arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2004.11427math.NAcs.NA
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基于高斯过程的代数多重网格粗化

Coarsening in Algebraic Multigrid using Gaussian Processes

Hanno Gottschalk, Karsten Kahl

摘要:

多重网格方法已被证明是一个非常宝贵的工具,有效地解决大型稀疏线性系中产生的离散偏微分方程(PDE)。代数多重网格方法,特别是自适应代数多重网格方法已经表明,多重网格的效率,而不必求助于PDE的属性。然而,这些方法所需的设置造成了不可忽视的间接成本。机器学习的方法已经引起了人们对基于可用数据训练的统计模型的简化流程的关注。解释代数光滑误差作为高斯过程的一个实例,我们开发了一种新的,数据驱动的方法来构建自适应代数多重网格方法。基于高斯先验分布,克里格插值最小化后验分布的均方误差,给定粗网格上的数据。更进一步,我们利用高斯过程模型中的不确定性量化,以构建有效的变量分裂。使用一个合适的协方差模型的半变异函数拟合,我们证明了我们的方法产生有效的方法,使用一个单一的代数光滑向量。

英文摘要:

Multigrid methods have proven to be an invaluable tool to efficiently solve large sparse linear systems arising in the discretization of partial differential equations (PDEs). Algebraic multigrid methods and in particular adaptive algebraic multigrid approaches have shown that multigrid efficiency can be obtained without having to resort to properties of the PDE. Yet the required setup of these methods poses a not negligible overhead cost. Methods from machine learning have attracted attention to streamline processes based on statistical models being trained on the available data. Interpreting algebraically smooth error as an instance of a Gaussian process, we develop a new, data driven approach to construct adaptive algebraic multigrid methods. Based on Gaussian a priori distributions, Kriging interpolation minimizes the mean squared error of the a posteriori distribution, given the data on the coarse grid. Going one step further, we exploit the quantification of uncertainty in the Gaussian process model in order to construct efficient variable splittings. Using a semivariogram fit of a suitable covariance model we demonstrate that our approach yields efficient methods using a single algebraically smooth vector.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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