compressed modes for variational problems in mathematics ... · tional problems in mathematics and...

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Compressed modes for variational problems in mathematics and physics Vidvuds Ozolin ¸ š a,1 , Rongjie Lai b,1 , Russel Caisch c,1 , and Stanley Osher c,1,2 Departments of a Materials Science and Engineering, and c Mathematics, University of California, Los Angeles, CA 90095-1555; and b Department of Mathematics, University of California, Irvine, CA 92697-3875 Contributed by Stanley Osher, October 8, 2013 (sent for review September 3, 2013) This article describes a general formalism for obtaining spatially localized (sparse) solutions to a class of problems in mathemat- ical physics, which can be recast as variational optimization prob- lems, such as the important case of Schrödingers equation in quantum mechanics. Sparsity is achieved by adding an L 1 regula- rization term to the variational principle, which is shown to yield solutions with compact support (compressed modes). Linear combinations of these modes approximate the eigenvalue spec- trum and eigenfunctions in a systematically improvable manner, and the localization properties of compressed modes make them an attractive choice for use with efcient numerical algorithms that scale linearly with the problem size. S ignicant progress has been recently achieved in a variety of elds of information science using ideas centered around sparsity. Examples include compressed sensing (1, 2), matrix rank minimization (3), phase retrieval (4), and robust principal com- ponent analysis (5), as well as many others. A key step in these examples is use of a variational formulation with a constraint or penalty term that is an 1 or related norm. A limited set of extensions of sparsity techniques to physical sciences and partial differential equations (PDEs) have also appeared recently, in- cluding numerical solution of PDEs with multiscale oscillatory solutions (6) and efcient materials models derived from quan- tum mechanics calculations (7). In all of these examples, sparsity is for the coefcients (i.e., only a small set of coefcients are nonzero) in a well-chosen set of modes (e.g., a basis or dictionary) for representation of the corresponding vectors or functions. In this article, we propose a use of sparsity-promoting techniques to produce compressed modes(CMs)modes that are sparse and localized in spacefor efcient solution of constrained varia- tional problems in mathematics and physics. Our idea is motivated by the localized Wannier functions de- veloped in solid state physics and quantum chemistry. We begin by reviewing the basic ideas for obtaining spatially localized sol- utions of the independent-particle Schrödingers equation. For simplicity, we consider a nite system with N electrons and ne- glect the electron spin. The ground state energy is given by E 0 = P N j=1 λ j , where λ j are the eigenvalues of the Hamiltonian, ^ H = 1 2 Δ + V ðxÞ, arranged in increasing order and satisfying ^ Hϕ j = λ j ϕ j , with ϕ j being the corresponding eigenfunctions. This can be recast as a variational problem requiring the minimization of the total energy subject to orthonormality conditions for wave functions: E 0 = min ΦN X N j = 1 D ϕ j ; ^ Hϕ j E s:t: ϕ j ; ϕ k = δ jk : [1] Here, Φ N = fϕ j g N j=1 and hϕ j ; ϕ k i = R Ω ϕ p j ðxÞϕ k ðxÞ dxðΩ R d Þ: In most cases, the eigenfunctions ϕ j are spatially extended and have innite supportthat is, they are dense.This presents challenges for computational efciency [as the wave function or- thogonalization requires OðN 3 Þ operations, dominating the com- putational effort for N 10 3 electrons and above] and is contrary to physical intuition, which suggests that the screened correlations in condensed matter are usually short-ranged (8). It is well understood that the freedom to choose a particular unitary transformation (subspace rotation) of the wave functions ϕ j can be used to dene a set of functions that span the eigenspace of ^ H, but are spatially localized or sparse. Methods for obtaining such functions have been developed in solid state physics and quantum chemistry, where they are known as Wannier functions (9). Mathematically, the Wannier functions are obtained as a lin- ear combination of the eigenfunctions: W j ðxÞ = X k U jk ϕ k ðxÞ; [2] where the subspace rotation matrix U is unitary, U U = I . Cur- rently, the most widely used approach to nding W j ðxÞ is the one proposed in ref. 10 for calculating maximally localized Wannier functions (MLWFs). This approach starts with the precalculated eigenfunctions ϕ j and determines W j by minimizing the second moment: D Δx 2 j E = D W j ; x hx j i 2 W j E ; [3] where hx j i = hW j ; xW j i. More recently, a method weighted by higher degree polynomials has been discussed in ref. 11. Although this approach works reasonably well for simple systems, constructing optimally localized real-valued Wannier functions is often difcult because the minimization problem (Eq. 3) is nonconvex and requires a good starting point to converge to the global minimum. Another difculty is that when the resulting MLWFs are used to construct efcient numerical algorithms, they need to be cut off by hand,which can result in signicant numerical errors when the MLWFs are calculated on the yand their range is not known in advance. It would be highly desirable to devise an ap- proach that does not require the calculation of the eigenfunctions Signicance Intuition suggests that many interesting phenomena in phys- ics, chemistry, and materials science are short-sighted”—that is, perturbation in a small spatial region only affects its im- mediate surroundings. In mathematical terms, near-sighted- ness is described by functions of nite range. As an example, the so-called Wannier functions in quantum mechanics are lo- calized functions, which contain all the information about the properties of the system, including its spectral properties. This works main research objective is to develop theory and nu- merical methods that can systematically derive functions that span the energy spectrum of a given quantum-mechanical system and are nonzero only in a nite spatial region. These ideas hold the key for developing efcient methods for solving partial differential equations of mathematical physics. Author contributions: V.O. designed research; V.O., R.L., R.C., and S.O. performed re- search; and V.O. and R.L. wrote the paper. The authors declare no conict of interest. 1 V.O., R.L., R.C., and S.O. contributed equally to this work. 2 To whom correspondence should be addressed. E-mail: [email protected]. 1836818373 | PNAS | November 12, 2013 | vol. 110 | no. 46 www.pnas.org/cgi/doi/10.1073/pnas.1318679110 Downloaded by guest on May 21, 2020

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Page 1: Compressed modes for variational problems in mathematics ... · tional problems in mathematics and physics. Our idea is motivated by the localized Wannier functions de-veloped in

Compressed modes for variational problems inmathematics and physicsVidvuds Ozolinša,1, Rongjie Laib,1, Russel Caflischc,1, and Stanley Osherc,1,2

Departments of aMaterials Science and Engineering, and cMathematics, University of California, Los Angeles, CA 90095-1555; and bDepartment ofMathematics, University of California, Irvine, CA 92697-3875

Contributed by Stanley Osher, October 8, 2013 (sent for review September 3, 2013)

This article describes a general formalism for obtaining spatiallylocalized (“sparse”) solutions to a class of problems in mathemat-ical physics, which can be recast as variational optimization prob-lems, such as the important case of Schrödinger’s equation inquantum mechanics. Sparsity is achieved by adding an L1 regula-rization term to the variational principle, which is shown to yieldsolutions with compact support (“compressed modes”). Linearcombinations of these modes approximate the eigenvalue spec-trum and eigenfunctions in a systematically improvable manner,and the localization properties of compressed modes make theman attractive choice for use with efficient numerical algorithmsthat scale linearly with the problem size.

Significant progress has been recently achieved in a variety offields of information science using ideas centered around

sparsity. Examples include compressed sensing (1, 2), matrix rankminimization (3), phase retrieval (4), and robust principal com-ponent analysis (5), as well as many others. A key step in theseexamples is use of a variational formulation with a constraint orpenalty term that is an ℓ1 or related norm. A limited set ofextensions of sparsity techniques to physical sciences and partialdifferential equations (PDEs) have also appeared recently, in-cluding numerical solution of PDEs with multiscale oscillatorysolutions (6) and efficient materials models derived from quan-tum mechanics calculations (7). In all of these examples, sparsityis for the coefficients (i.e., only a small set of coefficients arenonzero) in a well-chosen set of modes (e.g., a basis or dictionary)for representation of the corresponding vectors or functions. Inthis article, we propose a use of sparsity-promoting techniques toproduce “compressed modes” (CMs)—modes that are sparse andlocalized in space—for efficient solution of constrained varia-tional problems in mathematics and physics.Our idea is motivated by the localized Wannier functions de-

veloped in solid state physics and quantum chemistry. We beginby reviewing the basic ideas for obtaining spatially localized sol-utions of the independent-particle Schrödinger’s equation. Forsimplicity, we consider a finite system with N electrons and ne-glect the electron spin. The ground state energy is given byE0 =

PNj=1λj, where λj are the eigenvalues of the Hamiltonian,

H = − 12Δ+V ðxÞ, arranged in increasing order and satisfying

Hϕj = λjϕj, with ϕj being the corresponding eigenfunctions. This canbe recast as a variational problem requiring the minimization of thetotal energy subject to orthonormality conditions for wave functions:

E0 = minΦN

XNj= 1

Dϕj; Hϕj

E s:t:  

�ϕj;ϕk

�= δjk: [1]

Here, ΦN = fϕjgNj=1 and hϕj;ϕki=RΩϕ

pj ðxÞϕkðxÞ dxðΩ⊂RdÞ:

In most cases, the eigenfunctions ϕj are spatially extended andhave infinite support—that is, they are “dense.” This presentschallenges for computational efficiency [as the wave function or-thogonalization requires OðN3Þ operations, dominating the com-putational effort for N ≈ 103 electrons and above] and is contrary tophysical intuition, which suggests that the screened correlations incondensed matter are usually short-ranged (8). It is well understood

that the freedom to choose a particular unitary transformation(“subspace rotation”) of the wave functions ϕj can be used to definea set of functions that span the eigenspace of H, but are spatiallylocalized or sparse. Methods for obtaining such functions have beendeveloped in solid state physics and quantum chemistry, where theyare known as Wannier functions (9).Mathematically, the Wannier functions are obtained as a lin-

ear combination of the eigenfunctions:

WjðxÞ=Xk

UjkϕkðxÞ; [2]

where the subspace rotation matrix U is unitary, U†U = I. Cur-rently, the most widely used approach to finding WjðxÞ is the oneproposed in ref. 10 for calculating maximally localized Wannierfunctions (MLWFs). This approach starts with the precalculatedeigenfunctions ϕj and determines Wj by minimizing the secondmoment:

DΔx2j

E=DWj;

�x− hxji

�2Wj

E; [3]

where hxji= hWj; xWji. More recently, a method weighted by higherdegree polynomials has been discussed in ref. 11. Although thisapproach works reasonably well for simple systems, constructingoptimally localized real-valued Wannier functions is often difficultbecause the minimization problem (Eq. 3) is nonconvex andrequires a good starting point to converge to the global minimum.Another difficulty is that when the resulting MLWFs are used toconstruct efficient numerical algorithms, they need to be cut off“by hand,” which can result in significant numerical errors whenthe MLWFs are calculated “on the fly” and their range is notknown in advance. It would be highly desirable to devise an ap-proach that does not require the calculation of the eigenfunctions

Significance

Intuition suggests that many interesting phenomena in phys-ics, chemistry, and materials science are “short-sighted”—thatis, perturbation in a small spatial region only affects its im-mediate surroundings. In mathematical terms, near-sighted-ness is described by functions of finite range. As an example,the so-called Wannier functions in quantum mechanics are lo-calized functions, which contain all the information about theproperties of the system, including its spectral properties. Thiswork’s main research objective is to develop theory and nu-merical methods that can systematically derive functions thatspan the energy spectrum of a given quantum-mechanicalsystem and are nonzero only in a finite spatial region. Theseideas hold the key for developing efficient methods for solvingpartial differential equations of mathematical physics.

Author contributions: V.O. designed research; V.O., R.L., R.C., and S.O. performed re-search; and V.O. and R.L. wrote the paper.

The authors declare no conflict of interest.1V.O., R.L., R.C., and S.O. contributed equally to this work.2To whom correspondence should be addressed. E-mail: [email protected].

18368–18373 | PNAS | November 12, 2013 | vol. 110 | no. 46 www.pnas.org/cgi/doi/10.1073/pnas.1318679110

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and would converge to localized functions, while simultaneouslyproviding a variational approximation to the total energy E0.In this article, we propose a method to create a set of localized

functions fψ igNi=1, which we call CMs, such thatPN

j=1hψ j; Hψ jiapproximates E0 =

PNj=1hϕj; Hϕji. Our idea is inspired by the ℓ1

regularization used in compressive sensing. As a convex re-laxation of ℓ0 regularization, ℓ1 regularization is commonly usedfor seeking sparse solutions for the underdetermined problemAx= b (2, 12). Motivated by advantages of the ℓ1 regularizationfor the sparsity in the discrete case, we propose a modification ofthe objective functional given by Eq. 1, which can immediatelyobtain functions with compact support and calculate approxi-mate total energy “in one shot,” without the need to calculateeigenfunctions. This is accomplished by introducing an L1 reg-ularization of the wave functions:

E= minΨN

XNj= 1

�1μ

��ψ j

��1+Dψ j; Hψ j

E�s:t:

�ψ j;ψk

�= δjk; [4]

where ΨN = fψ jgNj=1 and the L1 norm is defined as��ψ j

��1=R

Ω

��ψ j

��dx. For simplicity, we are requiring that the wave func-tions ψ j are real; generalization to complex-valued wave functions,required to handle relativistic effects, is straightforward. The pa-rameter μ controls the tradeoff between sparsity and accuracy:larger values of μ will give solutions that better minimize the totalenergy at the expense of more extended wave functions, whereasa smaller μ will give highly localized wave functions at the expenseof larger errors in the calculated ground state energy. Due to theproperties of the L1 term, the functions that minimize Eq. 4 willhave compact support. In contrast to other approaches that usemanually imposed cutoff distances, the main advantage of ourscheme is that one parameter μ controls both the physical accuracyand the spatial extent, while not requiring any physical intuitionabout the properties of the solution. In other words, the wavefunctions ψ j are nonzero only in those regions that are requiredto achieve a given accuracy for the total energy and are zero every-where else. Furthermore, due to the fact that exponentially local-izedWannier functions are known to exist, the solution to Eq. 4willprovide a good approximation to the true total energy of the system(in fact, it converges to E0 as μ−2).As a major contribution in this article, we propose localized CMs

using an L1 regularized variational formula. In addition, we proposea numerical algorithm to solve the proposed nonconvex problem.

Variational Model for Compressed ModesFree-Electron Case. Consider a 1D free-electron case defined on½0;L� with periodic boundary conditions. Namely, the Schrödingeroperator is H0 = − 1

2∂2x . It is clear that H0 has eigenfunctions

1ffiffiffiL

p ei2πnx=L with the corresponding eigenvalues 2ðπn=LÞ2;n= 0;± 1;± 2;⋯. With a unitary transformationUmn = 1ffiffiffi

Lp ei2πnm=L,

one can construct quasi-localized orthonormal functions as

Wm =1L

Xn

ei2πnðx−mÞ=ðLÞ: [5]

Fig. 1 illustrates the real part of one of the resulting quasi-localized functions obtained from the above unitary transforma-tion. It is evident that the resulting Wm are not even exponentiallylocalized, as expected for metallic systems with continuous energyspectrum at zero temperature (8).As an example, we can analytically check that the L1 regula-

rization introduced in Eq. 4 can localize the resulting functions.Let’s again consider the 1D free-electron model defined on ½0;L�with the Schrödinger operator H0 = − 1

2∂x2 . Then the lowestmode satisfies:

ψ1 = argminψ

jψ jdx− 12

ψ∂2xψdx

           s:t:  ZΩ

ψðxÞψðxÞdx= 1:[6]

The solution of the above minimization problem will be a sparsesolution—that is, the Dirac delta function when μ→ 0 —and willapproach the first eigenfunction of H when μ→∞. Intuitively,we expect to be able to express the solution of Eq. 6 as an ap-proximation to a truncated diffusion of Dirac delta function viathe Schrödinger operator −1

2∂2x , which is a compactly supported

function. Indeed, the Euler–Lagrange equation correspondingto Eq. 6 is:

−∂2xψ1 +1μsignðψ1Þ= λψ1: [7]

If we further assume that ψ1 is symmetric around x=L=2, thesolution of Eq. 6 is:

ψ1 =

1λμ

h1+ cos

ffiffiffiλ

pðx−L=2Þ

�iif jx−L=2j≤ l;

0 if l≤ jx−L=2j≤L

;

8><>: [8]

where l= π=ffiffiffiλ

pand λ= ð3πÞ2=5μ−4=5. Here ψ1 has compact sup-

port ½L=2− l;L=2+ l� if μ is small enough satisfying l= π=ffiffiffiλ

p<L.

Note that ψ1 = ∂xψ1 = 0 and ∂2xψ1 has a jump of −μ−1 at theboundary x= l of the support of ψ1, which are all consistent withEq. 7. From this simple 1D example, it is clear that L1 regulari-zation can naturally truncate solutions to the variational problemgiven by Eq. 6. Moreover, we also observe that the smaller μ willprovide a smaller region of compact support. Fig. 2 shows ψ1 fordifferent values of μ.The 1D solution Eq. 8 can be generalized to dimension d> 1, as:

ψ1 =

1λμ

1−U−1

0 U ffiffiffi

λp

jx− x0j��

if  jx− x0j≤ l:

0 if  l≤ jx− x0j≤L

;

8><>: [9]

in which x0 is the center of the cube ½0;L�d and UðyÞ=Uðr= jyjÞ(for y∈Rd) is the solution of ΔU = −U —that is:

r2∂2r U + ðd− 1Þr∂rU + r2U = 0 [10]

and U0 =Uðr0Þ, l= r0=ffiffiffiλ

p,λ= ðμU1Þ2=ðd+2Þ. Here r0 is the smallest

(nonegative) solution of ∂rUðrÞ= 0 and U1 =Rjyj<r0ð1−U−1

0 UðjyjÞÞ2dy in which y is in Rd. For d= 2, UðrÞ= J0ðrÞ isthe 0-th Bessel function of the first kind, and for d= 3, UðrÞ=sincðrÞ= sin ðrÞ=r.Generalization to Nonzero Potential. The simple free-electron ex-ample inspires us to consider L1 regularization of the wave functions

0 1 2 3 4 5 6

0

0.5

1 Real(W5)

Fig. 1. A quasi-localized Wannier function for 1D Laplace operator.

Ozolinš et al. PNAS | November 12, 2013 | vol. 110 | no. 46 | 18369

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proposed in Eq. 4 for a general Schrödinger operatorH = − 1

2Δ+V ðxÞ defined on Ω⊂Rd.For definition 1, we call ΨN = fψ1;⋯;ψNg, defined in the

variational model Eq. 4, the first N CMs of the Schrödingeroperator H.By analogy with the localized Wannier functions described in

the opening paragraphs, we expect that the CMs have compactsupport and can be expressed as orthonormal combinations ofthe eigenmodes of the original Schrödinger operator. In otherwords, let ΦM = fϕ1;⋯;ϕMg be the first M eigenfunctions of Hsatisfying:

HΦM =ΦMdiagðλ1;⋯; λMÞ  &  

ϕjϕkdx= δij: [11]

We formulate the following conjecture to describe the com-pleteness of the CMs. Given N ≥M , consider the N ×N matrixhΨT

N ; HΨNi with the ðj; kÞ− th entry defined byRΩψ jHψkdx and

let ðσ1;⋯; σMÞ be its first M eigenvalues; then:

limμ→∞

XMj=1

�σj − λj

�2 = 0  and   limN→∞

XMj=1

�σj − λj

�2 = 0: [12]

Numerical AlgorithmsTo numerically compute the proposed CMs, we consider thesystem on a domain D= ½0;L�d ⊂Rd with periodic boundaryconditions and discretize the domain D with n equally spacednodes in each direction. Then, the variational formula (Eq. 4) forthe first N CMs can be reformulated and discretized as follows:

ΨN = minΨ∈Rn×N

1μjΨj+Tr

�ΨTHΨ

� s:t:  ΨTΨ= I; [13]

in which jΨj is the ℓ1 norm of the matrix Ψ.We solve this optimization problem by splitting orthogonality

constraint (SOC) using the algorithm proposed in ref. 13. By in-troducing auxiliary variables Q=Ψ and P=Ψ, the above problemEq. 6 is equivalent to the following constrained problem:

minΨ;P;Q

1μjQj+Tr

�ΨTHΨ

� s:t:  Q=Ψ;P=Ψ;PTP= I; [14]

which can be solved by the SOC algorithm based on split Bregmaniteration (14–16).For algorithm 1, initialize Ψ0

N =P0 =Q0; b0 =B0 = 0; while “notconverged” do:

1)ΨkN=argmin

ΨTr

�ΨTHΨ

�+λ2

��Ψ−Qk−1+bk−1��2F+

r2

��Ψ−Pk−1+Bk−1��2F

2) Qk = argminQ

1μ jQj+ λ

2

��ΨkN−Q + bk−1

��2F

3) Pk = argminP

r2

��ΨkN−P + Bk−1

��2F  s:t: P

TP= I

4) bk = bk−1 +ΨkN −Qk

5) Bk =Bk−1 +ΨkN −Pk.

Solutions to the minimization subproblems 1–3 can be ex-pressed as follows:

�2H + λ+ r

�Ψk

N = r�Pk−1 −Bk−1�+ λ

�Qk−1 − bk−1

�; [15]

Qk = Shrink�Ψk

N + bk−1; 1=ðλμÞ�; [16]

and

Pk =�Ψk

N +Bk−1�UΛ−1=2ST ; [17]

where UΛST = svdððΨk+Bk− 1ÞTðΨk +Bk−1ÞÞ and the “Shrink”(or soft-threshholding) operator is defined as Shrinkðu; δÞ=sgnðuÞmaxð0; juj− δÞ. Because the matrix 2H + λ+ r in Eq. 15 issparse and positive definite, in practice a few iterations of eitherGauss–Seidel or conjugate gradient are sufficient to achieve goodconvergence. Thus, Eqs. 15 and 16 can be solved very efficientlywith long operation counts linearly dependent on N. The onlytime-consuming part in our algorithm is Eq. 17, which involvesa singular value decomposition (SVD) factorization and can bestraightforwardly solved with an OðN3Þ algorithm. For a moderatesize of N, the proposed algorithm can solve the problem efficiently.For a large number of modes N, a possible approach to accel-

erating the computation is to use graphs processing unit (GPU)-based parallel processing to perform the SVD factorization in Eq.17. Here, we propose another method to speed up the third step ofthe proposed algorithm, which takes advantage of the specialstructure of the solution. We find that each of the resulting func-tionsψ1;⋯;ψN has compact support, so that the support of eachψ ioverlaps with only a finite number of its neighbors. This allows us toreplace to the full orthogonality constraint ΨTΨ= I by a system ofbanded orthogonality constraints.Z

ψ jψkdx= δjk;  

j= 1;⋯;N

k= j; j± 1; . . . j± p; [18]

where p is the bandwidth. Thus, the OðN3Þ algorithm for SVD fac-torization in Eq. 17 can be replaced by N factorizations of 2p× 2pmatrices, which is an algorithm with 8p3OðNÞ long operations.Numerical ResultsWe illustrate our scheme for two representative cases. The first isthe free-electron model, which approximates the behavior ofvalence electrons in a metallic solid with weak atomic pseudo-potentials; the potential function in the Schrödinger operator issimply set to zero. Because the allowed energy spectrum of freeelectrons is continuous in the limit of infinite system size, theconventional Wannier functions decay as an inverse power law.The second case is that of a periodic one-dimensional crystal, ofwhich the famous Kronig–Penney (KP) model (17) is the mostwidely used example. The KP model describes the states of in-dependent electrons in a one-dimensional crystal, where thepotential function V ðxÞ consists of a periodic array of rectangularpotential wells. For simplicity, in our experiments we replace therectangular wells with inverted Gaussians so that the potentialis given by V ðxÞ= −V0

PNelj=1exp

h− ðx− xjÞ2

2δ2

i. We choose Nel = 5,

V0 = 1, δ= 3, and xj = 10 j in our discussion below and, despite thedifferent potential, continue to refer to this case as the 1D KPmodel. This model exhibits two low-energy bands separated byfinite gaps from the rest of the (continuous) eigenvalue spec-trum, and the Wannier functions corresponding to these bandsare exponentially localized.In our experiments, we choose Ω= ½0; 50� and discretize Ω with

128 equally spaced nodes. The proposed variational model Eq. 4is solved using algorithm 1, where parameters are chosen as

0 1 2 3 4 5 60

0.5

1

1.5

=.1=.3=.5=.7=.9

Fig. 2. Theoretical ψ1 in the 1D free-electron model (Eq. 6) for differentvalues of μ.

18370 | www.pnas.org/cgi/doi/10.1073/pnas.1318679110 Ozolinš et al.

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λ= μN=20 and r= μN=5. We report the computational results ofthe first five CMs of the 1D free-electron model (the first col-umn) and the 1D KP model (the second column) in Fig. 3, wherewe use five different colors to differentiate these CMs. Tocompare all results more clearly, we use the same initial input fordifferent values of μ in the free-electron model and the 1D KPmodel. We flip the CMs if necessary such that most values of

CMs on their support are positive, as sign ambiguities do notaffect minimal values of the objective function in Eq. 4. Forcomparison, Fig. 4 plots the first five eigenfunctions of theSchrödinger operator used in the free-electron model and KPmodel. It is clear that all these eigenfunctions are spatially ex-tended without any compact support. However, as we can ob-serve from Fig. 3, the proposed variational model does provide

Fig. 3. Computation results of CMs with different values of μ. The first column, the first five CMs of the 1D free-electron model; the second column, the firstfive CMs of the 1D KP model.

Fig. 4. The first five egienfunctions of the Schrö-dinger operator H in the free-electron model (Up-per) and the KP model (Lower).

Ozolinš et al. PNAS | November 12, 2013 | vol. 110 | no. 46 | 18371

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a series of compactly supported functions. Furthermore, all nu-merical results in Fig. 3 clearly show the dependence of the size ofcompact support on μ, as suggested by general considerations basedon the variational formula Eq. 4. In other words, the model withsmaller μ will create CMs with smaller compact support, and themodel with larger μ will create CMs with larger compact support. Inaddition, we find that the resulting CMs are not interacting for smallμ (the first row of Fig. 3). By increasing μ to a moderate value, themodes start to interact with each other via a small amount of

overlap (the second row of Fig. 3). Significant overlap can be ob-served using a big value of μ (the third row of Fig. 3).We further test conjecture 1 (Eq. 12) numerically—that is, uni-

tary transformation of the derived compactly supported CMs canrepresented the eigenmodes of the Schrödinger operator. Wecompare the first M eigenvalues ðσ1;⋯; σMÞ of the matrixhΨT

NHΨNi obtained by the 1D KP model and 1D free-electronmodel with the firstM eigenvalues ðλ1;⋯; λMÞ of the correspondingSchrödinger operators. Fig. 5 illustrates the comparisons with a

Fig. 5. Comparisons of the first 50 eigenvalues of the 1D free electron model (the first row) and the 1D KP model (the second row).

Fig. 6. Relative eigenvalue error of the 1D free-electron model (red dots) and 1D KP model (bluecircles). (Upper) Relation of the relative error viadifferent values of μ for fixed M=N= 50. (Lower)Relation of the relative error via different values ofN for fixed μ= 10 and M= 50.

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Page 6: Compressed modes for variational problems in mathematics ... · tional problems in mathematics and physics. Our idea is motivated by the localized Wannier functions de-veloped in

relative small value μ= 10, when the CMs are highly localized. Wecan clearly see that fσig gradually converges to fλig with increasingnumber N of CMs. In addition, we also plot the relative errorE=

PMi=1ðσi − λiÞ2=

PMi=1ðλiÞ2 in Fig. 6. As we speculated in con-

jecture 1, the relative error will converge to zero as μ→∞ for fixedM =N = 50, which is illustrated in the upper panel of Fig. 6. Therelative error will also converge to zero as N→∞ for fixed μ= 10and M = 50, which is illustrated in the lower panel of Fig. 6.Moreover, the proposed model and numerical algorithm also

work on domains in high dimensional space. As an example, Fig.7 shows computational results of the first 25 CMs of the free-electron case on a 2D domain ½0; 10�2 with μ= 30. All of theabove discussions of 1D model are also true for 2D cases. Inaddition, our approach can also be naturally extended to irreg-ular domains, manifolds, as well as graphs, which will be in-vestigated in our future work.In conclusion, the above numerical experiments validate the

conjecture that the proposed CMs provide a series of compactlysupported orthonormal functions, which approximately span thelow-energy eigenspace of the Schrödinger operator (i.e., the spaceof linear combinations of its first few lowest eigenmodes).

Discussions and ConclusionsIn conclusion, we have presented a method for producing CMs (i.e.,modes that are sparse and spatially localized with a compact sup-port) for the Laplace operator plus a potential V, using a variationalprinciple with an L1 penalization term that promotes sparsity. The

tradeoff between the degree of localization and the accuracy of thevariational energy is controlled by one numerical parameter, μ,without the need for physical intuition-informed spatial cutoffs. TheSOC algorithm of ref. 13 has been used to numerically constructthese modes. Our tests indicate that the CMs can be used as an effi-cient, systematically improvable orthonormal basis to represent thelow-energy eigenfunctions and energy spectrum of the Schrödingeroperator. Due to the fact that the CMs are compactly supported,the computational effort of total energy calculations increases lin-early with the number of modes N, overcoming the OðN3Þ or-thogonalization bottleneck limiting the performance of methodsthat work by finding the eigenfunctions of the Schrdinger operator.In addition, note that the discretized variational principle in

Eq. 13 is related to sparse principal component analysis (SPCA)(18, 19). SPCA, however, does not involve an underlying con-tinuum variational principle, and the sparse principal compo-nents are not localized, as the component number does notcorrespond to a continuum variable.These results are only the beginning. We expect that CM-re-

lated techniques will be useful in a variety of applications in solidstate physics, chemistry, materials science, and other fields. Fu-ture studies could explore the following directions:

i) Use CMs to develop spatially localized basis sets that spanthe eigenspace of a differential operator, for instance, theLaplace operator, generalizing the concept of plane wavesto an orthogonal real-space basis with multiresolution capa-bilities. More details will be discussed in ref. 20.

ii) Use the CMs to construct an accelerated [i.e.,OðNÞ] simula-tion method for density-functional theory electronic structurecalculations.

iii) Construct CMs for a variety of potentials and develop CMsas the modes for a Galerkin method for PDEs, such asMaxwell’s equations.

iv) Generalize CMs for use in PDEs (such as heat type equations)that come from the gradient descent of a variational principle.

v) Extend CMs to higher dimensions and different geometries,including the Laplace–Beltrami equation on a manifold anda discrete Laplacian on a network.

Finally, we plan to perform an investigation of the formalproperties of CMs to rigorously analyze their existence andcompleteness, including the conjecture 1 (Eq. 12) that was hy-pothesized and numerically tested here.

ACKNOWLEDGMENTS. V.O. gratefully acknowledges financial support fromthe National Science Foundation under Award DMR-1106024 and use ofcomputing resources at the National Energy Research Scientific ComputingCenter, which is supported by the US Department of Energy (DOE) underContract DE-AC02-05CH11231. The research of R.C. is partially supported bythe US DOE under Contract DE-FG02-05ER25710. The research of S.O. wassupported by the Office of Naval Research Grant N00014-11-1-719.

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Fig. 7. The first 25 CMs of free-electron case on a 2D domain ½0,10�2 withμ= 30. Each CM is color-coded by its height function.

Ozolinš et al. PNAS | November 12, 2013 | vol. 110 | no. 46 | 18373

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