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Markus Bachmayr

Publications and source records attributed to Markus Bachmayr.

At least 19 recordsLinked to original sources

Iterative thresholding low-rank time integration for high-dimensional problems

This work analyzes a method for time integration of high-dimensional linear Schr\"odinger-type problems based on hierarchical tensor approximations. In particular, this method provides a balance between error bounds and associated approximation ranks, using a scheme for iterative refinement with soft thresholding of tensors. The practical performance of the method is illustrated by numerical tests on coupled oscillators.

math.NA

Low-rank eigenvalue solvers for block-sparse matrix product states

We consider an iterative eigensolver for Schr\"odinger equations that constructs low-rank approximations of eigenfunctions with accuracy-adapted ranks, with particular focus on fermionic Schr\"odinger equations in second-quantized form and on matrix product state approximations enforcing particle number conservation. We provide a complete analysis of a solver based on preconditioned inverse iteration combined with rank truncation and propose a generalization to subspace iteration for the joint approximation of several eigenspaces. The practical performance of the method is illustrated by numerical tests for several model problems.

math.NA

Preconditioning and Numerical Stability in Neural Network Training for Parametric PDEs

In the context of training neural network-based approximations of solutions of parameter-dependent PDEs, we investigate the effect of preconditioning via well-conditioned frame representations of operators and demonstrate a significant improvement on the performance of standard training methods. We also observe that standard representations of preconditioned matrices are insufficient for obtaining numerical stability and propose a generally applicable form of stable representations that enables computations with single- and half-precision floating point numbers without loss of precision.

math.NA

Iterative thresholding low-rank time integration

We develop time integration methods in low-rank representation that can adaptively adjust approximation ranks to achieve a prescribed accuracy, while ensuring that these ranks remain proportional to the corresponding best approximation ranks. Our approach relies on an iterative scheme combined with soft thresholding of the iterates. A model case of a time-dependent Schr\"odinger equation with low-rank matrix approximation is analyzed in detail, and the required modifications for second-order parabolic problems are described. Numerical tests illustrate the results for both cases.

math.NA

Sparse and low-rank approximations of parametric elliptic PDEs: the best of both worlds

A new approximation format for solutions of partial differential equations depending on infinitely many parameters is introduced. By combining low-rank tensor approximation in a selected subset of variables with a sparse polynomial expansion in the remaining parametric variables, it addresses in particular classes of elliptic problems where a direct polynomial expansion is inefficient, such as those arising from random diffusion coefficients with short correlation length. A convergent adaptive solver is proposed and analyzed that maintains quasi-optimal ranks of approximations and at the same time yields optimal convergence rates of spatial discretizations without coarsening. The results are illustrated by numerical tests.

math.NA

Adaptive stochastic Galerkin finite element methods: Optimality and non-affine coefficients

Near-optimal computational complexity of an adaptive stochastic Galerkin method with independently refined spatial meshes for elliptic partial differential equations is shown. The method takes advantage of multilevel structure in expansions of random diffusion coefficients and combines operator compression in the stochastic variables with error estimation using finite element frames in space. A new operator compression strategy is introduced for nonlinear coefficient expansions, such as diffusion coefficients with log-affine structure.

math.NA

Fluid flow channeling and mass transport with discontinuous porosity distribution

The flow of fluids within porous rocks is an important process with numerous applications in Earth sciences. Modeling the compaction-driven fluid flow requires the solution of coupled nonlinear partial differential equations that account for the fluid flow and the solid deformation within the porous medium. Despite the nonlinear relation of porosity and permeability that is commonly encountered, natural data show evidence of channelized fluid flow in rocks that have an overall layered structure. Layers of different rock types have discontinuous hydraulic and mechanical properties. We present numerical results obtained by a novel space-time method, which can handle discontinuous initial porosity (and permeability) distributions efficiently. The space-time method enables straightforward coupling to models of mass transport for trace elements. Our results indicate that, under certain conditions, the discontinuity of the initial porosity influences the distribution of incompatible trace elements, leading to sharp concentration gradients and large degrees of elemental enrichment. Finally, our results indicate that the enrichment of trace elements depends not only on the channelization of the flow but also on the interaction of fluid-filled channels with layers of different porosity and permeability.

physics.geo-ph

An adaptive space-time method for nonlinear poroviscoelastic flows with discontinuous porosities

This paper is concerned with a space-time adaptive numerical method for instationary porous media flows with nonlinear interaction between porosity and pressure, with focus on problems with discontinuous initial porosities. A convergent method that yields computable error bounds is constructed by a combination of Picard iteration and a least-squares formulation. The adaptive scheme permits spatially variable time steps, which in numerical tests are shown to lead to efficient approximations of solutions with localized porosity waves. The method is also observed to exhibit optimal convergence with respect to the total number of spatio-temporal degrees of freedom.

math.NA

Variationally Correct Neural Residual Regression for Parametric PDEs: On the Viability of Controlled Accuracy

This paper is about learning the parameter-to-solution map for systems of partial differential equations (PDEs) that depend on a potentially large number of parameters covering all PDE types for which a stable variational formulation (SVF) can be found. A central constituent is the notion of variationally correct residual loss function meaning that its value is always uniformly proportional to the squared solution error in the norm determined by the SVF, hence facilitating rigorous a posteriori accuracy control. It is based on a single variational problem, associated with the family of parameter dependent fiber problems, employing the notion of direct integrals of Hilbert spaces. Since in its original form the loss function is given as a dual test norm of the residual a central objective is to develop equivalent computable expressions. A first critical role is played by hybrid hypothesis classes, whose elements are piecewise polynomial in (low-dimensional) spatio-temporal variables with parameter-dependent coefficients that can be represented, e.g. by neural networks. Second, working with first order SVFs, we distinguish two scenarios: (i) the test space can be chosen as an $L_2$-space (e.g. for elliptic or parabolic problems) so that residuals live in $L_2$ and can be evaluated directly; (ii) when trial and test spaces for the fiber problems (e.g. for transport equations) depend on the parameters, we use ultraweak formulations. In combination with Discontinuous Petrov Galerkin concepts the hybrid format is then instrumental to arrive at variationally correct computable residual loss functions. Our findings are illustrated by numerical experiments representing (i) and (ii), namely elliptic boundary value problems with piecewise constant diffusion coefficients and pure transport equations with parameter dependent convection field.

math.NA

Low-rank tensor product Richardson iteration for radiative transfer in plane-parallel geometry

The radiative transfer equation (RTE) has been established as a fundamental tool for the description of energy transport, absorption and scattering in many relevant societal applications, and requires numerical approximations. However, classical numerical algorithms scale unfavorably with respect to the dimensionality of such radiative transfer problems, where solutions depend on physical as well as angular variables. In this paper we address this dimensionality issue by developing a low-rank tensor product framework for the RTE in plane-parallel geometry. We exploit the tensor product nature of the phase space to recover an operator equation where the operator is given by a short sum of Kronecker products. This equation is solved by a preconditioned and rank-controlled Richardson iteration in Hilbert spaces. Using exponential sums approximations we construct a preconditioner that is compatible with the low-rank tensor product framework. The use of suitable preconditioning techniques yields a transformation of the operator equation in Hilbert space into a sequence space with Euclidean inner product, enabling rigorous error and rank control in the Euclidean metric.

math.NA

A convergent adaptive finite element stochastic Galerkin method based on multilevel expansions of random fields

The subject of this work is an adaptive stochastic Galerkin finite element method for parametric or random elliptic partial differential equations, which generates sparse product polynomial expansions with respect to the parametric variables of solutions. For the corresponding spatial approximations, an independently refined finite element mesh is used for each polynomial coefficient. The method relies on multilevel expansions of input random fields and achieves error reduction with uniform rate. In particular, the saturation property for the refinement process is ensured by the algorithm. The results are illustrated by numerical experiments, including cases with random fields of low regularity.

math.NA

A space-time adaptive low-rank method for high-dimensional parabolic partial differential equations

An adaptive method for parabolic partial differential equations that combines sparse wavelet expansions in time with adaptive low-rank approximations in the spatial variables is constructed and analyzed. The method is shown to converge and satisfy similar complexity bounds as existing adaptive low-rank methods for elliptic problems, establishing its suitability for parabolic problems on high-dimensional spatial domains. The construction also yields computable rigorous a posteriori error bounds for such problems. The results are illustrated by numerical experiments.

math.NA

Dynamical low-rank tensor approximations to high-dimensional parabolic problems: existence and convergence of spatial discretizations

We consider dynamical low-rank approximations to parabolic problems on higher-order tensor manifolds in Hilbert spaces. In addition to existence of solutions and their stability with respect to perturbations to the problem data, we show convergence of spatial discretizations. Our framework accommodates various standard low-rank tensor formats for multivariate functions, including tensor train and hierarchical tensors.

math.NA

Analysis of nonlinear poroviscoelastic flows with discontinuous porosities

Existence and uniqueness of solutions is shown for a class of viscoelastic flows in porous media with particular attention to problems with nonsmooth porosities. The considered models are formulated in terms of the time-dependent nonlinear interaction between porosity and effective pressure, which in certain cases leads to porosity waves. In particular, conditions for well-posedness in the presence of initial porosities with jump discontinuities are identified.

math.AP

Polynomial Approximation of Symmetric Functions

We study the polynomial approximation of symmetric multivariate functions and of multi-set functions. Specifically, we consider $f(x_1, \dots, x_N)$, where $x_i \in \mathbb{R}^d$, and $f$ is invariant under permutations of its $N$ arguments. We demonstrate how these symmetries can be exploited to improve the cost versus error ratio in a polynomial approximation of the function $f$, and in particular study the dependence of that ratio on $d, N$ and the polynomial degree. These results are then used to construct approximations and prove approximation rates for functions defined on multi-sets where $N$ becomes a parameter of the input.

math.NA

Multilevel Representations of Isotropic Gaussian Random Fields on the Sphere

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to the standard Karhunen-Loève expansions of isotropic random fields in terms of spherical harmonics. The basis functions are obtained by applying the square root of the covariance operator to spherical needlets. Localization of the resulting covariance-dependent multilevel basis is shown under decay conditions on the angular power spectrum of the random field. In addition, numerical illustrations are given and an application to random elliptic PDEs on the sphere is analyzed.

math.PR

An adaptive stochastic Galerkin method based on multilevel expansions of random fields: Convergence and optimality

The subject of this work is a new stochastic Galerkin method for second-order elliptic partial differential equations with random diffusion coefficients. It combines operator compression in the stochastic variables with tree-based spline wavelet approximation in the spatial variables. Relying on a multilevel expansion of the given random diffusion coefficient, the method is shown to achieve optimal computational complexity up to a logarithmic factor. In contrast to existing results, this holds in particular when the achievable convergence rate is limited by the regularity of the random field, rather than by the spatial approximation order. The convergence and complexity estimates are illustrated by numerical experiments.

math.NA

Particle Number Conservation and Block Structures in Matrix Product States

The eigenvectors of the particle number operator in second quantization are characterized by the block sparsity of their matrix product state representations. This is shown to generalize to other classes of operators. Imposing block sparsity yields a scheme for conserving the particle number that is commonly used in applications in physics. Operations on such block structures, their rank truncation, and implications for numerical algorithms are discussed. Explicit and rank-reduced matrix product operator representations of one- and two-particle operators are constructed that operate only on the non-zero blocks of matrix product states.

math.NA