Abstract
We consider the efficient numerical approximation for parametric nonlinear systems of initial value Ordinary Differential Equations (ODEs) on Banach state spaces \(\mathcal{S}\) over \(\mathbb{R}\) or \(\mathbb{C}\). We assume the right hand side depends analytically on a vector \(y = (y_{j})_{j\geq 1}\) of possibly countably many parameters, normalized such that | y j | ≤ 1. Such affine parameter dependence of the ODE arises, among others, in mass action models in computational biology and in stoichiometry with uncertain reaction rate constants. We review results by the authors on N-term approximation rates for the parametric solutions, i.e. summability theorems for coefficient sequences of generalized polynomial chaos (gpc) expansions of the parametric solutions {X(⋅ ; y)} y ∈ U with respect to tensorized polynomial bases of L 2(U). We give sufficient conditions on the ODEs for N-term truncations of these expansions to converge on the entire parameter space with efficiency (i.e. accuracy versus complexity) being independent of the number of parameters viz. the dimension of the parameter space U. We investigate a heuristic adaptive approach for computing sparse, approximate representations of the \(\{X(t;y): 0 \leq t \leq T\} \subset \mathcal{S}\). We increase efficiency by relating the accuracy of the adaptive initial value ODE solver to the estimated detail operator in the Smolyak formula. We also report tests which indicate that the proposed algorithms and the analyticity results hold for more general, nonaffine analytic dependence on parameters.
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Research supported in part by the European Research Council (ERC) under the FP7 program AdG247277 and by the Eidgenössische Technische Hochschule (ETH) Zürich under the ETH-Fellowship Grant FEL-33 11-1.
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Hansen, M., Schillings, C., Schwab, C. (2014). Sparse Approximation Algorithms for High Dimensional Parametric Initial Value Problems. In: Bock, H., Hoang, X., Rannacher, R., Schlöder, J. (eds) Modeling, Simulation and Optimization of Complex Processes - HPSC 2012. Springer, Cham. https://doi.org/10.1007/978-3-319-09063-4_6
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