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Julian Mangott

Publications and source records attributed to Julian Mangott.

4 recordsLinked to original sources

A Memory-Efficient Adjoint State Optimization Method Based on Time-Reversible Dynamical Low-Rank Approximation

The primary challenge of conducting PDE-constrained optimization for high-dimensional problems, such as kinetic equations, is the often prohibitive memory cost. Computing gradients using the adjoint state method would require the storage of the entire time history of the forward solution. For such problems, where the memory cost for storing a single instance of the forward solution can already be a limiting factor, this is clearly not feasible. In this paper, we propose a memory-efficient adjoint state method that compresses the forward and adjoint solution with a dynamical low-rank approximation (a model order reduction technique) and bypasses the need to store the entire forward solution by employing a time-reversible low-rank integrator. The dynamical low-rank approach introduces a number of challenges: reversibility can fail in the rank-deficient case and the low-rank trajectories can show chaotic behavior. In particular, the latter has a number of important consequences for the optimization problem. We address those challenges and show that our method can drastically reduce the memory requirement for gradient-based optimization of kinetic equations. In particular, we consider two examples from kinetic plasma physics: optimizing beam profiles to suppress a bump-on-tail instability and shaping a particle beam using external electric fields.

math.NA

Automatic partitioning for the low-rank integration of stochastic Boolean reaction networks

Boolean reaction networks are an important tool in biochemistry for studying mechanisms in the biological cell. However, the stochastic formulation of such networks requires the solution of a master equation which inherently suffers from the curse of dimensionality. In the past, the dynamical low-rank (DLR) approximation has been repeatedly used to solve high-dimensional reaction networks by separating the network into smaller partitions. However, the partitioning of these networks was so far only done by hand. In this paper, we present a heuristic, automatic partitioning scheme based on two ingredients: the Kernighan-Lin algorithm and information entropy. Our approach is computationally inexpensive and can be easily incorporated as a preprocessing step into the existing simulation workflow. We test our scheme by partitioning Boolean reaction networks on a single level and also in a hierarchical fashion with tree tensor networks. The resulting accuracy of the scheme is superior to both partitionings chosen by human experts and those found by simply minimizing the number of reaction pathways between partitions.

math.NA

A hierarchical dynamical low-rank algorithm for the stochastic description of large reaction networks

The stochastic description of chemical reaction networks with the kinetic chemical master equation (CME) is important for studying biological cells, but it suffers from the curse of dimensionality: The amount of data to be stored grows exponentially with the number of chemical species and thus exceeds the capacity of common computational devices for realistic problems. Therefore, time-dependent model order reduction techniques such as the dynamical low-rank approximation are desirable. In this paper we propose a dynamical low-rank algorithm for the kinetic CME using binary tree tensor networks. The dimensionality of the problem is reduced in this approach by hierarchically dividing the reaction network into partitions. Only reactions that cross partitions are subject to an approximation error. We demonstrate by two numerical examples (a 5-dimensional lambda phage model and a 20-dimensional reaction cascade) that the proposed method drastically reduces memory consumption and shows improved computational performance and better accuracy compared to a Monte Carlo method.

math.NA

A low-rank complexity reduction algorithm for the high-dimensional kinetic chemical master equation

It is increasingly realized that taking stochastic effects into account is important in order to study biological cells. However, the corresponding mathematical formulation, the chemical master equation (CME), suffers from the curse of dimensionality and thus solving it directly is not feasible for most realistic problems. In this paper we propose a dynamical low-rank algorithm for the CME that reduces the dimensionality of the problem by dividing the reaction network into partitions. Only reactions that cross partitions are subject to an approximation error (everything else is computed exactly). This approach, compared to the commonly used stochastic simulation algorithm (SSA, a Monte Carlo method), has the advantage that it is completely noise-free. This is particularly important if one is interested in resolving the tails of the probability distribution. We show that in some cases (e.g. for the lambda phage) the proposed method can drastically reduce memory consumption and run time and provide better accuracy than SSA.

math.NA