299 research outputs found

    Tensor Product Multiscale Many-Particle Spaces with Finite-Order Weights for the Electronic Schrödinger Equation

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    We study tensor product multiscale many-particle spaces with finite-order weights and their application for the electronic Schrödinger equation. Any numerical solution of the electronic Schrödinger equation using conventional discretization schemes is impossible due to its high dimensionality. Therefore, typically Monte Carlo methods (VMC/DMC) or nonlinear model approximations like Hartree-Fock (HF), coupled cluster (CC) or density functional theory (DFT) are used. In this work we develop and implement in parallel a numerical method based on adaptive sparse grids and a particle-wise subspace splitting with respect to one-particle functions which stem from a nonlinear rank-1 approximation. Sparse grids allow to overcome the exponential complexity exhibited by conventional discretization procedures and deliver a convergent numerical approach with guaranteed convergence rates. In particular, the introduced weighted many-particle tensor product multiscale approximation spaces include the common configuration interaction (CI) spaces as a special case. To realize our new approach, we first introduce general many-particle Sobolev spaces, which particularly include the standard Sobolev spaces as well as Sobolev spaces of dominated mixed smoothness. For this novel variant of sparse grid spaces we show estimates for the approximation and complexity orders with respect to the smoothness and decay parameters. With known regularity properties of the electronic wave function it follows that, up to logarithmic terms, the convergence rate is independent of the number of electrons and almost the same as in the two-electron case. However, besides the rate, also the dependence of the complexity constants on the number of electrons plays an important role for a truly practical method. Based on a splitting of the one-particle space we construct a subspace splitting of the many-particle space, which particularly includes the known ANOVA decomposition, the HDMR decomposition and the CI decomposition as special cases. Additionally, we introduce weights for a restriction of this subspace splitting. In this way weights of finite order q lead to many-particle spaces in which the problem of an approximation of an N-particle function reduces to the problem of the approximation of q-particle functions. To obtain as small as possible constants with respect to the cost complexity, we introduce a heuristic adaptive scheme to build a sequence of finite-dimensional subspaces of a weighted tensor product multiscale many-particle approximation space. Furthermore, we construct a multiscale Gaussian frame and apply Gaussians and modulated Gaussians for the nonlinear rank-1 approximation. In this way, all matrix entries of the corresponding discrete eigenvalue problem can be computed in terms of analytic formulae for the one and two particle operator integrals. Finally, we apply our novel approach to small atomic and diatomic systems with up to 6 electrons (18 space dimensions). The numerical results demonstrate that our new method indeed allows for convergence with expected rates.Tensorprodukt-Multiskalen-Mehrteilchenräume mit Gewichten endlicher Ordnung für die elektronische Schrödingergleichung In der vorliegenden Arbeit beschäftigen wir uns mit gewichteten Tensorprodukt-Multiskalen-Mehrteilchen-Approximationsräumen und deren Anwendung zur numerischen Lösung der elektronischen Schrödinger-Gleichung. Aufgrund der hohen Problemdimension ist eine direkte numerische Lösung der elektronischen Schrödinger-Gleichung mit Standard-Diskretisierungsverfahren zur linearen Approximation unmöglich, weshalb üblicherweise Monte Carlo Methoden (VMC/DMC) oder nichtlineare Modellapproximationen wie Hartree-Fock (HF), Coupled Cluster (CC) oder Dichtefunktionaltheorie (DFT) verwendet werden. In dieser Arbeit wird eine numerische Methode auf Basis von adaptiven dünnen Gittern und einer teilchenweisen Unterraumzerlegung bezüglich Einteilchenfunktionen aus einer nichtlinearen Rang-1 Approximation entwickelt und für parallele Rechnersysteme implementiert. Dünne Gitter vermeiden die in der Dimension exponentielle Komplexität üblicher Diskretisierungsmethoden und führen zu einem konvergenten numerischen Ansatz mit garantierter Konvergenzrate. Zudem enthalten unsere zugrunde liegenden gewichteten Mehrteilchen Tensorprodukt-Multiskalen-Approximationsräume die bekannten Configuration Interaction (CI) Räume als Spezialfall. Zur Konstruktion unseres Verfahrens führen wir zunächst allgemeine Mehrteilchen-Sobolevräume ein, welche die Standard-Sobolevräume sowie Sobolevräume mit dominierender gemischter Glattheit beinhalten. Wir analysieren die Approximationseigenschaften und schätzen Konvergenzraten und Kostenkomplexitätsordnungen in Abhängigkeit der Glattheitsparameter und Abfalleigenschaften ab. Mit Hilfe bekannter Regularitätseigenschaften der elektronischen Wellenfunktion ergibt sich, dass die Konvergenzrate bis auf logarithmische Terme unabhängig von der Zahl der Elektronen und fast identisch mit der Konvergenzrate im Fall von zwei Elektronen ist. Neben der Rate spielt allerdings die Abhängigkeit der Konstanten in der Kostenkomplexität von der Teilchenzahl eine wichtige Rolle. Basierend auf Zerlegungen des Einteilchenraumes konstruieren wir eine Unterraumzerlegung des Mehrteilchenraumes, welche insbesondere die bekannte ANOVA-Zerlegung, die HDMR-Zerlegung sowie die CI-Zerlegung als Spezialfälle beinhaltet. Eine zusätzliche Gewichtung der entsprechenden Unterräume mit Gewichten von endlicher Ordnung q führt zu Mehrteilchenräumen, in denen sich das Approximationsproblem einer N-Teilchenfunktion zu Approximationsproblemen von q-Teilchenfunktionen reduziert. Mit dem Ziel, Konstanten möglichst kleiner Größe bezüglich der Kostenkomplexität zu erhalten, stellen wir ein heuristisches adaptives Verfahren zur Konstruktion einer Sequenz von endlich-dimensionalen Unterräumen eines gewichteten Mehrteilchen-Tensorprodukt-Multiskalen-Approximationsraumes vor. Außerdem konstruieren wir einen Frame aus Multiskalen-Gauss-Funktionen und verwenden Einteilchenfunktionen im Rahmen der Rang-1 Approximation in der Form von Gauss- und modulierten-Gauss-Funktionen. Somit können die zur Aufstellung der Matrizen des zugehörigen diskreten Eigenwertproblems benötigten Ein- und Zweiteilchenintegrale analytisch berechnet werden. Schließlich wenden wir unsere Methode auf kleine Atome und Moleküle mit bis zu sechs Elektronen (18 Raumdimensionen) an. Die numerischen Resultate zeigen, dass sich die aus der Theorie zu erwartenden Konvergenzraten auch praktisch ergeben

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

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    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.Comment: 37 pages, 5 figure

    Statistical computation with kernels

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    Modern statistical inference has seen a tremendous increase in the size and complexity of models and datasets. As such, it has become reliant on advanced com- putational tools for implementation. A first canonical problem in this area is the numerical approximation of integrals of complex and expensive functions. Numerical integration is required for a variety of tasks, including prediction, model comparison and model choice. A second canonical problem is that of statistical inference for models with intractable likelihoods. These include models with intractable normal- isation constants, or models which are so complex that their likelihood cannot be evaluated, but from which data can be generated. Examples include large graphical models, as well as many models in imaging or spatial statistics. This thesis proposes to tackle these two problems using tools from the kernel methods and Bayesian non-parametrics literature. First, we analyse a well-known algorithm for numerical integration called Bayesian quadrature, and provide consis- tency and contraction rates. The algorithm is then assessed on a variety of statistical inference problems, and extended in several directions in order to reduce its compu- tational requirements. We then demonstrate how the combination of reproducing kernels with Stein’s method can lead to computational tools which can be used with unnormalised densities, including numerical integration and approximation of probability measures. We conclude by studying two minimum distance estimators derived from kernel-based statistical divergences which can be used for unnormalised and generative models. In each instance, the tractability provided by reproducing kernels and their properties allows us to provide easily-implementable algorithms whose theoretical foundations can be studied in depth

    Solving Elliptic Problems with Singular Sources Using Singularity Splitting Deep Ritz Method

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    In this work, we develop an efficient solver based on neural networks for secondorder elliptic equations with variable coefficients and a singular source. This class of problems covers general point sources, line sources, and the combination of point-line sources and has a broad range of practical applications. The proposed approach is based on decomposing the true solution into a singular part that is known analytically using the fundamental solution of the Laplace equation and a regular part that satisfies a suitable modified elliptic PDE with a smoother source and then solving for the regular part using the deep Ritz method. A path-following strategy is suggested to select the penalty parameter for enforcing the Dirichlet boundary condition. Extensive numerical experiments in two-and multi-dimensional spaces with point sources, line sources, or their combinations are presented to illustrate the efficiency of the proposed approach, and a comparative study with several existing approaches based on neural networks is also given, which shows clearly its competitiveness for the specific class of problems. In addition, we briefly discuss the error analysis of the approach

    Numerical Methods for PDE Constrained Optimization with Uncertain Data

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    Optimization problems governed by partial differential equations (PDEs) arise in many applications in the form of optimal control, optimal design, or parameter identification problems. In most applications, parameters in the governing PDEs are not deterministic, but rather have to be modeled as random variables or, more generally, as random fields. It is crucial to capture and quantify the uncertainty in such problems rather than to simply replace the uncertain coefficients with their mean values. However, treating the uncertainty adequately and in a computationally tractable manner poses many mathematical challenges. The numerical solution of optimization problems governed by stochastic PDEs builds on mathematical subareas, which so far have been largely investigated in separate communities: Stochastic Programming, Numerical Solution of Stochastic PDEs, and PDE Constrained Optimization. The workshop achieved an impulse towards cross-fertilization of those disciplines which also was the subject of several scientific discussions. It is to be expected that future exchange of ideas between these areas will give rise to new insights and powerful new numerical methods
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