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Recent advances in compressed sensing techniques for the numerical - - PowerPoint PPT Presentation

Recent advances in compressed sensing techniques for the numerical approximation of PDEs Simone Brugiapaglia Simon Fraser University, Canada simone_brugiapaglia@sfu.ca Joint work with Ben Adcock (SFU), Stefano Micheletti (MOX), Fabio Nobile


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Recent advances in compressed sensing techniques for the numerical approximation of PDEs

Simone Brugiapaglia Simon Fraser University, Canada simone_brugiapaglia@sfu.ca Joint work with Ben Adcock (SFU), Stefano Micheletti (MOX), Fabio Nobile (EPFL), Simona Perotto (MOX), Clayton G. Webster (ONL). QUIET 2017

  • SISSA. Trieste, Italy – July 20, 2017
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Compressed sensing CS for (parametric) PDEs Inside the black box Outside the black box Conclusions

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1

Compressed Sensing (CS)

Pioneering papers: [Donoho, 2006; Candès, Romberg, & Tao, 2006] Main ingredients:

◮ Sparsity / Compressibility; ◮ Random measurements (sensing); ◮ Sparse recovery.

Sparsity: Let s ∈ CN be an s-sparse w.r.t. a basis Ψ: s = Ψx and x ∈ ΣN

s = {z ∈ CN : z0 ≤ s},

where x0 := #{i : xi = 0} and s ≪ N. Compressibility: fast decay of the best s-term approximation error σs(x)p = inf

z∈ΣN

s

x − zp ≤ Cs−α, for some C, α > 0, where .

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2

Sensing

In order to acquire s, we perform m ∼ s · polylog(N) linear nonadaptive random measurements s, ϕi =: yi, for i = 1, . . . , m. If we consider the matrix Φ = [ϕi] ∈ CN×m, we have Ax = y, where A = Φ∗Ψ ∈ Cm×N and y ∈ Cm. This system is highly underdetermined. y Φ∗ Ψ x

f Φ Ψ u =

measurements vector sensing matrix sparsity basis unknown sparse signal

*

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Sparse recovery

Thanks to the sparsity / compressibility of s, we can resort to sparse recovery techniques. We aim at approximating the solution to (P0) min

z∈CN z0,

s.t. Az = y.

In general, (P0) is a NP-hard problem... There are computationally tractable strategies to

approximate it! In particular, it is possible to employ

◮ greedy strategies, e.g. Orthogonal Matching Pursuit

(OMP);

◮ convex relaxation, e.g., the quadratically-constrained

basis pursuit (QCBP) program: min

z∈CN z1,

s.t. Az − y2 ≤ η, referred to as Basis pursuit (BP) when η = 0.

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Restricted isometry property

Many important recovery results in CS are based on the Restricted Isometry Property (RIP).

Definition (RIP)

A matrix A ∈ Cm×N satisfies the RIP(s, δ) with δ ∈ [0, 1) if (1 − δ)z2

2 ≤ Az2 2 ≤ (1 + δ)z2 2,

∀z ∈ ΣN

s .

The RIP implies recovery results for:

◮ OMP [Zhang, 2011; Cohen, Dahmen, DeVore, 2015]; ◮ QCBP [Candés, Romberg, Tao, 2006], [Foucart, Rauhut; 2013];

Optimal recovery error estimates (without noise) for a decoder ∆ look like [Cohen, Dahmen, DeVore, 2009] x − ∆(Ax)2 σs(x)1 √s , ∀x ∈ CN, and hold with high probability.

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Compressed sensing CS for (parametric) PDEs Inside the black box Outside the black box Conclusions

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CS as a tool to solve PDEs

Parametric PDEs’ setting:

◮ z ∈ D ⊆ Rd: parametric domain, d ≫ 1; ◮ Lzuz = g: PDE; ◮ z → uz: solution map (the “black box”); ◮ uz → Q(uz): quantity of interest.

Can we take advantage of the CS paradigm in this setting?

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5

CS as a tool to solve PDEs

Parametric PDEs’ setting:

◮ z ∈ D ⊆ Rd: parametric domain, d ≫ 1; ◮ Lzuz = g: PDE; ◮ z → uz: solution map (the “black box”); ◮ uz → Q(uz): quantity of interest.

Can we take advantage of the CS paradigm in this setting? YES! At least in two ways, addressed in this talk:

  • 1. Inside the black box, to approximate z → uz
  • 2. Outside the black box, to approximate z → f(z) = Q(uz)
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Compressed sensing CS for (parametric) PDEs Inside the black box Outside the black box Conclusions

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CS inside the black box

Consider the weak formulation of a PDE find u ∈ U : a(u, v) = F(v), ∀v ∈ V, and its Petrov-Galerkin (PG) discretization [Aziz, Babuška, 1972]. Motivation to apply CS:

◮ reduce the computational cost associated with a classical

PG discretization;

◮ situations with a limited budget of evaluations of F(·); ◮ deeper theoretical understanding of the PG method.

Case study: ✎ Advection-diffusion-reaction (ADR) equation, with U = V = H1

0(Ω), Ω = [0, 1]d, and

a(u, v) = (η∇u, ∇v) + (b · ∇u, v) + (ρu, v), F(v) = (f, v).

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Related literature

Ancestors: PDE solvers based on ℓ1-minimization 1988 [J. Lavery, 1988; J. Lavery, 1989] Inviscid Burgers’ equation, conservation laws 2004 [J.-L. Guermond, 2004; J.-L. Guermond and B. Popov, 2009] Hamilton-Jacobi, transport equation CS techniques for PDEs 2010 [S. Jokar, V. Mehrmann, M. Pfetsch, and H. Yserentant, 2010] Recursive mesh refinement based on CS (Poisson equation) 2015 [S. B., S. Micheletti, S. Perotto, 2015;

  • S. B., F. Nobile, S. Micheletti, S. Perotto, 2017]

CORSING for ADR problems

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The Petrov-Galerkin method

Choose U N ⊆ H1

0(Ω) and V M ⊆ H1 0(Ω) with

U N = span{ψ1, . . . , ψN

  • trials

}, V M = span{ϕ1, . . . , ϕM

  • tests

} Then we can discretize the weak problem as

Ax = y, Aij = a(ψj, ϕi), yi = F(ϕi)

with A ∈ CM×N, y ∈ CM.

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The Petrov-Galerkin method

Choose U N ⊆ H1

0(Ω) and V M ⊆ H1 0(Ω) with

U N = span{ψ1, . . . , ψN

  • trials

}, V M = span{ϕ1, . . . , ϕM

  • tests

} Then we can discretize the weak problem as

Ax = y, Aij = a(ψj, ϕi), yi = F(ϕi)

with A ∈ CM×N, y ∈ CM.

We can establish the following analogy:

Petrov-Galerkin method: Sampling: solution of a PDE ⇐ ⇒ signal tests (bilinear form) measurements (inner product)

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Classical case: square matrices

When dealing with Petrov-Galerkin discretizations, one usually ends up with a big square matrix. ψ1 ψ2 ψ3 ψ4 ψ5 ψ6 ψ7 ↓ ↓ ↓ ↓ ↓ ↓ ↓ ϕ1 → ϕ2 → ϕ3 → ϕ4 → ϕ5 → ϕ6 → ϕ7 →           × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × ×          

  • a(ψj,ϕi)

          u1 u2 u3 u4 u5 u6 u7           =           F(ϕ1) F(ϕ2) F(ϕ3) F(ϕ4) F(ϕ5) F(ϕ6) F(ϕ7)          

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“Compressing” the discretization

We would like to use only m random tests instead of N, with m ≪ N... ψ1 ψ2 ψ3 ψ4 ψ5 ψ6 ψ7 ↓ ↓ ↓ ↓ ↓ ↓ ↓ ϕ1 → ϕ2 → ϕ3 → ϕ4 → ϕ5 → ϕ6 → ϕ7 →           × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × × ×          

  • a(ψj,ϕi)

          u1 u2 u3 u4 u5 u6 u7           =           F(ϕ1) F(ϕ2) F(ϕ3) F(ϕ4) F(ϕ5) F(ϕ6) F(ϕ7)          

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Sparse recovery

...in order to obtain a reduced discretization. ψ1 ψ2 ψ3 ψ4 ψ5 ψ6 ψ7 ↓ ↓ ↓ ↓ ↓ ↓ ↓ ϕ2 → ϕ5 → × × × × × × × × × × × × × ×

  • a(ψj,ϕi)

          u1 u2 u3 u4 u5 u6 u7           = F(ϕ2) F(ϕ5)

  • The solution is then computed using sparse recovery

techniques.

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CORSING (COmpRessed SolvING)

First, we define the local a-coherence [Krahmer, Ward, 2014; B., Nobile, Micheletti, Perotto, 2017]: µN

q := sup j∈[N]

|a(ψj, ϕq)|2, ∀q ∈ N.

COSRING algorithm:

  • 1. Define a truncation level M and a number of measurements m;
  • 2. Draw τ1, . . . , τm independently at random from [M] according to

the probability p ∼ (µN

1 , . . . , µN M) (up to rescaling).

  • 3. Build A ∈ Rm×N, y ∈ Rm and D ∈ Rm×m, defined as:

Aij := a(ψj, ϕτi), fi := F(ϕτi), Dik := δik √mpτi .

  • 4. Use OMP to solve min

z∈RN D(Az − y)2 2, s.t. z0 ≤ s;

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Sparsity + Sensing: How to choose {ψj} and {ϕi}?

Heuristic criterion commonly used in CS: space vs. frequency.

Hierarchical hat functions

[Smoliak, Dahmen, Griebel, Yserentant, Zienkiewicz, ...]

0.2 0.4 0.6 0.8 1 0.1 0.2 0.3 0.4 0.5 H0,0 H1,0 H1,1 H2,0 H2,1 H2,2 H2,3

H Sine functions

0.2 0.4 0.6 0.8 1 −0.3 −0.2 −0.1 0.1 0.2 0.3 0.4 0.5 S1 S2 S3 S4 S5

S We name the corresponding strategies CORSING HS and SH.

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Homogeneous 1D Poisson problem CORSING HS

N = 8191, s = 50, m = 1200. Test Savings: TS := N−m

N

· 100% ≈ 85%

0.2 0.4 0.6 0.8 1 0.5 1 1.5 2 2.5 3 3.5 exact corsing 0.38 0.39 0.4 0.41 0.42 3.1 3.15 3.2 3.25 3.3 3.35 3.4 3.45 3.5 exact corsing

× = hat functions selected by OMP Level-based ordering (log10 |

uℓ,k|)

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Sparsity + Sensing: 2D case

Hierarchical Pyramids (P)

(l,k1,k2)=(0,0,0) 0.5 1 0.5 1 (l,k1,k2)=(1,0,0) 0.5 1 0.5 1 (l,k1,k2)=(1,0,0.5) 0.5 1 0.5 1 (l,k1,k2)=(1,0,1) 0.5 1 0.5 1 (l,k1,k2)=(1,0.5,0) 0.5 1 0.5 1 (l,k1,k2)=(1,0.5,1) 0.5 1 0.5 1 (l,k1,k2)=(1,1,0) 0.5 1 0.5 1 (l,k1,k2)=(1,1,0.5) 0.5 1 0.5 1 (l,k1,k2)=(1,1,1) 0.5 1 0.5 1

Tensor product of hat functions (Q)

l=(0,1) k=(0,1) 0.5 1 0.5 1 0.05 0.1 0.15 l=(1,1) k=(0,1) 0.5 1 0.5 1 0.05 0.1 l=(1,1) k=(1,1) 0.5 1 0.5 1 0.05 0.1 l=(0,1) k=(0,0) 0.5 1 0.5 1 0.05 0.1 0.15 l=(1,1) k=(0,0) 0.5 1 0.5 1 0.05 0.1 l=(1,1) k=(1,0) 0.5 1 0.5 1 0.05 0.1 l=(0,0) k=(0,0) 0.5 1 0.5 1 0.1 0.2 l=(1,0) k=(0,0) 0.5 1 0.5 1 0.05 0.1 0.15 l=(1,0) k=(1,0) 0.5 1 0.5 1 0.05 0.1 0.15

Tensor product of sine functions (S)

(r1,r2)=(1,1) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(1,2) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(1,3) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(2,1) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(2,2) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(2,3) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(3,1) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(3,2) 0.5 1 0.2 0.4 0.6 0.8 1 (r1,r2)=(3,3) 0.5 1 0.2 0.4 0.6 0.8 1

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An advection-dominated example

We consider a 2D advection-dominated problem

  • −µ∆u + b · ∇u = f

in Ω = (0, 1)2, u = 0

  • n ∂Ω,

where b = [1, 1]⊺, µ = 0.01. CORSING SP. Worst solution in the successful cluster over 50 runs: N = 16129 TS = 85% ESP = 1.00 L2-rel. err. = 7.1e-02

L2−rel. err. = 7.2e−02 0.5 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1

N = 16129 TS = 90% ESP = 0.94 L2-rel. err. = 8.7e-02

L2−rel. err. = 9.6e−02 0.5 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1

Exact

0.5 1 0.2 0.4 0.6 0.8 1 0.2 0.4 0.6 0.8 1

ESP = Empirical Success Probability

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Cost reduction with respect to the “full” PG (m=N)

We compare the assembly/recovery times of “full” PG and CORSING.

“full” PG CORSING SP A f trec (\) TS A f trec (OMP) 2.5e+03 9.1e-01 7.1e+01 85% 3.8e+02 2.7e-01 8.1e+01 90% 2.5e+02 2.0e-01 3.4e+01

◮ The assembly time reduction is proportional to TS. ◮ Also the RAM is reduced proportionally to TS. ◮ The recovery phase is cheaper for high TS rates.

The CORSING method can considerably reduce the computational cost associated with a “full” PG discretization.

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Theoretical analysis

Theorem

Let s, N ∈ N, with s < N. Suppose the truncation condition

  • q>M µN

q α2 s holds. Then, provided δ ∈

  • 1 − α2

β2 , 1

  • , and

m δ−2νN,M1s log3(s) log(N), it holds P{β−1DA ∈ RIP(s, δ)} ≥ 1 − N − log3(s), . where α and β are the inf-sup and the continuity constant of a(·, ·).

◮ Alternative analysis based on a restricted inf-sup property leads

to suboptimal rate m ∼ s2 · (log factors).

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Theoretical analysis

Theorem

Let s, N ∈ N, with s < N. Suppose the truncation condition

  • q>M µN

q α2 s holds. Then, provided δ ∈

  • 1 − α2

β2 , 1

  • , and

m δ−2νN,M1s log3(s) log(N), it holds P{β−1DA ∈ RIP(s, δ)} ≥ 1 − N − log3(s), . where α and β are the inf-sup and the continuity constant of a(·, ·).

◮ Alternative analysis based on a restricted inf-sup property leads

to suboptimal rate m ∼ s2 · (log factors).

Algorithmic recovery guarantee:

CORSING recovers the best s-term approximation to u (up to a constant) using O(smN) flops with high probability. Comparison with adaptive wavelet methods: Computational cost O(smN) instead of O(s); Easy parallelizability of OMP; No need for a priori error estimators.

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Compressed sensing CS for (parametric) PDEs Inside the black box Outside the black box Conclusions

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CS outside the black box

We aim at approximating a function f : D = [−1, 1]d → C, with d ≫ 1.

  • f the form “(quantity of interest) ◦ (solution map)”:

f(z) = Q(uz), where uz solves Lzuz = g. As sparsity basis, we consider the tensorized Chebyshev or Legendre

  • rthogonal polynomials {φj}j∈Nd
  • 0. Then, we expand

f =

  • j∈Nd

xjφj. Fixed a finite-dimensional set Λ ⊆ Nd

0, with |Λ| = N, we have

f =

  • j∈Λ

xjφj

  • Approximation

+

  • j /

∈Λ

xjφj

  • Truncation error

=: fΛ + eΛ.

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Random sampling + weighted ℓ1 minimization

We consider random evaluations of f at z1, . . . , zm drawn according to the orthogonality measure of {φj}j∈Nd

0:

A = (

1 √mφj(zi))ij ∈ Cm×N,

y = (

1 √mf(zi))i ∈ Cm

Moreover, denoting xΛ = (xi)i∈Λ ∈ CN, eΛ = 1 √m(f(zi) − fΛ(zi)) ∈ Cm, we have the linear system AxΛ = y + eΛ. The solution is recovered by weighted QCBP min

z∈CN z1,u

s.t. Az − y2 ≤ η, where z1,u =

  • j∈[N]

uj|zj| the weights are chosen intrinsically as uj = φjL∞.

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Related literature

History of this idea:

◮ CS + orthogonal polynomials

◮ [Rauhut, Ward, 2012], [Yau, Guo, Xiu, 2012];

◮ Weighted ℓ1 minimization and function approximation

◮ [Rauhut, Ward, 2016], [Adcock, 2017], [Chkifa, Dexter,

Tran, Webster, 2017], [Adcock, B., Webster, 2017]

◮ CS + UQ with Polynomial Chaos expansion

◮ [Doostan, Owhadi, 2011], [Mathelin, Gallivan, 2012], [Yang,

Karniadakis, 2013], [Peng, Hampton, Doostan, 2014], [Rauhut, Schwab, 2017], [Bouchot, Rauhut, Schwab, 2017]

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Lower sets and the choice of Λ

Definition (Lower or downward closed set)

A set S ⊆ Nd

0 is lower if ∀i, j : i ≤ j and j ∈ S =

⇒ i ∈ S. Lower sets have been proved to be extremely effective for parametric PDEs: [Beck, Chkifa, Cohen, Dexter, DeVore, Griebel, Migliorati, Nobile, Schwab, Tamellini, Tempone, Tran, Webster, ...]

Why do they matter?

◮ Best s-term approximation in lower sets realizes the best s-term

approximation for a large class of smooth operators, with decay rate s−α, α > 0 in L2 or L∞. [Chkifa, Cohen, Schwab, 2015]

◮ The union of all s-sparse lower sets, is the hyperbolic cross:

ΛHC

s

=

  • i = (i1, . . . , id) ∈ Nd

0 : d

  • j=1

(ij + 1) ≤ s

  • ,

resulting in a controlled growth of N with respect to d and s N = |ΛHC

s

| ≤ min

  • 2s34d, e2s2+log2(d)

. [Kühn, Sickel, Ullrich, 2015; Chernov, D˜ ung, 2016]

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Lower RIP and recovery guarantees

◮ Weighted cardinality of S ⊆ Nd

0 is |S|w :=

  • i∈supp(S)

w2

i

◮ K(s) := max{|S|u : S ⊆ Nd

0, S lower}.

Definition (lower RIP [Chkifa, Dexter, Tran, Webster, 2017]) A matrix A fulfills the lower RIP of order s if ∃δ ∈ [0, 1) s.t. (1 − δ)z2

2 ≤ Az2 2 ≤ (1 + δ)z2 2,

∀z ∈ CN, | supp(z)|u ≤ K(s). Assuming an a priori error bound eΛ2 ≤ η, the following uniform recovery error estimates hold [Chkifa, Dexter, Tran, Webster, 2017]: f − ˆ fL∞(D) ≤ x − ˆ xΛ1,u σs,L(x)1,u + sγ/2η, f − ˆ fL2(D) = x − ˆ xΛ2 σs,L(x)1,u sγ/2 + η, where σs,L(x)1,u = inf

z∈ΣN

s ,supp(z) lower z − x1,u.

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Nonuniform recovery: optimality of the weights

Theorem [Adcock, 2017]

Let 0 < ǫ < e−1, η ≥ 0, w = (wi)i∈Λ be a set of weights, x ∈ ℓ2(Nd

0) and

S ⊆ Λ, S = ∅, be any fixed set. Suppose that eΛ2 ≤ η. Then, with probability at least 1 − ǫ, any minimizer ˆ xΛ of min

z∈CN z1,w

s.t. Az − y2 ≤ η, satisfies x − ˆ xΛ2 λ

  • |S|w (η + x − xΛ1,u) + x − xS1,w, provided

m

  • |S|u + max

i∈Λ\S{u2 i/w2 i}|S|w

  • =:M(S;u,v)

L, where λ = 1 + √

log(ǫ−1) log(2N√ |S|w) and L = log(ǫ−1) log

  • 2N
  • |S|w
  • .

◮ Seeking to minimize M(S; u, v), it is natural to choose w = u. ◮ This conclusion is supported by numerical evidence.

[Adcock, B., Webster, 2017]

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Robustness of ℓ1

u-minimization to unknown error

Theorem [Adcock, B., Webster, 2017]

Let Λ = ΛHC

s

and assume m ∼ sγ · L, where, L = ln2(s) min{d + ln(s), ln(2d) ln(s)} + ln(s) ln(ln(s)/ε). Then, for every η ≥ 0 and f ∈ L2(D) ∩ L∞(D), the ℓ1

u-minimization

computes an approximation ˆ f s.t. f − ˆ fL∞(D) σs,L(x)1,u + sγ/2(η + eΛ2 + Tu(A, Λ, eΛ, η)), f − ˆ fL2(D) σs,L(x)1,u sγ/2 + η + eΛ2 + Tu(A, Λ, eΛ, η), with probability 1 − ε, where γ = 2 or log(3)

log(2), for Legendre and Chebyshev

polynomials, respectively. Moreover, Tu(A, Λ, eΛ, η)

  • |Λ|1,u

N 1 σmin( m

n A∗)

√ L max{eΛ2 − η, 0}.

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The constant Qu(A)

Consider the constant Qu(A) :=

  • |Λ|1,u

N 1 σmin( m

n A∗).

◮ Close link with the ℓ1-quotient property of CS

[Wojtaszczyk, 2010; Foucart, 2014; B., Adcock, 2017].

◮ Explicit bound of the form Qu(A) 1 in probability can be

proved in the 1D case. In general, we can estimate Qu(A) numerically:

(d, s, N) m 125 250 375 500 625 750 875 1000 (8, 22, 1843) Che 2.65 3.07 3.53 3.95 4.46 5.03 5.78 6.82 Leg 6.45 7.97 8.99 10.5 12.1 13.7 15.8 18.6 (d, s, N) m 250 500 750 1000 1250 1500 1750 2000 (16, 13, 4129) Che 2.64 2.93 3.30 3.63 3.99 4.41 4.95 5.62 Leg 5.64 6.20 6.85 7.60 8.32 8.99 10.1 11.1

Table: The constant Qu(A) (averaged over 50 trials).

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The optimal choice of η

The term max{eΛ2 − η, 0} suggests that an optimal choice is η = e2. This is confirmed by numerical experiments, where random noise of a prescribed norm is added to the samples. Approximation of f(z) = exp(− 1

d

d

i=1 cos(zi)), with d = 15.

In practice, cross validation is employed to estimate the optimal η.

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Summary

◮ CS is a useful tool for parametric PDEs inside / outside the black box.

Benefits:

Exploit sparsity;

Ability to capture local features (e.g., boundary layers);

Easy parallelizability;

No need for error estimators.

Challenges:

Accelerate the recovery phase (improve O(smN));

High-dimensional physical domains;

Complex geometries;

Application to nonlocal problems.

Benefits:

Low impact of the dimensionality d

  • n the sample complexity (log(d));

No need to fix the lower set in advance;

Robustness to unknown error.

Challenges:

Is it possible to achieve m ∼ s · L?

Quantify the decay of σs,L(x)1,u depending on the smoothness of f;

Complex geometries of D;

Different decoders (e.g., LASSO)

slide-37
SLIDE 37

29

  • S. Brugiapaglia. COmpRessed SolvING: sparse approximation of PDEs based on

compressed sensing. PhD thesis, MOX - Politecnico di Milano, 2016.

  • S. Brugiapaglia, S. Micheletti, and S. Perotto. Compressed solving: A numerical

approximation technique for elliptic PDEs based on Compressed Sensing. Comput.

  • Math. Appl., 70(6):1306-1335, 2015.

  • S. Brugiapaglia, F. Nobile, S. Micheletti, and S. Perotto. A theoretical study of

COmpRessed SolvING for advection-diffusion-reaction problems. Math. Comput., to appear, 2017.

  • B. Adcock, C. Bao, and S. Brugiapaglia. Correcting for unknown errors in sparse

high-dimensional function approximation. In preparation, 2017.

  • B. Adcock, S. Brugiapaglia, and C. G. Webster. Compressed sensing approaches for

polynomial approximation of high-dimensional functions. Chapter in “Compressed Sensing and its applications”. To appear, 2017. (arXiv:1703.06987)

  • S. B., B. Adcock. Robustness to unknown error in sparse regularization. Submitted,
  • 2017. (arXiv:1705.10299)
slide-38
SLIDE 38

29

  • S. Brugiapaglia. COmpRessed SolvING: sparse approximation of PDEs based on

compressed sensing. PhD thesis, MOX - Politecnico di Milano, 2016.

  • S. Brugiapaglia, S. Micheletti, and S. Perotto. Compressed solving: A numerical

approximation technique for elliptic PDEs based on Compressed Sensing. Comput.

  • Math. Appl., 70(6):1306-1335, 2015.

  • S. Brugiapaglia, F. Nobile, S. Micheletti, and S. Perotto. A theoretical study of

COmpRessed SolvING for advection-diffusion-reaction problems. Math. Comput., to appear, 2017.

  • B. Adcock, C. Bao, and S. Brugiapaglia. Correcting for unknown errors in sparse

high-dimensional function approximation. In preparation, 2017.

  • B. Adcock, S. Brugiapaglia, and C. G. Webster. Compressed sensing approaches for

polynomial approximation of high-dimensional functions. Chapter in “Compressed Sensing and its applications”. To appear, 2017. (arXiv:1703.06987)

  • S. B., B. Adcock. Robustness to unknown error in sparse regularization. Submitted,
  • 2017. (arXiv:1705.10299)

Thank you!