GLORIA

GEOMAR Library Ocean Research Information Access

You have 0 saved results.
Mark results and click the "Add To Watchlist" link in order to add them to this list.
feed icon rss

Your email was sent successfully. Check your inbox.

An error occurred while sending the email. Please try again.

Proceed reservation?

Export
  • 1
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: An efficient compression technique based on hierarchical tensors for popular option pricing methods is presented. It is shown that the “curse of dimensionality” can be alleviated for the computation of Bermudan option prices with the Monte Carlo least-squares approach as well as the dual martingale method, both using high-dimensional tensorized polynomial expansions. This discretization allows for a simple and computationally cheap evaluation of conditional expectations. Complexity estimates are provided as well as a description of the optimization procedures in the tensor train format. Numerical experiments illustrate the favourable accuracy of the proposed methods. The dynamical programming method yields results comparable to recent Neural Network based methods.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (22 Seiten, 332,25 KB) , Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2821
    Language: English
    Note: Literaturverzeichnis: Seite 18-20
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 2
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: Convergence of an adaptive collocation method for the stationary parametric diffusion equation with finite-dimensional affine coefficient is shown. The adaptive algorithm relies on a recently introduced residual-based reliable a posteriori error estimator. For the convergence proof, a strategy recently used for a stochastic Galerkin method with an hierarchical error estimator is transferred to the collocation setting.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (22 Seiten, 338,21 KB)
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2753
    Language: English
    Note: Literaturverzeichnis: Seite 18-19
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 3
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: A unsupervised learning approach for the computation of an explicit functional representation of a random vector Y is presented, which only relies on a finite set of samples with unknown distribution. Motivated by recent advances with computational optimal transport for estimating Wasserstein distances, we develop a newWasserstein multi-element polynomial chaos expansion (WPCE). It relies on the minimization of a regularized empirical Wasserstein metric known as debiased Sinkhorn divergence.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (37 Seiten, 10,17 MB) , Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2927
    Language: English
    Note: Literaturverzeichnis: Seite 30-35
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 4
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik (WIAS) Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: In this work a general approach to compute a compressed representation of the exponential exp(h) of a high-dimensional function h is presented. Such exponential functions play an important role in several problems in Uncertainty Quantification, e.g. the approximation of log-normal random fields or the evaluation of Bayesian posterior measures. Usually, these high-dimensional objects are intractable numerically and can only be accessed pointwise in sampling methods. In contrast, the proposed method constructs a functional representation of the exponential by exploiting its nature as a solution of an ordinary differential equation. The application of a Petrov–Galerkin scheme to this equation provides a tensor train representation of the solution for which we derive an efficient and reliable a posteriori error estimator. Numerical experiments with a log-normal random field and a Bayesian likelihood illustrate the performance of the approach in comparison to other recent low-rank representations for the respective applications. Although the present work considers only a specific differential equation, the presented method can be applied in a more general setting. We show that the composition of a generic holonomic function and a high-dimensional function corresponds to a differential equation that can be used in our method. Moreover, the differential equation can be modified to adapt the norm in the a posteriori error estimates to the problem at hand.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (27 Seiten, 364,96 KB)
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2844
    Language: English
    Note: Literaturverzeichnis: Seite 22-25
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 5
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: A fuzzy arithmetic framework for the efficient possibilistic propagation of shape uncertainties based on a novel fuzzy edge detection method is introduced. The shape uncertainties stem from a blurred image that encodes the distribution of two phases in a composite material. The proposed framework employs computational homogenisation to upscale the shape uncertainty to a fuzzy effective material. For this, many samples of a linear elasticity problem have to be computed, which is significantly sped up by a highly accurate low-rank tensor surrogate. To ensure the continuity of the underlying mapping from shape parametrisation to the upscaled material behaviour, a diffeomorphism is constructed by generating an appropriate family of meshes via transformation of a reference mesh. The shape uncertainty is then propagated to measure the distance of the upscaled material to the isotropic and orthotropic material class. Finally, the fuzzy effective material is used to compute bounds for the average displacement of a non-homogenized material with uncertain star-shaped inclusion shapes.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (36 Seiten, 2,32 MB) , Illustrationen, Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2907
    Language: English
    Note: Literaturverzeichnis: Seite 30-34
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 6
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: We present a novel method to approximate optimal feedback laws for nonlinar optimal control basedon low-rank tensor train (TT) decompositions. The approach is based on the Dirac-Frenkel variationalprinciple with the modification that the optimisation uses an empirical risk. Compared to currentstate-of-the-art TT methods, our approach exhibits a greatly reduced computational burden whileachieving comparable results. A rigorous description of the numerical scheme and demonstrations ofits performance are provided.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (26 Seiten, 403,39 KB) , Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2896
    Language: English
    Note: Literaturverzeichnis: Seite 20-24
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 7
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (28 Seiten, 4,65 MB) , Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2714
    Language: English
    Note: Literaturverzeichnis: Seite 20-22
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 8
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: Numerical methods for random parametric PDEs can greatly benefit from adaptive refinement schemes, in particular when functional approximations are computed as in stochastic Galerkin and stochastic collocations methods. This work is concerned with a non-intrusive generalization of the adaptive Galerkin FEM with residual based error estimation. It combines the non-intrusive character of a randomized least-squares method with the a posteriori error analysis of stochastic Galerkin methods. The proposed approach uses the Variational Monte Carlo method to obtain a quasi-optimal low-rank approximation of the Galerkin projection in a highly efficient hierarchical tensor format. We derive an adaptive refinement algorithm which is steered by a reliable error estimator. Opposite to stochastic Galerkin methods, the approach is easily applicable to a wide range of problems, enabling a fully automated adjustment of all discretization parameters. Benchmark examples with affine and (unbounded) lognormal coefficient fields illustrate the performance of the non-intrusive adaptive algorithm, showing best-in-class performance.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (27 Seiten, 521,09 KB) , Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2897
    Language: English
    Note: Literaturverzeichnis: Seite 18-22
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 9
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: Topology optimisation is a mathematical approach relevant to different engineering problems where the distribution of material in a defined domain is distributed in some optimal way, subject to a predefined cost function representing desired (e.g., mechanical) properties and constraints. The computation of such an optimal distribution depends on the numerical solution of some physical model (in our case linear elasticity) and robustness is achieved by introducing uncertainties into the model data, namely the forces acting on the structure and variations of the material stiffness, rendering the task high-dimensional and computationally expensive. To alleviate this computational burden, we develop two neural network architectures (NN) that are capable of predicting the gradient step of the optimisation procedure. Since state-of-the-art methods use adaptive mesh refinement, the neural networks are designed to use a sufficiently fine reference mesh such that only one training phase of the neural network suffices. As a first architecture, a convolutional neural network is adapted to the task. To include sequential information of the optimisation process, a recurrent neural network is constructed as a second architecture. A common 2D bridge benchmark is used to illustrate the performance of the proposed architectures. It is observed that the NN prediction of the gradient step clearly outperforms the classical optimisation method, in particular since larger iteration steps become viable
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (39 Seiten, 32,65 MB) , Illustrationen, Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2982
    Language: English
    Note: Literaturverzeichnis: Seite 33-34
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
  • 10
    Online Resource
    Online Resource
    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik Leibniz-Institut im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: Imperfections and inaccuracies in real technical products often influence the mechanical behavior and the overall structural reliability. The prediction of real stress states and possibly resulting failure mechanisms is essential and a real challenge, e.g. in the design process. In this contribution, imperfections in elastic materials such as air voids in adhesive bonds between fiberreinforced composites are investigated. They are modeled as arbitrarily shaped and positioned. The focus is on local displacement values as well as on associated stress concentrations caused by the imperfections. For this purpose, the resulting complex random one-scale finite element model is numerically solved by a new developed surrogate model using an overlapping domain decomposition scheme based on Schwarz alternating method. Here, the actual response of local subproblems associated with isolated material imperfections is determined by a single appropriate surrogate model, that allows for an accelerated propagation of randomness. The efficiency of the method is demonstrated for imperfections with elliptical and ellipsoidal shape in 2D and 3D and extended to arbitrarily shaped voids. For the latter one, a local surrogate model based on artificial neural networks (ANN) is constructed. Finally, a comparison to experimental results validates the numerical predictions for a real engineering problem.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (22 Seiten, 9,16 MB) , Illustrationen, Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2928
    Language: English
    Note: Literaturverzeichnis: Seite 19-20
    Location Call Number Limitation Availability
    BibTip Others were also interested in ...
Close ⊗
This website uses cookies and the analysis tool Matomo. More information can be found here...