Evolve Then Filter Regularization for Stochastic Reduced Order Modeling

In this paper, we introduce the evolve-then-filter (EF) regularization method for reduced order modeling of convection-dominated stochastic systems. The standard Galerkin projection reduced order model (G-ROM) yield numerical oscillations in a convection-dominated regime. The evolve-then-filter reduced order model (EF-ROM) aims at the numerical stabilization of the standard G-ROM, which uses explicit ROM spatial filter to regularize various terms in the reduced order model (ROM). Our numerical results based on a stochastic Burgers equation with linear multiplicative noise. It shows that the EF-ROM is significantly better results than G-ROM.