NANov 21, 2023
Orthogonally weighted $\ell_{2,1}$ regularization for rank-aware joint sparse recovery: algorithm and analysisArmenak Petrosyan, Konstantin Pieper, Hoang Tran
We propose and analyze an efficient algorithm for solving the joint sparse recovery problem using a new regularization-based method, named orthogonally weighted $\ell_{2,1}$ ($\mathit{ow}\ell_{2,1}$), which is specifically designed to take into account the rank of the solution matrix. This method has applications in feature extraction, matrix column selection, and dictionary learning, and it is distinct from commonly used $\ell_{2,1}$ regularization and other existing regularization-based approaches because it can exploit the full rank of the row-sparse solution matrix, a key feature in many applications. We provide a proof of the method's rank-awareness, establish the existence of solutions to the proposed optimization problem, and develop an efficient algorithm for solving it, whose convergence is analyzed. We also present numerical experiments to illustrate the theory and demonstrate the effectiveness of our method on real-life problems.
QUANT-PHMar 26
Uncertainty Quantification for Quantum ComputingRyan Bennink, Olena Burkovska, Konstantin Pieper et al.
This review is designed to introduce mathematicians and computational scientists to quantum computing (QC) through the lens of uncertainty quantification (UQ) by presenting a mathematically rigorous and accessible narrative for understanding how noise and intrinsic randomness shape quantum computational outcomes in the language of mathematics. By grounding quantum computation in statistical inference, we highlight how mathematical tools such as probabilistic modeling, stochastic analysis, Bayesian inference, and sensitivity analysis, can directly address error propagation and reliability challenges in today's quantum devices. We also connect these methods to key scientific priorities in the field, including scalable uncertainty-aware algorithms and characterization of correlated errors. The purpose is to narrow the conceptual divide between applied mathematics, scientific computing and quantum information sciences, demonstrating how mathematically rooted UQ methodologies can guide validation, error mitigation, and principled algorithm design for emerging quantum technologies, in order to address challenges and opportunities present in modern-day quantum high performance and fault-tolerant quantum computing paradigms.
NAMay 12, 2025
Solving Nonlinear PDEs with Sparse Radial Basis Function NetworksZihan Shao, Konstantin Pieper, Xiaochuan Tian
We propose a novel framework for solving nonlinear PDEs using sparse radial basis function (RBF) networks. Sparsity-promoting regularization is employed to prevent over-parameterization and reduce redundant features. This work is motivated by longstanding challenges in traditional RBF collocation methods, along with the limitations of physics-informed neural networks (PINNs) and Gaussian process (GP) approaches, aiming to blend their respective strengths in a unified framework. The theoretical foundation of our approach lies in the function space of Reproducing Kernel Banach Spaces (RKBS) induced by one-hidden-layer neural networks of possibly infinite width. We prove a representer theorem showing that the sparse optimization problem in the RKBS admits a finite solution and establishes error bounds that offer a foundation for generalizing classical numerical analysis. The algorithmic framework is based on a three-phase algorithm to maintain computational efficiency through adaptive feature selection, second-order optimization, and pruning of inactive neurons. Numerical experiments demonstrate the effectiveness of our method and highlight cases where it offers notable advantages over GP approaches. This work opens new directions for adaptive PDE solvers grounded in rigorous analysis with efficient, learning-inspired implementation.
OCApr 24, 2020
Nonconvex regularization for sparse neural networksKonstantin Pieper, Armenak Petrosyan
Convex $\ell_1$ regularization using an infinite dictionary of neurons has been suggested for constructing neural networks with desired approximation guarantees, but can be affected by an arbitrary amount of over-parametrization. This can lead to a loss of sparsity and result in networks with too many active neurons for the given data, in particular if the number of data samples is large. As a remedy, in this paper, a nonconvex regularization method is investigated in the context of shallow ReLU networks: We prove that in contrast to the convex approach, any resulting (locally optimal) network is finite even in the presence of infinite data (i.e., if the data distribution is known and the limiting case of infinite samples is considered). Moreover, we show that approximation guarantees and existing bounds on the network size for finite data are maintained.
OCSep 18, 2018
Error estimates for space-time discretization of parabolic time-optimal control problems with bang-bang controlsLucas Bonifacius, Konstantin Pieper, Boris Vexler
In this paper a priori error estimates are derived for full discretization (in space and time) of time-optimal control problems. Various convergence results for the optimal time and the control variable are proved under different assumptions. Especially the case of bang-bang controls is investigated. Numerical examples are provided to illustrate the results.
OCSep 13, 2018
A priori Error Estimates for Space-Time Finite Element Discretization of Parabolic Time-Optimal Control ProblemsLucas Bonifacius, Konstantin Pieper, Boris Vexler
Space-time finite element discretizations of time-optimal control problems governed by linear parabolic PDEs and subject to pointwise control constraints are considered. Optimal a priori error estimates are obtained for the control variable based on a second order sufficient optimality condition.