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

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

Spectral methods for multiscale stochastic differential equations

This paper presents a new method for the solution of multiscale stochastic differential equations at the diffusive time scale. In contrast to averaging-based methods, e.g., the heterogeneous multiscale method (HMM) or the equation-free method, which rely on Monte Carlo simulations, in this paper we introduce a new numerical methodology that is based on a spectral method. In particular, we use an expansion in Hermite functions to approximate the solution of an appropriate Poisson equation, which is used in order to calculate the coefficients of the homogenized equation. Spectral convergence is proved under suitable assumptions. Numerical experiments corroborate the theory and illustrate the performance of the method. A comparison with the HMM and an application to singularly perturbed stochastic PDEs are also presented

A Numerical Method to solve Optimal Transport Problems with Coulomb Cost

In this paper, we present a numerical method, based on iterative Bregman projections, to solve the optimal transport problem with Coulomb cost. This is related to the strong interaction limit of Density Functional Theory. The first idea is to introduce an entropic regularization of the Kantorovich formulation of the Optimal Transport problem. The regularized problem then corresponds to the projection of a vector on the intersection of the constraints with respect to the Kullback-Leibler distance. Iterative Bregman projections on each marginal constraint are explicit which enables us to approximate the optimal transport plan. We validate the numerical method against analytical test cases

Strang splitting in combination with rank-11 and rank-rr lattices for the time-dependent Schr\"odinger equation

We approximate the solution for the time dependent Schr\"odinger equation (TDSE) in two steps. We first use a pseudo-spectral collocation method that uses samples of functions on rank-1 or rank-r lattice points with unitary Fourier transforms. We then get a system of ordinary differential equations in time, which we solve approximately by stepping in time using the Strang splitting method. We prove that the numerical scheme proposed converges quadratically with respect to the time step size, given that the potential is in a Korobov space with the smoothness parameter greater than $9/2$. Particularly, we prove that the required degree of smoothness is independent of the dimension of the problem. We demonstrate our new method by comparing with results using sparse grids from [12], with several numerical examples showing large advantage for our new method and pushing the examples to higher dimensionality. The proposed method has two distinctive features from a numerical perspective: (i) numerical results show the error convergence of time discretization is consistent even for higher-dimensional problems; (ii) by using the rank-$1$ lattice points, the solution can be efficiently computed (and further time stepped) using only $1$-dimensional Fast Fourier Transforms.Comment: Modified. 40pages, 5 figures. The proof of Lemma 1 is updated after the paper is publishe

Multi-level stochastic collocation methods for parabolic and Schrödinger equations

In this thesis, we propose, analyse and implement numerical methods for time-dependent non-linear parabolic and Schrödinger-type equations with uncertain parameters. The discretisation of the parameter space which incorporates the uncertainty of the problem is performed via single- and multi-level collocation strategies. To deal with the possibly large dimension of the parameter space, sparse grid collocation techniques are used to alleviate the curse of dimensionality to a certain extent. We prove that the multi-level method is capable of reducing the overall computational costs significantly. In the parabolic case, the time discretisation is performed via an implicit-explicit splitting strategy of order two which consists shortly speaking of a combination of an implicit trapezoidal rule for the stiff linear part and Heun\u27s method for the non-linear part. In the Schrödinger case, time is discretised via the famous second-order Strang splitting method. For both problem classes we review known error bounds for both discretizations and prove new error bounds for the time discretisations which take the regularity in the parameter space into account. In the parabolic case, a new error bound for the "implicit-explicit trapezoidal method" (IMEXT) method is proved. To our knowledge, this error bound stating second-order convergence of the IMEXT method closes a current gap in the literature. Utilising the aforementioned new error bounds for both problem classes, we can rigorously prove convergence of the single- and multi-level methods. Additionally, cost savings of the multi-level methods compared to the single-level approach are predicted and verifed by numerical examples. The results mentioned above are novel contributions in two areas of mathematics. The first one is (analysis of) numerical methods for uncertainty quantification and the second one is numerical analysis of time-integration schemes for PDEs

Kinetic energy-free Hartree–Fock equations: an integral formulation

We have implemented a self-consistent feld solver for Hartree–Fock calculations, by making use of Multiwavelets and Multiresolution Analysis. We show how such a solver is inherently a preconditioned steepest descent method and therefore a good starting point for rapid convergence. A distinctive feature of our implementation is the absence of any reference to the kinetic energy operator. This is desirable when Multiwavelets are employed, because diferential operators such as the Laplacian in the kinetic energy are challenging to represent correctly. The theoretical framework is described in detail and the implemented algorithm is both presented in the paper and made available as a Python notebook. Two simple examples are presented, highlighting the main features of our implementation: arbitrary predefned precision, rapid and robust convergence, absence of the kinetic energy operator

Augmenting Basis Sets by Normalizing Flows

Approximating functions by a linear span of truncated basis sets is a standard procedure for the numerical solution of differential and integral equations. Commonly used concepts of approximation methods are well-posed and convergent, by provable approximation orders. On the down side, however, these methods often suffer from the curse of dimensionality, which limits their approximation behavior, especially in situations of highly oscillatory target functions. Nonlinear approximation methods, such as neural networks, were shown to be very efficient in approximating high-dimensional functions. We investigate nonlinear approximation methods that are constructed by composing standard basis sets with normalizing flows. Such models yield richer approximation spaces while maintaining the density properties of the initial basis set, as we show. Simulations to approximate eigenfunctions of a perturbed quantum harmonic oscillator indicate convergence with respect to the size of the basis set.Comment: Corrected arXiv identifier for ref.