Mattias Sandberg

NA
7papers
14citations
Novelty55%
AI Score40

7 Papers

19.0NAMay 18
Convergence for adaptive resampling of random Fourier features

Xin Huang, Aku Kammonen, Anamika Pandey et al.

The machine learning random Fourier feature method for data in high dimension is computationally and theoretically attractive since the optimization is based on a convex standard least squares problem and independent sampling of Fourier frequencies. The challenge is to sample the Fourier frequencies well. This work proves convergence of a data adaptive method based on resampling the frequencies asymptotically optimally, as the number of nodes and amount of data tend to infinity. Numerical results based on resampling and adaptive random walk steps together with approximations of the least squares problem by conjugate gradient iterations confirm the analysis for regression and classification problems.

CHEM-PHSep 17, 2014
An adaptive mass algorithm for Car-Parrinello and Ehrenfest ab initio molecular dynamics

Ashraful Kadir, Mattias Sandberg, Anders Szepessy

Ehrenfest and Car-Parrinello molecular dynamics are computational alternatives to approximate Born-Oppenheimer molecular dynamics without solving the electron eigenvalue problem at each time-step. A non-trivial issue is to choose the artificial electron mass parameter appearing in the Car-Parrinello method to achieve both good accuracy and high computational efficiency. In this paper, we propose an algorithm, motivated by the Landau-Zener probability, to systematically choose an artificial mass dynamically, which makes the Car-Parrinello and Ehrenfest molecular dynamics methods dependent only on the problem data. Numerical experiments for simple model problems show that the time-dependent adaptive artificial mass parameter improves the efficiency of the Car-Parrinello and Ehrenfest molecular dynamics.

NAJan 29, 2009
Extended Applicability of the Symplectic Pontryagin Method

Mattias Sandberg

The Symplectic Pontryagin method was introduced in a previous paper. This work shows that this method is applicable under less restrictive assumptions. Existence of solutions to the Symplectic Pontryagin scheme are shown to exist without the previous assumption on a bounded gradient of the discrete dual variable. The convergence proof uses the representation of solutions to a Hamilton-Jacobi-Bellman equation as the value function of an associated variation problem.

OCSep 10, 2008
Convergence rates for an optimally controlled Ginzburg-Landau equation

Mattias Sandberg

An optimal control problem related to the probability of transition between stable states for a thermally driven Ginzburg-Landau equation is considered. The value function for the optimal control problem with a spatial discretization is shown to converge quadratically to the value function for the original problem. This is done by using that the value functions solve similar Hamilton-Jacobi equations, the equation for the original problem being defined on an infinite dimensional Hilbert space. Time discretization is performed using the Symplectic Euler method. Imposing a reasonable condition this method is shown to be convergent of order one in time, with a constant independent of the spatial discretization.

NAJan 30, 2009
The Forward Euler Scheme for Nonconvex Lipschitz Differential Inclusions Converges with Rate One

Mattias Sandberg

In a previous paper it was shown that the Forward Euler method applied to differential inclusions where the right-hand side is a Lipschitz continuous set-valued function with uniformly bounded, compact values, converges with rate one. The convergence, which was there in the sense of reachable sets, is in this paper strengthened to the sense of convergence of solution paths. An improvement of the error constant is given for the case when the set-valued function consists of a small number of smooth ordinary functions.

NAAug 26, 2016
Computable error estimates for finite element approximations of elliptic partial differential equations with rough stochastic data

Eric Joseph Hall, Håkon Hoel, Mattias Sandberg et al.

We derive computable error estimates for finite element approximations of linear elliptic partial differential equations (PDE) with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that standard a posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations. Derived using easily validated assumptions, these novel estimates can be computed at a relatively low cost and have applications to subsurface flow problems in geophysics where the conductivities are assumed to have lognormal distributions with low regularity. Our theory is supported by numerical experiments on test problems in one and two dimensions.

NAMay 12, 2015
Computational error estimates for Born-Oppenheimer molecular dynamics with nearly crossing potential surfaces

Christian Bayer, Hakon Hoel, Ashraful Kadir et al.

The difference of the values of observables for the time-independent Schroedinger equation, with matrix valued potentials, and the values of observables for ab initio Born-Oppenheimer molecular dynamics, of the ground state, depends on the probability to be in excited states and the electron/nuclei mass ratio. The paper first proves an error estimate (depending on the electron/nuclei mass ratio and the probability to be in excited states) for this difference of microcanonical observables, assuming that molecular dynamics space-time averages converge, with a rate related to the maximal Lyapunov exponent. The error estimate is uniform in the number of particles and the analysis does not assume a uniform lower bound on the spectral gap of the electron operator and consequently the probability to be in excited states can be large. A numerical method to determine the probability to be in excited states is then presented, based on Ehrenfest molecular dynamics and stability analysis of a perturbed eigenvalue problem.