arXiv subjects

Vesa Kaarnioja

Publications and source records attributed to Vesa Kaarnioja.

At least 19 recordsLinked to original sources

arXiv2026

Quasi-Monte Carlo for Bayesian design of experiment problems governed by parametric PDEs

This paper contributes to the study of optimal experimental design for Bayesian inverse problems governed by partial differential equations (PDEs). We derive estimates for the parametric regularity of multivariate double integration problems over high-dimensional parameter and data domains arising in Bayesian optimal design problems. We provide a detailed analysis for these double integration problems using two approaches: a full tensor product and a sparse tensor product combination of quasi-Monte Carlo (QMC) cubature rules over the parameter and data domains. Specifically, we show that the latter approach significantly improves the convergence rate, exhibiting performance comparable to that of QMC integration of a single high-dimensional integral. Furthermore, we numerically verify the predicted convergence rates for an elliptic PDE problem with an unknown diffusion coefficient in two spatial dimensions, offering empirical evidence supporting the theoretical results and highlighting practical applicability.

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arXiv2026

On the optimality of dimension truncation error rates for a class of parametric partial differential equations

In uncertainty quantification for parametric partial differential equations (PDEs), it is common to model uncertain random field inputs using countably infinite sequences of independent and identically distributed random variables. The lognormal random field is a prime example of such a model. While there have been many studies assessing the error in the PDE response that occurs when an infinite-dimensional random field input is replaced with a finite-dimensional random field, there do not seem to be any analyses in the existing literature discussing the sharpness of these bounds. This work seeks to remedy the situation. Specifically, we investigate two model problems where the existing dimension truncation error rates can be shown to be sharp.

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arXiv2026

Lattice Rules Meet Kernel Cubature

Rank-1 lattice rules are a class of equally weighted quasi-Monte Carlo methods that achieve essentially linear convergence rates for functions in a reproducing kernel Hilbert space (RKHS) characterized by square-integrable first-order mixed partial derivatives. In this work, we explore the impact of replacing the equal weights in lattice rules with optimized cubature weights derived using the reproducing kernel. We establish a theoretical result demonstrating a doubled convergence rate in the one-dimensional case and provide numerical investigations of convergence rates in higher dimensions. We also present numerical results for an uncertainty quantification problem involving an elliptic partial differential equation with a random coefficient.

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arXiv2026

Quasi-Monte Carlo for Bayesian shape inversion governed by the Poisson problem subject to Gevrey regular domain deformations

We consider the application of a quasi-Monte Carlo cubature rule to Bayesian shape inversion subject to the Poisson equation under Gevrey regular parameterizations of domain uncertainty. We analyze the parametric regularity of the associated posterior distribution and design randomly shifted rank-1 lattice rules which can be shown to achieve dimension-independent, faster-than-Monte Carlo cubature convergence rates for high-dimensional integrals over the posterior distribution. In addition, we consider the effect of dimension truncation and finite element discretization errors for this model. Finally, a series of numerical experiments are presented to validate the theoretical results.

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arXiv2026

Uncertainty quantification for stationary and time-dependent PDEs subject to Gevrey regular random domain deformations

We study uncertainty quantification for partial differential equations subject to domain uncertainty. We parameterize the random domain using the model recently considered by Chernov and Le (2024) as well as Harbrecht, Schmidlin, and Schwab (2024) in which the input random field is assumed to belong to a Gevrey smoothness class. This approach has the advantage of being substantially more general than models which assume a particular parametric representation of the input random field such as a Karhunen-Loeve series expansion. We consider both the Poisson equation as well as the heat equation and design randomly shifted lattice quasi-Monte Carlo (QMC) cubature rules for the computation of the expected solution under domain uncertainty. We show that these QMC rules exhibit dimension-independent, essentially linear cubature convergence rates in this framework. In addition, we complete the error analysis by taking into account the approximation errors incurred by dimension truncation of the random input field and finite element discretization. Numerical experiments are presented to confirm the theoretical rates.

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arXiv2026

Sufficient conditions for QMC analysis of finite elements for parametric differential equations

Parametric regularity of discretizations of flux vector fields satisfying a balance law is studied under some assumptions on a random parameter that links the flux with an unknown primal variable (often through a constitutive law). In the primary example of the stationary diffusion equation, the parameter corresponds to the inverse of the diffusivity. The random parameter is modeled here as a Gevrey-regular random field. Specific focus is on random fields expressible as functions of countably infinite sequences of independent random variables, which may be uniformly or normally distributed. Quasi-Monte Carlo (QMC) error bounds for some quantity of interest that depends on the flux are then derived using the parametric regularity. It is shown that the QMC method achieves a dimension-independent, faster-than-Monte Carlo convergence rate if the quantity of interest depends continuously on the primal variable, its flux, or its gradient. A series of assumptions are introduced with the goal of encompassing a broad class of discretizations by various finite element methods. The assumptions are verified for the diffusion equation discretized using conforming finite elements, mixed methods, and hybridizable discontinuous Galerkin schemes. Numerical experiments confirm the analytical findings, highlighting the role of accurate flux approximation in QMC methods.

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arXiv2025

Quasi-Monte Carlo for partial differential equations with generalized Gaussian input uncertainty

There has been a surge of interest in uncertainty quantification for parametric partial differential equations (PDEs) with Gevrey regular inputs. The Gevrey class contains functions that are infinitely smooth with a growth condition on the higher-order partial derivatives, but which are nonetheless not analytic in general. Recent studies by Chernov and Le (Comput. Math. Appl., 2024, and SIAM J. Numer. Anal., 2024) as well as Harbrecht, Schmidlin, and Schwab (Math. Models Methods Appl. Sci., 2024) analyze the setting wherein the input random field is assumed to be uniformly bounded with respect to the uncertain parameters. In this paper, we relax this assumption and allow for parameter-dependent bounds. The parametric inputs are modeled as generalized Gaussian random variables, and we analyze the application of quasi-Monte Carlo (QMC) integration to assess the PDE response statistics using randomly shifted rank-1 lattice rules. In addition to the QMC error analysis, we also consider the dimension truncation and finite element errors in this setting.

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arXiv2025

New upper and lower bounds on the smallest singular values of nonsingular lower triangular $(0,1)$-matrices

Let $K_n$ denote the set of all nonsingular $n\times n$ lower triangular $(0,1)$-matrices. Hong and Loewy (2004) introduced the number sequence $$ c_n=\min\{λ\midλ~\text{is an eigenvalue of}~XX^{\rm T},~X\in K_n\},\quad n\in\mathbb Z_+. $$ There have been a number of attempts in the literature to obtain bounds on the numbers $c_n$ by Mattila (2015), Altinisik et al. (2016), Kaarnioja (2021), Loewy (2021), and Altinisik (2021). In this paper, improved upper and lower bounds are derived for the numbers $c_n$. By considering the characteristic polynomial corresponding to the matrix $Z_n$ satisfying $c_n=\|Z_n\|_2^{-1}$, it is shown that the second largest eigenvalue of $Z_n$ is bounded from above by $\frac45$ leading to an improved upper bound on $c_n$. On the other hand, Samuelson's inequality applied to the roots of the characteristic polynomial of $Z_n$ yields an improved lower bound. Numerical experiments demonstrate the quality of the new bounds.

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arXiv2025

Uncertainty quantification for electrical impedance tomography using quasi-Monte Carlo methods

The theoretical development of quasi-Monte Carlo (QMC) methods for uncertainty quantification of partial differential equations (PDEs) is typically centered around simplified model problems such as elliptic PDEs subject to homogeneous zero Dirichlet boundary conditions. In this paper, we present a theoretical treatment of the application of randomly shifted rank-1 lattice rules to electrical impedance tomography (EIT). EIT is an imaging modality, where the goal is to reconstruct the interior conductivity of an object based on electrode measurements of current and voltage taken at the boundary of the object. This is an inverse problem, which we tackle using the Bayesian statistical inversion paradigm. As the reconstruction, we consider QMC integration to approximate the unknown conductivity given current and voltage measurements. We prove under moderate assumptions placed on the parameterization of the unknown conductivity that the QMC approximation of the reconstructed estimate has a dimension-independent, faster-than-Monte Carlo cubature convergence rate. Finally, we present numerical results for examples computed using simulated measurement data.

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arXiv2024

Quasi-Monte Carlo and discontinuous Galerkin

In this study, we consider the development of tailored quasi-Monte Carlo (QMC) cubatures for non-conforming discontinuous Galerkin (DG) approximations of elliptic partial differential equations (PDEs) with random coefficients. We consider both the affine and uniform and the lognormal models for the input random field, and investigate the use of QMC cubatures to approximate the expected value of the PDE response subject to input uncertainty. In particular, we prove that the resulting QMC convergence rate for DG approximations behaves in the same way as if continuous finite elements were chosen. Notably, the parametric regularity bounds for DG, which are developed in this work, are also useful for other methods such as sparse grids. Numerical results underline our analytical findings.

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arXiv2024

Doubling the rate -- improved error bounds for orthogonal projection with application to interpolation

Convergence rates for $L_2$ approximation in a Hilbert space $H$ are a central theme in numerical analysis. The present work is inspired by Schaback (Math. Comp., 1999), who showed, in the context of best pointwise approximation for radial basis function interpolation, that the convergence rate for sufficiently smooth functions can be doubled, compared to the best rate for functions in the "native space" $H$. Motivated by this, we obtain a general result for $H$-orthogonal projection onto a finite dimensional subspace of $H$: namely, that any known $L_2$ convergence rate for all functions in $H$ translates into a doubled $L_2$ convergence rate for functions in a smoother normed space $B$, along with a similarly improved error bound in the $H$-norm, provided that $L_2$, $H$ and $B$ are suitably related. As a special case we improve the known $L_2$ and $H$-norm convergence rates for kernel interpolation in reproducing kernel Hilbert spaces, with particular attention to a recent study (Kaarnioja, Kazashi, Kuo, Nobile, Sloan, Numer. Math., 2022) of periodic kernel-based interpolation at lattice points applied to parametric partial differential equations. A second application is to radial basis function interpolation for general conditionally positive definite basis functions, where again the $L_2$ convergence rate is doubled, and the convergence rate in the native space norm is similarly improved, for all functions in a smoother normed space $B$.

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arXiv2024

Parabolic PDE-constrained optimal control under uncertainty with entropic risk measure using quasi-Monte Carlo integration

We study the application of a tailored quasi-Monte Carlo (QMC) method to a class of optimal control problems subject to parabolic partial differential equation (PDE) constraints under uncertainty: the state in our setting is the solution of a parabolic PDE with a random thermal diffusion coefficient, steered by a control function. To account for the presence of uncertainty in the optimal control problem, the objective function is composed with a risk measure. We focus on two risk measures, both involving high-dimensional integrals over the stochastic variables: the expected value and the (nonlinear) entropic risk measure. The high-dimensional integrals are computed numerically using specially designed QMC methods and, under moderate assumptions on the input random field, the error rate is shown to be essentially linear, independently of the stochastic dimension of the problem -- and thereby superior to ordinary Monte Carlo methods. Numerical results demonstrate the effectiveness of our method.

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arXiv2023

Generalized dimension truncation error analysis for high-dimensional numerical integration: lognormal setting and beyond

Partial differential equations (PDEs) with uncertain or random inputs have been considered in many studies of uncertainty quantification. In forward uncertainty quantification, one is interested in analyzing the stochastic response of the PDE subject to input uncertainty, which usually involves solving high-dimensional integrals of the PDE output over a sequence of stochastic variables. In practical computations, one typically needs to discretize the problem in several ways: approximating an infinite-dimensional input random field with a finite-dimensional random field, spatial discretization of the PDE using, e.g., finite elements, and approximating high-dimensional integrals using cubatures such as quasi-Monte Carlo methods. In this paper, we focus on the error resulting from dimension truncation of an input random field. We show how Taylor series can be used to derive theoretical dimension truncation rates for a wide class of problems and we provide a simple checklist of conditions that a parametric mathematical model needs to satisfy in order for our dimension truncation error bound to hold. Some of the novel features of our approach include that our results are applicable to non-affine parametric operator equations, dimensionally-truncated conforming finite element discretized solutions of parametric PDEs, and even compositions of PDE solutions with smooth nonlinear quantities of interest. As a specific application of our method, we derive an improved dimension truncation error bound for elliptic PDEs with lognormally parameterized diffusion coefficients. Numerical examples support our theoretical findings.

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arXiv2023

Uncertainty quantification for random domains using periodic random variables

We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja, Kuo, and Sloan (SIAM J. Numer. Anal., 2020) in which a countably infinite number of independent random variables enter the random field as periodic functions. We develop lattice quasi-Monte Carlo (QMC) cubature rules for computing the expected value of the solution to the Poisson problem subject to domain uncertainty. These QMC rules can be shown to exhibit higher order cubature convergence rates permitted by the periodic setting independently of the stochastic dimension of the problem. In addition, we present a complete error analysis for the problem by taking into account the approximation errors incurred by truncating the input random field to a finite number of terms and discretizing the spatial domain using finite elements. The paper concludes with numerical experiments demonstrating the theoretical error estimates.

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arXiv2023

Application of dimension truncation error analysis to high-dimensional function approximation in uncertainty quantification

Parametric mathematical models such as parameterizations of partial differential equations with random coefficients have received a lot of attention within the field of uncertainty quantification. The model uncertainties are often represented via a series expansion in terms of the parametric variables. In practice, this series expansion needs to be truncated to a finite number of terms, introducing a dimension truncation error to the numerical simulation of a parametric mathematical model. There have been several studies of the dimension truncation error corresponding to different models of the input random field in recent years, but many of these analyses have been carried out within the context of numerical integration. In this paper, we study the $L^2$ dimension truncation error of the parametric model problem. Estimates of this kind arise in the assessment of the dimension truncation error for function approximation in high dimensions. In addition, we show that the dimension truncation error rate is invariant with respect to certain transformations of the parametric variables. Numerical results are presented which showcase the sharpness of the theoretical results.

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arXiv2023

Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions

We describe a fast method for solving elliptic partial differential equations (PDEs) with uncertain coefficients using kernel interpolation at a lattice point set. By representing the input random field of the system using the model proposed by Kaarnioja, Kuo, and Sloan (SIAM J.~Numer.~Anal.~2020), in which a countable number of independent random variables enter the random field as periodic functions, it was shown by Kaarnioja, Kazashi, Kuo, Nobile, and Sloan (Numer.~Math.~2022) that the lattice-based kernel interpolant can be constructed for the PDE solution as a function of the stochastic variables in a highly efficient manner using fast Fourier transform (FFT). In this work, we discuss the connection between our model and the popular ``affine and uniform model'' studied widely in the literature of uncertainty quantification for PDEs with uncertain coefficients. We also propose a new class of weights entering the construction of the kernel interpolant -- \emph{serendipitous weights} -- which dramatically improve the computational performance of the kernel interpolant for PDE problems with uncertain coefficients, and allow us to tackle function approximation problems up to very high dimensionalities. Numerical experiments are presented to showcase the performance of the serendipitous weights.

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arXiv2021

Fast approximation by periodic kernel-based lattice-point interpolation with application in uncertainty quantification

This paper deals with the kernel-based approximation of a multivariate periodic function by interpolation at the points of an integration lattice -- a setting that, as pointed out by Zeng, Leung, Hickernell (MCQMC2004, 2006) and Zeng, Kritzer, Hickernell (Constr. Approx., 2009), allows fast evaluation by fast Fourier transform, so avoiding the need for a linear solver. The main contribution of the paper is the application to the approximation problem for uncertainty quantification of elliptic partial differential equations, with the diffusion coefficient given by a random field that is periodic in the stochastic variables, in the model proposed recently by Kaarnioja, Kuo, Sloan (SIAM J. Numer. Anal., 2020). The paper gives a full error analysis, and full details of the construction of lattices needed to ensure a good (but inevitably not optimal) rate of convergence and an error bound independent of dimension. Numerical experiments support the theory.

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arXiv2020

Bounds on the spectrum of nonsingular triangular $(0,1)$-matrices

Let $K_n$ be the set of all nonsingular $n\times n$ lower triangular $(0,1)$-matrices. Hong and Loewy (2004) introduced the numbers $$ c_n={\rm min}\{λ\mid λ~\text{is an eigenvalue of}~XX^{\rm T},~X\in K_n\},\quad n\in\mathbb{Z}_+. $$ A related family of numbers was considered by Ilmonen, Haukkanen, and Merikoski (2008): $$ C_n={\rm max}\{λ\mid λ~\text{is an eigenvalue of}~XX^{\rm T},~X\in K_n\},\quad n\in\mathbb{Z}_+. $$ These numbers can be used to bound the singular values of matrices belonging to $K_n$ and they appear, e.g., in eigenvalue bounds for power GCD matrices, lattice-theoretic meet and join matrices, and related number-theoretic matrices. In this paper, it is shown that for $n$ odd, one has the lower bound $$ c_n\geq \frac{1}{\sqrt{\frac{1}{25}φ^{-4n}+\frac{2}{25}φ^{-2n}-\frac{2}{5\sqrt{5}}nφ^{-2n}-\frac{23}{25}+n+\frac{2}{25}φ^{2n}+\frac{2}{5\sqrt{5}}nφ^{2n}+\frac{1}{25}φ^{4n}}}, $$ and for $n$ even, one has $$ c_n\geq \frac{1}{\sqrt{\frac{1}{25}φ^{-4n}+\frac{4}{25}φ^{-2n}-\frac{2}{5\sqrt{5}}nφ^{-2n}-\frac{2}{5}+n+\frac{4}{25}φ^{2n}+\frac{2}{5\sqrt{5}}nφ^{2n}+\frac{1}{25}φ^{4n}}}, $$ where $φ$ denotes the golden ratio. These lower bounds improve the estimates derived previously by Mattila (2015) and Altinişik et al. (2016). The sharpness of these lower bounds is assessed numerically and it is conjectured that $c_n\sim 5φ^{-2n}$ as $n\to\infty$. In addition, a new closed form expression is derived for the numbers $C_n$, viz. $$ C_n=\frac14 \csc^2\bigg(\fracπ{4n+2}\bigg)=\frac{4n^2}{π^2}+\frac{4n}{π^2}+\bigg(\frac{1}{12}+\frac{1}{π^2}\bigg)+\mathcal{O}\bigg(\frac{1}{n^2}\bigg),\quad n\in\mathbb{Z}_+. $$

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