arXiv subjects

Martin Stoll

Publications and source records attributed to Martin Stoll.

At least 19 recordsLinked to original sources

arXiv2026

Projection-based low-rank assembly in IgA

Isogeometric Analysis (IgA) uses the same spline functions to represent the computational domain and to approximate the solution. This allows exact geometry descriptions, but the resulting mass and stiffness matrices are expensive to assemble and to store, especially in three dimensions. We present a projection-based low-rank approach for assembling the mass and stiffness tensors of orientation-preserving tensor-product B-spline geometries. For the mass tensor, we exploit the polynomial structure of the determinant of the Jacobian of the geometry map and represent it in reduced spline product spaces by univariate coefficient transfer operators; with exact quadrature and without truncation, the resulting low-rank tensor is an exact reformulation of the standard Galerkin mass tensor. For the stiffness tensor, we split the rational weight function into a polynomial numerator, again represented in reduced spline product spaces, and the reciprocal determinant, which is in general not a spline function and is therefore approximated by an $L^2$-projection onto a tensor-product spline space. Both constructions are carried out entirely in the tensor-train (TT) format, with the projection system solved by the alternating minimal energy (AMEn) method, so that full high-order coefficient tensors are never formed and the multidimensional integrals reduce to univariate integrals and contracted products. The method is implemented in MATLAB using GeoPDEs and the TT-Toolbox. Numerical experiments show that it is competitive with full assembly and with the interpolation-based low-rank method, and that it applies in two situations in which interpolation is problematic: a singular interpolation system and nearly singular geometries. The construction is restricted to orientation-preserving tensor-product B-spline geometries and does not cover NURBS.

math.NA↗

arXiv2026

Goldfarb-Idnani Revisited:Invariants, Certificates, and the Limits of Guessing

The dual active-set method of Goldfarb and Idnani solves the strictly convex quadratic program by adding and dropping one constraint at a time, requiring no phase one. Primal--dual active set and block principal pivoting skip the walk altogether: they guess an entire active set at once and repair it from returning signs. For bound constraints the guess is safe. The system solved on a candidate set is a principal submatrix of $G^{-1}$, positive definite regardless of the guess; this $P$-matrix property guarantees finite termination. For $C^\top x \ge b$ that hypothesis fails, which is our central focus. The working-set system is $C_{\mathcal{A}}^\top G^{-1} C_{\mathcal{A}}$, positive definite only when $C_{\mathcal{A}}$ has full column rank, a property of the guess, not the data. The $P$-matrix property is lost and the structural obstruction invalidates the guarantee. Strict convexity keeps the method usable: KKT conditions make candidate sets certified rather than trusted. Over 600 random instances across four constraint families this failure never occurs. However, duplicating columns of $C$ raises failure rates to 93\%, dropping certified fraction from 100\% to zero. On real long-only portfolio data, the active set reaches 442 of $494 + 1$ constraints.

math.OC↗

arXiv2026

Preconditioning for Diffuse Interface Tumor Growth Models

Computational models of tumor growth form a contemporary area of study. Diffuse interface models have been proposed as an important tool for cancer modeling. In this work, we consider preconditioners for numerical simulations of two tumor growth models based on diffuse interface models. For numerical efficiency, we propose block preconditioners that rely on using effective Schur-complement approximations. We show that these methods combined with state-of-the-art adaptive finite element discretizations lead to robust simulations in two and three dimensions. In extensive numerical experiments, we show that the proposed methods show robust convergence behavior.

math.NA↗

arXiv2026

No Free Lunch in Flow Surrogates under Time-Varying Boundary Conditions: A Two-Regime Study

A flow surrogate validated on a simple regime is often taken as evidence that the approach will carry to a richer one. We test this assumption on two transient flows under time-varying boundary conditions emulating the process startup: the three-dimensional slurry film in chemical-mechanical planarisation (CMP), a core semiconductor-manufacturing process, and the two-dimensional Karman vortex street (KVS) behind a cylinder. Eight surrogate models are compared on one shared evaluation pipeline, differing in whether they learn the full field or a latent representation, and whether they predict trajectories in one shot or step by step. No single architecture wins both regimes. On the film, a one-shot full-field model reconstructs the process-relevant cumulative wall shear stress to 3.2% relative error. On the wake, a latent autoregressive DeepONet retains 96% of the shedding power that direct and one-shot models damp to almost zero. The deciding axis is the treatment of time. The self-sustained wake requires the phase memory that autoregressive feedback provides, while the boundary-driven film rewards a direct map. Pointwise RMSE picks the wrong model in both regimes, so the evaluation scores five physical questions instead, the field, its structure, invented motion, amplitude, and timing. The trained surrogates answer queries $10^3$ to $10^4$ times faster than the finite-element solver, but the offline cost of the training simulations means they pay off from the first query beyond the training set for CMP and the third for the KVS. The choice of surrogate should follow the dynamical character of the target flow, and its validation should use failure-mode-resolved metrics, since neither the winning architecture nor its validation transfers.

math.NA↗

arXiv2026

Non-Negative Conjugate Gradients

The conjugate gradient method (CG) solves a symmetric positive definite (SPD) system $Ax=b$, but does not respect $x\geq0$. We develop non-negative conjugate gradients, a solver for the bound-constrained quadratic $\min_x \tfrac12 x^\top A x - b^\top x$ subject to $x\geq0$, $Bx=c$, $A\succ0$, with $Bx=c$ present only in the equality-augmented variant. The solver wraps CG in a primal-dual active-set loop: each step solves the unconstrained system over the free variables, drops variables that turn negative, re-admits any bound variable with negative reduced gradient, and restarts CG. These toggles are the principal pivots of the linear complementarity problem $(A,-b)$, well defined since $A$ is a $P$-matrix. Termination uses the block-principal-pivoting construction of J\'udice and Pires, with a least-index Bland fallback, reaching the unique global minimiser in finitely many outer steps. Our contribution carries this guarantee to the inexact, matrix-free regime the Krylov inner solve requires: once CG's residual is tied to the decision margin, the approximate loop makes the same primal and dual sign decisions as the exact one, and a direct factorisation may replace CG unchanged. Each inner solve is matrix-free: for $A=M^\top M$, the operator $v\mapsto M^\top(Mv)$ needs two products with $M$, no $O(n^2)$ storage, and retains CG's $O(\sqrt\kappa)$ rate, $\kappa=\kappa(A)$. Regularisation or preconditioning that compresses the spectrum lowers the iteration count; a ridge/Tikhonov split $A\mapsto(1-\alpha)A+\alpha R^\top R$ also secures the needed $P$-matrix property. A loop-free projected-gradient reference method, analysed alongside, converges at the slower $O(\kappa)$ rate. On synthetic SPD problems the loop reaches the planted optimum in at most 6 outer steps, and with a direct free-set solve outpaces Lawson--Hanson and an interior-point solver by an order of magnitude on dense instances.

math.OC↗

arXiv2026

Adaptive Krylov Methods for Low-Rank Exponential Integrators

Differential equations arise in numerous applications, particularly within scientific and technical contexts. Systems of stiff, time-dependent ordinary differential equations constitute the focus of this work. Exponential integrators are designed to solve such equations by integrating the linear part exactly, while simultaneously approximating the nonlinear part through a linear combination of $\varphi$-functions. By utilizing an augmented stiffness matrix, state-of-the-art methods like KIOPS and RK2EXPINT solve the linear part and evaluate linear combinations of $\varphi$-functions for the nonlinear part in a single step, effectively reducing the computational effort to a single matrix exponential evaluation. However, these classical approaches assume that the system is represented by matrices and vectors, potentially not utilizing the underlying high-dimensional structure. Tensors address this limitation and offer significant storage efficiency through well-established decompositions like the Tensor Train (TT) format. This work provides a general framework for solving stiff, time-dependent systems directly within the TT format. Specifically, KIOPS-TT and RK2EXPINT-TT are developed as extensions of the original KIOPS and RK2EXPINT algorithms. This involves reformulating the scheme of explicit exponential Runge-Kutta integrators for tensors and augmenting the stiffness tensor to compute linear combinations of $\varphi$-functions acting on tensors through a single evaluation of the exponential function using Krylov subspace methods. Furthermore, it is shown that the underlying theory of the matrix methods remains valid, thereby enabling the transfer of key theorems to the tensor case. Numerical experiments confirm significant speed-ups for KIOPS-TT and RK2EXPINT-TT in low-rank scenarios compared to their classical counterparts.

math.NA↗

arXiv2026

Stabilize-then-optimize: Feedback transformations as preconditioners in optimal control

Many numerical algorithms for optimal control leverage an elimination of the state via the control-to-state map such as condensed approaches or preconditioned conjugate gradient methods for the optimality system. As such, the norm of the control-to-state map directly enters the convergence estimates for these methods, e.g., via the condition number of the associated linear system. In this work we show that using feedback transformations one may reformulate the optimal control problem to decrease the norm of the (feedbacked) control-to-state map, leading to a drastic improvement of the involved condition numbers. We illustrate the abstract approach for ordinary and partial differential equations such as parabolic, hyperbolic or elliptic equations. For each of these problem classes we provide a constructive method to improve solution operator norms via feedbacks. Further, we showcase the efficacy of the method by means of various numerical examples with elliptic, parabolic and hyperbolic partial differential equations.

math.OC↗

arXiv2026

Super Agents and Confounders: Influence of surrounding agents on vehicle trajectory prediction

In highly interactive driving scenes, trajectory prediction is conditioned on information from surrounding traffic participants such as cars and pedestrians. Our main contribution is a comprehensive analysis of state-of-the-art trajectory predictors, which reveals a surprising and critical flaw: many surrounding agents degrade prediction accuracy rather than improve it. Using Shapley-based attribution, we rigorously demonstrate that models learn unstable and non-causal decision-making schemes that vary significantly across training runs. Building on these insights, we propose to integrate a Conditional Information Bottleneck (CIB), which does not require additional supervision and is trained to effectively compress agent features as well as ignore those that are not beneficial for the prediction task. Comprehensive experiments using multiple datasets and model architectures demonstrate that this simple yet effective approach not only improves overall trajectory prediction performance in many cases but also increases robustness to different perturbations. Our results highlight the importance of selectively integrating contextual information, which can often contain spurious or misleading signals, in trajectory prediction. Moreover, we provide interpretable metrics for identifying non-robust behavior and present a promising avenue towards a solution.

cs.LG↗

arXiv2026

Modeling and Simulation of Device Performance in Organic Photovoltaics

We present a pipeline to study the device performance of organic solar cells in silico. We introduce a mathematical model that includes the dynamics of excitons as well as their dissociation at bulk heterojunctions within the nanomorphology of the active layer. This is combined with realistic morphologies that we obtain from a detailed phase field model. To solve the coupled nonlinear system, we use a finite element discretization, robust linear solvers, and three numerical schemes, Newton, Gummel, and Semi--Newton--Gummel. This allows for an efficient simulation of the complete OPV device and results in current-voltage curves that can readily be compared to measured data.

math.NA↗

arXiv2025

Iterative solvers for partial differential equations with dissipative structure: Operator preconditioning and optimal control

This work considers the iterative solution of large-scale problems subject to non-symmetric matrices or operators arising in discretizations of (port-)Hamiltonian partial differential equations. We consider problems governed by an operator $\mathcal{A}=\mathcal{H}+\mathcal{S}$ with symmetric part $\mathcal{H}$ that is positive (semi-)definite and skew-symmetric part $\mathcal{S}$. Prior work has shown that the structure and sparsity of the associated linear system enables Krylov subspace solvers such as the generalized minimal residual method (GMRES) or short recurrence variants such as Widlund's or Rapoport's method using the symmetric part $\mathcal{H}$, or an approximation of it, as preconditioner. In this work, we analyze the resulting condition numbers, which are crucial for fast convergence of these methods, for various partial differential equations (PDEs) arising in diffusion phenomena, fluid dynamics, and elasticity. We show that preconditioning with the symmetric part leads to a condition number uniform in the mesh size in case of elliptic and parabolic PDEs where $\mathcal{H}^{-1}\mathcal{S}$ is a bounded operator. Further, we employ the tailored Krylov subspace methods in optimal control by means of a condensing approach and a constraint preconditioner for the optimality system. We illustrate the results by various large-scale numerical examples and discuss efficient evaluations of the preconditioner, such as incomplete Cholesky factorization or the algebraic multigrid method.

math.NA↗

arXiv2025

KEEP: Integrating Medical Ontologies with Clinical Data for Robust Code Embeddings

Machine learning in healthcare requires effective representation of structured medical codes, but current methods face a trade off: knowledge graph based approaches capture formal relationships but miss real world patterns, while data driven methods learn empirical associations but often overlook structured knowledge in medical terminologies. We present KEEP (Knowledge preserving and Empirically refined Embedding Process), an efficient framework that bridges this gap by combining knowledge graph embeddings with adaptive learning from clinical data. KEEP first generates embeddings from knowledge graphs, then employs regularized training on patient records to adaptively integrate empirical patterns while preserving ontological relationships. Importantly, KEEP produces final embeddings without task specific auxiliary or end to end training enabling KEEP to support multiple downstream applications and model architectures. Evaluations on structured EHR from UK Biobank and MIMIC IV demonstrate that KEEP outperforms both traditional and Language Model based approaches in capturing semantic relationships and predicting clinical outcomes. Moreover, KEEP's minimal computational requirements make it particularly suitable for resource constrained environments.

cs.LG↗

arXiv2025

A Low-Rank tensor framework for THB-Splines

We introduce a low-rank framework for adaptive isogeometric analysis with truncated hierarchical B-splines (THB-splines) that targets the main bottleneck of local refinement: memory- and time-intensive matrix assembly once the global tensor-product structure is lost. The method interpolates geometry-induced weight and source terms in separable spline spaces and computes their tensor-train (TT) representations via the alternating minimal energy (AMEn) solver, enabling level-wise assembly of system operators using univariate quadrature. To recover separability in the adaptive setting, we reduce the active basis to tensor-product domains and partition active/non-active cells into a small number of Cartesian cuboids, so each contributes a Kronecker factor that is accumulated and rounded in TT. We realize the two-scale relation with truncation in low rank and assemble the global hierarchical operators in a block TT format suitable for iterative solvers. A prototype MATLAB implementation built on the GeoPDEs package and the TT-Toolbox demonstrates that, for model problems with moderately complex refinement regions, the approach reduces memory footprint and assembly time while maintaining accuracy; we also discuss limitations when ranks grow with geometric or refinement complexity. This framework advances scalable adaptive IgA with THB-splines, particularly in three dimensions.

math.NA↗

arXiv2025

Fast and Simple Multiclass Data Segmentation: An Eigendecomposition and Projection-Free Approach

Graph-based machine learning has seen an increased interest over the last decade with many connections to other fields of applied mathematics. Learning based on partial differential equations, such as the phase-field Allen-Cahn equation, allows efficient handling of semi-supervised learning approaches on graphs. The numerical solution of the graph Allen-Cahn equation via a convexity splitting or the Merriman-Bence-Osher (MBO) scheme, albeit being a widely used approach, requires the calculation of a graph Laplacian eigendecomposition and repeated projections over the unit simplex to maintain valid partitions. The computational efficiency of those methods is hence limited by those two bottlenecks in practice, especially when dealing with large-scale instances. In order to overcome these limitations, we propose a new framework combining a novel penalty-based reformulation of the segmentation problem, which ensures valid partitions (i.e., binary solutions) for appropriate parameter choices, with an eigendecomposition and projection-free optimization scheme, which has a small per-iteration complexity (by relying primarily on sparse matrix-vector products) and guarantees good convergence properties. Experiments on synthetic and real-world datasets related to data segmentation in networks and images demonstrate that the proposed framework achieves comparable or better accuracy than the CS and MBO methods while being significantly faster, particularly for large-scale problems.

math.NA↗

arXiv2025

Visualizing the Link Between Nanomorphology and Energetic Disorder in 3D Organic Solar Cells

The performance of organic bulk heterojunction (BHJ) solar cells is highly sensitive to both nanomorphology and energetic disorder arising from microscopic molecular packing and structural defects. However, most models used to understand these devices are either one-dimensional effective medium approximations that neglect spatial and energetic disorder or three-dimensional Monte Carlo simulations that are computationally intensive. In this work, we present the results from a three-dimensional hybrid model capable of operating at both high carrier densities and incorporating the effects of energetic disorder. We first generate realistic morphologies using a phase-field approach that accounts for solvent evaporation during film formation. Using these example morphologies, we systematically study the interplay between energetic disorder and configurational disorder at carrier densities representative of real device operation. This enables us to separate and visualize the impact of the nanomorphology and energetic disorder on device performance. Our results reveal that, even when macroscopic percolation pathways remain intact, energetic disorder limits performance primarily through suppressed charge extraction in interconnected domains. This suggest that optimizing molecular packing at the nanoscale is as critical as controlling phase separation at the mesoscale, highlighting the need for multiscale design strategies in next-generation BHJ devices.

physics.app-ph↗

arXiv2025

Physics-Informed DeepONets for drift-diffusion on metric graphs: simulation and parameter identification

We develop a novel physics informed deep learning approach for solving nonlinear drift-diffusion equations on metric graphs. These models represent an important model class with a large number of applications in areas ranging from transport in biological cells to the motion of human crowds. While traditional numerical schemes require a large amount of tailoring, especially in the case of model design or parameter identification problems, physics informed deep operator networks (DeepONet) have emerged as a versatile tool for the solution of partial differential equations with the particular advantage that they easily incorporate parameter identification questions. We here present an approach where we first learn three DeepONet models for representative inflow, inner and outflow edges, resp., and then subsequently couple these models for the solution of the drift-diffusion metric graph problem by relying on an edge-based domain decomposition approach. We illustrate that our framework is applicable for the accurate evaluation of graph-coupled physics models and is well suited for solving optimization or inverse problems on these coupled networks.

cs.LG↗

arXiv2025

Low-rank computation of the posterior mean in Multi-Output Gaussian Processes

Gaussian processes (GP) are a versatile tool in machine learning and computational science. We here consider the case of multi-output Gaussian processes (MOGP) and present low-rank approaches for efficiently computing the posterior mean of a MOGP. Starting from low-rank spatio-temporal data we consider a structured covariance function, assuming separability across space and time. This separability, in turn, gives a decomposition of the covariance matrix into a Kronecker product of individual covariance matrices. Incorporating the typical noise term to the model then requires the solution of a large-scale Stein equation for computing the posterior mean. For this, we propose efficient low-rank methods based on a combination of a LRPCG method with the Sylvester equation solver KPIK adjusted for solving Stein equations. We test the developed method on real world street network graphs by using graph filters as covariance matrices. Moreover, we propose a degree-weighted average covariance matrix, which can be employed under specific assumptions to achieve more efficient convergence.

math.NA↗

arXiv2025

Preconditioned Additive Gaussian Processes with Fourier Acceleration

Gaussian processes (GPs) are crucial in machine learning for quantifying uncertainty in predictions. However, their associated covariance matrices, defined by kernel functions, are typically dense and large-scale, posing significant computational challenges. This paper introduces a matrix-free method that utilizes the Non-equispaced Fast Fourier Transform (NFFT) to achieve nearly linear complexity in the multiplication of kernel matrices and their derivatives with vectors for a predetermined accuracy level. To address high-dimensional problems, we propose an additive kernel approach. Each sub-kernel in this approach captures lower-order feature interactions, allowing for the efficient application of the NFFT method and potentially increasing accuracy across various real-world datasets. Additionally, we implement a preconditioning strategy that accelerates hyperparameter tuning, further improving the efficiency and effectiveness of GPs.

cs.LG↗

arXiv2025

Preconditioning for a Cahn-Hilliard-Navier-Stokes model for morphology formation in organic solar cells

We present a model for the morphology evolution of printed organic solar cells which occurs during the drying of a mixture of polymer, the non-fullerene acceptor and the solvent. Our model uses a phase field approach coupled to a Navier-Stokes equation describing the macroscopic movement of the fluid. Additionally, we incorporate the evaporation process of the solvent using an Allen-Cahn equation. The model is discretized using a finite-element approach with a semi-implicit discretization in time. The resulting (non)linear systems are coupled and of large dimensionality. We present a preconditioned iterative scheme to solve them robustly with respect to changes in the discretization parameters. We illustrate that the preconditioned solver shows parameter-robust iteration numbers and that the model qualitatively captures the behavior of the film morphology during drying.

math.NA↗