Numerical Integration in Multiple Dimensions with Designed Quadrature

DOI10.1137/17M1137875zbMATH Open1471.65020arXiv1804.06501MaRDI QIDQ3174765FDOQ3174765

Akil C. Narayan, V. Keshavarzzadeh, Robert M. Kirby

Publication date: 18 July 2018

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Abstract: We present a systematic computational framework for generating positive quadrature rules in multiple dimensions on general geometries. A direct moment-matching formulation that enforces exact integration on polynomial subspaces yields nonlinear conditions and geometric constraints on nodes and weights. We use penalty methods to address the geometric constraints, and subsequently solve a quadratic minimization problem via the Gauss-Newton method. Our analysis provides guidance on requisite sizes of quadrature rules for a given polynomial subspace, and furnishes useful user-end stability bounds on error in the quadrature rule in the case when the polynomial moment conditions are violated by a small amount due to, e.g., finite precision limitations or stagnation of the optimization procedure. We present several numerical examples investigating optimal low-degree quadrature rules, Lebesgue constants, and 100-dimensional quadrature. Our capstone examples compare our quadrature approach to popular alternatives, such as sparse grids and quasi-Monte Carlo methods, for problems in linear elasticity and topology optimization.

Full work available at URL: https://arxiv.org/abs/1804.06501

zbMATH Keywords

numerical integrationpolynomial approximationmultiple dimensionsquadrature optimization

Mathematics Subject Classification ID

Numerical integration (65D30) Numerical quadrature and cubature formulas (65D32) Approximate quadratures (41A55)

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Cited In (26)

• Robust topology optimization with low rank approximation using artificial neural networks
• Parametric topology optimization with multiresolution finite element models
• Generation and application of multivariate polynomial quadrature rules
• An algorithm for estimating non-convex volumes and other integrals in \(n\) dimensions
• A node elimination algorithm for cubature of high-dimensional polytopes
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• Tensors in computations
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• Stable high-order cubature formulas for experimental data
• Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites
• Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs
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• Efficient numerical evaluation of thermodynamic quantities on infinite (semi-)classical chains
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• Stress-based topology optimization under uncertainty via simulation-based Gaussian process
• Multivariate quadrature rules on crosslet sparse grids
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• Efficient quadratures for high-dimensional Bayesian data assimilation
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• Multifidelity uncertainty quantification with models based on dissimilar parameters
• Multidimensional numerical integration using pseudorandom numbers
• Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization
• Convergence Acceleration for Time-Dependent Parametric Multifidelity Models
• Polynomial chaos expansions for dependent random variables

Uses Software

• SPGL1
• nwSpGr

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