{"title":"Characterizations of adjoint Sobolev embedding operators with applications in inverse problems","authors":"Simon Hubmer, Ekaterina Sherina, R. Ramlau","doi":"10.1553/etna_vol59s116","DOIUrl":"https://doi.org/10.1553/etna_vol59s116","url":null,"abstract":"We consider the Sobolev embedding operator $E_s : H^s(Omega) to L_2(Omega)$ and its role in the solution of inverse problems. In particular, we collect various properties and investigate different characterizations of its adjoint operator $E_s^*$, which is a common component in both iterative and variational regularization methods. These include variational representations and connections to boundary value problems, Fourier and wavelet representations, as well as connections to spatial filters. Moreover, we consider characterizations in terms of Fourier series, singular value decompositions and frame decompositions, as well as representations in finite dimensional settings. While many of these results are already known to researchers from different fields, a detailed and general overview or reference work containing rigorous mathematical proofs is still missing. Hence, in this paper we aim to fill this gap by collecting, introducing and generalizing a large number of characterizations of $E_s^*$ and discuss their use in regularization methods for solving inverse problems. The resulting compilation can serve both as a reference as well as a useful guide for its efficient numerical implementation in practice.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"36 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-02-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"130219619","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Nonequispaced Fast Fourier Transform Boost for the Sinkhorn Algorithm","authors":"Rajmadan Lakshmanan, A. Pichler, D. Potts","doi":"10.1553/etna_vol58s289","DOIUrl":"https://doi.org/10.1553/etna_vol58s289","url":null,"abstract":"This contribution features an accelerated computation of the Sinkhorn's algorithm, which approximates the Wasserstein transportation distance, by employing nonequispaced fast Fourier transforms (NFFT). The algorithm proposed allows approximations of the Wasserstein distance by involving not more than $mathcal O(nlog n)$ operations for probability measures supported by~$n$ points. Furthermore, the proposed method avoids expensive allocations of the characterizing matrices. With this numerical acceleration, the transportation distance is accessible to probability measures out of reach so far. Numerical experiments using synthetic and real data affirm the computational advantage and superiority.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"4 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2022-01-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"128041305","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Sparse mixture models inspired by ANOVA decompositions","authors":"J. Hertrich, F. Ba, G. Steidl","doi":"10.1553/etna_vol55s142","DOIUrl":"https://doi.org/10.1553/etna_vol55s142","url":null,"abstract":"Inspired by the analysis of variance (ANOVA) decomposition of functions, we propose a Gaussianuniform mixture model on the high-dimensional torus which relies on the assumption that the function that we wish to approximate can be well explained by limited variable interactions. We consider three model approaches, namely wrapped Gaussians, diagonal wrapped Gaussians, and products of von Mises distributions. The sparsity of the mixture model is ensured by the fact that its summands are products of Gaussian-like density functions acting on low-dimensional spaces and uniform probability densities defined on the remaining directions. To learn such a sparse mixture model from given samples, we propose an objective function consisting of the negative log-likelihood function of the mixture model and a regularizer that penalizes the number of its summands. For minimizing this functional we combine the Expectation Maximization algorithm with a proximal step that takes the regularizer into account. To decide which summands of the mixture model are important, we apply a Kolmogorov-Smirnov test. Numerical examples demonstrate the performance of our approach.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"41 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-05-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"134176752","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the tangential cone condition for electrical impedance tomography","authors":"S. Kindermann","doi":"10.1553/etna_vol57s17","DOIUrl":"https://doi.org/10.1553/etna_vol57s17","url":null,"abstract":". We state some sufficient criteria for the tangential cone conditions to hold for the electrical impedance tomography problem. The results are based on Löwner convexity of the forward operator. As a consequence, we show that for conductivities that satisfy various properties, such as Hölder source conditions, finite-dimensionality, or certain monotonicity criteria, the tangential cone condition is verified.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"160 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2021-05-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127191577","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Fuminori Tatsuoka, T. Sogabe, Y. Miyatake, T. Kemmochi, Shaoliang Zhang
{"title":"Computing the matrix fractional power with the double exponential formula","authors":"Fuminori Tatsuoka, T. Sogabe, Y. Miyatake, T. Kemmochi, Shaoliang Zhang","doi":"10.1553/etna_vol54s558","DOIUrl":"https://doi.org/10.1553/etna_vol54s558","url":null,"abstract":"Two quadrature-based algorithms for computing the matrix fractional power $A^alpha$ are presented in this paper. These algorithms are based on the double exponential (DE) formula, which is well-known for its effectiveness in computing improper integrals as well as in treating nearly arbitrary endpoint singularities. The DE formula transforms a given integral into another integral that is suited for the trapezoidal rule; in this process, the integral interval is transformed to the infinite interval. Therefore, it is necessary to truncate the infinite interval into an appropriate finite interval. In this paper, a truncation method, which is based on a truncation error analysis specialized to the computation of $A^alpha$, is proposed. Then, two algorithms are presented -- one computes $A^alpha$ with a fixed number of abscissas, and the other computes $A^alpha$ adaptively. Subsequently, the convergence rate of the DE formula for Hermitian positive definite matrices is analyzed. The convergence rate analysis shows that the DE formula converges faster than the Gaussian quadrature when $A$ is ill-conditioned and $alpha$ is a non-unit fraction. Numerical results show that our algorithms achieved the required accuracy and were faster than other algorithms in several situations.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"29 4","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-12-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"120915523","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A comparison of reduced-order modeling approaches using artificial neural networks for PDEs with bifurcating solutions","authors":"M. Hess, A. Quaini, G. Rozza","doi":"10.1553/etna_vol56s52","DOIUrl":"https://doi.org/10.1553/etna_vol56s52","url":null,"abstract":"This paper focuses on reduced-order models (ROMs) built for the efficient treatment of PDEs having solutions that bifurcate as the values of multiple input parameters change. First, we consider a method called local ROM that uses k-means algorithm to cluster snapshots and construct local POD bases, one for each cluster. We investigate one key ingredient of this approach: the local basis selection criterion. Several criteria are compared and it is found that a criterion based on a regression artificial neural network (ANN) provides the most accurate results for a channel flow problem exhibiting a supercritical pitchfork bifurcation. The same benchmark test is then used to compare the local ROM approach with the regression ANN selection criterion to an established global projection-based ROM and a recently proposed ANN based method called POD-NN. We show that our local ROM approach gains more than an order of magnitude in accuracy over the global projection-based ROM. However, the POD-NN provides consistently more accurate approximations than the local projection-based ROM.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"1 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-10-14","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"129297156","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Analysis of BDDC algorithms for Stokes problems with hybridizable discontinuous Galerkin discretizations","authors":"Xuemin Tu, Bin Wang, Jinjin Zhang","doi":"10.1553/etna_vol52s553","DOIUrl":"https://doi.org/10.1553/etna_vol52s553","url":null,"abstract":"The BDDC (balancing domain decomposition by constraints) methods have been applied to solve the saddle point problem arising from a hybridizable discontinuous Galerkin (HDG) discretization of the incompressible Stokes problem. In the BDDC algorithms, the coarse problem is composed by the edge/face constraints across the subdomain interface for each velocity component. As for the standard approaches of the BDDC algorithms for saddle point problems, these constraints ensure that the BDDC preconditioned conjugate gradient (CG) iterations stay in a subspace where the preconditioned operator is positive definite. However, there are several popular choices of the local stabilization parameters used in the HDG discretizations. Different stabilization parameters change the properties of the resulting discretized operators, and some special observations and tools are needed in the analysis of the condition numbers of the BDDC preconditioned Stokes operators. In this paper, condition number estimates for different choices of stabilization parameters are provided. Numerical experiments confirm the theory.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"14 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"114501055","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Viktor Grimm, Alexander Heinlein, A. Klawonn, M. Lanser, J. Weber
{"title":"Estimating the time-dependent contact rate of SIR and SEIR models in mathematical epidemiology using physics-informed neural networks","authors":"Viktor Grimm, Alexander Heinlein, A. Klawonn, M. Lanser, J. Weber","doi":"10.1553/etna_vol56s1","DOIUrl":"https://doi.org/10.1553/etna_vol56s1","url":null,"abstract":"The course of an epidemic can be often successfully described mathematically using compartment models. These models result in a system of ordinary differential equations. Two well-known examples are the SIR and the SEIR models. The transition rates between the different compartments are defined by certain parameters which are specific for the respective virus. Often, these parameters can be taken from the literature or can be determined from statistics. However, the contact rate or the related effective reproduction number are in general not constant and thus cannot easily be determined. Here, a new machine learning approach based on physics-informed neural networks is presented that can learn the contact rate from given data for the dynamical systems given by the SIR and SEIR models. The new method generalizes an already known approach for the identification of constant parameters to the variable or time-dependent case. After introducing the new method, it is tested for synthetic data generated by the numerical solution of SIR and SEIR models. Here, the case of exact and perturbed data is considered. In all cases, the contact rate can be learned very satisfactorily. Finally, the SEIR model in combination with physics-informed neural networks is used to learn the contact rate for COVID-19 data given by the course of the epidemic in Germany. The simulation of the number of infected individuals over the course of the epidemic, using the learned contact rate, is very promising.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"80 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-09-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"116351337","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"On the regularization effect of stochastic gradient descent applied to least-squares","authors":"S. Steinerberger","doi":"10.1553/etna_vol54s610","DOIUrl":"https://doi.org/10.1553/etna_vol54s610","url":null,"abstract":"We study the behavior of stochastic gradient descent applied to $|Ax -b |_2^2 rightarrow min$ for invertible $A in mathbb{R}^{n times n}$. We show that there is an explicit constant $c_{A}$ depending (mildly) on $A$ such that $$ mathbb{E} ~left| Ax_{k+1}-bright|^2_{2} leq left(1 + frac{c_{A}}{|A|_F^2}right) left|A x_k -b right|^2_{2} - frac{2}{|A|_F^2} left|A^T A (x_k - x)right|^2_{2}.$$ This is a curious inequality: the last term has one more matrix applied to the residual $u_k - u$ than the remaining terms: if $x_k - x$ is mainly comprised of large singular vectors, stochastic gradient descent leads to a quick regularization. For symmetric matrices, this inequality has an extension to higher-order Sobolev spaces. This explains a (known) regularization phenomenon: an energy cascade from large singular values to small singular values smoothes.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"73 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-07-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"127121695","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Algebraic analysis of two-level multigrid methods for edge elements","authors":"Artem Napov, R. Perrussel","doi":"10.1553/ETNA_VOL51S387","DOIUrl":"https://doi.org/10.1553/ETNA_VOL51S387","url":null,"abstract":"We present an algebraic analysis of two-level multigrid methods for the solution of linear systems arising from the discretization of the curl-curl boundary value problem with edge elements. The analysis is restricted to the singular compatible linear systems as obtained by setting to zero the contribution of the lowest order (mass) term in the associated partial differential equation. We use the analysis to show that for some discrete curl-curl problems, the convergence rate of some Reitzinger-Schoberl two-level multigrid variants is bounded independently of the mesh size and the problem peculiarities. This covers some discretizations on Cartesian grids, including problems with isotropic coefficients, anisotropic coefficients and/or stretched grids, and jumps in the coefficients, but also the discretizations on uniform unstructured simplex grids.","PeriodicalId":282695,"journal":{"name":"ETNA - Electronic Transactions on Numerical Analysis","volume":"85 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-11-13","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"123569235","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}