Sparse data-driven quadrature rules via ^p-quasi-norm minimization

DOI10.1515/CMAM-2021-0131zbMATH Open1485.65022arXiv2012.05264OpenAlexW4213170186MaRDI QIDQ2134455FDOQ2134455

Authors: Mattia Manucci, Jose Aguado, Domenico Borzacchiello 

Publication date: 3 May 2022

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Abstract: In this paper we show the use of the focal underdetermined system solver to recover sparse empirical quadrature rules for parametrized integrals from existing data, consisting of the values of given parametric functions sampled on a discrete set of points. This algorithm, originally proposed for image and signal reconstruction, relies on an approximated $el{l}^p$-quasi-norm minimization. The choice of $0<p<1$ fits the nature of the constraints to which quadrature rules are subject, thus providing a more natural formulation for sparse quadrature recovery compared to the one based on $el{l}^1$-norm minimization. We also extend an a priori error estimate available for the $el{l}^1$-norm formulation by considering the error resulting from data compression. Finally, we present two numerical examples to illustrate some practical applications. The first concerns the fundamental solution of the linear 1D Schr"odinger equation, the second example deals with the hyper-reduction of a partial differential equation modelling a nonlinear diffusion process in the framework of the reduced basis method. For both the examples we compare our method with the one based on $el{l}^1$-norm minimization and the one relaying on the use of the non-negative least square method. Matlab codes related to the numerical examples and the algorithms described are provided.

Full work available at URL: https://arxiv.org/abs/2012.05264

Recommendations

• An LP empirical quadrature procedure for parametrized functions
• Sparsest solutions of underdetermined linear systems via \( \ell _q\)-minimization for \(0<q\leqslant 1\)
• Generalized cross validation for \(\ell^p\)-\(\ell^q\) minimization
• Sparse Recovery via ℓ_q-Minimization for Polynomial Chaos Expansions
• An unconstrained \(\ell_q\) minimization with \(0<q\leq 1\) for sparse solution of underdetermined linear systems

zbMATH Keywords

linear programmingparametrized PDEshyper-reduction\textsf{FOCUSS} algorithmparametrized integralssparse quadrature rules

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Linear programming (90C05) Numerical quadrature and cubature formulas (65D32) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for integral transforms (65R10)

Cites Work

• Finding structure with randomness: probabilistic algorithms for constructing approximate matrix decompositions
• An `empirical interpolation' method: Application to efficient reduced-basis discretization of partial differential equations
• Nonlinear model reduction via discrete empirical interpolation
• Sparsest solutions of underdetermined linear systems via \( \ell _q\)-minimization for \(0<q\leqslant 1\)
• Sparse Approximate Solutions to Linear Systems
• Restricted Isometry Constants Where $\ell ^{p}$ Sparse Recovery Can Fail for $0≪ p \leq 1$
• Certified reduced basis approximation for parametrized partial differential equations and applications
• A robust and efficient parallel SVD solver based on restarted Lanczos bidiagonalization
• The generalized simplex method for minimizing a linear form under linear inequality restraints
• Hyper-reduction of mechanical models involving internal variables
• Certified reduced basis methods for parametrized partial differential equations
• Presolving in linear programming
• Dimensional hyper-reduction of nonlinear finite element models via empirical cubature
• Structure-preserving, stability, and accuracy properties of the energy-conserving sampling and weighting method for the hyper reduction of nonlinear finite element dynamic models
• Extensions of Gauss quadrature via linear programming
• An LP empirical quadrature procedure for parametrized functions
• An LP empirical quadrature procedure for reduced basis treatment of parametrized nonlinear PDEs
• An offline/online procedure for dual norm calculations of parameterized functionals: empirical quadrature and empirical test spaces
• Computing a quantity of interest from observational data
• Goal-oriented model reduction for parametrized time-dependent nonlinear partial differential equations
• A discretize-then-map approach for the treatment of parameterized geometries in model order reduction

Cited In (3)

• A one-shot overlapping Schwarz method for component-based model reduction: application to nonlinear elasticity
• Comparing different stabilization strategies for reduced order modeling of viscoelastic fluid flow problems
• Model Order Reduction in Contour Integral Methods for Parametric PDEs

Uses Software

• Matlab
• GitHub

This page was built for publication: Sparse data-driven quadrature rules via \(\ell^p\)-quasi-norm minimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2134455)