AI & ML
Lattice-based kernel approximation and serendipitous weights for parametric PDEs in very high dimensions
arXiv cs.NA0 views
arXiv:2303.17755v3 Announce Type: replace Abstract: We describe a fast method for solving elliptic partial differential equations (PDEs) with uncertain coefficients using kernel interpolation at a lattice point set. By representing the input random field of the system using the model proposed by Kaarnioja, Kuo, and Sloan (SIAM J. Numer. Anal. 2020), in which a countable number of independent random variables enter the random field as periodic functions, it was shown by Kaarnioja, Kazashi, Kuo, Nobile, and Sloan (Numer. Math. 2022) that the lattice-based kernel interpolant can be constructed for the PDE solution as a function of the stochastic variables in a highly efficient manner using fast Fourier transform (FFT). In this work, we discuss the connection between our model and the popular "affine and uniform model" studied widely in the literature of uncertainty quantification for PDEs with uncertain coefficients. We also propose a new class of weights entering the construction of the kernel interpolant $-$ serendipitous weights $-$ which dramatically improve the computational performance of the kernel interpolant for PDE problems with uncertain coefficients, and allow us to tackle function approximation problems up to very high dimensionalities. Numerical experiments are presented to showcase the performance of the serendipitous weights.
Source:https://arxiv.org/abs/2303.17755PreviousRecovered-Coefficient Discontinuous Galerkin Approximation of an Averaged-State Credit-Rating Migration PDENextGeneralizing Riemann curvature to Regge metrics
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