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arXiv 2102.00491math.NAcs.LGcs.NA
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用随机线性代数学习椭圆型偏微分方程

Learning elliptic partial differential equations with randomized linear algebra

University of Oxford(牛津大学);Cornell University(康奈尔大学)

Nicolas Boullé, Alex Townsend

摘要:

给定三维椭圆型偏微分方程的输入输出对,我们导出了第一个理论上严格的学习相关格林函数的方案$G$。通过利用$G$的层次低秩结构,我们表明,可以构建一个近似的$G$,几乎肯定收敛,并实现了$\mathcal{O}(Γ_ε^{-1/2}\log^3(1/ε)ε)$的相对误差最多使用$\mathcal{O}(ε^{-6}\log^4(1/ε))$输入输出训练对具有高概率,对于任何$0<ε<1$。数量$0<Γ_ε\leq 1$表征训练数据集的质量。一路上,我们扩展的随机奇异值分解算法学习矩阵的希尔伯特-施密特算子和PDE学习的协方差核的质量特征。

英文摘要:

Given input-output pairs of an elliptic partial differential equation (PDE) in three dimensions, we derive the first theoretically-rigorous scheme for learning the associated Green's function $G$. By exploiting the hierarchical low-rank structure of $G$, we show that one can construct an approximant to $G$ that converges almost surely and achieves a relative error of $\mathcal{O}(Γ_ε^{-1/2}\log^3(1/ε)ε)$ using at most $\mathcal{O}(ε^{-6}\log^4(1/ε))$ input-output training pairs with high probability, for any $0<ε<1$. The quantity $0<Γ_ε\leq 1$ characterizes the quality of the training dataset. Along the way, we extend the randomized singular value decomposition algorithm for learning matrices to Hilbert--Schmidt operators and characterize the quality of covariance kernels for PDE learning.

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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