针对高维椭圆型方程,提出自适应随机特征方法,显著降低计算量并提升精度。
A Structure-Adaptive Random Feature Method for High-Dimensional Elliptic PDEs
- 基于残差的Sobol指数筛选坐标块,结合预测梯度识别低秩特征。
- 在维度50下准确恢复三对支持结构,误差比全维方法降低34至100倍。
- 适合处理高维强交互问题,尤其适用于结构可分解的科学计算场景。
随机特征方法将高维椭圆型偏微分方程的配点问题转化为线性系数问题,但全维试函数空间忽略了低维结构。我们提出层次化方差分析随机特征法(HA-RFM),通过闭式Sobol指数筛选坐标块,从拟合预测梯度中识别斜向低秩特征,并在正则化最小二乘求解中联合所有保留特征。在结构与稳定性假设下,建立了$L^2$误差界,关联解与残差截断、有限宽度近似及正则化有限样本拟合。推导出宽度与结构恢复保证:固定交互阶数时,宽度关于维度为多项式增长;在均匀结构控制下,高阶贡献维度无关。残差筛选实现指定三对支持的精确恢复;拟合预测梯度在维度50下恢复斜向方向。随机脊测试显示,额外宽度不足1%即可使误差下降14–39倍(相比坐标块)和34–100倍(相比等宽全维RFM)。半线性计算将方法扩展至维度100,密集与分布式交互揭示更广结构所需的坐标族。
原文摘要 · Abstract (English)
Random-feature methods reduce high-dimensional elliptic PDE collocation to linear coefficient problems, but full-dimensional trial spaces overlook lower-dimensional structure. We introduce the Hierarchical Analysis-of-Variance Random Feature Method (HA-RFM), which selects coordinate blocks using closed Sobol indices of the PDE residual, identifies oblique low-rank features from fitted-predictor gradients, and couples all retained features in one regularized least-squares solve. Under structural and stability hypotheses, we establish an $L^2$ error bound that links solution and residual truncation to finite-width approximation and regularized finite-sample fitting, and we derive guarantees for width and structure recovery. The resulting width is polynomial in the dimension at fixed interaction order, with dimension-independent higher-order contributions under uniform structural control. Residual screening achieves exact recovery of the prescribed three-pair support, while fitted-predictor gradients recover oblique directions through dimension $50$. In random-ridge tests, less than $1\%$ additional width reduces errors by factors of $14$-$39$ over coordinate blocks and $34$-$100$ over equal-width full-dimensional RFM. Semilinear computations extend HA-RFM through dimension $100$, while dense and distributed interactions delineate the coordinate families required for broader structure.
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