scholarly journals Subspace Reduction for Stochastic Planar Elasticity

2021 ◽  
Vol 3 (1) ◽  
pp. 1-13
Author(s):  
Harri Hakula ◽  
Mikael Laaksonen

Stochastic eigenvalue problems are nonlinear and multiparametric. They require their own solution methods and remain one of the challenge problems in computational mechanics. For the simplest possible reference problems, the key is to have a cluster of at the low end of the spectrum. If the inputs, domain or material, are perturbed, the cluster breaks and tracing of the eigenpairs become difficult due to possible crossing of the modes. In this paper we have shown that the eigenvalue crossing can occur within clusters not only by perturbations of the domain, but also of material parameters. What is new is that in this setting, the crossing can be controlled; that is, the effect of the perturbations can actually be predicted. Moreover, the basis of the subspace is shown to be a well-defined concept and can be used for instance in low-rank approximation of solutions of problems with static loading. In our industrial model problem, the reduction in solution times is significant.

2020 ◽  
Vol 14 (12) ◽  
pp. 2791-2798
Author(s):  
Xiaoqun Qiu ◽  
Zhen Chen ◽  
Saifullah Adnan ◽  
Hongwei He

2020 ◽  
Vol 6 ◽  
pp. 922-933
Author(s):  
M. Amine Hadj-Youcef ◽  
Francois Orieux ◽  
Alain Abergel ◽  
Aurelia Fraysse

2021 ◽  
Vol 11 (10) ◽  
pp. 4582
Author(s):  
Kensuke Tanioka ◽  
Satoru Hiwa

In the domain of functional magnetic resonance imaging (fMRI) data analysis, given two correlation matrices between regions of interest (ROIs) for the same subject, it is important to reveal relatively large differences to ensure accurate interpretation. However, clustering results based only on differences tend to be unsatisfactory and interpreting the features tends to be difficult because the differences likely suffer from noise. Therefore, to overcome these problems, we propose a new approach for dimensional reduction clustering. Methods: Our proposed dimensional reduction clustering approach consists of low-rank approximation and a clustering algorithm. The low-rank matrix, which reflects the difference, is estimated from the inner product of the difference matrix, not only from the difference. In addition, the low-rank matrix is calculated based on the majorize–minimization (MM) algorithm such that the difference is bounded within the range −1 to 1. For the clustering process, ordinal k-means is applied to the estimated low-rank matrix, which emphasizes the clustering structure. Results: Numerical simulations show that, compared with other approaches that are based only on differences, the proposed method provides superior performance in recovering the true clustering structure. Moreover, as demonstrated through a real-data example of brain activity measured via fMRI during the performance of a working memory task, the proposed method can visually provide interpretable community structures consisting of well-known brain functional networks, which can be associated with the human working memory system. Conclusions: The proposed dimensional reduction clustering approach is a very useful tool for revealing and interpreting the differences between correlation matrices, even when the true differences tend to be relatively small.


2021 ◽  
Vol 47 (2) ◽  
pp. 1-34
Author(s):  
Umberto Villa ◽  
Noemi Petra ◽  
Omar Ghattas

We present an extensible software framework, hIPPYlib, for solution of large-scale deterministic and Bayesian inverse problems governed by partial differential equations (PDEs) with (possibly) infinite-dimensional parameter fields (which are high-dimensional after discretization). hIPPYlib overcomes the prohibitively expensive nature of Bayesian inversion for this class of problems by implementing state-of-the-art scalable algorithms for PDE-based inverse problems that exploit the structure of the underlying operators, notably the Hessian of the log-posterior. The key property of the algorithms implemented in hIPPYlib is that the solution of the inverse problem is computed at a cost, measured in linearized forward PDE solves, that is independent of the parameter dimension. The mean of the posterior is approximated by the MAP point, which is found by minimizing the negative log-posterior with an inexact matrix-free Newton-CG method. The posterior covariance is approximated by the inverse of the Hessian of the negative log posterior evaluated at the MAP point. The construction of the posterior covariance is made tractable by invoking a low-rank approximation of the Hessian of the log-likelihood. Scalable tools for sample generation are also discussed. hIPPYlib makes all of these advanced algorithms easily accessible to domain scientists and provides an environment that expedites the development of new algorithms.


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