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  • 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: We propose a new kernel learning approach based on efficient low-rank tensor compression for Gaussian process (GP) regression. The central idea is to compose a low-rank function represented in a hierarchical tensor format with a GP covariance function. Compared to similar deep neural network architectures, this approach facilitates to learn significantly more expressive features at lower computational costs as illustrated in the examples. Additionally, over-fitting is avoided with this compositional model by taking advantage of its inherent regularisation properties. Estimates of the generalisation error are compared to five baseline models on three synthetic and six real-world data sets. The experimental results show that the incorporated tensor network enables a highly accurate GP regression with a comparatively low number of trainable parameters. The observed performance is clearly superior (usually by an order of magnitude in mean squared error) to all examined standard models, in particular to deep neural networks with more than 1000 times as many parameters.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (22 Seiten, 360,70 KB)
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2981
    Language: English
    Note: Literaturverzeichnis: Seite 10-14
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  • 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: 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
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  • 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: Ensemble methods have become ubiquitous for the solution of Bayesian inference problems. State-of-the-art Langevin samplers such as the Ensemble Kalman Sampler (EKS), Affine Invariant Langevin Dynamics (ALDI) or its extension using weighted covariance estimates rely on successive evaluations of the forward model or its gradient. A main drawback of these methods hence is their vast number of required forward calls as well as their possible lack of convergence in the case of more involved posterior measures such as multimodal distributions. The goal of this paper is to address these challenges to some extend. First, several possible adaptive ensemble enrichment strategies that successively enlarge the number of particles in the underlying Langevin dynamics are discusses that in turn lead to a significant reduction of the total number of forward calls. Second, analytical consistency guarantees of the ensemble enrichment method are provided for linear forward models. Third, to address more involved target distributions, the method is extended by applying adapted Langevin dynamics based on a homotopy formalism for which convergence is proved. Finally, numerical investigations of several benchmark problems illustrates the possible gain of the proposed method, comparing it to state-of-the-art Langevin samplers.
    Type of Medium: Online Resource
    Pages: 1 Online-Ressource (54 Seiten, 1,40 MB) , Illustrationen, Diagramme
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik no. 2987
    Language: English
    Note: Literaturverzeichnis: Seite 35-38
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  • 4
    Online Resource
    Online Resource
    Berlin : Weierstraß-Inst. für Angewandte Analysis und Stochastik Leibniz-Inst. im Forschungsverbund Berlin e.V.
    Keywords: Forschungsbericht
    Description / Table of Contents: Equilibration error estimators have been shown to commonly lead to very accurate guaranteed error bounds in the a posteriori error control of finite element methods for second order elliptic equations. Here, we extend previous results by the design of equilibrated fluxes for higher-order finite element methods with nonconstant coefficients and illustrate the favourable performance of different variants of the error estimator within two deterministic benchmark settings. After the introduction of the respective parametric problem with stochastic coefficients and the stochastic Galerkin FEM discretisation, a novel a posteriori error estimator for the stochastic error in the energy norm is devised. The error estimation is based on the stochastic residual and its decomposition into approximation residuals and a truncation error of the stochastic discretisation. Importantly, by using the derived deterministic equilibration techniques for the approximation residuals, the computable error bound is guaranteed for the considered class of problems. An adaptive algorithm allows the simultaneous refinement of the deterministic mesh and the stochastic discretisation in anisotropic Legendre polynomial chaos. Several stochastic benchmark problems illustrate the efficiency of the adaptive process.
    Type of Medium: Online Resource
    Pages: Online-Ressource (PDF-Datei: 28 S., 613 KB) , graph. Darst.
    Series Statement: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik 1997
    Language: English
    Note: Systemvoraussetzungen: Acrobat reader.
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  • 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
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  • 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: 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
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  • 7
    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
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  • 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: 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
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  • 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: 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
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  • 10
    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
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