论文标题
具有周期性边界条件的高维扩散方程的压缩傅立叶搭配方法
Compressive Fourier collocation methods for high-dimensional diffusion equations with periodic boundary conditions
论文作者
论文摘要
高维偏微分方程(PDE)是一种流行的数学建模工具,其应用从财务到计算化学不等。但是,用于解决这些PDE的标准数值技术通常受维度诅咒的影响。在这项工作中,我们应对这一挑战,同时着重于在具有周期性边界条件的高维域上定义的固定扩散方程。受到高维度稀疏功能近似进展的启发,我们提出了一种称为压缩傅立叶搭配的新方法。我们的方法结合了压缩感测和光谱搭配的想法,取代了结构化搭配网格用蒙特卡洛采样的使用,并采用了稀疏的恢复技术,例如正交匹配的追踪和$ \ ell^1 $最小化,以近似PDE解决方案的傅立叶级别。我们进行了严格的理论分析,表明所提出方法的近似误差与最佳$ s $ term近似(相对于傅立叶基础)与解决方案相媲美。我们的分析使用了最近引入的随机采样框架,我们的分析表明,在足够条件下,根据扩散系数的规律性,压缩傅立叶搭配方法相对于搭配点的数量减轻了维数的诅咒。我们还提出了数值实验,以说明稀疏和可压缩溶液近似方法的准确性和稳定性。
High-dimensional Partial Differential Equations (PDEs) are a popular mathematical modelling tool, with applications ranging from finance to computational chemistry. However, standard numerical techniques for solving these PDEs are typically affected by the curse of dimensionality. In this work, we tackle this challenge while focusing on stationary diffusion equations defined over a high-dimensional domain with periodic boundary conditions. Inspired by recent progress in sparse function approximation in high dimensions, we propose a new method called compressive Fourier collocation. Combining ideas from compressive sensing and spectral collocation, our method replaces the use of structured collocation grids with Monte Carlo sampling and employs sparse recovery techniques, such as orthogonal matching pursuit and $\ell^1$ minimization, to approximate the Fourier coefficients of the PDE solution. We conduct a rigorous theoretical analysis showing that the approximation error of the proposed method is comparable with the best $s$-term approximation (with respect to the Fourier basis) to the solution. Using the recently introduced framework of random sampling in bounded Riesz systems, our analysis shows that the compressive Fourier collocation method mitigates the curse of dimensionality with respect to the number of collocation points under sufficient conditions on the regularity of the diffusion coefficient. We also present numerical experiments that illustrate the accuracy and stability of the method for the approximation of sparse and compressible solutions.