Parametric PDEs: sparse or low-rank approximations?

DOI10.1093/IMANUM/DRX052zbMATH Open1477.65189arXiv1607.04444OpenAlexW2515829451MaRDI QIDQ4555985FDOQ4555985

Wolfgang Dahmen, Markus Bachmayr, Albert Cohen

Publication date: 23 November 2018

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Abstract: We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse polynomial expansions, general low-rank approximations separating spatial and parametric variables, and hierarchical tensor decompositions separating all variables. We describe corresponding adaptive algorithms based on a common generic template and show their near-optimality with respect to natural approximability assumptions for each type of approximation. A central ingredient in the resulting bounds for the total computational complexity are new operator compression results for the case of infinitely many parameters. We conclude with a comparison of the complexity estimates based on the actual approximability properties of classes of parametric model problems, which shows that the computational costs of optimized low-rank expansions can be significantly lower or higher than those of sparse polynomial expansions, depending on the particular type of parametric problem.

Full work available at URL: https://arxiv.org/abs/1607.04444

zbMATH Keywords

adaptive methodslow-rank approximationscomplexity bounds\textit{a posteriori} error estimatessparse polynomial expansionsparameter-dependent partial differential equations

Mathematics Subject Classification ID

Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) Boundary value problems for second-order elliptic equations (35J25) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50)

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