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Peter Benner

Publications and source records attributed to Peter Benner.

190 records · Page 11Linked to original sources
arXiv2016

Range-separated tensor formats for numerical modeling of many-particle interaction potentials

We introduce and analyze the new range-separated (RS) canonical/Tucker tensor format which aims for numerical modeling of the 3D long-range interaction potentials in multi-particle systems. The main idea of the RS tensor format is the independent grid-based low-rank representation of the localized and global parts in the target tensor which allows the efficient numerical approximation of $N$-particle interaction potentials. The single-particle reference potential like $1/\|x\|$ is split into a sum of localized and long-range low-rank canonical tensors represented on a fine 3D $n\times n\times n$ Cartesian grid. The smoothed long-range contribution to the total potential sum is represented on the 3D grid in $O(n)$ storage via the low-rank canonical/Tucker tensor. We prove that the Tucker rank parameters depend only logarithmically on the number of particles $N$ and the grid-size $n$. Agglomeration of the short range part in the sum is reduced to an independent treatment of $N$ localized terms with almost disjoint effective supports, calculated in $O(N)$ operations. Thus, the cumulated sum of short range clusters is parametrized by a single low-rank canonical reference tensor with a local support, accomplished by a list of particle coordinates and their charges. The RS canonical/Tucker tensor representations reduce the cost of multi-linear algebraic operations on the 3D potential sums arising in modeling of multi-dimensional data by radial basis functions, say, in computation of the electrostatic potential of a protein, in 3D integration and convolution transforms, computation of gradients, forces and the interaction energy of a many-particle systems, and in low parametric fitting of multi-dimensional scattered data by reducing all of them to 1D calculations.

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arXiv2016

RADI: A low-rank ADI-type algorithm for large scale algebraic Riccati equations

This paper introduces a new algorithm for solving large-scale continuous-time algebraic Riccati equations (CARE). The advantage of the new algorithm is in its immediate and efficient low-rank formulation, which is a generalization of the Cholesky-factored variant of the Lyapunov ADI method. We discuss important implementation aspects of the algorithm, such as reducing the use of complex arithmetic and shift selection strategies. We show that there is a very tight relation between the new algorithm and three other algorithms for CARE previously known in the literature -- all of these seemingly different methods in fact produce exactly the same iterates when used with the same parameters: they are algorithmically different descriptions of the same approximation sequence to the Riccati solution.

math.NA↗
arXiv2016

Model Reduction of Linear Multi-Agent Systems by Clustering and Associated $\mathcal{H}_2$- and $\mathcal{H}_\infty$-Error Bounds

In this paper, we study a model reduction technique for leader-follower networked multi-agent systems defined on weighted, undirected graphs with arbitrary linear multivariable agent dynamics. In the network graph of this network, nodes represent the agents and edges represent communication links between the agents. Only the leaders in the network receive an external input, the followers only exchange information with their neighbors. The reduced network is obtained by partitioning the set of nodes into disjoint sets, called clusters, and associating with each cluster a single, new, node in a reduced network graph. The resulting reduced network has a weighted, symmetric, directed network graph, and inherits some of the structure of the original network. We establish a priori upper bounds on the $\mathcal{H}_2$ and $\mathcal{H}_\infty$ model reduction error for the special case that the graph partition is almost equitable. These upper bounds depend on the Laplacian eigenvalues of the original and reduced network, an auxiliary system associated with the agent dynamics, and the number of nodes that belong to the same clusters as the leaders in the network. Finally, we consider the problem of obtaining a priori upper bounds if we cluster using arbitrary, possibly non almost equitable, partitions.

math.OC↗
arXiv2016

Exponential Stability and Stabilization of Extended Linearizations via Continuous Updates of Riccati Based Feedback

Many recent works on stabilization of nonlinear systems target the case of locally stabilizing an unstable steady state solutions against small perturbation. In this work we explicitly address the goal of driving a system into a nonattractive steady state starting from a well developed state for which the linearization based local approaches will not work. Considering extended linearizations or state-dependent coefficient representations of nonlinear systems, we develop sufficient conditions for stability of solution trajectories. We find that if the coefficient matrix is uniformly stable in a sufficiently large neighborhood of the current state, then the state will eventually decay. Based on these analytical results we propose an update scheme that is designed to maintain the stabilization property of Riccati based feedback constant during a certain period of the state evolution. We illustrate the general applicability of the resulting algorithm for setpoint stabilization of nonlinear autonomous systems and its numerical efficiency in two examples.

math.DS↗
arXiv2016

Balanced Truncation of Linear Time-Invariant Systems over Finite-frequency Ranges

This paper discusses model order reduction of LTI systems over limited frequency intervals within the framework of balanced truncation. Two new \emph{frequency-dependent balanced truncation} methods were developed, one is \emph{SF-type frequency-dependent balanced truncation} to copy with the cases that only a single dominating point of the operating frequency interval is pre-known, the other is \emph{interval-type frequency-dependent balanced truncation} to deal with the cases that both of the upper and lower bound of frequency interval are known \emph{a priori}. SF-type error bound and interval-type error bound are derived for the first time to estimate the desired approximation error over pre-specified frequency interval. We show that the new methods generally lead to good in-band approximation performance, at the same time, provide accurate error bounds under certain conditions. Examples are included for illustration.

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arXiv2016

Fast iterative solution of the Bethe-Salpeter eigenvalue problem using low-rank and QTT tensor approximation

In this paper, we study and implement the structural iterative eigensolvers for the large-scale eigenvalue problem in the Bethe-Salpeter equation (BSE) based on the reduced basis approach via low-rank factorizations in generating matrices, introduced in the previous paper. The approach reduces numerical costs down to $\mathcal{O}(N_b^2)$ in the size of atomic orbitals basis set, $N_b$, instead of practically intractable $\mathcal{O}(N_b^6)$ complexity scaling for the direct diagonalization of the BSE matrix. As an alternative to rank approximation of the static screen interaction part of the BSE matrix, we propose to restrict it to a small active sub-block, with a size balancing the storage for rank-structured representations of other matrix blocks. We demonstrate that the enhanced reduced-block approximation exhibits higher precision within the controlled numerical cost, providing as well a distinct two-sided error estimate for the BSE eigenvalues. It is shown that further reduction of the asymptotic computational cost is possible due to ALS-type iteration in block tensor train (TT) format applied to the quantized-TT (QTT) tensor representation of both long eigenvectors and rank-structured matrix blocks. The QTT-rank of these entities possesses almost the same magnitude as the number of occupied orbitals in the molecular systems, $N_o$, hence the overall asymptotic complexity for solving the BSE problem can be estimated by $\mathcal{O}(\log(N_o) N_o^{2})$. We confirm numerically a considerable decrease in computational time for the presented iterative approach applied to various compact and chain-type molecules, while supporting sufficient accuracy.

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arXiv2015

A reduced basis approach for calculation of the Bethe-Salpeter excitation energies using low-rank tensor factorizations

The Bethe-Salpeter equation (BSE) is a reliable model for estimating the absorption spectra in molecules and solids on the basis of accurate calculation of the excited states from first principles. This challenging task includes calculation of the BSE operator in terms of two-electron integrals tensor represented in molecular orbital basis, and introduces a complicated algebraic task of solving the arising large matrix eigenvalue problem. The direct diagonalization of the BSE matrix is practically intractable due to $O(N^6)$ complexity scaling in the size of the atomic orbitals basis set, $N$. In this paper, we present a new approach to the computation of Bethe-Salpeter excitation energies which can lead to relaxation of the numerical costs up to $O(N^3)$. The idea is twofold: first, the diagonal plus low-rank tensor approximations to the fully populated blocks in the BSE matrix is constructed, enabling easier partial eigenvalue solver for a large auxiliary system relying only on matrix-vector multiplications with rank-structured matrices. And second, a small subset of eigenfunctions from the auxiliary eigenvalue problem is selected to build the Galerkin projection of the exact BSE system onto the reduced basis set. We present numerical tests on BSE calculations for a number of molecules confirming the $\varepsilon$-rank bounds for the blocks of BSE matrix. The numerics indicates that the reduced BSE eigenvalue problem with small matrices enables calculation of the lowest part of the excitation spectrum with sufficient accuracy.

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arXiv2015

Recycling BiCGSTAB with an Application to Parametric Model Order Reduction

Krylov subspace recycling is a process for accelerating the convergence of sequences of linear systems. Based on this technique, the recycling BiCG algorithm has been developed recently. Here, we now generalize and extend this recycling theory to BiCGSTAB. Recycling BiCG focuses on efficiently solving sequences of dual linear systems, while the focus here is on efficiently solving sequences of single linear systems (assuming non-symmetric matrices for both recycling BiCG and recycling BiCGSTAB). As compared with other methods for solving sequences of single linear systems with non-symmetric matrices (e.g., recycling variants of GMRES), BiCG based recycling algorithms, like recycling BiCGSTAB, have the advantage that they involve a short-term recurrence, and hence, do not suffer from storage issues and are also cheaper with respect to the orthogonalizations. We modify the BiCGSTAB algorithm to use a recycle space, which is built from left and right approximate invariant subspaces. Using our algorithm for a parametric model order reduction example gives good results. We show about 40% savings in the number of matrix-vector products and about 35% savings in runtime.

math.NA↗
arXiv2014

Computing the eigenvalues of symmetric H2-matrices by slicing the spectrum

The computation of eigenvalues of large-scale matrices arising from finite element discretizations has gained significant interest in the last decade. Here we present a new algorithm based on slicing the spectrum that takes advantage of the rank structure of resolvent matrices in order to compute m eigenvalues of the generalized symmetric eigenvalue problem in $\mathcal{O}(n m \log^αn)$ operations, where $α>0$ is a small constant.

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