786 research outputs found
A literature survey of low-rank tensor approximation techniques
During the last years, low-rank tensor approximation has been established as
a new tool in scientific computing to address large-scale linear and
multilinear algebra problems, which would be intractable by classical
techniques. This survey attempts to give a literature overview of current
developments in this area, with an emphasis on function-related tensors
Stochastic collocation on unstructured multivariate meshes
Collocation has become a standard tool for approximation of parameterized
systems in the uncertainty quantification (UQ) community. Techniques for
least-squares regularization, compressive sampling recovery, and interpolatory
reconstruction are becoming standard tools used in a variety of applications.
Selection of a collocation mesh is frequently a challenge, but methods that
construct geometrically "unstructured" collocation meshes have shown great
potential due to attractive theoretical properties and direct, simple
generation and implementation. We investigate properties of these meshes,
presenting stability and accuracy results that can be used as guides for
generating stochastic collocation grids in multiple dimensions.Comment: 29 pages, 6 figure
Interpolation Based Parametric Model Order Reduction
In this thesis, we consider model order reduction of parameter-dependent large-scale dynamical systems. The objective is to develop a methodology to reduce the order of the model and simultaneously preserve the dependence of the model on parameters. We use the balanced truncation method together with spline interpolation to solve the problem. The core of this method is to interpolate the reduced transfer function, based on the pre-computed transfer function at a sample in the parameter domain. Linear splines and cubic splines are employed here. The use of the latter, as expected, reduces the error of the method. The combination is proven to inherit the advantages of balanced truncation such as stability preservation and, based on a novel bound for the infinity norm of the matrix inverse, the derivation of error bounds. Model order reduction can be formulated in the projection framework. In the case of a parameter-dependent system, the projection subspace also depends on parameters. One cannot compute this parameter-dependent projection subspace, but has to approximate it by interpolation based on a set of pre-computed subspaces. It turns out that this is the problem of interpolation on Grassmann manifolds. The interpolation process is actually performed on tangent spaces to the underlying manifold. To do that, one has to invoke the exponential and logarithmic mappings which involve some singular value decompositions. The whole procedure is then divided into the offline and online stage. The computation time in the online stage is a crucial point. By investigating the formulation of exponential and logarithmic mappings and analyzing the structure of sums of singular value decompositions, we succeed to reduce the computational complexity of the online stage and therefore enable the use of this algorithm in real time
Elastic Maps and Nets for Approximating Principal Manifolds and Their Application to Microarray Data Visualization
Principal manifolds are defined as lines or surfaces passing through ``the
middle'' of data distribution. Linear principal manifolds (Principal Components
Analysis) are routinely used for dimension reduction, noise filtering and data
visualization. Recently, methods for constructing non-linear principal
manifolds were proposed, including our elastic maps approach which is based on
a physical analogy with elastic membranes. We have developed a general
geometric framework for constructing ``principal objects'' of various
dimensions and topologies with the simplest quadratic form of the smoothness
penalty which allows very effective parallel implementations. Our approach is
implemented in three programming languages (C++, Java and Delphi) with two
graphical user interfaces (VidaExpert
http://bioinfo.curie.fr/projects/vidaexpert and ViMiDa
http://bioinfo-out.curie.fr/projects/vimida applications). In this paper we
overview the method of elastic maps and present in detail one of its major
applications: the visualization of microarray data in bioinformatics. We show
that the method of elastic maps outperforms linear PCA in terms of data
approximation, representation of between-point distance structure, preservation
of local point neighborhood and representing point classes in low-dimensional
spaces.Comment: 35 pages 10 figure
Tensorial parametric model order reduction of nonlinear dynamical systems
For a nonlinear dynamical system that depends on parameters, the paper
introduces a novel tensorial reduced-order model (TROM). The reduced model is
projection-based, and for systems with no parameters involved, it resembles
proper orthogonal decomposition (POD) combined with the discrete empirical
interpolation method (DEIM). For parametric systems, TROM employs low-rank
tensor approximations in place of truncated SVD, a key dimension-reduction
technique in POD with DEIM. Three popular low-rank tensor compression formats
are considered for this purpose: canonical polyadic, Tucker, and tensor train.
The use of multilinear algebra tools allows the incorporation of information
about the parameter dependence of the system into the reduced model and leads
to a POD-DEIM type ROM that (i) is parameter-specific (localized) and predicts
the system dynamics for out-of-training set (unseen) parameter values, (ii)
mitigates the adverse effects of high parameter space dimension, (iii) has
online computational costs that depend only on tensor compression ranks but not
on the full-order model size, and (iv) achieves lower reduced space dimensions
compared to the conventional POD-DEIM ROM. The paper explains the method,
analyzes its prediction power, and assesses its performance for two specific
parameter-dependent nonlinear dynamical systems
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