced basis space using the state ofthe system at different time instances. As in the generalreduced order basis methods, the states could come fromfull order numerical computations (also obtained from sys-tem trajectories obtained via experiments, or by analyticalderivations). Here, we apply the MFE methods to theupper tropical Pacific Ocean model for obtaining a fullorder numerical solution, then apply the POD techniqueto reconstruct the approximate solution and approximatethe solution of the reduced model. Finally, we comparethe error of the accurate solution with that of the approx-imate solution.
3.1. MFE method for the tropical Pacific Ocean reduced
gravity model
The Sobolev spaces along with their properties used inthis context are standard (cf. Ref. [24]). For example, forbounded domain X, we denote by Hm(X) (mP0) andL2(X) = H0(X) the usual Sobolev spaces equipped withthe semi-norm and the norm, respectively,
jvjm;X ¼Xjaj¼m
ZXjDavj2 dxdy
( )1=2
8v 2 H mðXÞ;
kvkm;X ¼Xm
i¼0
jvj2i;X
( )1=2
8v 2 H mðXÞ;
where a = (a1,a2), a1 and a2 are tow nonnegative integers,and jaj = a1 + a2. Especially, the subspace H 1
0ðXÞ ofH1(X) is denoted by
H 10ðXÞ ¼ fv 2 H 1ðXÞ; ujoX ¼ 0g:
Note that k Æk1 is equivalent to j Æ j1 in H 10ðXÞ. Let
L20ðXÞ ¼ fq 2 L2ðXÞ;
RX qdxdy ¼ 0g, which is the subspace
of L2(X). For the sake of convenience, we consider themixed variational formulation for (1.1) with the boundaryconditions
uðx; y; tÞjoX ¼ 0; vðx; y; tÞjoX ¼ 0; hðx; y; tÞjoX ¼ 0;
0 6 t 6 t1:
Therefore, the variational form for the tropical PacificOcean reduced gravity model can be written as:
Problem (I). Find ðu; v; hÞ 2 H10ðXÞ � H1
0ðXÞ � L20ðXÞ such
that
ðut;uÞ � f ðv;uÞ � g0ðh;uxÞ þAðru;ruÞ ¼ ðf1;uÞ8u 2 H 1
0ðXÞ;ðvt;wÞ þ f ðu;wÞ � g0ðh;wyÞ þAðrv;rwÞ ¼ ðf2;wÞ8w 2 H 1
0ðXÞ;ðht;qÞ þHðuxþ vy ;qÞ ¼ 0 8q 2 L2
0ðXÞ;uðx; y;0Þ ¼ u0ðx; yÞ; vðx; y;0Þ ¼ v0ðx; yÞ;hðx; y;0Þ¼ h0ðx; yÞ; ðx; yÞ 2 X;
8>>>>>>>>>>><>>>>>>>>>>>:
4188 Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195
where f1 = sx/(q0H) and f2 = sy/(q0H). Using the same asapproach in Ref. [25], we could check that Problem (I)has a unique solution.
In order to find the numerical solution for Problem (I),it is necessary to discretize Problem (I). We introduce afinite element approximation for the spatial variable andfinite difference scheme for the time derivative. Let I�h bea uniform regular triangulation of X (here X denotes thetwo dimensional rectangular domain, which is chosen from30�S to 30�N in latitude and from 130�E to 70�W in longi-tude in actual computation), i.e., for any K 2 I�h, put�hK = diam{K}, �h ¼ maxK2I�hf�hKg, then c�h 6 �hK 6 c1�h.Denote the time step increment by k = T1/N (T1 beingthe total time) and MFE approximation of (u,v,h) byðul
�h; vl�h; h
l�hÞ ¼ ðu�hðx; y; tlÞ; v�hðx; y; tlÞ; h�hðx; y; tlÞÞ, tl = lk (0 6
l 6 N). Define the finite element subspaces ofH 1
0ðXÞ and L20ðXÞ as follows, respectively,
X �h ¼ fu�h 2 H 10ðXÞ; u�hjK 2 P mðKÞ 8K 2 I�hg;
L�h ¼ fq�h 2 L20ðXÞ; q�hjK 2 P m�1ðKÞ 8K 2 I�hg;
(
where m P 1 is integer, Pm(K) polynomial subspace of de-grees 6m on K. Then, the fully discrete formulation forProblem (I) can be written as:
Problem (II). Find ðul�h; v
l�h; h
l�hÞ 2 X �h � X �h � L�h (l = 1,2,
. . .,N) such that
ðul�h;u�hÞ � kf ðvl
�h;u�hÞ � kg0ðhl�h;u�hxÞ þ kAðrul
�h;ru�hÞ
¼ kðf l1 ;u�hÞ þ ðul�1
�h ;u�hÞ 8u�h 2 X �h;
ðvl�h;w�hÞ þ kf ðul
�h;w�hÞ � kg0ðh�h;w�hyÞ þ kAðrvl�h;rw�hÞ
¼ kðf l2 ;w�hÞ þ ðvl�1
�h ;w�hÞ 8w�h 2 X �h;
ðhl�h; q�hÞ þ kHðu�hlx þ v�hy ; q�hÞ ¼ ðhl�1
�h ; q�hÞ 8q�h 2 L�h;
l ¼ 1; 2; . . . ;N ;
u0�h ¼ u0ðx; yÞ; v0
�h ¼ v0ðx; yÞ; h0�h ¼ h0ðx; yÞ;
8>>>>>>>>>>>>>>><>>>>>>>>>>>>>>>:
where f l1 ¼ f1ðtlÞ and f l2 ¼ f2ðtlÞ. Using the same as ap-
proach as in [26], we could check that Problem (II) has un-ique solution ðul
�h; vl�h; h
l�hÞ 2 X �h � X �h � L�h, and if solution
(u,v,h) 2 Hm+1(X) · Hm+1(X) · Hm(X) of Problem (I), thefollowing error estimates hold:
kuðx; y; tlÞ � ul�hk0 þ k1=2Pl
j¼1
krðuðx; y; tlÞ � ul�hÞk0
6 cð�hm þ kÞ;
kvðx; y; tlÞ � vl�hk0 þ k1=2Pl
j¼1
krðvðx; y; tlÞ � vl�hÞk0
6 cð�hm þ kÞ;
khðx; y; tlÞ � hl�hk0 6 cð�hm þ kÞ; l ¼ 1; 2; . . . ;N ;
8>>>>>>>>>>>>><>>>>>>>>>>>>>:
ð3:1Þ
where c is a constant independent of �h and k, but depen-dent of (u,v,h).
3.2. POD technique for the tropical Pacific Ocean reduced
gravity model
In the construction described above in Section 2, thenumber n may be large, depending on the complexity ofthe dynamics represented in the ‘‘snapshots’’. In general,one should take n sufficiently large so that the snapshotsUi(x,y) contain all the salient features of the dynamicsbeing investigated. Thus, the POD basis functions Ui
(1 6 i 6 n), used with the original dynamics in a Galerkinprocedure, offer the possibility of achieving a high fidelitymodel albeit with perhaps a dimension n.
To apply the POD techniques to the upper tropical Paci-fic Ocean model in Section 1, we first solve Problem (II) atN time steps and obtain the solutions ðul
�h; vl�h; h
l�hÞ ðl ¼ 1; 2;
. . . ;NÞ of velocity field and upper layer thickness at anincrement of k = T1/N (for example, T1 = 1 year) day for(x,y) 2 X. And then we choose n (for example, n = 5, 20,or 30, in general, n� N) snapshots U iðx; yÞ ¼ ðui
�h; vi�h;
hi�hÞ ði ¼ 1; 2; . . . ; nÞ (which is useful and of interest for us)
from N group of solutions ðul�h; v
l�h; h
l�hÞð1 6 l 6 NÞ for Prob-
lem (II). These snapshots are discrete data over X. Using(2.10), (2.11), and (2.13) yields covariance matricesAT
u Au;ATv Av;A
Th Ah associated with ðui
�h; vi�h; h
i�hÞ ði ¼ 1; 2;
. . . ; nÞ. Since those matrices are all nonnegative Hermitianmatrices, they all have a complete set of orthogonal eigen-vectors with the corresponding eigenvalues arranged inascending order as ku
1 P ku2 P � � �P ku
n P 0, kv1 P kv
2
P � � �P kvn P 0, and kh
1 P kh2 P � � �P kh
n P 0, respec-tively. Then we construct POD basis elements Uu
i ðx; yÞ;Uv
i ðx; yÞ;Uhi ðx; yÞ such that
X PODu ¼ span Uu
1ðx; yÞ;Uu2ðx; yÞ; . . . ;Uu
nðx; yÞ� �
;
X PODv ¼ span Uv
1ðx; yÞ;Uv2ðx; yÞ; . . . ;Uv
nðx; yÞ� �
;
X PODh ¼ span Uh
1ðx; yÞ;Uh2ðx; yÞ; . . . ;Uh
nðx; yÞ� �
;
8>>><>>>:
ð3:2Þ
are defined as
Uuj ðx; yÞ ¼
Xn
i¼1
ajuiu
i�h; Uv
jðx; yÞ ¼Xn
i¼1
ajviv
i�h;
Uhi ðx; yÞ ¼
Xn
i¼1
ajhih
i�h; ð3:3Þ
where ajui; aj
vi; ajhi ð1 6 i 6 nÞ are the components of the
eigenvectors AuV ju=
ffiffiffiffiffiffikuj
p, AvV j
v=ffiffiffiffiffiffikvj
p, AhV j
h=ffiffiffiffiffiffikhj
pcorre-
sponding to the eigenvalues kuj ; k
vj ; k
hj , respectively.
For three groups of basic functions Uui ðx; yÞ;Uv
i ðx; yÞ;Uh
i ðx; yÞ ði ¼ 1; 2; . . . ; nÞ, put
Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195 4189
us�h ¼ �uðx; yÞ þ
Pnj¼1
buj ðtsÞUu
j ðx; yÞ;
vs�h ¼ �vðx; yÞ þ
Pnj¼1
bvjðtsÞUv
jðx; yÞ;
hs�h ¼ �hðx; yÞ þ
Pnj¼1
bhj ðtsÞUh
j ðx; yÞ; s ¼ 1; 2; . . . ;
8>>>>>>><>>>>>>>:
ð3:4Þ
where buj ðtsÞ, bv
jðtsÞ, and bhj ðtsÞ (j = 1,2, . . .,n) are coeffi-
cients to determine; �uðx; yÞ, �vðx; yÞ, and �hðx; yÞ are the meanvalues of ðui
�h; vi�h; h
i�hÞ ði ¼ 1; 2; . . . ; nÞ, respectively. Note
that, if s = i(1 6 i 6 n), ðus�h; v
s�h; h
s�hÞ are the solutions for
Problem (II). Since the scales in model variables and arenot uniform, one may employ different modes to recon-struct the solutions. In order to reduce order for Problem(II), we apply the POD approximate solution
usM1¼ �uðx; yÞ þ
PM1
j¼1
buj ðtsÞUu
j ðx; yÞ;
vsM1¼ �vðx; yÞ þ
PM1
j¼1
bvjðtsÞUv
jðx; yÞ;
hsM2¼ �hðx; yÞ þ
PM2
j¼1
bhj ðtsÞUh
j ðx; yÞ; s ¼ 1; 2; . . . ;
8>>>>>>>><>>>>>>>>:
ð3:5Þ
where buj ðtsÞ and bv
jðtsÞ ðj ¼ 1; 2; . . . ;M1Þ, bhj ðtsÞ ðj ¼ 1; 2;
. . . ;M2Þ, �uðx; yÞ, �vðx; yÞ, and �hðx; yÞ are the same as Eq.(3.4). Substituting the solutions of Problem (II) with (3.4)and (3.5), respectively, we could obtain the following equa-tions, respectively.
Problem (III). Find ðbur ðtsÞ; bv
rðtsÞ; bhr ðtsÞÞ ðr ¼ 1; 2; . . . ; nÞ
such that
Fig. 2. Error of numerical solutions of different POD bases for 5, 20, and30 snapshots. (a) 5 snapshots; (b) 20 snapshots; and (c) 30 snapshots.
bur ðtsÞ� kf
Pnj¼1
bvjðtsÞðUv
j ;Uur Þ�kg0
Pnl¼1
bhl ðtsÞðUh
l ;UurxÞ
þkAPni¼1
bui ðtsÞðrUu
i ;rUur Þ¼ kðf s
1 ;Uur Þþbu
r ðts�1Þ;
bvrðtsÞþ kf
Pni¼1
bui ðtsÞðUu
i ;Uvr� kg0
Pnl¼1
bhl ðtsÞðUh
l ;UvryÞ
þkAPnj¼1
bvjðtsÞðrUv
j ;rUvrÞ¼ kðf s
2 ;UvrÞþbv
rðts�1Þ;
bhr ðtsÞþ kH
Pni¼1
bui ðtsÞðUu
ix;Uhr ÞþkH
Pnj¼1
bvjðtsÞðUu
jy ;Uhr Þ¼ bh
r ðts�1Þ;
r¼ 1;2; . . . ;n; s¼ 1;2; . . . ;
8>>>>>>>>>>>>>>>>>>><>>>>>>>>>>>>>>>>>>>:along with the initial condition
bur ð0Þ ¼ ðuðx; y; 0Þ � �uðx; yÞ;Uu
r ðx; yÞÞ;
bvrð0Þ ¼ ðvðx; y; 0Þ � �vðx; yÞ;Uv
rðx; yÞÞ;
bhr ð0Þ ¼ ðhðx; y; 0Þ � �hðx; yÞ;Uh
r ðx; yÞÞ; 1 6 r 6 n:
8>><>>:
ð3:6Þ
Problem (IV). Find ðbur ðtsÞ; bv
rðtsÞ; bh‘ðtsÞÞ (r = 1,2, . . . ,M1,
‘ = 1,2, . . . ,M2) such that
bur ðtsÞ� kf
PM1
j¼1
bvjðtsÞðUv
j ;Uur Þ� kg0
PM2
l¼1
bhl ðtsÞðUh
l ;UurxÞ
þkAPM1
i¼1
bui ðtsÞðrUu
i ;rUur Þ¼ kðf s
1 ;Uur Þþbu
r ðts�1Þ;
r¼ 1;2; . . . ;M1; s¼ 1;2; . . . ;
bvrðtsÞþ kf
PM1
i¼1
bui ðtsÞðUu
i ;Uvr�kg0
PM2
l¼1
bhl ðtsÞðUh
l ;UvryÞ
þkAPM1
j¼1
bvjðtsÞðrUv
j ;rUvrÞ¼ kðf s
2 ;UvrÞþbv
rðts�1Þ;
r¼ 1;2; . . . ;M1; s¼ 1;2; . . . ;
bh‘ðtsÞþ kH
PM1
i¼1
bui ðtsÞðUu
ix;Uh‘Þþ kH
PM1
j¼1
bvjðtsÞðUu
jy ;Uh‘Þ¼ bh
‘ðts�1Þ;
‘¼ 1;2; . . . ;M2; s¼ 1;2; . . . ;
8>>>>>>>>>>>>>>>>>>>>>>>>><>>>>>>>>>>>>>>>>>>>>>>>>>:along with the initial condition
bur ð0Þ ¼ ðuðx; y; 0Þ � �uðx; yÞ;Uu
r ðx; yÞÞ; r ¼ 1; 2; . . . ;M1;
bvrð0Þ ¼ ðvðx; y; 0Þ � �vðx; yÞ;Uv
rðx; yÞÞ; r ¼ 1; 2; . . . ;M1;
bh‘ð0Þ ¼ ðhðx; y; 0Þ � �hðx; yÞ;Uh
‘ðx; yÞÞ; ‘ ¼ 1; 2; . . . ;M2:
8><>:
ð3:7Þ
4190 Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195
There is the following error estimate between the solu-tions for Problem (III) and the solutions for Problem(IV), whose proof is provided in Appendix A.
Theorem 1. If maxfðPn
i¼M1þ1kui Þ
1=2; ðPn
i¼M1þ1kvi Þ
1=2g 6 �h=cand k is sufficiently small, then the error estimate between the
solutions for full basic Problem (II) and the solutions for thereduced order basic Problem (IV) is
kððus�h � us
M1Þ; ðvs
�h � vsM1Þ; ðhs
�h � hsM1ÞÞk0
6 C5
Xn
i¼M1þ1
ðkui þ kv
i Þ þXn
i¼M2þ1
khi
!;
where C5 ¼ 3C4 ðC4 see Appendix A) and s = 1,2, . . ..
Combining (3.1) with Theorem 1 could yield in the fol-lowing result.
Theorem 2. If maxfðPn
i¼M1þ1kui Þ
1=2; ðPn
i¼M1þ1kvi Þ
1=2g 6 �h=cand k is sufficiently small, then the error estimate between the
solutions for Problem (I) and the solutions for the reduced
order basic Problem (IV) is
ðuðtlÞ � ulM1Þ; ðvðtlÞ � vl
M1Þ; ðhðtsÞ � hl
M1Þ
� ���� ���0
6 cð�hm þ kÞ þ C5
Xn
i¼M1þ1
ðkui þ kv
i Þ þXn
i¼M2þ1
khi
!;
l ¼ 1; 2; . . . ; n:
Fig. 3. Fluid total layer thickness for Problem (II) (black curve), 4 POD bases f7 POD bases for 30 snapshots for month of June (b) and December (d). (a) C
Remark 1. When one computes actual problems, one mayobtain the ensemble of snapshots from physical system tra-jectories by drawing samples from experiments and inter-polation (or data assimilation). For example, for weatherforecast, one can use previous weather prediction resultsto construct the ensemble of snapshots, then restructurethe POD basis for the ensemble of snapshots by Section2, and finally combine it with a Galerkin projection toderive a reduced order dynamical system, i.e., one needsonly to solve Problem (IV) which has only few degrees offreedom, but it is unnecessary to solve Problem (II). Thus,the forecast of future weather change can be quickly simu-lated, which is of major importance for actual real-lifeapplications.
Remark 2. In general, c0 is a very small value so thatexp(kc0n) approaches 1 in Theorem 1, and taking m = 1or 2 is sufficient in actual numerical simulations. Sinceour methods employ some MFE solutions ðui
�h; vi�h; h
i�hÞ
ði ¼ 1; 2; . . . ; nÞ for Problem (II) as assistant analysis, theerror estimates in Theorem 2 are correlated to the griddingscale �h and time step size k. However, using same argumentas in Remark 1, the assistant ðui
�h; vi�h; h
i�hÞ ði ¼ 1; 2; . . . ; nÞ
could be substituted with the interpolation functions ofexperimental and previous results, it is unnecessary to solveProblem (II), it is only necessary to directly solve Problem(IV) such that Theorem 1 is satisfied. Since Problem (IV) is
or 5 snapshots (green curve), 7 POD bases for 20 snapshots (red curve), andase on June and (b) case on December.
Fig. 4. Profiles of currents for Problem (II) (blue vector) for month of June (a) and December (c) and profiles of currents for Problem (IV) using 7 PODbases for 20 snapshots (red curve) for month of June (b) and December (d). (a) Currents for Problem (II) on June (b) currents for Problem (IV) on June (c)currents for Problem (II) on December (d) currents for Problem (IV) on December. (For interpretation of the references to colour in this figure legend, thereader is referred to the web version of this article.)
Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195 4191
4192 Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195
only dependent on M1 and M2, and is independent of thegridding scale �h and time step size k, and, in general, M1
and M2� n, it is only necessary to solve Problem (IV) withvery few freedom degrees.
4. Some numerical examples
In this section, we present numerical computations relatedto the approaches presented in the previous paragraphs. Inthis study, we applied the model to the tropic Pacific Oceandomain X (which is a domain 30�S–30�N, 130�E–70�W),using parameters values of f = 2(7.29E�5)sin(x,y), H =150 m, q0 = 1.2 kg m�3, qa = 1025 kg m�3, g 0 = 3.7 · 10�2,A = 750 m2 s�1, and CD = 1.5 · 10�3 for Problem (I). Thischosen model domain allows for all possible equatoriallytrapped waves to be excited by the applied wind forcing(see [3]). The no-normal flow and no-slip conditions areapplied at these solid boundaries. We choose the uniform reg-ular triangulation with �h = 0.5� and the time mesh size to bek = 100s. The model is driven by the Florida State University(FSU) climatology monthly mean winds (cf. [27]), and thedata are projected onto each time step by a linear interpola-tion and onto each grid point by a bilinear interpolation.
We choose 5, 20, and 30 group of solutions (i.e., snap-shots) solving Problem (II) for 1 year. It is shown by com-puting that eigenvalues ku4, kv4, and kh4 are all less than10�3 if the number of snapshots is 5, while eigenvaluesku8, kv8, and kh8 are all less than 10�3 if the number of snap-shots is 20 and 30, which are consistent with the errorsbetween numerical solutions obtained with a different num-ber of POD optimal bases for Problem (IV) and solutionsobtained with Problem (II), where the red curve representsthe error of fluid total layer thickness, the blue curve repre-sents the error of fluid velocity in the longitude direction,and the green curve represents the error of fluid velocityin the latitude direction in Fig. 2.1 It is shown by compar-ing results for Problem (II) and POD reduced model thatthe computational load for velocity vector and fluid totallayer thickness with Problem (IV) is sizably reduced, andthe error between them does not exceed 10�3. And theresults of the error for the actual example are consistentwith the theoretical results obtained by computing withTheorem 2. This also shows that finding the approximatesolutions for the tropical Pacific Ocean reduced gravitymodel with Problem (IV) is computationally very effective.
We obtain the solution for fluid total layer thickness h
depicted graphically in Fig. 3a and b, respectively, wherethe green curves represent numerical solution for 5 snap-shots used 4 POD bases to solve reduced Problem (IV),the red curves represent numerical solution for 20 snap-shots used 7 POD bases to solve reduced Problem (IV),the purple curves represent numerical solution for 20 snap-shots used 7 POD bases to solve reduced Problem (IV), and
1 For interpretation of the references to colour in Fig. 2, the reader isreferred to the web version of this article.
the black curves represent the solutions solving Problem(II) on June and on December.
We also obtain the profiles of currents for fluid velocity(u,v) depicted graphically in Fig. 4b and d, respectively, for20 snapshots using 7 POD bases to solve Problem (IV), andFig. 4a and c are, respectively, the solutions solving Prob-lem (II) for June and for December.
These profiles demonstrate that the results of the numer-ical simulations coincide with both the theory and theactual cases. Especially, the POD reduced model Problem(IV) is a reduced method to apply the existing datum tosimulating future phenomena, which has far fewer(2M1 + M2� n) degrees of freedom of Problem (II).Therefore, the POD reduced method is very suitable fordealing with large-scale science engineering computations,and could simplify computing and reduces both CPU andmemory requirements in the actual computational processin a sense that guarantees a sufficiently accurate numericalsolution.
5. Conclusions
In this paper, we have employed the POD and Galerkintechniques to study the reduced format for the tropicalPacific Ocean reduced gravity model and to reconstructPOD optimal orthogonal bases of ensembles of data whichare compiled from transient solutions derived by using theMFE equation system. We have also combined the PODbases with a Galerkin projection procedure, thus yieldinga new reduced model of lower dimensional order and ofhigh accuracy for the tropical Pacific Ocean reduced grav-ity model. We have then proceeded to derive error esti-mates between our reduced format approximate solutionsand the usual full order MFE numerical solutions, andhave shown using numerical examples that the errorbetween the POD approximate solution of reduced formatand the full MFE solution is consistent with the theoreticalerror results obtained, thus validating both feasibility andefficiency of our reduced format. Future work in this areawill aim to extend the reduced format, implementing it toa realistic sea forecast system and to more complicatedPDEs, for instance, the nonlinear shallow water equationsystem consisting of water dynamics equations, silt trans-port equation and the equation of bottom topographychange. We have shown both by theoretical analysis as wellas by numerical examples that the reduced format pre-sented herein has extensive perspective applications.
Acknowledgments
Z. Luo and J. Zhu acknowledge the support of the Na-tional Science Foundation of China Nos. 10471100 and40437017, and Beijing Jiaotong University Science Tech-nology Foundation. I.M. Navon acknowledges supportof NSF Grant No. ATM-0201808.
Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195 4193
Appendix A
The proof of Theorem 1 is as follows.Subtracting Problem (IV) and (3.7) from Problem (III)
and (3.6) yields the following error equations:
bur ðtsÞ � kf
Xn
j¼M1þ1
bvjðtsÞðUv
j ;Uur Þ � kg0
Xn
l¼M2þ1
bhl ðtsÞðUh
l ;UurxÞ
þ kAXn
i¼M1þ1
bui ðtsÞðrUu
i ;rUur Þ ¼ kðf s
1 ;Uur Þ þ bu
r ðts�1Þ;
r ¼ M1 þ 1;M1 þ 2; . . . ; n; s ¼ 1; 2; . . . ; ðA:1Þ
bvrðtsÞ þ kf
Xn
i¼M1þ1
bui ðtsÞðUu
i ;UvrÞ � kg0
Xn
l¼M2þ1
bhl ðtsÞðUh
l ;UvryÞ
þ kAXn
j¼M1þ1
bvjðtsÞðrUv
j ;rUvrÞ ¼ kðf s
2 ;UvrÞ þ bv
rðts�1Þ;
r ¼ M1 þ 1;M1 þ 2; . . . ; n; s ¼ 1; 2; . . . ; ðA:2Þ
bh‘ðtsÞ þ kH
Xn
i¼M1þ1
bui ðtsÞðUu
ix;Uhr Þ
þ kHXn
j¼M1þ1
bvjðtsÞðUu
jy ;Uhr Þ ¼ bh
r ðts�1Þ;
‘ ¼ M2 þ 1;M2 þ 2; . . . ; n; s ¼ 1; 2; . . . ; ðA:3Þ
along with the initial condition
bur ð0Þ ¼ ðuðx; y; 0Þ � �uðx; yÞ;Uu
r ðx; yÞÞ;r ¼ M1 þ 1;M1 þ 2; . . . ; n;
bvrð0Þ ¼ ðvðx; y; 0Þ � �vðx; yÞ;Uv
rðx; yÞÞ;r ¼ M1 þ 1;M1 þ 2; . . . ; n;
bh‘ð0Þ ¼ ðhðx; y; 0Þ � �hðx; yÞ;Uh
‘ðx; yÞÞ;‘ ¼ M2 þ 1;M2 þ 2; . . . ; n:
Eqs. (A.1)–(A.3) can be written as in the following vec-tor format:
bsu
bsv
bsh
0B@
1CA ¼ k
�AD1 fB g0C1
�fBT �AD2 g0C2
�HCT1 �HCT
2 O
0B@
1CA
bsu
bsv
bsh
0B@
1CA
þ k
F s1
F s2
0
0B@
1CAþ bs�1
u
bs�1v
bs�1h
0B@
1CA;
ðA:4Þ
where O is a (n �M2) · (n �M2) zero matrix, 0 is a(n �M2)-dimensional zero vector, and
D1 ¼Z
XðrUu
M1þ1; . . . ;rUunÞ
TðrUuM1þ1; . . . ;rUu
nÞdxdy;
D2 ¼Z
XðrUv
M1þ1; . . . ;rUvnÞ
TðrUvM1þ1; . . . ;rUv
nÞdxdy;
C1 ¼Z
XðUh
M2þ1; . . . ;UhnÞ
T ðUuM1þ1Þx; . . . ; ðUu
nÞx� �
dxdy;
C2 ¼Z
XðUh
M2þ1; . . . ;UhnÞ
T ðUvM1þ1Þy ; . . . ; ðUv
nÞy� �
dxdy;
B ¼Z
XðUv
M1þ1; . . . ;UvnÞ
TðUuM1þ1; . . . ;Uu
nÞdxdy;
F s1 ¼ ððf s
1 ;UuM1þ1Þ; . . . ; ðf s
1 ;UunÞÞ
T;
F s2 ¼ ððf s
2 ;UvM1þ1Þ; . . . ; ðf s
2 ;UvnÞÞ
T;
bsu ¼ ðb
uM1þ1ðtsÞ; . . . ; bu
nðtsÞÞT;bs
v ¼ ðbvM1þ1ðtsÞ; . . . ; bv
nðtsÞÞT;bs
h ¼ ðbhM2þ1ðtsÞ; . . . ; bh
nðtsÞÞT:
Since it is well known (see [9]) that
Uw1 ; . . . ;U
wMj;Uw
Mjþ1; . . . ;Uwn
� � 0; . . . ;0;Uw
Mjþ1; . . . ;Uwn
� �� ��2
0
¼Xn
i¼Mjþ1
kwi ; w¼ u; v;h; j¼ 1;2;
ðA:5Þ
we obtain
ðus�h � us
M1Þ; ðvs
�h � vsM1Þ; ðhs
�h � hsM2Þ
� ���� ���0
6 bsu; b
sv; b
sh
� T��� ��� Xn
i¼M1þ1
ðkui þ kv
i Þ þXn
i¼M2þ1
khi
!1=2
;
s ¼ 1; 2; . . . ; ðA:6Þ
where k Æk is the norm of matrices or vector. From the in-verse inequality (see [28] or [29]) and matrix normal prop-erty, we obtain
kC1k 6 ðUhM2þ1; . . . ;Uh
nÞT
��� ���0ðUu
M1þ1; . . . ;UunÞx
��� ���0
6 c�h�1 ðUhM2þ1; . . . ;Uh
nÞT
��� ���0ðUu
M1þ1; . . . ;UunÞ
��� ���0
6 c�h�1Xn
i¼M1þ1
kui
Xn
i¼M2þ1
khi
!1=2
; ðA:7Þ
kC2k 6 c�h�1Xn
i¼M1þ1
kvi
Xn
i¼M2þ1
khi
!1=2
; ðA:8Þ
kBk6 ðUvM1þ1; . . . ;U
vnÞ
T��� ���
0ðUu
M1þ1; . . . ;UunÞ
��� ���0
Xn
i¼M1þ1
kui
Xn
i¼M1þ1
kvi
!1=2
;
ðA:9Þ
kF s1k 6 kf s
1k0 ðUuM1þ1; . . . ;Uu
n��� ���
0
¼ kf s1k0
Xn
i¼M1þ1
kui
!1=2
; ðA:10Þ
4194 Z. Luo et al. / Comput. Methods Appl. Mech. Engrg. 196 (2007) 4184–4195
kF s2k 6 kf s
2k0 ðUvM1þ1; . . . ;Uv
n��� ���
0
¼ kf s2k0
Xn
i¼M1þ1
kvi
!1=2
: ðA:11Þ
Then, multiplying (A.4) by ððbsuÞ
T; ðbs
vÞT; ðbs
hÞTÞ, one could
get
bsu
bsv
bsh
0B@
1CA
T bsu
bsv
bsh
0B@
1CA ¼ k
bsu
bsv
bsh
0B@
1CA
T �AD1 fB g0C1
�fBT �AD2 g0C2
�HCT1 �HCT
2 O
0B@
1CA
bsu
bsv
bsh
0B@
1CA
þ k
bsu
bsv
bsh
0B@
1CA
T F s1
F s2
0
0B@
1CAþ
bsu
bsv
bsh
0B@
1CA
Tbs�1
u
bs�1v
bs�1h
0B@
1CA:ðA:12Þ
Noting that AðbsuÞ
TD1bsu > 0 and Aðbs
vÞTD2b
sv > 0, if
maxXn
i¼M1þ1
kui
!1=2
;Xn
i¼M1þ1
kvi
!1=28<:
9=; 6 �h=c;
which is reasonable, by using matrix normal property, and(A.4) and (A.7)–(A.12), one can obtain
ðbsu; b
sv; b
shÞ
T�� �� 6 c0k ðbs
u; bsv; b
shÞ
T�� ��þ Cs
0k
þ ðbs�1u ; bs�1
v ; bs�1h Þ
T�� ��; ðA:13Þ
where
c0 ¼ 2fXn
i¼M1þ1
kui
Xn
i¼M1þ1
kvi
!1=2
þ 2g0Xn
i¼M2þ1
khi
!1=2
þ 2HXn
i¼M2þ1
khi
!1=2
;
and
Cs0 ¼ kf s
1kXn
i¼M1þ1
kui
!1=2
þ kf s2k
Xn
i¼M1þ1
kvi
!1=2
:
Summing (A.13) from 1 to s, if k is sufficiently small, suchthat 1 � c0k 6 1/2, yields
ðbsu; b
sv; b
shÞ
T�� �� 6 C2
Xn
i¼M1þ1
kvi
!1=2
þ C1
Xn
i¼M1þ1
kui
!1=2
þ c0kXn
i¼0
ðbiu; b
iv; b
ihÞ
T�� ��þ ðb0
u; b0v ; b
0hÞ
T�� ��;
ðA:14Þ
where ðb0u;b
0v ;b
0hÞ ¼ ðb
uM1þ1ð0Þ; . . . ;bu
nð0Þ;bvM1þ1ð0Þ; . . . ;bv
nð0Þ;bh
M2þ1ð0Þ; . . . ; bhnð0ÞÞ, C1 ¼ 2k
Pni¼0kf i
1k, and C2 ¼2kPn
i¼0kf i2k. Noting that
ðb0u; b
0v ; b
0hÞ
T�� �� 6 ðkuðx; y; 0Þk0 þ k�uk0Þ ðUu
M1þ1; . . . ;UunÞ
��� ���0
þ ðkvðx; y; 0Þk0 þ k�vk0Þ ðUvM1þ1; . . . ;Uv
n��� ���
0
þ ðkhðx; y; 0Þk0 þ k�hk0Þ ðUuM2þ1; . . . ;Uh
n��� ���
0
6 C3
Xn
i¼M1þ1
kui
!1=2
þXn
i¼M1þ1
kvi
!1=224
þXn
i¼M2þ1
khi
!1=235; ðA:15Þ
where C3 ¼ maxfkuðx; y; 0Þk0 þ k�uk0; kvðx; y; 0Þk0 þ k�vk0;khðx; y; 0Þk0 þ k�hk0g. Using discrete Gronwall inequalityfor (A.14), one could obtain
ðbsu;b
sv;b
shÞ
T�� ��6 C4
Xn
i¼M1þ1
kui
!1=2
þXn
i¼M1þ1
kvi
!1=2
þXn
i¼M2þ1
khi
!1=224
35;
ðA:16Þ
where C4 ¼ expðnkc0ÞmaxfC1 þ C3;C2 þ C3;C3g. Com-bining (A.6) with (A.16) and using Cauchy inequality yieldsTheorem 1.
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