arXiv subjects

Helmut Harbrecht

Publications and source records attributed to Helmut Harbrecht.

At least 37 records · Page 2Linked to original sources

arXiv2023

The Gevrey class implicit mapping theorem with application to UQ of semilinear elliptic PDEs

This article is concerned with a regularity analysis of parametric operator equations with a perspective on uncertainty quantification. We study the regularity of mappings between Banach spaces near branches of isolated solutions that are implicitly defined by a residual equation. Under $s$-Gevrey assumptions on on the residual equation, we establish $s$-Gevrey bounds on the Fréchet derivatives of the local data-to-solution mapping. This abstract framework is illustrated in a proof of regularity bounds for a semilinear elliptic partial differential equation with parametric and random field input.

math.AP↗

arXiv2023

Solving acoustic scattering problems by the isogeometric boundary element method

We solve acoustic scattering problems by means of the isogeometric boundary integral equation method. In order to avoid spurious modes, we apply the combined field integral equations for either sound-hard scatterers or sound-soft scatterers. These integral equations are discretized by Galerkin's method, which especially enables the mathematically correct regularization of the hypersingular integral operator. In order to circumvent densely populated system matrices, we employ the isogeometric fast multipole method. The result is an algorithm that scales essentially linear in the number of boundary elements. Numerical experiments are performed which show the feasibility and the performance of the approach.

math.NA↗

arXiv2022

Low-rank approximation of continuous functions in Sobolev spaces with dominating mixed smoothness

Let $Ω_i\subset\mathbb{R}^{n_i}$, $i=1,\ldots,m$, be given domains. In this article, we study the low-rank approximation with respect to $L^2(Ω_1\times\dots\timesΩ_m)$ of functions from Sobolev spaces with dominating mixed smoothness. To this end, we first estimate the rank of a bivariate approximation, i.e., the rank of the continuous singular value decomposition. In comparison to the case of functions from Sobolev spaces with isotropic smoothness, compare \cite{GH14,GH19}, we obtain improved results due to the additional mixed smoothness. This convergence result is then used to study the tensor train decomposition as a method to construct multivariate low-rank approximations of functions from Sobolev spaces with dominating mixed smoothness. We show that this approach is able to beat the curse of dimension.

math.NA↗

arXiv2021

Samplets: A new paradigm for data compression

In this article, we introduce the concept of samplets by transferring the construction of Tausch-White wavelets to the realm of data. This way we obtain a multilevel representation of discrete data which directly enables data compression, detection of singularities and adaptivity. Applying samplets to represent kernel matrices, as they arise in kernel based learning or Gaussian process regression, we end up with quasi-sparse matrices. By thresholding small entries, these matrices are compressible to O(N log N) relevant entries, where N is the number of data points. This feature allows for the use of fill-in reducing reorderings to obtain a sparse factorization of the compressed matrices. Besides the comprehensive introduction to samplets and their properties, we present extensive numerical studies to benchmark the approach. Our results demonstrate that samplets mark a considerable step in the direction of making large data sets accessible for analysis.

math.NA↗

arXiv2021

Analysis of tensor approximation schemes for continuous functions

In this article, we analyze tensor approximation schemes for continuous functions. We assume that the function to be approximated lies in an isotropic Sobolev space and discuss the cost when approximating this function in the continuous analogue of the Tucker tensor format or of the tensor train format. We especially show that the cost of both approximations are dimension-robust when the Sobolev space under consideration provides appropriate weights.

math.NA↗

arXiv2021

Isogeometric shape optimization for scaffold structures

The development of materials with specific structural properties is of huge practical interest, for example, for medical applications or for the development of light weight structures in aeronautics. In this article, we combine shape optimization and homogenization for the optimal design of the microstructure in scaffolds. Given the current microstructure, we apply the isogeometric boundary element method to compute the effective tensor and to update the microstructure by using the shape gradient in order to match the desired effective tensor. Extensive numerical studies are presented to demonstrate the applicability and feasibility of the approach.

math.NA↗

arXiv2021

Space-time multilevel quadrature methods and their application for cardiac electrophysiology

We present a novel approach which aims at high-performance uncertainty quantification for cardiac electrophysiology simulations. Employing the monodomain equation to model the transmembrane potential inside the cardiac cells, we evaluate the effect of spatially correlated perturbations of the heart fibers on the statistics of the resulting quantities of interest. Our methodology relies on a close integration of multilevel quadrature methods, parallel iterative solvers and space-time finite element discretizations, allowing for a fully parallelized framework in space, time and stochastics. Extensive numerical studies are presented to evaluate convergence rates and to compare the performance of classical Monte Carlo methods such as standard Monte Carlo (MC) and quasi-Monte Carlo (QMC), as well as multilevel strategies, i.e. multilevel Monte Carlo (MLMC) and multilevel quasi-Monte Carlo (MLQMC) on hierarchies of nested meshes. Finally, we employ a recently suggested variant of the multilevel approach for non-nested meshes to deal with a realistic heart geometry.

math.NA↗

arXiv2021

Multilevel approximation of Gaussian random fields: Covariance compression, estimation and spatial prediction

Centered Gaussian random fields (GRFs) indexed by compacta such as smooth, bounded Euclidean domains or smooth, compact and orientable manifolds are determined by their covariance operators. We consider centered GRFs given as variational solutions to coloring operator equations driven by spatial white noise, with an elliptic self-adjoint pseudodifferential coloring operator from the Hörmander class. This includes the Matérn class of GRFs as a special case. Using biorthogonal multiresolution analyses on the manifold, we prove that the precision and covariance operators, respectively, may be identified with bi-infinite matrices and finite sections may be diagonally preconditioned rendering the condition number independent of the dimension $p$ of this section. We prove that a tapering strategy by thresholding applied on finite sections of the bi-infinite precision and covariance matrices results in optimally numerically sparse approximations. That is, asymptotically only linearly many nonzero matrix entries are sufficient to approximate the original section of the bi-infinite covariance or precision matrix using this tapering strategy to arbitrary precision. The locations of these nonzero matrix entries are known a priori. The tapered covariance or precision matrices may also be optimally diagonally preconditioned. Analysis of the relative size of the entries of the tapered covariance matrices motivates novel, multilevel Monte Carlo (MLMC) oracles for covariance estimation, in sample complexity that scales log-linearly with respect to the number $p$ of parameters. In addition, we propose and analyze a novel compressive algorithm for simulating and kriging of GRFs. The complexity (work and memory vs. accuracy) of these three algorithms scales near-optimally in terms of the number of parameters $p$ of the sample-wise approximation of the GRF in Sobolev scales.

math.ST↗

arXiv2020

Isogeometric multilevel quadrature for forward and inverse random acoustic scattering

We study the numerical solution of forward and inverse acoustic scattering problems by randomly shaped obstacles in three-dimensional space using a fast isogeometric boundary element method. Within the isogeometric framework, realizations of the random scatterer can efficiently be computed by simply updating the NURBS mappings which represent the scatterer. This way, we end up with a random deformation field. In particular, we show that the knowledge of the deformation field's expectation and covariance at the surface of the scatterer are already sufficient to compute the surface Karhunen-Loève expansion. Leveraging on the isogeometric framework, we utilize multilevel quadrature methods for the efficient approximation of quantities of interest, such as the scattered wave's expectation and variance. Computing the wave's Cauchy data at an artificial, fixed interface enclosing the random obstacle, we can also directly infer quantities of interest in free space. Adopting the Bayesian paradigm, we finally compute the expected shape and the variance of the scatterer from noisy measurements of the scattered wave at the artificial interface. Numerical results for the forward and inverse problem are given to demonstrate the feasibility of the proposed approach.

math.NA↗

arXiv2020

Boundary integral operators for the heat equation in time-dependent domains

This article provides a functional analytical framework for boundary integral equations of the heat equation in time-dependent domains. More specifically, we consider a non-cylindrical domain in space-time that is the $C^2$-diffeomorphic image of a cylinder, i.e., the tensor product of a time interval and a fixed domain in space. On the non-cylindrical domain, we introduce Sobolev spaces, trace lemmata and provide the mapping properties of the layer operators by mimicking the proofs of [M. Costabel, Boundary integral operators for the heat equation, Integral Equations and Operator Theory, 13(4):498-552, 1990]. Here it is critical that the Neumann trace requires a correction term for the normal velocity of the moving boundary. Therefore, one has to analyze the situation carefully.

math.AP↗

arXiv2020

A fast direct solver for nonlocal operators in wavelet coordinates

In this article, we consider fast direct solvers for nonlocal operators. The pivotal idea is to combine a wavelet representation of the system matrix, yielding a quasi-sparse matrix, with the nested dissection ordering scheme. The latter drastically reduces the fill-in during the factorization of the system matrix by means of a Cholesky decomposition or an LU decomposition, respectively. This way, we end up with the exact inverse of the compressed system matrix with only a moderate increase of the number of nonzero entries in the matrix. To illustrate the efficacy of the approach, we conduct numerical experiments for different highly relevant applications of nonlocal operators: We consider (i) the direct solution of boundary integral equations in three spatial dimensions, issuing from the polarizable continuum model, (ii) a parabolic problem for the fractional Laplacian in integral form and (iii) the fast simulation of Gaussian random fields.

math.NA↗

arXiv2019

Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM

Elliptic boundary value problems which are posed on a random domain can be mapped to a fixed, nominal domain. The randomness is thus transferred to the diffusion matrix and the loading. While this domain mapping method is quite efficient for theory and practice, since only a single domain discretisation is needed, it also requires the knowledge of the domain mapping. However, in certain applications, the random domain is only described by its random boundary, while the quantity of interest is defined on a fixed, deterministic subdomain. In this setting, it thus becomes necessary to compute a random domain mapping on the whole domain, such that the domain mapping is the identity on the fixed subdomain and maps the boundary of the chosen fixed, nominal domain on to the random boundary. To overcome the necessity of computing such a mapping, we therefore couple the finite element method on the fixed subdomain with the boundary element method on the random boundary. We verify the required regularity of the solution with respect to the random domain mapping for the use of multilevel quadrature, derive the coupling formulation, and show by numerical results that the approach is feasible.

math.NA↗

arXiv2019

Shape optimization for composite materials and scaffolds

This article combines shape optimization and homogenization techniques by looking for the optimal design of the microstructure in composite materials and of scaffolds. The development of materials with specific properties is of huge practical interest, for example, for medical applications or for the development of light weight structures in aeronautics. In particular, the optimal design of microstructures leads to fundamental questions for porous media: what is the sensitivity of homogenized coefficients with respect to the shape of the microstructure? We compute Hadamard's shape gradient for the problem of realizing a prescribed effective tensor and demonstrate the applicability and feasibility of our approach by numerical experiments.

math.OC↗

arXiv2019

On the numerical solution of a time-dependent shape optimization problem for the heat equation

This article is concerned with the solution of a time-dependent shape identification problem. Specifically we consider the heat equation in a domain, which contains a time-dependent inclusion of zero temperature. The objective is to detect this inclusion from the given temperature and heat flux at the exterior boundary of the domain. To this end, for a given temperature at the exterior boundary, the mismatch of the Neumann data is minimized. This time-dependent shape optimization problem is then solved by a gradient-based optimization method. Numerical results are presented which validate the present approach.

math.OC↗

arXiv2018

Multilevel quadrature for elliptic parametric partial differential equations in case of polygonal approximations of curved domains

Multilevel quadrature methods for parametric operator equations such as the multilevel (quasi-) Monte Carlo method are closely related to the sparse tensor product approximation between the spatial variable and the parameter. In this article, we employ this fact and reverse the multilevel quadrature method via the sparse grid construction by applying differences of quadrature rules to finite element discretizations of increasing resolution. Besides being algorithmically more efficient if the underlying quadrature rules are nested, this way of performing the sparse tensor product approximation enables the easy use of non-nested and even adaptively refined finite element meshes. Especially, we present a rigorous error and regularity analysis of the fully discrete solution, taking into account the effect of polygonal approximations to a curved physical domain and the numerical approximation of the bilinear form. Our results facilitate the construction of efficient multilevel quadrature methods based on deterministic quadrature rules. Numerical results in three spatial dimensions are provided to illustrate the approach.

math.NA↗

arXiv2018

Rapid computation of far-field statistics for random obstacle scattering

In this article, we consider the numerical approximation of far-field statistics for acoustic scattering problems in the case of random obstacles. In particular, we consider the computation of the expected far-field pattern and the expected scattered wave away from the scatterer as well as the computation of the corresponding variances. To that end, we introduce an artificial interface, which almost surely contains all realizations of the random scatterer. At this interface, we directly approximate the second order statistics, i.e., the expectation and the variance, of the Cauchy data by means of boundary integral equations. From these quantities, we are able to rapidly evaluate statistics of the scattered wave everywhere in the exterior domain, including the expectation and the variance of the far-field. By employing a low-rank approximation of the Cauchy data's two-point correlation function, we drastically reduce the cost of the computation of the scattered wave's variance. Numerical results are provided in order to demonstrate the feasibility of the proposed approach.

math.NA↗

arXiv2018

Frames for the solution of operator equations in Hilbert spaces with fixed dual pairing

For the solution of operator equations, Stevenson introduced a definition of frames, where a Hilbert space and its dual are {\em not} identified. This means that the Riesz isomorphism is not used as an identification, which, for example, does not make sense for the Sobolev spaces $H_0^1(Ω)$ and $H^{-1}(Ω)$. In this article, we are going to revisit the concept of Stevenson frames and introduce it for Banach spaces. This is equivalent to $\ell^2$-Banach frames. It is known that, if such a system exists, by defining a new inner product and using the Riesz isomorphism, the Banach space is isomorphic to a Hilbert space. In this article, we deal with the contrasting setting, where $\mathcal H$ and $\mathcal H'$ are not identified, and equivalent norms are distinguished, and show that in this setting the investigation of $\ell^2$-Banach frames make sense.

math.FA↗

arXiv2018

Boosting quantum machine learning models with multi-level combination technique: Pople diagrams revisited

Inspired by Pople diagrams popular in quantum chemistry, we introduce a hierarchical scheme, based on the multi-level combination (C) technique, to combine various levels of approximations made when calculating molecular energies within quantum chemistry. When combined with quantum machine learning (QML) models, the resulting CQML model is a generalized unified recursive kernel ridge regression which exploits correlations implicitly encoded in training data comprised of multiple levels in multiple dimensions. Here, we have investigated up to three dimensions: Chemical space, basis set, and electron correlation treatment. Numerical results have been obtained for atomization energies of a set of $\sim$7'000 organic molecules with up to 7 atoms (not counting hydrogens) containing CHONFClS, as well as for $\sim$6'000 constitutional isomers of C$_7$H$_{10}$O$_2$. CQML learning curves for atomization energies suggest a dramatic reduction in necessary training samples calculated with the most accurate and costly method. In order to generate milli-second estimates of CCSD(T)/cc-pvdz atomization energies with prediction errors reaching chemical accuracy ($\sim$1 kcal/mol), the CQML model requires only $\sim$100 training instances at CCSD(T)/cc-pvdz level, rather than thousands within conventional QML, while more training molecules are required at lower levels. Our results suggest a possibly favourable trade-off between various hierarchical approximations whose computational cost scales differently with electron number.

physics.chem-ph↗