Ion, Ion Gabriel (2024)
Low-rank tensor decompositions for surrogate modeling in forward and inverse problems.
Technische Universität Darmstadt
doi: 10.26083/tuprints-00026678
Dissertation, Erstveröffentlichung, Verlagsversion
Kurzbeschreibung (Abstract)
This thesis addresses the topic of surrogate modeling for forward and inverse problems, in the context of parameter dependent systems described by differential equations. The surrogate model is an accurate approximation of the parameter dependent quantity of interest and is used to accelerate both forward model evaluations and Bayesian inversion. Two applications are considered: the parameter dependent chemical master equation (CME) and elliptic partial differential equations (PDEs) with parameter dependent computational domains. In both cases, a tensor product basis expansion is used to accommodate the parameter dependence, thus increasing the number of dimensions of the tensor used to store the approximation’s basis coefficients. Low-rank tensor decompositions, in particular the tensor-train (TT) format, are used to reduce the computational costs of storing and handling large high-dimensional tensors. A dedicated solver is then used to obtain the coefficient tensor of the basis expansion in the low-rank format. The main challenge is the construction of the discrete systems directly in the low-rank format for the combined state-parameter space. The solution of the CME is naturally represented as a tensor and the low-rank format can be directly applied to enhance the solver’s performance. An algorithm for assembling the discrete operators for the joint state-parameter-time is presented. The computational complexity of this step is linear with respect to the number of dimensions. The developed framework is used for efficiently solving Bayesian inference tasks such as state reconstruction and parameter identification. When dealing with PDEs, the tensor product structure of the discrete solution space is no longer a natural assumption. The discretization method in this case is the isogeometric analysis (IGA), since it leads to a tensor product structure of the solution in the reference domain. The TT format can then be used to represent the solution. When writing the weak formulation, the integral over the parameter dependent domain is transformed to an integral over a fixed reference domain with parameter dependent metric. The dimensionality of the solution tensor is then increased to accommodate the parameters. In both cases, the use of the low-rank TT decomposition leads to accurate results at significantly reduced computational cost. The proposed tensor-train (TT) based frameworks are able to tackle high dimensional problems that would require a prohibitive amount of memory. This can be especially noticed when dealing with large reaction networks. The storage reduction brings a speedup of the runtime of the simulation. As an example, the complexity of constructing the discrete IGA operators in the TT format is asymptotically more efficient and orders of magnitude faster.
Typ des Eintrags: | Dissertation | ||||
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Erschienen: | 2024 | ||||
Autor(en): | Ion, Ion Gabriel | ||||
Art des Eintrags: | Erstveröffentlichung | ||||
Titel: | Low-rank tensor decompositions for surrogate modeling in forward and inverse problems | ||||
Sprache: | Englisch | ||||
Referenten: | De Gersem, Prof. Dr. Herbert ; Römer, Prof. Dr. Ulrich | ||||
Publikationsjahr: | 13 März 2024 | ||||
Ort: | Darmstadt | ||||
Kollation: | x, 132 Seiten | ||||
Datum der mündlichen Prüfung: | 18 Januar 2023 | ||||
DOI: | 10.26083/tuprints-00026678 | ||||
URL / URN: | https://tuprints.ulb.tu-darmstadt.de/26678 | ||||
Kurzbeschreibung (Abstract): | This thesis addresses the topic of surrogate modeling for forward and inverse problems, in the context of parameter dependent systems described by differential equations. The surrogate model is an accurate approximation of the parameter dependent quantity of interest and is used to accelerate both forward model evaluations and Bayesian inversion. Two applications are considered: the parameter dependent chemical master equation (CME) and elliptic partial differential equations (PDEs) with parameter dependent computational domains. In both cases, a tensor product basis expansion is used to accommodate the parameter dependence, thus increasing the number of dimensions of the tensor used to store the approximation’s basis coefficients. Low-rank tensor decompositions, in particular the tensor-train (TT) format, are used to reduce the computational costs of storing and handling large high-dimensional tensors. A dedicated solver is then used to obtain the coefficient tensor of the basis expansion in the low-rank format. The main challenge is the construction of the discrete systems directly in the low-rank format for the combined state-parameter space. The solution of the CME is naturally represented as a tensor and the low-rank format can be directly applied to enhance the solver’s performance. An algorithm for assembling the discrete operators for the joint state-parameter-time is presented. The computational complexity of this step is linear with respect to the number of dimensions. The developed framework is used for efficiently solving Bayesian inference tasks such as state reconstruction and parameter identification. When dealing with PDEs, the tensor product structure of the discrete solution space is no longer a natural assumption. The discretization method in this case is the isogeometric analysis (IGA), since it leads to a tensor product structure of the solution in the reference domain. The TT format can then be used to represent the solution. When writing the weak formulation, the integral over the parameter dependent domain is transformed to an integral over a fixed reference domain with parameter dependent metric. The dimensionality of the solution tensor is then increased to accommodate the parameters. In both cases, the use of the low-rank TT decomposition leads to accurate results at significantly reduced computational cost. The proposed tensor-train (TT) based frameworks are able to tackle high dimensional problems that would require a prohibitive amount of memory. This can be especially noticed when dealing with large reaction networks. The storage reduction brings a speedup of the runtime of the simulation. As an example, the complexity of constructing the discrete IGA operators in the TT format is asymptotically more efficient and orders of magnitude faster. |
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Alternatives oder übersetztes Abstract: |
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Status: | Verlagsversion | ||||
URN: | urn:nbn:de:tuda-tuprints-266782 | ||||
Sachgruppe der Dewey Dezimalklassifikatin (DDC): | 600 Technik, Medizin, angewandte Wissenschaften > 621.3 Elektrotechnik, Elektronik | ||||
Fachbereich(e)/-gebiet(e): | 18 Fachbereich Elektrotechnik und Informationstechnik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Teilchenbeschleunigung und Theorie Elektromagnetische Felder > Finite Methoden der Elektrodynamik 18 Fachbereich Elektrotechnik und Informationstechnik > Institut für Teilchenbeschleunigung und Theorie Elektromagnetische Felder |
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Hinterlegungsdatum: | 13 Mär 2024 10:34 | ||||
Letzte Änderung: | 25 Mär 2024 15:03 | ||||
PPN: | |||||
Referenten: | De Gersem, Prof. Dr. Herbert ; Römer, Prof. Dr. Ulrich | ||||
Datum der mündlichen Prüfung / Verteidigung / mdl. Prüfung: | 18 Januar 2023 | ||||
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