A Method for Dimensionally Adaptive Sparse Trigonometric Interpolation of Periodic Functions (1908.10672v2)

Abstract: We present a method for dimensionally adaptive sparse trigonometric interpolation of multidimensional periodic functions belonging to a smoothness class of finite order. This method targets applications where periodicity must be preserved and the precise anisotropy is not known a priori. To the authors' knowledge, this is the first instance of a dimensionally adaptive sparse interpolation algorithm that uses a trigonometric interpolation basis. The motivating application behind this work is the adaptive approximation of a multi-input model for a molecular potential energy surface (PES) where each input represents an angle of rotation. Our method is based on an anisotropic quasi-optimal estimate for the decay rate of the Fourier coefficients of the model; a least-squares fit to the coefficients of the interpolant is used to estimate the anisotropy. Thus, our adaptive approximation strategy begins with a coarse isotropic interpolant, which is gradually refined using the estimated anisotropic rates. The procedure takes several iterations where ever-more accurate interpolants are used to generate ever-improving anisotropy rates. We present several numerical examples of our algorithm where the adaptive procedure successfully recovers the theoretical "best" convergence rate, including an application to a periodic PES approximation. An open-source implementation of our algorithm resides in the Tasmanian UQ library developed at Oak Ridge National Laboratory.