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Josephine Westermann

Publications and source records attributed to Josephine Westermann.

2 recordsLinked to original sources

Performance of Neural and Polynomial Operator Surrogates

We consider the problem of constructing surrogate operators for parameter-to-solution maps arising from parametric partial differential equations, where repeated forward model evaluations are computationally expensive. We present a systematic empirical comparison of neural operator surrogates, including a reduced-basis neural operator trained with $L^2_\mu$ and $H^1_\mu$ objectives and the Fourier neural operator, against polynomial surrogate methods, specifically a reduced-basis sparse-grid surrogate and a reduced-basis tensor-train surrogate. All methods are evaluated on a linear parametric diffusion problem and a nonlinear parametric hyperelasticity problem, using input fields with algebraically decaying spectral coefficients at varying rates of decay $s$. To enable fair comparisons, we analyze ensembles of surrogate models generated by varying hyperparameters and compare the resulting Pareto frontiers of cost versus approximation accuracy, decomposing cost into contributions from data generation, setup, and evaluation. Our results show that no single method is universally superior. Polynomial surrogates achieve substantially better data efficiency for smooth input fields ($s \geq 2$), with convergence rates for the sparse-grid surrogate in agreement with theoretical predictions. For rough inputs ($s \leq 1$), the Fourier neural operator displays the fastest convergence rates. Derivative-informed training consistently improves data efficiency over standard $L^2_\mu$ training, providing a competitive alternative for rough inputs in the low-data regime when Jacobian information is available at reasonable cost. These findings highlight the importance of matching the surrogate methodology to the regularity of the problem as well as accuracy demands and computational constraints of the application.

cs.LG

Measure transport via polynomial density surrogates

We discuss an algorithm to compute transport maps that couple the uniform measure on $[0,1]^d$ with a specified target distribution $\pi$ on $[0,1]^d$. The primary objectives are either to sample from or to compute expectations w.r.t. $\pi$. The method is based on leveraging a polynomial surrogate of the target density, which is obtained by a least-squares or interpolation approximation. We discuss the design and construction of suitable sparse approximation spaces, and provide a complete error and cost analysis for target densities belonging to certain smoothness classes. Further, we explore the relation between our proposed algorithm and related approaches that aim to find suitable transports via optimization over a class of parametrized transports. Finally, we discuss the efficient implementation of our algorithm and report on numerical experiments which confirm our theory.

math.NA