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113 records · Page 7

Space–time reduced order model for large-scale linear dynamical systems with application to Boltzmann transport problems

A classical reduced order model for dynamical problems involves spatial reduction of the problem size. However, temporal reduction accompanied by the spatial reduction can further reduce the problem size without losing much accuracy, which results in a considerably more speed-up than the spatial reduction only. Recently, a novel space–time reduced order model for dynamical problems has been developed [17], where the space–time reduced order model shows an order of a hundred speed-up with a relative error of 10 –4 for small academic problems. However, in order for the method to be applicable to a large-scale problem, an efficient space–time reduced basis construction algorithm needs to be developed. Here we present the incremental space–time reduced basis construction algorithm. The incremental algorithm is fully parallel and scalable. Additionally, the block structure in the space–time reduced basis is exploited, which enables the avoidance of constructing the reduced space–time basis. These novel techniques are applied to a large-scale particle transport simulation with million and billion degrees of freedom. The numerical example shows that the algorithm is scalable and practical. Also, it achieves a tremendous speed-up, maintaining a good accuracy. Finally, error bounds for space-only and space–time reduced order models are derived.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantum real-time evolution using tensor renormalization group methods

We introduce an approach for approximate real-time evolution of quantum systems using tensor renormalization group (TRG) methods originally developed for imaginary time. We use higher-order TRG to generate a coarse-grained time evolution operator for a 1+1⁢D transverse Ising model with a longitudinal field. We show that the standard tensor norm used for the singular value decomposition-based truncation is degenerate and propose an alternate method to discriminate. We show that it is effective and efficient in evolving Gaussian wave packets for one and two particles in the disordered phase, while ordered phase behavior is more challenging to capture. We compare our algorithm with local simulators for universal quantum computers and discuss possible benchmarking in the near future.

lattice gauge theory↗

Tensor decompositions for count data that leverage stochastic and deterministic optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the maximum likelihood estimator (MLE) of the Poisson CPD model. Here, this work presents two new algorithms that extend state-of-the-art local methods for Poisson CPD. Hybrid GCP-CPAPR combines Generalized Canonical Decomposition (GCP) with stochastic optimization and CP Alternating Poisson Regression (CPAPR), a deterministic algorithm, to increase the probability of converging to the MLE over either method used alone. Restarted CPAPR with SVDrop uses a heuristic based on the singular values of the CPD model unfoldings to identify convergence toward optimizers that are not the MLE and restarts within the feasible domain of the optimization problem, thus reducing overall computational cost when using a multi-start strategy. We provide empirical evidence that indicates our approaches outperform existing methods with respect to converging to the Poisson CPD MLE.

CPAPR↗

Local Decomposition of Hexahedral Singular Nodes into Singular Curves

Hexahedral (hex) meshing is a long studied topic in geometry processing with many challenging associated problems. Hex meshes vary from structured to unstructured depending on application or domain of interest. Fully structured meshes require that all interior mesh edges be adjacent to four hexes each. Edges failing this criteria are singular and indicate an unstructured hex mesh. Singular edges join together into singular curves that either form closed cycles, end on the mesh boundary, or end at a singular node, a complex junction of more than two singular curves. Hex meshes with more complex singular nodes tend to have more distorted elements and smaller scaled Jacobian values. In this work, we study the topology of singular nodes. We show that all eight of the most common singular nodes are decomposable into just singular curves. We further show that all singular nodes, regardless of edge valence, are locally decomposable. Finally we demonstrate these decompositions on hex meshes, thereby decreasing their distortion and converting all singular nodes into singular curves. In conclusion, with this decomposition, the enigmatic complexity of 3D singular nodes becomes effectively 2D.

97 MATHEMATICS AND COMPUTING↗

Modeling interval trendlines: Symbolic singular spectrum analysis for interval time series

Abstract In this article we propose an extension of singular spectrum analysis for interval‐valued time series. The proposed methods can be used to decompose and forecast the dynamics governing a set‐valued stochastic process. The resulting components on which the interval time series is decomposed can be understood as interval trendlines, cycles, or noise. Forecasting can be conducted through a linear recurrent method, and we devised generalizations of the decomposition method for the multivariate setting. The performance of the proposed methods is showcased in a simulation study. We apply the proposed methods so to track the dynamics governing the Argentina Stock Market (MERVAL) in real time, in a case study over a period of turbulence that led to discussions of the government of Argentina with the International Monetary Fund.

de Carvalho, Miguel↗