91 research outputs found
Lecture 03: Hierarchically Low Rank Methods and Applications
As simulation and analytics enter the exascale era, numerical algorithms, particularly implicit solvers that couple vast numbers of degrees of freedom, must span a widening gap between ambitious applications and austere architectures to support them. We present fifteen universals for researchers in scalable solvers: imperatives from computer architecture that scalable solvers must respect, strategies towards achieving them that are currently well established, and additional strategies currently being developed for an effective and efficient exascale software ecosystem. We consider recent generalizations of what it means to “solve” a computational problem, which suggest that we have often been “oversolving” them at the smaller scales of the past because we could afford to do so. We present innovations that allow to approach lin-log complexity in storage and operation count in many important algorithmic kernels and thus create an opportunity for full applications with optimal scalability
Point spread function approximation of high rank Hessians with locally supported non-negative integral kernels
We present an efficient matrix-free point spread function (PSF) method for
approximating operators that have locally supported non-negative integral
kernels. The method computes impulse responses of the operator at scattered
points, and interpolates these impulse responses to approximate integral kernel
entries. Impulse responses are computed by applying the operator to Dirac comb
batches of point sources, which are chosen by solving an ellipsoid packing
problem. Evaluation of kernel entries allows us to construct a hierarchical
matrix (H-matrix) approximation of the operator. Further matrix computations
are performed with H-matrix methods. We use the method to build preconditioners
for the Hessian operator in two inverse problems governed by partial
differential equations (PDEs): inversion for the basal friction coefficient in
an ice sheet flow problem and for the initial condition in an
advective-diffusive transport problem. While for many ill-posed inverse
problems the Hessian of the data misfit term exhibits a low rank structure, and
hence a low rank approximation is suitable, for many problems of practical
interest the numerical rank of the Hessian is still large. But Hessian impulse
responses typically become more local as the numerical rank increases, which
benefits the PSF method. Numerical results reveal that the PSF preconditioner
clusters the spectrum of the preconditioned Hessian near one, yielding roughly
5x-10x reductions in the required number of PDE solves, as compared to
regularization preconditioning and no preconditioning. We also present a
numerical study for the influence of various parameters (that control the shape
of the impulse responses) on the effectiveness of the advection-diffusion
Hessian approximation. The results show that the PSF-based preconditioners are
able to form good approximations of high-rank Hessians using a small number of
operator applications
Schnelle Löser für Partielle Differentialgleichungen
The workshop Schnelle Löser für partielle Differentialgleichungen, organised by Randolph E. Bank (La Jolla), Wolfgang Hackbusch (Leipzig), and Gabriel Wittum (Frankfurt am Main), was held May 22nd–May 28th, 2011. This meeting was well attended by 54 participants with broad geographic representation from 7 countries and 3 continents. This workshop was a nice blend of researchers with various backgrounds
Numerical Methods for PDE Constrained Optimization with Uncertain Data
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
Combining Particle and Tensor-network Methods for Partial Differential Equations via Sketching
In this paper, we propose a general framework for solving high-dimensional
partial differential equations with tensor networks. Our approach offers a
comprehensive solution methodology, wherein we employ a combination of particle
simulations to update the solution and re-estimations of the new solution as a
tensor-network using a recently proposed tensor train sketching technique. Our
method can also be interpreted as an alternative approach for performing
particle number control by assuming the particles originate from an underlying
tensor network. We demonstrate the versatility and flexibility of our approach
by applying it to two specific scenarios: simulating the Fokker-Planck equation
through Langevin dynamics and quantum imaginary time evolution via
auxiliary-field quantum Monte Carlo
Mini-Workshop: Adaptive Methods for Control Problems Constrained by Time-Dependent PDEs
Optimization problems constrained by time-dependent PDEs (Partial Differential Equations) are challenging from a computational point of view: even in the simplest case, one needs to solve a system of PDEs coupled globally in time and space for the unknown solutions (the state, the costate and the control of the system). Typical and practically relevant examples are the control of nonlinear heat equations as they appear in laser hardening or the thermic control of flow problems (Boussinesq equations). Specifically for PDEs with a long time horizon, conventional time-stepping methods require an enormous storage of the respective other variables. In contrast, adaptive methods aim at distributing the available degrees of freedom in an a-posteriori-fashion to capture singularities and are, therefore, most promising
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Efficient and dimension independent methods for neural network surrogate construction and training
In this dissertation I investigate how to efficiently construct neural network surrogates for parametric maps defined by PDEs, and how to use second order information to improve solutions to the related neural network training problem. Many-query problems arising in scientific applications (such as optimization, uncertainty quantification and inference problems) require evaluation of an input output mapping parametrized by a high dimensional nonlinear PDE model. The cost of these evaluations makes solution using the model prohibitive, and efficient accurate surrogates are the key to solving these problems in practice. In this work I investigate neural network surrogates that use model information to detect informed subspaces of the input and output where the parametric map can be represented efficiently. These compact representations require relatively few data to train and outperform conventional data-driven approaches which require large training data sets. Once a neural network is designed, training is a major issue. One seeks to find optimal weights for a neural network that generalize to data not seen during training. In this work I investigate how second order information can be efficiently exploited to design optimizers that have fast convergence and good generalization properties. These optimizers are shown to outperform conventional methods in numerical experiments.Computational Science, Engineering, and Mathematic
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