Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators

DOI10.1007/S10208-012-9122-ZzbMATH Open1269.76084arXiv1103.0726OpenAlexW3104098947MaRDI QIDQ1928232FDOQ1928232

Endre Süli, Leonardo E. Figueroa

Publication date: 2 January 2013

Published in: Foundations of Computational Mathematics (Search for Journal in Brave)

Abstract: We investigate the convergence of a nonlinear approximation method introduced by Ammar et al. (J. Non-Newtonian Fluid Mech. 139:153-176, 2006) for the numerical solution of high-dimensional Fokker-Planck equations featuring in Navier-Stokes-Fokker-Planck systems that arise in kinetic models of dilute polymers. In the case of Poisson's equation on a rectangular domain in R^2, subject to a homogeneous Dirichlet boundary condition, the mathematical analysis of the algorithm was carried out recently by Le Bris, Leli`evre and Maday (Const. Approx. 30:621-651, 2009), by exploiting its connection to greedy algorithms from nonlinear approximation theory, explored, for example, by DeVore and Temlyakov (Adv. Comput. Math. 5:173-187, 1996); hence, the variational version of the algorithm, based on the minimization of a sequence of Dirichlet energies, was shown to converge. Here, we extend the convergence analysis of the pure greedy and orthogonal greedy algorithms considered by Le Bris et al. to a technically more complicated situation, where the Laplace operator is replaced by an Ornstein-Uhlenbeck operator of the kind that appears in Fokker-Planck equations that arise in bead-spring chain type kinetic polymer models with finitely extensible nonlinear elastic potentials, posed on a high-dimensional Cartesian product configuration space D = D_1 x ... x D_N contained in R^(N d), where each set D_i, i = 1, ..., N, is a bounded open ball in R^d, d = 2, 3.

Full work available at URL: https://arxiv.org/abs/1103.0726

Recommendations

• Results and questions on a nonlinear approximation approach for solving high-dimensional partial differential equations
• Adaptive Galerkin approximation algorithms for Kolmogorov equations in infinite dimensions
• Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
• Spectral Galerkin approximation of Fokker-Planck equations with unbounded drift
• Sparse tensor-product Fokker-Planck-based methods for nonlinear bead-spring chain models of dilute polymer solutions

zbMATH Keywords

greedy algorithmFokker-Planck equationnonlinear approximation

Mathematics Subject Classification ID

Multidimensional problems (41A63) Algorithms for approximation of functions (65D15) Error bounds for boundary value problems involving PDEs (65N15) Rate of convergence, degree of approximation (41A25)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• Some remarks on greedy algorithms
• Title not available (Why is that?)
• Greedy approximation
• On the best constant for Hardy’s inequality in $\mathbb {R}^n$
• Title not available (Why is that?)
• EXISTENCE AND EQUILIBRATION OF GLOBAL WEAK SOLUTIONS TO KINETIC MODELS FOR DILUTE POLYMERS I: FINITELY EXTENSIBLE NONLINEAR BEAD-SPRING CHAINS
• Existence of Global Weak Solutions to Some Regularized Kinetic Models for Dilute Polymers
• A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modelling of complex fluids. II: Transient simulation using space-time separated representations
• Applied functional analysis. Applications to mathematical physics. Vol. 1
• The Asymptotic Distribution of Eigenvalues and Eigenfunctions for Elliptic Boundary Value Problems
• On the spectral theory of elliptic differential operators. I
• A Course in Multivariable Calculus and Analysis
• An introduction to Sobolev spaces and interpolation spaces
• Results and questions on a nonlinear approximation approach for solving high-dimensional partial differential equations
• A new family of solvers for some classes of multidimensional partial differential equations encountered in kinetic theory modeling of complex fluids
• Well-posedness for the FENE dumbbell model of polymeric flows
• Recent advances on the use of separated representations
• An overview of the proper generalized decomposition with applications in computational rheology
• Title not available (Why is that?)
• Non incremental strategies based on separated representations: applications in computational rheology
• Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators
• Generalized spectral decomposition for stochastic nonlinear problems
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
• Generalized spectral decomposition method for solving stochastic finite element equations: invariant subspace problem and dedicated algorithms
• Title not available (Why is that?)
• On the solution of the Fokker-Planck equation using a high-order reduced basis approximation
• A heterogeneous alternating-direction method for a micro-macro dilute polymeric fluid model
• Convergence of a greedy algorithm for high-dimensional convex nonlinear problems
• Numerical approximation of corotational dumbbell models for dilute polymers
• EXISTENCE OF GLOBAL WEAK SOLUTIONS TO DUMBBELL MODELS FOR DILUTE POLYMERS WITH MICROSCOPIC CUT-OFF
• Finite element approximation of kinetic dilute polymer models with microscopic cut-off

Cited In (21)

• Piecewise polynomial interpolation in Muckenhoupt weighted Sobolev spaces and applications
• Greedy algorithms for high-dimensional non-symmetric linear problems
• Tensor numerical methods for multidimensional PDES: theoretical analysis and initial applications
• Well-posedness of the fractional Zener wave equation for heterogeneous viscoelastic materials
• Existence of large-data global weak solutions to kinetic models of nonhomogeneous dilute polymeric fluids
• Existence of Global Weak Solutions to Implicitly Constituted Kinetic Models of Incompressible Homogeneous Dilute Polymers
• Results and questions on a nonlinear approximation approach for solving high-dimensional partial differential equations
• Fast low-rank solution of the multidimensional hyperbolic problems
• Tensor-sparsity of solutions to high-dimensional elliptic partial differential equations
• Dissipative solutions to a system for the flow of magnetoviscoelastic materials
• A dynamical adaptive tensor method for the Vlasov-Poisson system
• On the convergence of alternating minimization methods in variational PGD
• Rank Bounds for Approximating Gaussian Densities in the Tensor-Train Format
• On radial solutions for some elliptic equations involving operators with unbounded coefficients in exterior domains
• A literature survey of low-rank tensor approximation techniques
• Simultaneous state-time approximation of the chemical master equation using tensor product formats
• PDE analysis of a class of thermodynamically compatible viscoelastic rate-type fluids with stress-diffusion
• Greedy training algorithms for neural networks and applications to PDEs
• Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators
• Entropy-based convergence rates of greedy algorithms
• A Perturbative Approach to Control Variates in Molecular Dynamics

This page was built for publication: Greedy approximation of high-dimensional Ornstein-Uhlenbeck operators

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1928232)