We consider rank-1 lattices for integration and reconstruction of functions with series expansion supported on a finite index set. We explore the connection between the periodic Fourier space and the non-periodic cosine space and Chebyshev space, via tent transform and then cosine transform, to transfer known results from the periodic setting into new insights for the non-periodic settings. Fast discrete cosine transform can be applied for the reconstruction phase. To reduce the size of the auxiliary index set in the associated component-by-component (CBC) construction for the lattice generating vectors, we work with a bi-orthonormal set of basis functions, leading to three methods for function reconstruction in the non-periodic settings. We provide new theory and efficient algorithmic strategies for the CBC construction. We also interpret our results in the context of general function approximation and discrete least-squares approximation.
A rank-adaptive integrator for the approximate solution of high-order tensor differential equations by tree tensor networks is proposed and analyzed. In a recursion from the leaves to the root, the integrator updates bases and then evolves connection tensors by a Galerkin method in the augmented subspace spanned by the new and old bases. This is followed by rank truncation within a specified error tolerance. The memory requirements are linear in the order of the tensor and linear in the maximal mode dimension. The integrator is robust to small singular values of matricizations of the connectio…
Dynamical low-rank approximation by tree tensor networks is studied for the data-sparse approximation to large time-dependent data tensors and unknown solutions of tensor differential equations. A time integration method for tree tensor networks of prescribed tree rank is presented and analyzed. It extends the known projector-splitting integrators for dynamical low-rank approximation by matrices and Tucker tensors and is shown to inherit their favorable properties. The integrator is based on recursively applying the Tucker tensor integrator. In every time step, the integrator climbs up and dow…
Low rank approximation has been extensively studied in the past. It is most suitable to reproduce rectangular like structures in the data. In this work we introduce a generalization using shifted rank-1 matrices to approximate $A\in\mathbb{C}^{M\times N}$. These matrices are of the form $S_λ(uv^*)$ where $u\in\mathbb{C}^M$, $v\in\mathbb{C}^N$ and $λ\in\mathbb{Z}^N$.The operator $S_λ$ circularly shifts the k-th column of $uv^*$ by $λ_k$. These kind of shifts naturally appear in applications, where an object $u$ is observed in $N$ measurements at different positions indicated by the shift $λ$. T…
A primary interest in dynamic inverse problems is to identify the underlying temporal behaviour of the system from outside measurements. In this work we consider the case, where the target can be represented by a decomposition of spatial and temporal basis functions and hence can be efficiently represented by a low-rank decomposition. We then propose a joint reconstruction and low-rank decomposition method based on the Nonnegative Matrix Factorisation to obtain the unknown from highly undersampled dynamic measurement data. The proposed framework allows for flexible incorporation of separate re…
We present a new rank-adaptive tensor method to compute the numerical solution of high-dimensional nonlinear PDEs. The method combines functional tensor train (FTT) series expansions, operator splitting time integration, and a new rank-adaptive algorithm based on a thresholding criterion that limits the component of the PDE velocity vector normal to the FTT tensor manifold. This yields a scheme that can add or remove tensor modes adaptively from the PDE solution as time integration proceeds. The new method is designed to improve computational efficiency, accuracy and robustness in numerical in…
Low rank matrix approximation is a popular topic in machine learning. In this paper, we propose a new algorithm for this topic by minimizing the least-squares estimation over the Riemannian manifold of fixed-rank matrices. The algorithm is an adaptation of classical gradient descent within the framework of optimization on manifolds. In particular, we reformulate an unconstrained optimization problem on a low-rank manifold into a differential dynamic system. We develop a splitting numerical integration method by applying a splitting integration scheme to the dynamic system. We conduct the conve…
A High-Order Finite Volume GENO Scheme with Implicit Time Integration for Three-Temperature Radiation Diffusion Equations
Hong Kong University of Science and Technology（香港科技大学）；Institute of Applied Physics and Computational Mathematics（应用物理与计算数学研究所）；National Key laboratory of Computational physics（计算物理国家重点实验室）；Center for Applied Physics and Technology（应用物理与技术中心）；Peking University（北京大学）；Shenzhen Research Institute, Hong Kong University of Science and Technology（香港科技大学深圳研究院）
When working with PDEs the reconstruction of a previous state often proves difficult. Good prior knowledge and fast computational methods are crucial to build a working reconstruction. We want to identify the heat sources on a three dimensional domain from later measurements under the assumption of small, distinct sources, such as hot chippings from a milling tool. This leads us to the need for a Prior reflecting this a priori information. Sparsity-inducing hyperpriors have proven useful for similar problems with sparse signal or image reconstruction. We combine the method of using a hierarchi…
Transport maps have become a popular mechanic to express complicated probability densities using sample propagation through an optimized push-forward. Beside their broad applicability and well-known success, transport maps suffer from several drawbacks such as numerical inaccuracies induced by the optimization process and the fact that sampling schemes have to be employed when quantities of interest, e.g. moments are to compute. This paper presents a novel method for the accurate functional approximation of probability density functions (PDF) that copes with those issues. By interpreting the p…
Spectral computed tomography has received considerable interest in recent years since spectral measurements contain much richer information about the object of interest. In spectral computed tomography, we are interested in the energy channel-wise reconstructions of the object. However, such reconstructions suffer from low signal-to-noise ratio and share the challenges of conventional low-dose computed tomography such as ring artifacts. Ring artifacts arise from errors in the flat-field correction and can significantly degrade the quality of the reconstruction. We propose an extended flat-fiel…
We propose a variation on wavefield reconstruction inversion for seismic inversion, which takes advantage of randomized linear algebra as a way to overcome the typical limitations of conventional inversion techniques. Consequently, we can aim both to robustness towards convergence stagnation and large-sized 3D applications. The central idea hinges on approximating the optimal slack variables involved in wavefield reconstruction inversion via a low-rank stochastic approximation of the wave-equation error covariance. As a result, we obtain a family of inversion methods parameterized by a given m…
