arXiv subjects

Michael Multerer

Publications and source records attributed to Michael Multerer.

32 records · Page 2Linked to original sources

arXiv2023

$p$-multilevel Monte Carlo for acoustic scattering from large deviation rough random surfaces

We study time harmonic acoustic scattering on large deviation rough random scatterers. Therein, the roughness of the scatterers is caused by a low Sobolev regularity in the covariance function of their deformation field. The motivation for this study arises from physical phenomena where small-scale material defects can potentially introduce non-smooth deviations from a reference domain. The primary challenge in this scenario is that the scattered wave is also random, which makes computational predictions unreliable. Therefore, it is essential to quantify these uncertainties to ensure robust and well-informed design processes. While existing methods for uncertainty quantification typically rely on domain mapping or perturbation approaches, it turns out that large and rough random deviations are not satisfactory covered. To close this gap, and although counter intuitive at first, we show that the $p$-multilevel Monte Carlo method can provide an efficient tool for uncertainty quantification in this setting. To this end, we discuss the stable implementation of higher-order polynomial approximation of the deformation field by means of barycentric interpolation and provide a cost-to-accuracy analysis. Our considerations are complemented by numerical experiments in three dimensions on a complex scattering geometry.

math.NA↗

arXiv2023

Fast Empirical Scenarios

We seek to extract a small number of representative scenarios from large panel data that are consistent with sample moments. Among two novel algorithms, the first identifies scenarios that have not been observed before, and comes with a scenario-based representation of covariance matrices. The second proposal selects important data points from states of the world that have already realized, and are consistent with higher-order sample moment information. Both algorithms are efficient to compute and lend themselves to consistent scenario-based modeling and multi-dimensional numerical integration that can be used for interpretable decision-making under uncertainty. Extensive numerical benchmarking studies and an application in portfolio optimization favor the proposed algorithms.

stat.ML↗

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

Anisotropic multiresolution analyses for deepfake detection

Generative Adversarial Networks (GANs) have paved the path towards entirely new media generation capabilities at the forefront of image, video, and audio synthesis. However, they can also be misused and abused to fabricate elaborate lies, capable of stirring up the public debate. The threat posed by GANs has sparked the need to discern between genuine content and fabricated one. Previous studies have tackled this task by using classical machine learning techniques, such as k-nearest neighbours and eigenfaces, which unfortunately did not prove very effective. Subsequent methods have focused on leveraging on frequency decompositions, i.e., discrete cosine transform, wavelets, and wavelet packets, to preprocess the input features for classifiers. However, existing approaches only rely on isotropic transformations. We argue that, since GANs primarily utilize isotropic convolutions to generate their output, they leave clear traces, their fingerprint, in the coefficient distribution on sub-bands extracted by anisotropic transformations. We employ the fully separable wavelet transform and multiwavelets to obtain the anisotropic features to feed to standard CNN classifiers. Lastly, we find the fully separable transform capable of improving the state-of-the-art.

cs.CV↗

arXiv2022

Isogeometric analysis of diffusion problems on random surfaces

In this article, we discuss the numerical solution of diffusion equations on random surfaces within the isogeometric framework. We describe in detail, how diffusion problems on random surfaces can be modelled and how quantities of interest may be derived. In particular, we employ a low rank approximation algorithm for the high-dimensional space-time correlation of the random solution based on an online singular value decomposition, cp. [7]. Extensive numerical studies are performed to validate the approach. In particular, we consider complex computational geometries originating from surface triangulations. The latter can be recast into the isogeometric context by transforming them into quadrangulations using the procedure from [41] and a subsequent approximation by NURBS surfaces.

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

Adaptive joint distribution learning

We develop a new framework for estimating joint probability distributions using tensor product reproducing kernel Hilbert spaces (RKHS). Our framework accommodates a low-dimensional, normalized and positive model of a Radon--Nikodym derivative, which we estimate from sample sizes of up to several millions, alleviating the inherent limitations of RKHS modeling. Well-defined normalized and positive conditional distributions are natural by-products to our approach. Our proposal is fast to compute and accommodates learning problems ranging from prediction to classification. Our theoretical findings are supplemented by favorable numerical results.

stat.ML↗

arXiv2021

Space-time shape uncertainties in the forward and inverse problem of electrocardiography

In electrocardiography, the "classic" inverse problem is the reconstruction of electric potentials at a surface enclosing the heart from remote recordings at the body surface and an accurate description of the anatomy. The latter being affected by noise and obtained with limited resolution due to clinical constraints, a possibly large uncertainty may be perpetuated in the inverse reconstruction. The purpose of this work is to study the effect of shape uncertainty on the forward and the inverse problem of electrocardiography. To this aim, the problem is first recast into a boundary integral formulation and then discretised with a collocation method to achieve high convergence rates and a fast time to solution. The shape uncertainty of the domain is represented by a random deformation field defined on a reference configuration. We propose a periodic-in-time covariance kernel for the random field and approximate the Karhunen-Loève expansion using low-rank techniques for fast sampling. The space-time uncertainty in the expected potential and its variance is evaluated with an anisotropic sparse quadrature approach and validated by a quasi-Monte Carlo method. We present several numerical experiments on a simplified but physiologically grounded 2-dimensional geometry to illustrate the validity of the approach. The tested parametric dimension ranged from 100 up to 600. For the forward problem the sparse quadrature is very effective. In the inverse problem, the sparse quadrature and the quasi-Monte Carlo method perform as expected, except for the total variation regularisation, where convergence is limited by lack of regularity. We finally investigate an $H^{1/2}$ regularisation, which naturally stems from the boundary integral formulation, and compare it to more classical approaches.

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

Fast and Accurate Uncertainty Quantification for the ECG with Random Electrodes Location

The standard electrocardiogram (ECG) is a point-wise evaluation of the body potential at certain given locations. These locations are subject to uncertainty and may vary from patient to patient or even for a single patient. In this work, we estimate the uncertainty in the ECG induced by uncertain electrode positions when the ECG is derived from the forward bidomain model. In order to avoid the high computational cost associated to the solution of the bidomain model in the entire torso, we propose a low-rank approach to solve the uncertainty quantification (UQ) problem. More precisely, we exploit the sparsity of the ECG and the lead field theory to translate it into a set of deterministic, time-independent problems, whose solution is eventually used to evaluate expectation and covariance of the ECG. We assess the approach with numerical experiments in a simple geometry.

math.NA↗

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

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

An adaptive stochastic Galerkin tensor train discretization for randomly perturbed domains

A linear PDE problem for randomly perturbed domains is considered in an adaptive Galerkin framework. The perturbation of the domain's boundary is described by a vector valued random field depending on a countable number of random variables in an affine way. The corresponding Karhunen-Lo\`eve expansion is approximated by the pivoted Cholesky decomposition based on a prescribed covariance function. The examined high-dimensional Galerkin system follows from the domain mapping approach, transferring the randomness from the domain to the diffusion coefficient and the forcing. In order to make this computationally feasible, the representation makes use of the modern tensor train format for the implicit compression of the problem. Moreover, an a posteriori error estimator is presented, which allows for the problem-dependent iterative refinement of all discretization parameters and the assessment of the achieved error reduction. The proposed approach is demonstrated in numerical benchmark problems.

math.NA↗