Spectral estimation from simulations via sketching

JOURNAL OF COMPUTATIONAL PHYSICS

卷:447

Article

Huang, Zhishen¹  Becker, Stephen¹ 

[1] Univ Colorado, Dept Appl Math, Boulder, CO 80309 USA

关键词: Autocorrelation;    Power spectral density;    Molecular dynamics;    Sketching;    Randomized linear algebra;   

DOI  :  10.1016/j.jcp.2021.110686

来源: Elsevier

【 摘 要 】

Sketching is a stochastic dimension reduction method that preserves geometric structures of data and has applications in high-dimensional regression, low rank approximation and graph sparsification. In this work, we show that sketching can be used to compress simulation data and still accurately estimate time autocorrelation and power spectral density. For a given compression ratio, the accuracy is much higher than using previously known methods. In addition to providing theoretical guarantees, we apply sketching to a molecular dynamics simulation of methanol and find that the estimate of spectral density is 90% accurate using only 10% of the data. (C) 2021 Elsevier Inc. All rights reserved.

【 授权许可】

Free