Vesa Kaarnioja

Ana Djurdjevac, Vesa Kaarnioja, Claudia Schillings et al.

We study uncertainty quantification for partial differential equations subject to domain uncertainty. We parameterize the random domain using the model recently considered by Chernov and Le (2024) as well as Harbrecht, Schmidlin, and Schwab (2024) in which the input random field is assumed to belong to a Gevrey smoothness class. This approach has the advantage of being substantially more general than models which assume a particular parametric representation of the input random field such as a Karhunen-Loeve series expansion. We consider both the Poisson equation as well as the heat equation and design randomly shifted lattice quasi-Monte Carlo (QMC) cubature rules for the computation of the expected solution under domain uncertainty. We show that these QMC rules exhibit dimension-independent, essentially linear cubature convergence rates in this framework. In addition, we complete the error analysis by taking into account the approximation errors incurred by dimension truncation of the random input field and finite element discretization. Numerical experiments are presented to confirm the theoretical rates.

Nuutti Hyvönen, Vesa Kaarnioja, Lauri Mustonen et al.

The objective of electrical impedance tomography is to reconstruct the internal conductivity of a physical body based on measurements of current and potential at a finite number of electrodes attached to its boundary. Although the conductivity is the quantity of main interest in impedance tomography, a real-world measurement configuration includes other unknown parameters as well: the information on the contact resistances, electrode positions and body shape is almost always incomplete. In this work, the dependence of the electrode measurements on all aforementioned model properties is parametrized via polynomial collocation. The availability of such a parametrization enables efficient simultaneous reconstruction of the conductivity and other unknowns by a Newton-type output least squares algorithm, which is demonstrated by two-dimensional numerical experiments based on both noisy simulated data and experimental data from two water tanks.

Vesa Kaarnioja, Claudia Schillings

This paper contributes to the study of optimal experimental design for Bayesian inverse problems governed by partial differential equations (PDEs). We derive estimates for the parametric regularity of multivariate double integration problems over high-dimensional parameter and data domains arising in Bayesian optimal design problems. We provide a detailed analysis for these double integration problems using two approaches: a full tensor product and a sparse tensor product combination of quasi-Monte Carlo (QMC) cubature rules over the parameter and data domains. Specifically, we show that the latter approach significantly improves the convergence rate, exhibiting performance comparable to that of QMC integration of a single high-dimensional integral. Furthermore, we numerically verify the predicted convergence rates for an elliptic PDE problem with an unknown diffusion coefficient in two spatial dimensions, offering empirical evidence supporting the theoretical results and highlighting practical applicability.

Harri Hakula, Pauliina Ilmonen, Vesa Kaarnioja

This paper lies in the intersection of several fields: number theory, lattice theory, multilinear algebra, and scientific computing. We adapt existing solution algorithms for tensor eigenvalue problems to the tensor-train framework. As an application, we consider eigenvalue problems associated with a class of lattice-theoretic meet and join tensors, which may be regarded as multidimensional extensions of the classically studied meet and join matrices such as GCD and LCM matrices, respectively. In order to effectively apply the solution algorithms, we show that meet tensors have an explicit low-rank tensor-train decomposition with sparse tensor-train cores with respect to the dimension. Moreover, this representation is independent of tensor order, which eliminates the so-called curse of dimensionality from the numerical analysis of these objects and makes the solution of tensor eigenvalue problems tractable with increasing dimensionality and order. For LCM tensors it is shown that a tensor-train decomposition with an a priori known TT rank exists under certain assumptions. We present a series of easily reproducible numerical examples covering tensor eigenvalue and generalized eigenvalue problems that serve as future benchmarks. The numerical results are used to assess the sharpness of existing theoretical estimates.

Vesa Kaarnioja

The maximum volume principle is investigated as a means to solve the following problem: Given a set of arbitrary interpolation nodes, how to choose a set of polynomial basis functions for which the Lagrange interpolation problem is well-defined with reasonable interpolation error? The interpolation error is controlled by the Lebesgue constant of multivariate polynomial interpolation and it is proven that the Lebesgue constant can effectively be bounded by the reciprocals of the volume (i.e., determinant in modulus) and the minimal singular value of the multidimensional Vandermonde matrix associated with the interpolation problem. This suggests that a large volume of the Vandermonde system can be used as an indicator of accuracy and stability of the resulting interpolating polynomial. Numerical examples demonstrate that the approach outlined in this paper works remarkably well in practical computations.

Vesa Kaarnioja, Andreas Rupp, Jay Gopalakrishnan

Parametric regularity of discretizations of flux vector fields satisfying a balance law is studied under some assumptions on a random parameter that links the flux with an unknown primal variable (often through a constitutive law). In the primary example of the stationary diffusion equation, the parameter corresponds to the inverse of the diffusivity. The random parameter is modeled here as a Gevrey-regular random field. Specific focus is on random fields expressible as functions of countably infinite sequences of independent random variables, which may be uniformly or normally distributed. Quasi-Monte Carlo (QMC) error bounds for some quantity of interest that depends on the flux are then derived using the parametric regularity. It is shown that the QMC method achieves a dimension-independent, faster-than-Monte Carlo convergence rate if the quantity of interest depends continuously on the primal variable, its flux, or its gradient. A series of assumptions are introduced with the goal of encompassing a broad class of discretizations by various finite element methods. The assumptions are verified for the diffusion equation discretized using conforming finite elements, mixed methods, and hybridizable discontinuous Galerkin schemes. Numerical experiments confirm the analytical findings, highlighting the role of accurate flux approximation in QMC methods.

Vesa Kaarnioja

We investigate the structure of join tensors, which may be regarded as the multivariable extension of lattice-theoretic join matrices. Explicit formulae for a polyadic decomposition (i.e., a linear combination of rank-1 tensors) and a tensor-train decomposition of join tensors are derived on general join semilattices. We discuss conditions under which the obtained decompositions are optimal in rank, and examine numerically the storage complexity of the obtained decompositions for a class of LCM tensors as a special case of join tensors. In addition, we investigate numerically the sharpness of a theoretical upper bound on the tensor eigenvalues of LCM tensors.