Smooth structure

Summary

In mathematics, a smooth structure on a manifold allows for an unambiguous notion of smooth function. In particular, a smooth structure allows one to perform mathematical analysis on the manifold. Definition A smooth structure on a manifold M is a collection of smoothly equivalent smooth atlases. Here, a smooth atlas for a topological manifold M is an atlas for M such that each transition function is a smooth map, and two smooth atlases for M are smoothly equivalent provided their union is again a smooth atlas for M. This gives a natural equivalence relation on the set of smooth atlases. A smooth manifold is a topological manifold M together with a smooth structure on M. Maximal smooth atlases By taking the union of all atlases belonging to a smooth structure, we obtain a maximal smooth atlas. This atlas contains every chart that is compatible with the smooth structure

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https://en.wikipedia.org/wiki/Smooth_structure

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Riemannian Optimization for Solving High-Dimensional Problems with Low-Rank Tensor Structure

Michael Maximilian Steinlechner

In this thesis, we present a Riemannian framework for the solution of high-dimensional optimization problems with an underlying low-rank tensor structure. Here, the high-dimensionality refers to the size of the search space, while the cost function is scalar-valued. Such problems arise, for example, in the reconstruction of high-dimensional data sets and in the solution of parameter dependent partial differential equations. As the degrees of freedom grow exponentially with the number of dimensions, the so-called curse of dimensionality, directly solving the optimization problem is computationally unfeasible even for moderately high-dimensional problems. We constrain the optimization problem by assuming a low-rank tensor structure of the solution; drastically reducing the degrees of freedom. We reformulate this constrained optimization as an optimization problem on a manifold using the smooth embedded Riemannian manifold structure of the low-rank representations of the Tucker and tensor train formats. Exploiting this smooth structure, we derive efficient gradient-based optimization algorithms. In particular, we propose Riemannian conjugate gradient schemes for the solution of the tensor completion problem, where we aim to reconstruct a high-dimensional data set for which the vast majority of entries is unknown. For the solution of linear systems, we show how we can precondition the Riemannian gradient and leverage second-order information in an approximate Newton scheme. Finally, we describe a preconditioned alternating optimization scheme with subspace correction for the solution of high-dimensional symmetric eigenvalue problems.

EPFL2016

Multi-domain Fourier-continuation/WENO hybrid solver for conservation laws

Jan Sickmann Hesthaven

We introduce a multi-domain Fourier-continuation/WENO hybrid method (FC-WENO) that enables high-order and non-oscillatory solution of systems of nonlinear conservation laws, and which enjoys essentially dispersionless, spectral character away from discontinuities, as well as mild CFL constraints (comparable to those of finite difference methods). The hybrid scheme employs the expensive, shock-capturing WENO method in small regions containing discontinuities and the efficient FC method in the rest of the computational domain, yielding a highly effective overall scheme for applications with a mix of discontinuities and complex smooth structures. The smooth and discontinuous solution regions are distinguished using the multi-resolution procedure of Harten [J. Comput. Phys. 115 (1994) 319-338]. We consider WENO schemes of formal orders five and nine and a FC method of order five. The accuracy, stability and efficiency of the new hybrid method for conservation laws is investigated for problems with both smooth and non-smooth solutions. In the latter case, we solve the Euler equations for gas dynamics for the standard test case of a Mach three shock wave interacting with an entropy wave, as well as a shock wave (with Mach 1.25, three or six) interacting with a very small entropy wave and evaluate the efficiency of the hybrid FC-WENO method as compared to a purely WENO-based approach as well as alternative hybrid based techniques. We demonstrate considerable computational advantages of the new FC-based method, suggesting a potential of an order of magnitude acceleration over alternatives when extended to fully three-dimensional problems. (C) 2011 Elsevier Inc. All rights reserved.

Elsevier2011

We introduce a multi-dimensional point-wise multi-domain hybrid Fourier-Continuation/WENO technique (FC-WENO) that enables high-order and non-oscillatory solution of systems of nonlinear conservation laws, and essentially dispersionless, spectral, solution away from discontinuities, as well as mild CFL constraints for explicit time stepping schemes. The hybrid scheme conjugates the expensive, shock-capturing WENO method in small regions containing discontinuities with the efficient FC method in the rest of the computational domain, yielding a highly effective overall scheme for applications with a mix of discontinuities and complex smooth structures. The smooth and discontinuous solution regions are distinguished using the multi-resolution procedure of Harten [A. Harten, Adaptive multiresolution schemes for shock computations, J. Comput. Phys. 115 (1994) 319-338]. We consider a WENO scheme of formal order nine and a FC method of order five. The accuracy, stability and efficiency of the new hybrid method for conservation laws are investigated for problems with both smooth and non-smooth solutions. The Euler equations for gas dynamics are solved for the Mach 3 and Mach 1.25 shock wave interaction with a small, plain, oblique entropy wave using the hybrid FC-WENO, the pure WENO and the hybrid central difference-WENO (CD-WENO) schemes. We demonstrate considerable computational advantages of the new FC-based method over the two alternatives. Moreover, in solving a challenging two-dimensional Richtmyer-Meshkov instability (RMI), the hybrid solver results in seven-fold speedup over the pure WENO scheme. Thanks to the multi-domain formulation of the solver, the scheme is straightforwardly implemented on parallel processors using message passing interface as well as on Graphics Processing Units (GPUs) using CUDA programming language. The performance of the solver on parallel CPUs yields almost perfect scaling, illustrating the minimal communication requirements of the multi-domain strategy. For the same RMI test, the hybrid computations on a single GPU, in double precision arithmetics, displays five- to six-fold speedup over the hybrid computations on a single CPU. The relative speedup of the hybrid computation over the WENO computations on GPUs is similar to that on CPUs, demonstrating the advantage of hybrid schemes technique on both CPUs and GPUs. (C) 2013 Elsevier Inc. All rights reserved.

Elsevier2013