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At least 19 records

Tackling the curse of dimensionality in fractional and tempered fractional PDEs with physics-informed neural networks

Fractional and tempered fractional partial differential equations (PDEs) are effective models of long-range interactions, anomalous diffusion, and non-local effects. Traditional numerical methods for these problems are mesh-based, thus struggling with the curse of dimensionality (CoD). Physics-informed neural networks (PINNs) offer a promising solution due to their universal approximation, generalization ability, and mesh-free training. In principle, Monte Carlo fractional PINN (MC-fPINN) estimates fractional derivatives using Monte Carlo methods and thus could lift CoD. However, this may cause significant variance and errors, hence affecting convergence; in addition, MC-fPINN is sensitive to hyperparameters. In general, numerical methods and specifically PINNs for tempered fractional PDEs are under-developed. Herein, we extend MC-fPINN to tempered fractional PDEs to address these issues, resulting in the Monte Carlo tempered fractional PINN (MC-tfPINN). To reduce possible high variance and errors from Monte Carlo sampling, we replace the one-dimensional (1D) Monte Carlo with 1D Gaussian quadrature, applicable to both MC-fPINN and MC-tfPINN. We validate our methods on various forward and inverse problems of fractional and tempered fractional PDEs, scaling up to 100,000 dimensions. Our improved MC-fPINN/MC-tfPINN using quadrature consistently outperforms the original versions in accuracy and convergence speed in very high dimensions.

42 ENGINEERING↗

Separable physics-informed DeepONet: Breaking the curse of dimensionality in physics-informed machine learning

The deep operator network (DeepONet) has shown remarkable potential in solving partial differential equations (PDEs) by mapping between infinite-dimensional function spaces using labeled datasets. However, in scenarios lacking labeled data, the physics-informed DeepONet (PI-DeepONet) approach, which utilizes the residual loss of the governing PDE to optimize the network parameters, faces significant computational challenges, particularly due to the curse of dimensionality. This limitation has hindered its application to high-dimensional problems, making even standard 3D spatial with 1D temporal problems computationally prohibitive. Additionally, the computational requirement increases exponentially with the discretization density of the domain. Here, to address these challenges and enhance scalability for high-dimensional PDEs, we introduce the Separable physics-informed DeepONet (Sep-PI-DeepONet). This framework employs a factorization technique, utilizing sub-networks for individual one-dimensional coordinates, thereby reducing the number of forward passes and the size of the Jacobian matrix required for gradient computations. By incorporating forward-mode automatic differentiation (AD), we further optimize computational efficiency, achieving linear scaling of computational cost with discretization density and dimensionality, making our approach highly suitable for high-dimensional PDEs. We demonstrate the effectiveness of Sep-PI-DeepONet through three benchmark PDE models: the viscous Burgers’ equation, Biot’s consolidation theory, and a parameterized heat equation. Our framework maintains accuracy comparable to the conventional PI-DeepONet while reducing training time by two orders of magnitude. Notably, for the heat equation solved as a 4D problem, the conventional PI-DeepONet was computationally infeasible (estimated 289.35 h), while the Sep-PI-DeepONet completed training in just 2.5 h. These results underscore the potential of Sep-PI-DeepONet in efficiently solving complex, high-dimensional PDEs, marking a significant advancement in physics-informed machine learning.

Neural operator↗

Overcoming the Bellman's curse of dimensionality in large optimization problems

Decomposition of large problems into a hierarchic pyramid of subproblems was proposed in the literature as a means for optimization of engineering systems too large for all-in-one optimization. This decomposition was established heuristically. The dynamic programming (DP) method due to Bellman was augmented with an optimum sensitivity analysis that provides a mathematical basis for the above decomposition, and overcomes the curse of dimensionality that limited the original formulation of DP. Numerical examples are cited.

Sobieszczanski-Sobieski, Jaroslaw↗

Challenging the Curse of Dimensionality in Multidimensional Numerical Integration by Using a Low-Rank Tensor-Train Format

Numerical integration is a basic step in the implementation of more complex numerical algorithms suitable, for example, to solve ordinary and partial differential equations. The straightforward extension of a one-dimensional integration rule to a multidimensional grid by the tensor product of the spatial directions is deemed to be practically infeasible beyond a relatively small number of dimensions, e.g., three or four. In fact, the computational burden in terms of storage and floating point operations scales exponentially with the number of dimensions. This phenomenon is known as the curse of dimensionality and motivated the development of alternative methods such as the Monte Carlo method. The tensor product approach can be very effective for high-dimensional numerical integration if we can resort to an accurate low-rank tensor-train representation of the integrand function. In this work, we discuss this approach and present numerical evidence showing that it is very competitive with the Monte Carlo method in terms of accuracy and computational costs up to several hundredths of dimensions if the integrand function is regular enough and a sufficiently accurate low-rank approximation is available.

97 MATHEMATICS AND COMPUTING↗

Breaking the curse of dimensionality: Solving configurational integrals for crystalline solids by tensor networks

Accurately evaluating configurational integrals for dense solids remains a central and difficult challenge in the statistical mechanics of condensed systems. Here, we present a tensor network approach that reformulates the high-dimensional configurational integral for identical-particle crystals into a sequence of computationally efficient summations. We represent the integrand as a high-dimensional tensor and apply tensor-train (TT) decomposition together with a custom TT-cross interpolation. This approach circumvents the need to explicitly construct the full tensor. We introduce tailored rank-1 and rank-2 schemes optimized for sharply peaked Boltzmann probability densities, typical for identical-particle crystals. When applied to the calculation of internal energy and pressure-temperature curves for crystalline Cu and Ar at high (GPa) pressures, as well as the alpha-to-beta phase transition diagram of Sn, our method accurately reproduces molecular dynamics simulation results using tight-binding, machine learning, hierarchical interacting particle–neural network, and modified embedded atom method potentials,all within seconds of computation time.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Discovering Planetary Nebula Geometries: Explorations with a Hierarchy of Models

Astronomical objects known as planetary nebulae (PNe) consist of a shell of gas expelled by an aging medium-sized star as it makes its transition from a red giant to a white dwarf. In many cases this gas shell can be approximately described as a prolate ellipsoid. Knowledge of the physics of ionization processes in this gaseous shell enables us to construct a model in three dimensions (3D) called the Ionization-Bounded Prolate Ellipsoidal Shell model (IBPES model). Using this model we can generate synthetic nebular images, which can be used in conjunction with Hubble Space Telescope (HST) images of actual PNe to perform Bayesian model estimation. Since the IBPES model is characterized by thirteen parameters, model estimation requires the search of a 13-dimensional parameter space. The 'curse of dimensionality,' compounded by a computationally intense forward problem, makes forward searches extremely time-consuming and frequently causes them to become trapped in local solutions. We find that both the speed and of the search can be improved by judiciously reducing the dimensionality of the search space. Our basic approach employs a hierarchy of models of increasing complexity that converges to the IBPES model. Earlier studies establish that a hierarchical sequence converges more quickly, and to a better solution, than a search relying only on the most complex model. Here we report results for a hierarchy of five models. The first three models treat the nebula as a 2D image, while the last two models explore its characteristics as a 3D object and enable us to characterize the physics of the nebula. This five-model hierarchy is applied to HST images of ellipsoidal PNe to estimate their geometric properties and gas density profiles.

Huyser, Karen A.↗

Flow-driven spectral chaos (FSC) method for simulating long-time dynamics of arbitrary-order non-linear stochastic dynamical systems

Uncertainty quantification techniques such as the time-dependent generalized polynomial chaos (TD-gPC) use an adaptive orthogonal basis to better represent the stochastic part of the solution space (aka random function space) in time. However, because the random function space is constructed using tensor products, TD-gPC-based methods are known to suffer from the curse of dimensionality. Here, we introduce a new numerical method called the flow-driven spectral chaos (FSC) which overcomes this curse of dimensionality at the random-function-space level. The proposed method is not only computationally more efficient than existing TD-gPC-based methods but is also far more accurate. The FSC method uses the concept of enriched stochastic flow maps to track the evolution of a finite-dimensional random function space efficiently in time. To transfer the probability information from one random function space to another, two approaches are developed and studied herein. In the first approach, the probability information is transferred in the mean-square sense, whereas in the second approach the transfer is done exactly using a new theorem that was developed for this purpose. The FSC method can quantify uncertainties with high fidelity, especially for the long-time response of stochastic dynamical systems governed by ODEs of arbitrary order. Six representative numerical examples, including a nonlinear problem (the Van-der-Pol oscillator), are presented to demonstrate the performance of the FSC method and corroborate the claims of its superior numerical properties. Finally, a parametric, high-dimensional stochastic problem is used to demonstrate that when the FSC method is used in conjunction with Monte Carlo integration, the curse of dimensionality can be overcome altogether.

(nonlinear) stochastic dynamical systems↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

ASGarD: Adaptive Sparse Grid Discretization

Many areas of science exhibit physical processes that are described by high dimensional partial differential equations (PDEs), e.g., the 4D, 5D and 6D models describing magnetized fusion plasmas, models describing quantum chemistry, or derivatives pricing. Such problems are affected by the so-called “curse of dimensionality” where the number of degrees of freedom (or unknowns) required to be solved for scales as N D where N is the number of grid points in any given dimension D. A simple, albeit naive, 6D example is demonstrated in the left panel of Figure 1. With N = 1000 grid points in each dimension, the memory required just to store the solution vector, not to mention forming the matrix required to advance such a system in time, would exceed an exabyte - and also the available memory on the largest of supercomputers available today. The right panel of Figure 1 demonstrates potential savings for a range of problem dimensionalities and grid resolution. While there are methods to simulate such high-dimensional systems, they are mostly based on Monte-Carlo methods, which rely on a statistical sampling such that the resulting solutions include noise. Since the noise in such methods can only be reduced at a rate proportional to $\sqrt{N_p}$ where N p is the number of Monte-Carlo samples, there is a need for continuum, or grid/mesh-based methods for high-dimensional problems, which both do not suffer from noise and bypass the curse of dimensionality. We present a simulation framework that provides such a method using adaptive sparse grids.

97 MATHEMATICS AND COMPUTING↗

A Local Macroscopic Conservative (LoMaC) Low Rank Tensor Method for the Vlasov Dynamics

Abstract In this paper, we propose a novel Local Macroscopic Conservative (LoMaC) low rank tensor method for simulating the Vlasov-Poisson (VP) system. The LoMaC property refers to the exact local conservation of macroscopic mass, momentum and energy at the discrete level. This is a follow-up work of our previous development of a conservative low rank tensor approach for Vlasov dynamics ( arXiv:2201.10397 ). In that work, we applied a low rank tensor method with a conservative singular value decomposition to the high dimensional VP system to mitigate the curse of dimensionality, while maintaining the local conservation of mass and momentum. However, energy conservation is not guaranteed, which is a critical property to avoid unphysical plasma self-heating or cooling. The new ingredient in the LoMaC low rank tensor algorithm is that we simultaneously evolve the macroscopic conservation laws of mass, momentum and energy using a flux-difference form with kinetic flux vector splitting; then the LoMaC property is realized by projecting the low rank kinetic solution onto a subspace that shares the same macroscopic observables by a conservative orthogonal projection. The algorithm is extended to the high dimensional problems by hierarchical Tuck decomposition of solution tensors and a corresponding conservative projection algorithm. Extensive numerical tests on the VP system are showcased for the algorithm’s efficacy.

Guo, Wei↗

Projection pursuit adaptation on polynomial chaos expansions

Here, the present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos expansions (PCE) were recently proposed to construct low-dimensional approximations adapted to specific quantities of interest (QoI). The present paper addresses one difficulty with these adaptations, namely their reliance on quadrature point sampling, which limits the reusability of potentially expensive samples. Projection pursuit (PP) is a statistical tool to find the “interesting” projections in high-dimensional data and thus bypass the curse-of-dimensionality. In the present work, we combine the fundamental ideas of basis adaptation and projection pursuit regression (PPR) to propose a novel method to simultaneously learn the optimal low-dimensional spaces and PCE representation from given data. While this projection pursuit adaptation (PPA) can be entirely data-driven, the constructed approximation exhibits mean-square convergence to the solution of an underlying governing equation and thus captures the supports and probability distributions associated with the physics constraints. The proposed approach is demonstrated on a borehole problem and a structural dynamics problem, demonstrating the versatility of the method and its ability to discover low-dimensional manifolds with high accuracy with limited data. In addition, the method can learn surrogate models for different quantities of interest while reusing the same data set.

97 MATHEMATICS AND COMPUTING↗

Fast Query-Optimized Kernel-Machine Classification

A recently developed algorithm performs kernel-machine classification via incremental approximate nearest support vectors. The algorithm implements support-vector machines (SVMs) at speeds 10 to 100 times those attainable by use of conventional SVM algorithms. The algorithm offers potential benefits for classification of images, recognition of speech, recognition of handwriting, and diverse other applications in which there are requirements to discern patterns in large sets of data. SVMs constitute a subset of kernel machines (KMs), which have become popular as models for machine learning and, more specifically, for automated classification of input data on the basis of labeled training data. While similar in many ways to k-nearest-neighbors (k-NN) models and artificial neural networks (ANNs), SVMs tend to be more accurate. Using representations that scale only linearly in the numbers of training examples, while exploring nonlinear (kernelized) feature spaces that are exponentially larger than the original input dimensionality, KMs elegantly and practically overcome the classic curse of dimensionality. However, the price that one must pay for the power of KMs is that query-time complexity scales linearly with the number of training examples, making KMs often orders of magnitude more computationally expensive than are ANNs, decision trees, and other popular machine learning alternatives. The present algorithm treats an SVM classifier as a special form of a k-NN. The algorithm is based partly on an empirical observation that one can often achieve the same classification as that of an exact KM by using only small fraction of the nearest support vectors (SVs) of a query. The exact KM output is a weighted sum over the kernel values between the query and the SVs. In this algorithm, the KM output is approximated with a k-NN classifier, the output of which is a weighted sum only over the kernel values involving k selected SVs. Before query time, there are gathered statistics about how misleading the output of the k-NN model can be, relative to the outputs of the exact KM for a representative set of examples, for each possible k from 1 to the total number of SVs. From these statistics, there are derived upper and lower thresholds for each step k. These thresholds identify output levels for which the particular variant of the k-NN model already leans so strongly positively or negatively that a reversal in sign is unlikely, given the weaker SV neighbors still remaining. At query time, the partial output of each query is incrementally updated, stopping as soon as it exceeds the predetermined statistical thresholds of the current step. For an easy query, stopping can occur as early as step k = 1. For more difficult queries, stopping might not occur until nearly all SVs are touched. A key empirical observation is that this approach can tolerate very approximate nearest-neighbor orderings. In experiments, SVs and queries were projected to a subspace comprising the top few principal- component dimensions and neighbor orderings were computed in that subspace. This approach ensured that the overhead of the nearest-neighbor computations was insignificant, relative to that of the exact KM computation.

Mazzoni, Dominic↗

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

Decimated Input Ensembles for Improved Generalization

Recently, many researchers have demonstrated that using classifier ensembles (e.g., averaging the outputs of multiple classifiers before reaching a classification decision) leads to improved performance for many difficult generalization problems. However, in many domains there are serious impediments to such "turnkey" classification accuracy improvements. Most notable among these is the deleterious effect of highly correlated classifiers on the ensemble performance. One particular solution to this problem is generating "new" training sets by sampling the original one. However, with finite number of patterns, this causes a reduction in the training patterns each classifier sees, often resulting in considerably worsened generalization performance (particularly for high dimensional data domains) for each individual classifier. Generally, this drop in the accuracy of the individual classifier performance more than offsets any potential gains due to combining, unless diversity among classifiers is actively promoted. In this work, we introduce a method that: (1) reduces the correlation among the classifiers; (2) reduces the dimensionality of the data, thus lessening the impact of the 'curse of dimensionality'; and (3) improves the classification performance of the ensemble.

Tumer, Kagan↗

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

42 ENGINEERING↗

Deep learning to estimate permeability using geophysical data

Time-lapse electrical resistivity tomography (ERT) is a popular geophysical method to estimate three-dimensional (3D) permeability fields from electrical potential difference measurements. Traditional inversion and data assimilation methods are used to ingest this ERT data into hydrogeophysical models to estimate permeability. Due to ill-posedness and the curse of dimensionality, existing inversion strategies provide poor estimates and low resolution of the 3D permeability field. Recent advances in deep learning provide us with powerful algorithms to overcome this challenge. This paper presents a deep learning (DL) framework to estimate the 3D subsurface permeability from time-lapse ERT data. To test the feasibility of the proposed framework, we train DL-enabled inverse models on simulation data. Each measurement in both synthetic and field data is standardized by removing the mean and scaling the time-series to unit variance. This pre-processing step is necessary to bring simulation data closer to field observations. Subsurface process models based on hydrogeophysics are used to generate this synthetic data. Training performed on limited simulation data resulted in the DL model over-fitting. An advanced data augmentation based on mixup is implemented to generate additional training samples to overcome this issue. This mixup technique creates weakly labeled (low-fidelity) samples from strongly labeled (high-fidelity) data. The weakly labeled training data is then used to develop DL-enabled inverse models and reduce over-fitting. As both time-lapse ERT (1133048 features/realization) and 3D permeability (585453 features/realization) data samples are from a high-dimensional space, principal component analysis (PCA) is employed to reduce dimensionality. Encoded ERT and encoded permeability are generated using the trained PCA estimators. A deep neural network is then trained to map the encoded ERT to encoded permeability. This mixup training and unsupervised learning allowed us to build a fast and reasonably accurate DL-based inverse model under limited simulation data. Results show that proposed weak supervised learning can capture salient spatial features in the 3D permeability field. Quantitatively, the average mean squared error (in terms of the natural log) on the strongly labeled training, validation, and test datasets is less than 0.5. The R 2 -score (global metric) is greater than 0.75, and the percent error in each cell (local metric) is less than 10%. Finally, an added benefit in terms of computational cost is that the proposed DL-based inverse model is at least O(10 4 ) times faster than running a forward model once it is trained. Data generation, DL model training, and hyperparameter tuning to identify optimal neural network architectures utilized high-performance computing resources while the DL inference is performed on a standard laptop. Approximately, O(10 5 ) processor hours are used for generating data and DL tuning and training. We acknowledge that the data generation and DL model development are expensive. But once a DL model is trained, it can be re-used for inversion rapidly for the given system, with set physics and domain. Note that traditional inversion may require multiple forward model simulations (e.g., in the order of 10 to 1000), which are very expensive. This computational savings ≈ O(10 5 ) – O(10 7 )) makes the proposed DL-based inverse model attractive for subsurface imaging and real-time ERT monitoring applications due to fast and yet reasonably accurate estimations of permeability field.

58 GEOSCIENCES↗

Dimensionality Reduction Through Classifier Ensembles

In data mining, one often needs to analyze datasets with a very large number of attributes. Performing machine learning directly on such data sets is often impractical because of extensive run times, excessive complexity of the fitted model (often leading to overfitting), and the well-known "curse of dimensionality." In practice, to avoid such problems, feature selection and/or extraction are often used to reduce data dimensionality prior to the learning step. However, existing feature selection/extraction algorithms either evaluate features by their effectiveness across the entire data set or simply disregard class information altogether (e.g., principal component analysis). Furthermore, feature extraction algorithms such as principal components analysis create new features that are often meaningless to human users. In this article, we present input decimation, a method that provides "feature subsets" that are selected for their ability to discriminate among the classes. These features are subsequently used in ensembles of classifiers, yielding results superior to single classifiers, ensembles that use the full set of features, and ensembles based on principal component analysis on both real and synthetic datasets.

Oza, Nikunj C.↗