Sampling and reconstruction of operators

We study the recovery of operators with bandlimited Kohn-Nirenberg symbol from the action of such operators on a weighted impulse train, a procedure we refer to as operator sampling. Kailath, and later Kozek and the authors have shown that operator sampling is possible if the symbol of the operator is bandlimited to a set with area less than one. In this paper we develop explicit reconstruction formulas for operator sampling that generalize reconstruction formulas for bandlimited functions. We give necessary and sufficient conditions on the sampling rate that depend on size and geometry of the bandlimiting set. Moreover, we show that under mild geometric conditions, classes of operators bandlimited to an unknown set of area less than one-half permit sampling and reconstruction. A similar result considering unknown sets of area less than one was independently achieved by Heckel and Boelcskei. Operators with bandlimited symbols have been used to model doubly dispersive communication channels with slowly-time-varying impulse response. The results in this paper are rooted in work by Bello and Kailath in the 1960s.Comment: Submitted to IEEE Transactions on Information Theor

Newton-Type Methods for Non-Convex Optimization Under Inexact Hessian Information

We consider variants of trust-region and cubic regularization methods for non-convex optimization, in which the Hessian matrix is approximated. Under mild conditions on the inexact Hessian, and using approximate solution of the corresponding sub-problems, we provide iteration complexity to achieve $\epsilon$-approximate second-order optimality which have shown to be tight. Our Hessian approximation conditions constitute a major relaxation over the existing ones in the literature. Consequently, we are able to show that such mild conditions allow for the construction of the approximate Hessian through various random sampling methods. In this light, we consider the canonical problem of finite-sum minimization, provide appropriate uniform and non-uniform sub-sampling strategies to construct such Hessian approximations, and obtain optimal iteration complexity for the corresponding sub-sampled trust-region and cubic regularization methods.Comment: 32 page

Finite-Temperature Auxiliary-Field Quantum Monte Carlo for Bose-Fermi Mixtures

We present a quantum Monte Carlo (QMC) technique for calculating the exact finite-temperature properties of Bose-Fermi mixtures. The Bose-Fermi Auxiliary-Field Quantum Monte Carlo (BF-AFQMC) algorithm combines two methods, a finite-temperature AFQMC algorithm for bosons and a variant of the standard AFQMC algorithm for fermions, into one algorithm for mixtures. We demonstrate the accuracy of our method by comparing its results for the Bose-Hubbard and Bose-Fermi-Hubbard models against those produced using exact diagonalization for small systems. Comparisons are also made with mean-field theory and the worm algorithm for larger systems. As is the case with most fermion Hamiltonians, a sign or phase problem is present in BF-AFQMC. We discuss the nature of these problems in this framework and describe how they can be controlled with well-studied approximations to expand BF-AFQMC's reach. The new algorithm can serve as an essential tool for answering many unresolved questions about many-body physics in mixed Bose-Fermi systems.Comment: 19 pages, 6 figure

Computing with functions in spherical and polar geometries I. The sphere

A collection of algorithms is described for numerically computing with smooth functions defined on the unit sphere. Functions are approximated to essentially machine precision by using a structure-preserving iterative variant of Gaussian elimination together with the double Fourier sphere method. We show that this procedure allows for stable differentiation, reduces the oversampling of functions near the poles, and converges for certain analytic functions. Operations such as function evaluation, differentiation, and integration are particularly efficient and can be computed by essentially one-dimensional algorithms. A highlight is an optimal complexity direct solver for Poisson's equation on the sphere using a spectral method. Without parallelization, we solve Poisson's equation with $100$ million degrees of freedom in one minute on a standard laptop. Numerical results are presented throughout. In a companion paper (part II) we extend the ideas presented here to computing with functions on the disk.Comment: 23 page

Cornerstones of Sampling of Operator Theory

This paper reviews some results on the identifiability of classes of operators whose Kohn-Nirenberg symbols are band-limited (called band-limited operators), which we refer to as sampling of operators. We trace the motivation and history of the subject back to the original work of the third-named author in the late 1950s and early 1960s, and to the innovations in spread-spectrum communications that preceded that work. We give a brief overview of the NOMAC (Noise Modulation and Correlation) and Rake receivers, which were early implementations of spread-spectrum multi-path wireless communication systems. We examine in detail the original proof of the third-named author characterizing identifiability of channels in terms of the maximum time and Doppler spread of the channel, and do the same for the subsequent generalization of that work by Bello. The mathematical limitations inherent in the proofs of Bello and the third author are removed by using mathematical tools unavailable at the time. We survey more recent advances in sampling of operators and discuss the implications of the use of periodically-weighted delta-trains as identifiers for operator classes that satisfy Bello's criterion for identifiability, leading to new insights into the theory of finite-dimensional Gabor systems. We present novel results on operator sampling in higher dimensions, and review implications and generalizations of the results to stochastic operators, MIMO systems, and operators with unknown spreading domains

Enhanced goal-oriented error assessment and computational strategies in adaptive reduced basis solver for stochastic problems

This work focuses on providing accurate low-cost approximations of stochastic ¿nite elements simulations in the framework of linear elasticity. In a previous work, an adaptive strategy was introduced as an improved Monte-Carlo method for multi-dimensional large stochastic problems. We provide here a complete analysis of the method including a new enhanced goal-oriented error estimator and estimates of CPU (computational processing unit) cost gain. Technical insights of these two topics are presented in details, and numerical examples show the interest of these new developments.Postprint (author's final draft