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On a finite time interval $(0,T)$, we consider the multiresolution Galerkin discretization of a modified Hilbert transform $\mathcal H_T$ which arises in the space-time Galerkin discretization of the linear diffusion equation. To this end, we design spline-wavelet systems in $(0,T)$ consisting of piecewise polynomials of degree $\geq 1$ with sufficiently many vanishing moments which constitute Riesz bases in the Sobolev spaces $ H^{s}_{0,}(0,T)$ and $ H^{s}_{,0}(0,T)$. These bases provide multilevel splittings of the temporal discretization spaces into "increment" or "detail" spaces of direct sum type. Via algebraic tensor-products of these temporal multilevel discretizations with standard, hierarchic finite element spaces in the spatial domain (with standard Lagrangian FE bases), sparse space-time tensor-product spaces are obtained, which afford a substantial reduction in the number of the degrees of freedom as compared to time-marching discretizations. In addition, temporal spline-wavelet bases allow to compress certain nonlocal integrodifferential operators which appear in stable space-time variational formulations of initial-boundary value problems, such as the heat equation and the acoustic wave equation. An efficient preconditioner is proposed that affords linear complexity solves of the linear system of equations which results from the sparse space-time Galerkin discretization., Comment: 32 pages

The present article is concerned scattered data approximation for higher dimensional data sets which exhibit an anisotropic behavior in the different dimensions. Tailoring sparse polynomial interpolation to this specific situation, we derive very efficient degenerate kernel approximations which we then use in a dimension weighted fast multipole method. This dimension weighted fast multipole method enables to deal with many more dimensions than the standard black-box fast multipole method based on interpolation. A thorough analysis of the method is provided including rigorous error estimates. The accuracy and the cost of the approach are validated by extensive numerical results. As a relevant application, we apply the approach to a shape uncertainty quantification problem.

This article is concerned with a regularity analysis of parametric operator equations with a perspective on uncertainty quantification. We study the regularity of mappings between Banach spaces near branches of isolated solutions that are implicitly defined by a residual equation. Under $s$-Gevrey assumptions on on the residual equation, we establish $s$-Gevrey bounds on the Fr\'echet derivatives of the local data-to-solution mapping. This abstract framework is illustrated in a proof of regularity bounds for a semilinear elliptic partial differential equation with parametric and random field input.

We solve acoustic scattering problems by means of the isogeometric boundary integral equation method. In order to avoid spurious modes, we apply the combined field integral equations for either sound-hard scatterers or sound-soft scatterers. These integral equations are discretized by Galerkin's method, which especially enables the mathematically correct regularization of the hypersingular integral operator. In order to circumvent densely populated system matrices, we employ the isogeometric fast multipole method. The result is an algorithm that scales essentially linear in the number of boundary elements. Numerical experiments are performed which show the feasibility and the performance of the approach.

We consider scattered data approximation in samplet coordinates with $\ell_1$-regularization. The application of an $\ell_1$-regularization term enforces sparsity of the coefficients with respect to the samplet basis. Samplets are wavelet-type signed measures, which are tailored to scattered data. Therefore, samplets enable the use of well-established multiresolution techniques on general scattered data sets. They provide similar properties as wavelets in terms of localization, multiresolution analysis, and data compression. By using the Riesz isometry, we embed samplets into reproducing kernel Hilbert spaces and discuss the properties of the resulting functions. We argue that the class of signals that are sparse with respect to the embedded samplet basis is considerably larger than the class of signals that are sparse with respect to the basis of kernel translates. Vice versa, every signal that is a linear combination of only a few kernel translates is sparse in samplet coordinates. We propose the rapid solution of the problem under consideration by combining soft-shrinkage with the semi-smooth Newton method. Leveraging on the sparse representation of kernel matrices in samplet coordinates, this approach converges faster than the fast iterative shrinkage thresholding algorithm and is feasible for large-scale data. Numerical benchmarks are presented and demonstrate the superiority of the multiresolution approach over the single-scale approach. As large-scale applications, the surface reconstruction from scattered data and the reconstruction of scattered temperature data using a dictionary of multiple kernels are considered.

We consider uncertainty quantification for the Poisson problem subject to domain uncertainty. For the stochastic parameterization of the random domain, we use the model recently introduced by Kaarnioja, Kuo, and Sloan (SIAM J. Numer. Anal., 2020) in which a countably infinite number of independent random variables enter the random field as periodic functions. We develop lattice quasi-Monte Carlo (QMC) cubature rules for computing the expected value of the solution to the Poisson problem subject to domain uncertainty. These QMC rules can be shown to exhibit higher order cubature convergence rates permitted by the periodic setting independently of the stochastic dimension of the problem. In addition, we present a complete error analysis for the problem by taking into account the approximation errors incurred by truncating the input random field to a finite number of terms and discretizing the spatial domain using finite elements. The paper concludes with numerical experiments demonstrating the theoretical error estimates., Comment: 38 pages, 3 figures

Let $\Omega_i\subset\mathbb{R}^{n_i}$, $i=1,\ldots,m$, be given domains. In this article, we study the low-rank approximation with respect to $L^2(\Omega_1\times\dots\times\Omega_m)$ of functions from Sobolev spaces with dominating mixed smoothness. To this end, we first estimate the rank of a bivariate approximation, i.e., the rank of the continuous singular value decomposition. In comparison to the case of functions from Sobolev spaces with isotropic smoothness, compare \cite{GH14,GH19}, we obtain improved results due to the additional mixed smoothness. This convergence result is then used to study the tensor train decomposition as a method to construct multivariate low-rank approximations of functions from Sobolev spaces with dominating mixed smoothness. We show that this approach is able to beat the curse of dimension.

In this article, we introduce the concept of samplets by transferring the construction of Tausch-White wavelets to the realm of data. This way we obtain a multilevel representation of discrete data which directly enables data compression, detection of singularities and adaptivity. Applying samplets to represent kernel matrices, as they arise in kernel based learning or Gaussian process regression, we end up with quasi-sparse matrices. By thresholding small entries, these matrices are compressible to O(N log N) relevant entries, where N is the number of data points. This feature allows for the use of fill-in reducing reorderings to obtain a sparse factorization of the compressed matrices. Besides the comprehensive introduction to samplets and their properties, we present extensive numerical studies to benchmark the approach. Our results demonstrate that samplets mark a considerable step in the direction of making large data sets accessible for analysis.

The development of materials with specific structural properties is of huge practical interest, for example, for medical applications or for the development of light weight structures in aeronautics. In this article, we combine shape optimization and homogenization for the optimal design of the microstructure in scaffolds. Given the current microstructure, we apply the isogeometric boundary element method to compute the effective tensor and to update the microstructure by using the shape gradient in order to match the desired effective tensor. Extensive numerical studies are presented to demonstrate the applicability and feasibility of the approach.

We present a novel approach which aims at high-performance uncertainty quantification for cardiac electrophysiology simulations. Employing the monodomain equation to model the transmembrane potential inside the cardiac cells, we evaluate the effect of spatially correlated perturbations of the heart fibers on the statistics of the resulting quantities of interest. Our methodology relies on a close integration of multilevel quadrature methods, parallel iterative solvers and space-time finite element discretizations, allowing for a fully parallelized framework in space, time and stochastics. Extensive numerical studies are presented to evaluate convergence rates and to compare the performance of classical Monte Carlo methods such as standard Monte Carlo (MC) and quasi-Monte Carlo (QMC), as well as multilevel strategies, i.e. multilevel Monte Carlo (MLMC) and multilevel quasi-Monte Carlo (MLQMC) on hierarchies of nested meshes. Finally, we employ a recently suggested variant of the multilevel approach for non-nested meshes to deal with a realistic heart geometry.

Centered Gaussian random fields (GRFs) indexed by compacta such as smooth, bounded Euclidean domains or smooth, compact and orientable manifolds are determined by their covariance operators. We consider centered GRFs given as variational solutions to coloring operator equations driven by spatial white noise, with an elliptic self-adjoint pseudodifferential coloring operator from the H\"ormander class. This includes the Mat\'ern class of GRFs as a special case. Using biorthogonal multiresolution analyses on the manifold, we prove that the precision and covariance operators, respectively, may be identified with bi-infinite matrices and finite sections may be diagonally preconditioned rendering the condition number independent of the dimension $p$ of this section. We prove that a tapering strategy by thresholding applied on finite sections of the bi-infinite precision and covariance matrices results in optimally numerically sparse approximations. That is, asymptotically only linearly many nonzero matrix entries are sufficient to approximate the original section of the bi-infinite covariance or precision matrix using this tapering strategy to arbitrary precision. The locations of these nonzero matrix entries are known a priori. The tapered covariance or precision matrices may also be optimally diagonally preconditioned. Analysis of the relative size of the entries of the tapered covariance matrices motivates novel, multilevel Monte Carlo (MLMC) oracles for covariance estimation, in sample complexity that scales log-linearly with respect to the number $p$ of parameters. In addition, we propose and analyze a novel compressive algorithm for simulating and kriging of GRFs. The complexity (work and memory vs. accuracy) of these three algorithms scales near-optimally in terms of the number of parameters $p$ of the sample-wise approximation of the GRF in Sobolev scales., Comment: 48 pages, 9 figures

We study the numerical solution of forward and inverse acoustic scattering problems by randomly shaped obstacles in three-dimensional space using a fast isogeometric boundary element method. Within the isogeometric framework, realizations of the random scatterer can efficiently be computed by simply updating the NURBS mappings which represent the scatterer. This way, we end up with a random deformation field. In particular, we show that the knowledge of the deformation field's expectation and covariance at the surface of the scatterer are already sufficient to compute the surface Karhunen-Lo\`eve expansion. Leveraging on the isogeometric framework, we utilize multilevel quadrature methods for the efficient approximation of quantities of interest, such as the scattered wave's expectation and variance. Computing the wave's Cauchy data at an artificial, fixed interface enclosing the random obstacle, we can also directly infer quantities of interest in free space. Adopting the Bayesian paradigm, we finally compute the expected shape and the variance of the scatterer from noisy measurements of the scattered wave at the artificial interface. Numerical results for the forward and inverse problem are given to demonstrate the feasibility of the proposed approach.

This article provides a functional analytical framework for boundary integral equations of the heat equation in time-dependent domains. More specifically, we consider a non-cylindrical domain in space-time that is the $C^2$-diffeomorphic image of a cylinder, i.e., the tensor product of a time interval and a fixed domain in space. On the non-cylindrical domain, we introduce Sobolev spaces, trace lemmata and provide the mapping properties of the layer operators by mimicking the proofs of [M. Costabel, Boundary integral operators for the heat equation, Integral Equations and Operator Theory, 13(4):498-552, 1990]. Here it is critical that the Neumann trace requires a correction term for the normal velocity of the moving boundary. Therefore, one has to analyze the situation carefully.

In this article, we consider fast direct solvers for nonlocal operators. The pivotal idea is to combine a wavelet representation of the system matrix, yielding a quasi-sparse matrix, with the nested dissection ordering scheme. The latter drastically reduces the fill-in during the factorization of the system matrix by means of a Cholesky decomposition or an LU decomposition, respectively. This way, we end up with the exact inverse of the compressed system matrix with only a moderate increase of the number of nonzero entries in the matrix. To illustrate the efficacy of the approach, we conduct numerical experiments for different highly relevant applications of nonlocal operators: We consider (i) the direct solution of boundary integral equations in three spatial dimensions, issuing from the polarizable continuum model, (ii) a parabolic problem for the fractional Laplacian in integral form and (iii) the fast simulation of Gaussian random fields.

This article combines shape optimization and homogenization techniques by looking for the optimal design of the microstructure in composite materials and of scaffolds. The development of materials with specific properties is of huge practical interest, for example, for medical applications or for the development of light weight structures in aeronautics. In particular, the optimal design of microstructures leads to fundamental questions for porous media: what is the sensitivity of homogenized coefficients with respect to the shape of the microstructure? We compute Hadamard's shape gradient for the problem of realizing a prescribed effective tensor and demonstrate the applicability and feasibility of our approach by numerical experiments.

This article is concerned with the solution of a time-dependent shape identification problem. Specifically we consider the heat equation in a domain, which contains a time-dependent inclusion of zero temperature. The objective is to detect this inclusion from the given temperature and heat flux at the exterior boundary of the domain. To this end, for a given temperature at the exterior boundary, the mismatch of the Neumann data is minimized. This time-dependent shape optimization problem is then solved by a gradient-based optimization method. Numerical results are presented which validate the present approach.

In this article, we analyze tensor approximation schemes for continuous functions. We assume that the function to be approximated lies in an isotropic Sobolev space and discuss the cost when approximating this function in the continuous analogue of the Tucker tensor format or of the tensor train format. We especially show that the cost of both approximations are dimension-robust when the Sobolev space under consideration provides appropriate weights.

For the solution of operator equations, Stevenson introduced a definition of frames, where a Hilbert space and its dual are {\em not} identified. This means that the Riesz isomorphism is not used as an identification, which, for example, does not make sense for the Sobolev spaces $H_0^1(\Omega)$ and $H^{-1}(\Omega)$. In this article, we are going to revisit the concept of Stevenson frames and introduce it for Banach spaces. This is equivalent to $\ell^2$-Banach frames. It is known that, if such a system exists, by defining a new inner product and using the Riesz isomorphism, the Banach space is isomorphic to a Hilbert space. In this article, we deal with the contrasting setting, where $\mathcal H$ and $\mathcal H'$ are not identified, and equivalent norms are distinguished, and show that in this setting the investigation of $\ell^2$-Banach frames make sense., Comment: 23 pages; accepted for publication in 'Numerical Functional Analysis and Optimization'

Inspired by Pople diagrams popular in quantum chemistry, we introduce a hierarchical scheme, based on the multi-level combination (C) technique, to combine various levels of approximations made when calculating molecular energies within quantum chemistry. When combined with quantum machine learning (QML) models, the resulting CQML model is a generalized unified recursive kernel ridge regression which exploits correlations implicitly encoded in training data comprised of multiple levels in multiple dimensions. Here, we have investigated up to three dimensions: Chemical space, basis set, and electron correlation treatment. Numerical results have been obtained for atomization energies of a set of $\sim$7'000 organic molecules with up to 7 atoms (not counting hydrogens) containing CHONFClS, as well as for $\sim$6'000 constitutional isomers of C$_7$H$_{10}$O$_2$. CQML learning curves for atomization energies suggest a dramatic reduction in necessary training samples calculated with the most accurate and costly method. In order to generate milli-second estimates of CCSD(T)/cc-pvdz atomization energies with prediction errors reaching chemical accuracy ($\sim$1 kcal/mol), the CQML model requires only $\sim$100 training instances at CCSD(T)/cc-pvdz level, rather than thousands within conventional QML, while more training molecules are required at lower levels. Our results suggest a possibly favourable trade-off between various hierarchical approximations whose computational cost scales differently with electron number.