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We propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom (DoFs) where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for non-linear hyperbolic PDEs based on Burgers' and Euler's equations.

The wave equation is an important physical partial differential equation, and in recent years, deep learning has shown promise in accelerating or replacing traditional numerical methods for solving it. However, existing deep learning methods suffer from high data acquisition costs, low training efficiency, and insufficient generalization capability for boundary conditions. To address these issues, this paper proposes an unsupervised learning method for the wave equation based on finite difference residual constraints. We construct a novel finite difference residual constraint based on structured grids and finite difference methods, as well as an unsupervised training strategy, enabling convolutional neural networks to train without data and predict the forward propagation process of waves. Experimental results show that finite difference residual constraints have advantages over physics-informed neural networks (PINNs) type physical information constraints, such as easier fitting, lower computational costs, and stronger source term generalization capability, making our method more efficient in training and potent in application.

Recently a new class of nonlinearly partitioned Runge-Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of ordinary differential equations, $y' = F(y,y)$. The target class of problems are ones in which different scales, stiffnesses, or physics are coupled in a nonlinear way, wherein the desired partition cannot be written in a classical additive or component-wise fashion. Here we use rooted-tree analysis to derive full order conditions for NPRK$_M$ methods, where $M$ denotes the number of nonlinear partitions. Due to the nonlinear coupling and thereby mixed product differentials, it turns out the standard node-colored rooted-tree analysis used in analyzing ODE integrators does not naturally apply. Instead we develop a new edge-colored rooted-tree framework to address the nonlinear coupling. The resulting order conditions are enumerated, provided directly for up to 4th order with $M=2$ and 3rd-order with $M=3$, and related to existing order conditions of additive and partitioned RK methods.

Data similarity (or distance) computation is a fundamental research topic which fosters a variety of similarity-based machine learning and data mining applications. In big data analytics, it is impractical to compute the exact similarity of data instances due to high computational cost. To this end, the Locality Sensitive Hashing (LSH) technique has been proposed to provide accurate estimators for various similarity measures between sets or vectors in an efficient manner without the learning process. Structured data (e.g., sequences, trees and graphs), which are composed of elements and relations between the elements, are commonly seen in the real world, but the traditional LSH algorithms cannot preserve the structure information represented as relations between elements. In order to conquer the issue, researchers have been devoted to the family of the hierarchical LSH algorithms. In this paper, we explore the present progress of the research into hierarchical LSH from the following perspectives: 1) Data structures, where we review various hierarchical LSH algorithms for three typical data structures and uncover their inherent connections; 2) Applications, where we review the hierarchical LSH algorithms in multiple application scenarios; 3) Challenges, where we discuss some potential challenges as future directions.

When using ordinal patterns, which describe the ordinal structure within a data vector, the problem of ties appeared permanently. So far, model classes were used which do not allow for ties; randomization has been another attempt to overcome this problem. Often, time periods with constant values even have been counted as times of monotone increase. To overcome this, a new approach is proposed: it explicitly allows for ties and, hence, considers more patterns than before. Ties are no longer seen as nuisance, but to carry valuable information. Limit theorems in the new framework are provided, both, for a single time series and for the dependence between two time series. The methods are used on hydrological data sets. It is common to distinguish five flood classes (plus 'absence of flood'). Considering data vectors of these classes at a certain gauge in a river basin, one will usually encounter several ties. Co-monotonic behavior between the data sets of two gauges (increasing, constant, decreasing) can be detected by the method as well as spatial patterns. Thus, it helps to analyze the strength of dependence between different gauges in an intuitive way. This knowledge can be used to asses risk and to plan future construction projects.

Many physical processes in science and engineering are naturally represented by operators between infinite-dimensional function spaces. The problem of operator learning, in this context, seeks to extract these physical processes from empirical data, which is challenging due to the infinite or high dimensionality of data. An integral component in addressing this challenge is model reduction, which reduces both the data dimensionality and problem size. In this paper, we utilize low-dimensional nonlinear structures in model reduction by investigating Auto-Encoder-based Neural Network (AENet). AENet first learns the latent variables of the input data and then learns the transformation from these latent variables to corresponding output data. Our numerical experiments validate the ability of AENet to accurately learn the solution operator of nonlinear partial differential equations. Furthermore, we establish a mathematical and statistical estimation theory that analyzes the generalization error of AENet. Our theoretical framework shows that the sample complexity of training AENet is intricately tied to the intrinsic dimension of the modeled process, while also demonstrating the remarkable resilience of AENet to noise.

This paper discusses the control of coherent structures in turbulent flows, which has broad applications among complex systems in science and technology. Mean field games have been proved a powerful tool and are proposed here to control the stochastic Lagrangian tracers as players tracking the flow field. We derive optimal control solutions for general nonlinear fluid systems using mean field game models, and develop computational algorithms to efficiently solve the resulting coupled forward and backward mean field system. A precise link is established for the control of Lagrangian tracers and the scalar vorticity field based on the functional Hamilton-Jacobi equations derived from the mean field models. New iterative numerical strategy is then constructed to compute the optimal solution with fast convergence. We verify the skill of the mean field control models and illustrate their practical efficiency on a prototype model modified from the viscous Burger's equation under various cost functions in both deterministic and stochastic formulations. The good model performance implies potential effectiveness of the strategy for more general high-dimensional turbulent systems.

Data augmentation, the artificial creation of training data for machine learning by transformations, is a widely studied research field across machine learning disciplines. While it is useful for increasing the generalization capabilities of a model, it can also address many other challenges and problems, from overcoming a limited amount of training data over regularizing the objective to limiting the amount data used to protect privacy. Based on a precise description of the goals and applications of data augmentation (C1) and a taxonomy for existing works (C2), this survey is concerned with data augmentation methods for textual classification and aims to achieve a concise and comprehensive overview for researchers and practitioners (C3). Derived from the taxonomy, we divided more than 100 methods into 12 different groupings and provide state-of-the-art references expounding which methods are highly promising (C4). Finally, research perspectives that may constitute a building block for future work are given (C5).

We introduce a generic framework that reduces the computational cost of object detection while retaining accuracy for scenarios where objects with varied sizes appear in high resolution images. Detection progresses in a coarse-to-fine manner, first on a down-sampled version of the image and then on a sequence of higher resolution regions identified as likely to improve the detection accuracy. Built upon reinforcement learning, our approach consists of a model (R-net) that uses coarse detection results to predict the potential accuracy gain for analyzing a region at a higher resolution and another model (Q-net) that sequentially selects regions to zoom in. Experiments on the Caltech Pedestrians dataset show that our approach reduces the number of processed pixels by over 50% without a drop in detection accuracy. The merits of our approach become more significant on a high resolution test set collected from YFCC100M dataset, where our approach maintains high detection performance while reducing the number of processed pixels by about 70% and the detection time by over 50%.

Dynamic programming (DP) solves a variety of structured combinatorial problems by iteratively breaking them down into smaller subproblems. In spite of their versatility, DP algorithms are usually non-differentiable, which hampers their use as a layer in neural networks trained by backpropagation. To address this issue, we propose to smooth the max operator in the dynamic programming recursion, using a strongly convex regularizer. This allows to relax both the optimal value and solution of the original combinatorial problem, and turns a broad class of DP algorithms into differentiable operators. Theoretically, we provide a new probabilistic perspective on backpropagating through these DP operators, and relate them to inference in graphical models. We derive two particular instantiations of our framework, a smoothed Viterbi algorithm for sequence prediction and a smoothed DTW algorithm for time-series alignment. We showcase these instantiations on two structured prediction tasks and on structured and sparse attention for neural machine translation.