Tensor field interpolation with PDEs

We present a unified framework for interpolation and regularisation of scalar- and tensor-valued images. This framework is based on elliptic partial differential equations (PDEs) and allows rotationally invariant models. Since it does not require a regular grid, it can also be used for tensor-valued scattered data interpolation and for tensor field inpainting. By choosing suitable differential operators, interpolation methods using radial basis functions are covered. Our experiments show that a novel interpolation technique based on anisotropic diffusion with a diffusion tensor should be favoured: It outperforms interpolants with radial basis functions, it allows discontinuity-preserving interpolation with no additional oscillations, and it respects positive semidefiniteness of the input tensor data

Polynomial Chaos Expansion of random coefficients and the solution of stochastic partial differential equations in the Tensor Train format

We apply the Tensor Train (TT) decomposition to construct the tensor product Polynomial Chaos Expansion (PCE) of a random field, to solve the stochastic elliptic diffusion PDE with the stochastic Galerkin discretization, and to compute some quantities of interest (mean, variance, exceedance probabilities). We assume that the random diffusion coefficient is given as a smooth transformation of a Gaussian random field. In this case, the PCE is delivered by a complicated formula, which lacks an analytic TT representation. To construct its TT approximation numerically, we develop the new block TT cross algorithm, a method that computes the whole TT decomposition from a few evaluations of the PCE formula. The new method is conceptually similar to the adaptive cross approximation in the TT format, but is more efficient when several tensors must be stored in the same TT representation, which is the case for the PCE. Besides, we demonstrate how to assemble the stochastic Galerkin matrix and to compute the solution of the elliptic equation and its post-processing, staying in the TT format. We compare our technique with the traditional sparse polynomial chaos and the Monte Carlo approaches. In the tensor product polynomial chaos, the polynomial degree is bounded for each random variable independently. This provides higher accuracy than the sparse polynomial set or the Monte Carlo method, but the cardinality of the tensor product set grows exponentially with the number of random variables. However, when the PCE coefficients are implicitly approximated in the TT format, the computations with the full tensor product polynomial set become possible. In the numerical experiments, we confirm that the new methodology is competitive in a wide range of parameters, especially where high accuracy and high polynomial degrees are required.Comment: This is a major revision of the manuscript arXiv:1406.2816 with significantly extended numerical experiments. Some unused material is remove

Adaptive stochastic Galerkin FEM for lognormal coefficients in hierarchical tensor representations

Stochastic Galerkin methods for non-affine coefficient representations are known to cause major difficulties from theoretical and numerical points of view. In this work, an adaptive Galerkin FE method for linear parametric PDEs with lognormal coefficients discretized in Hermite chaos polynomials is derived. It employs problem-adapted function spaces to ensure solvability of the variational formulation. The inherently high computational complexity of the parametric operator is made tractable by using hierarchical tensor representations. For this, a new tensor train format of the lognormal coefficient is derived and verified numerically. The central novelty is the derivation of a reliable residual-based a posteriori error estimator. This can be regarded as a unique feature of stochastic Galerkin methods. It allows for an adaptive algorithm to steer the refinements of the physical mesh and the anisotropic Wiener chaos polynomial degrees. For the evaluation of the error estimator to become feasible, a numerically efficient tensor format discretization is developed. Benchmark examples with unbounded lognormal coefficient fields illustrate the performance of the proposed Galerkin discretization and the fully adaptive algorithm

A Dynamically Adaptive Sparse Grid Method for Quasi-Optimal Interpolation of Multidimensional Analytic Functions

In this work we develop a dynamically adaptive sparse grids (SG) method for quasi-optimal interpolation of multidimensional analytic functions defined over a product of one dimensional bounded domains. The goal of such approach is to construct an interpolant in space that corresponds to the "best $M$-terms" based on sharp a priori estimate of polynomial coefficients. In the past, SG methods have been successful in achieving this, with a traditional construction that relies on the solution to a Knapsack problem: only the most profitable hierarchical surpluses are added to the SG. However, this approach requires additional sharp estimates related to the size of the analytic region and the norm of the interpolation operator, i.e., the Lebesgue constant. Instead, we present an iterative SG procedure that adaptively refines an estimate of the region and accounts for the effects of the Lebesgue constant. Our approach does not require any a priori knowledge of the analyticity or operator norm, is easily generalized to both affine and non-affine analytic functions, and can be applied to sparse grids build from one dimensional rules with arbitrary growth of the number of nodes. In several numerical examples, we utilize our dynamically adaptive SG to interpolate quantities of interest related to the solutions of parametrized elliptic and hyperbolic PDEs, and compare the performance of our quasi-optimal interpolant to several alternative SG schemes

Approximation of tensor fields on surfaces of arbitrary topology based on local Monge parametrizations

We introduce a new method, the Local Monge Parametrizations (LMP) method, to approximate tensor fields on general surfaces given by a collection of local parametrizations, e.g.~as in finite element or NURBS surface representations. Our goal is to use this method to solve numerically tensor-valued partial differential equations (PDE) on surfaces. Previous methods use scalar potentials to numerically describe vector fields on surfaces, at the expense of requiring higher-order derivatives of the approximated fields and limited to simply connected surfaces, or represent tangential tensor fields as tensor fields in 3D subjected to constraints, thus increasing the essential number of degrees of freedom. In contrast, the LMP method uses an optimal number of degrees of freedom to represent a tensor, is general with regards to the topology of the surface, and does not increase the order of the PDEs governing the tensor fields. The main idea is to construct maps between the element parametrizations and a local Monge parametrization around each node. We test the LMP method by approximating in a least-squares sense different vector and tensor fields on simply connected and genus-1 surfaces. Furthermore, we apply the LMP method to two physical models on surfaces, involving a tension-driven flow (vector-valued PDE) and nematic ordering (tensor-valued PDE). The LMP method thus solves the long-standing problem of the interpolation of tensors on general surfaces with an optimal number of degrees of freedom.Comment: 16 pages, 6 figure

Sparse approximation of multilinear problems with applications to kernel-based methods in UQ

We provide a framework for the sparse approximation of multilinear problems and show that several problems in uncertainty quantification fit within this framework. In these problems, the value of a multilinear map has to be approximated using approximations of different accuracy and computational work of the arguments of this map. We propose and analyze a generalized version of Smolyak's algorithm, which provides sparse approximation formulas with convergence rates that mitigate the curse of dimension that appears in multilinear approximation problems with a large number of arguments. We apply the general framework to response surface approximation and optimization under uncertainty for parametric partial differential equations using kernel-based approximation. The theoretical results are supplemented by numerical experiments

Symmetry without Symmetry: Numerical Simulation of Axisymmetric Systems using Cartesian Grids

We present a new technique for the numerical simulation of axisymmetric systems. This technique avoids the coordinate singularities which often arise when cylindrical or polar-spherical coordinate finite difference grids are used, particularly in simulating tensor partial differential equations like those of 3+1 numerical relativity. For a system axisymmetric about the z axis, the basic idea is to use a 3-dimensional Cartesian (x,y,z) coordinate grid which covers (say) the y=0 plane, but is only one finite-difference-molecule--width thick in the y direction. The field variables in the central y=0 grid plane can be updated using normal (x,y,z)--coordinate finite differencing, while those in the y \neq 0 grid planes can be computed from those in the central plane by using the axisymmetry assumption and interpolation. We demonstrate the effectiveness of the approach on a set of fully nonlinear test computations in 3+1 numerical general relativity, involving both black holes and collapsing gravitational waves.Comment: 17 pages, 4 figure