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- ItemEfficient approximation of high-dimensional exponentials by tensor networks(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2021) Eigel, Martin; Farchmin, Nando; Heidenreich, Sebastian; Trunschke, PhilippIn 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.
- ItemAdaptive non-intrusive reconstruction of solutions to high-dimensional parametric PDEs(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2021) Eigel, Martin; Farchmin, Nando; Heidenreich, Sebastian; Trunschke, PhilippNumerical 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
- ItemModeling of line roughness and its impact on the diffraction intensities and the reconstructed critical dimensions in scatterometry(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2012) Gross, Hermann; Henn, Mark-Alexander; Heidenreich, Sebastian; Rathsfeld, Andreas; Bär, MarkusWe investigate the impact of line edge and line width roughness (LER, LWR) on the measured diffraction intensities in angular resolved extreme ultraviolet (EUV) scatterometry for a periodic line-space structure designed for EUV lithography. LER and LWR with typical amplitudes of a few nanometers were previously neglected in the course of the profile reconstruction. The 2D rigorous numerical simulations of the diffraction process for periodic structures are carried out with the finite element method (FEM) providing a numerical solution of the two-dimensional Helmholtz equation. To model roughness, multiple calculations are performed for domains with large periods, containing many pairs of line and space with stochastically chosen line and space widths. A systematic decrease of the mean efficiencies for higher diffraction orders along with increasing variances is observed and established for different degrees of roughness. ...