A Filon-Clenshaw-Curtis-Smolyak rule for multi-dimensional oscillatory integrals with application to a UQ problem for the Helmholtz equation

In this paper, we combine the Smolyak technique for multi-dimensional interpolation with the Filon-Clenshaw-Curtis (FCC) rule for one-dimensional oscillatory integration, to obtain a new Filon-Clenshaw-Curtis-Smolyak (FCCS) rule for oscillatory integrals with linear phase over the $d-$dimensional cube $[-1,1]^d$. By combining stability and convergence estimates for the FCC rule with error estimates for the Smolyak interpolation operator, we obtain an error estimate for the FCCS rule, consisting of the product of a Smolyak-type error estimate multiplied by a term that decreases with $\mathcal{O}(k^{-\tilde{d}})$, where $k$ is the wavenumber and $\tilde{d}$ is the number of oscillatory dimensions. If all dimensions are oscillatory, a higher negative power of $k$ appears in the estimate. As an application, we consider the forward problem of uncertainty quantification (UQ) for a one-space-dimensional Helmholtz problem with wavenumber $k$ and a random heterogeneous refractive index, depending in an affine way on $d$ i.i.d. uniform random variables. After applying a classical hybrid numerical-asymptotic approximation, expectations of functionals of the solution of this problem can be formulated as a sum of oscillatory integrals over $[-1,1]^d$, which we compute using the FCCS rule. We give numerical results for the FCCS rule and the UQ algorithm showing that accuracy improves when both $k$ and the order of the rule increase. We also give results for dimension-adaptive sparse grid FCCS quadrature showing its efficiency as dimension increases

Meta-DSP: A Meta-Learning Approach for Data-Driven Nonlinear Compensation in High-Speed Optical Fiber Systems

Non-linear effects in long-haul, high-speed optical fiber systems significantly hinder channel capacity. While the Digital Backward Propagation algorithm (DBP) with adaptive filter (ADF) can mitigate these effects, it suffers from an overwhelming computational complexity. Recent solutions have incorporated deep neural networks in a data-driven strategy to alleviate this complexity in the DBP model. However, these models are often limited to a specific symbol rate and channel number, necessitating retraining for different settings, their performance declines significantly under high-speed and high-power conditions. We introduce Meta-DSP, a novel data-driven nonlinear compensation model based on meta-learning that processes multi-modal data across diverse transmission rates, power levels, and channel numbers. This not only enhances signal quality but also substantially reduces the complexity of the nonlinear processing algorithm. Our model delivers a 0.7 dB increase in the Q-factor over Electronic Dispersion Compensation (EDC), and compared to DBP, it curtails computational complexity by a factor of ten while retaining comparable performance. From the perspective of the entire signal processing system, the core idea of Meta-DSP can be employed in any segment of the overall communication system to enhance the model's scalability and generalization performance. Our research substantiates Meta-DSP's proficiency in addressing the critical parameters defining optical communication networks

A Model Reduction Method for Multiscale Elliptic Pdes with Random Coefficients Using an Optimization Approach

In this paper, we propose a model reduction method for solving multiscale elliptic PDEs with random coefficients in the multiquery setting using an optimization approach. The optimization approach enables us to construct a set of localized multiscale data-driven stochastic basis functions that give an optimal approximation property of the solution operator. Our method consists of the offline and online stages. In the offline stage, we construct the localized multiscale data-driven stochastic basis functions by solving an optimization problem. In the online stage, using our basis functions, we can efficiently solve multiscale elliptic PDEs with random coefficients with relatively small computational costs. Therefore, our method is very efficient in solving target problems with many different force functions. The convergence analysis of the proposed method is also presented and has been verified by the numerical simulations