Kolmogorov widths under holomorphic mappings

If $L$ is a bounded linear operator mapping the Banach space $X$ into the Banach space $Y$ and $K$ is a compact set in $X$, then the Kolmogorov widths of the image $L(K)$ do not exceed those of $K$ multiplied by the norm of $L$. We extend this result from linear maps to holomorphic mappings $u$ from $X$ to $Y$ in the following sense: when the $n$ widths of $K$ are $O(n^{-r})$ for some r\textgreater{}1, then those of $u(K)$ are $O(n^{-s})$ for any s \textless{} r-1, We then use these results to prove various theorems about Kolmogorov widths of manifolds consisting of solutions to certain parametrized PDEs. Results of this type are important in the numerical analysis of reduced bases and other reduced modeling methods, since the best possible performance of such methods is governed by the rate of decay of the Kolmogorov widths of the solution manifold

Approximation of high-dimensional parametric PDEs

Parametrized families of PDEs arise in various contexts such as inverse problems, control and optimization, risk assessment, and uncertainty quantification. In most of these applications, the number of parameters is large or perhaps even infinite. Thus, the development of numerical methods for these parametric problems is faced with the possible curse of dimensionality. This article is directed at (i) identifying and understanding which properties of parametric equations allow one to avoid this curse and (ii) developing and analyzing effective numerical methodd which fully exploit these properties and, in turn, are immune to the growth in dimensionality. The first part of this article studies the smoothness and approximability of the solution map, that is, the map $a\mapsto u(a)$ where $a$ is the parameter value and $u(a)$ is the corresponding solution to the PDE. It is shown that for many relevant parametric PDEs, the parametric smoothness of this map is typically holomorphic and also highly anisotropic in that the relevant parameters are of widely varying importance in describing the solution. These two properties are then exploited to establish convergence rates of $n$-term approximations to the solution map for which each term is separable in the parametric and physical variables. These results reveal that, at least on a theoretical level, the solution map can be well approximated by discretizations of moderate complexity, thereby showing how the curse of dimensionality is broken. This theoretical analysis is carried out through concepts of approximation theory such as best $n$-term approximation, sparsity, and $n$-widths. These notions determine a priori the best possible performance of numerical methods and thus serve as a benchmark for concrete algorithms. The second part of this article turns to the development of numerical algorithms based on the theoretically established sparse separable approximations. The numerical methods studied fall into two general categories. The first uses polynomial expansions in terms of the parameters to approximate the solution map. The second one searches for suitable low dimensional spaces for simultaneously approximating all members of the parametric family. The numerical implementation of these approaches is carried out through adaptive and greedy algorithms. An a priori analysis of the performance of these algorithms establishes how well they meet the theoretical benchmarks

Development of a Fast and Detailed Model of Urban-Scale Chemical and Physical Processing

Abstract and PDF report are also available on the MIT Joint Program on the Science and Policy of Global Change website (http://globalchange.mit.edu/).A reduced form metamodel has been produced to simulate the effects of physical, chemical, and meteorological processing of highly reactive trace species in hypothetical urban areas, which is capable of efficiently simulating the urban concentration, surface deposition, and net mass flux of these species. A polynomial chaos expansion and the probabilistic collocation method have been used for the metamodel, and its coefficients were fit so as to be applicable under a broad range of present-day and future conditions. The inputs upon which this metamodel have been formed are based on a combination of physical properties (average temperature, diurnal temperature range, date, and latitude), anthropogenic properties (patterns and amounts of emissions), and the surrounding environment (background concentrations of certain species). Probability Distribution Functions (PDFs) of the inputs were used to run a detailed parent chemical and physical model, the Comprehensive Air Quality Model with Extensions (CAMx), thousands of times. Outputs from these runs were used in turn to both determine the coefficients of and test the precision of the metamodel, as compared with the detailed parent model. The deviations between the metamodel and the parent mode for many important species (O3, CO, NOx, and BC) were found to have a weighted RMS error less than 10% in all cases, with many of the specific cases having a weighted RMS error less than 1%. Some of the other important species (VOCs, PAN, OC, and sulfate aerosol) usually have their weighted RMS error less than 10% as well, except for a small number of cases. These cases, in which the highly non-linear nature of the processing is too large for the third order metamodel to give an accurate fit, are explained in terms of the complexity and non-linearity of the physical, chemical, and meteorological processing. In addition, for those species in which good fits have not been obtained, the program has been designed in such a way that values which are not physically realistic are flagged. Sensitivity tests have been performed, to observe the response of the 16 metamodels (4 different meteorologies and 4 different urban types) to a broad set of potential inputs. These results were compared with observations of ozone, CO, formaldehyde, BC, and PM10 from a few well observed urban areas, and in most of the cases, the output distributions were found to be within ranges of the observations. Overall, a set of efficient and robust metamodels have been generated which are capable of simulating the effects of various physical, chemical, and meteorological processing, and capable of determining the urban concentrations, mole fractions, and fluxes of species, important to human health and the climate.Federal Agencies and industries that sponsor the MIT Joint Program on the Science and Policy of Global Change