We analyze the long-time behavior of numerical schemes, studied by \cite{LQ21} in a finite time horizon, for a class of monotone SPDEs driven by multiplicative noise. We derive several time-independent a priori estimates for both the exact and numerical solutions and establish time-independent strong error estimates between them. These uniform estimates, in combination with ergodic theory of Markov processes, are utilized to establish the exponential ergodicity of these numerical schemes with an invariant measure. Applying these results to the stochastic Allen--Cahn equation indicates that these numerical schemes always have at least one invariant measure, respectively, and converge strongly to the exact solution with sharp time-independent rates. We also show that the invariant measures of these schemes are also exponentially ergodic and thus give an affirmative answer to a question proposed in \cite{CHS21}, provided that the interface thickness is not too small.
In this paper we discuss the numerical solution of elliptic distributed optimal control problems with state or control constraints when the control is considered in the energy norm. As in the unconstrained case we can relate the regularization parameter and the finite element mesh size in order to ensure an optimal order of convergence which only depends on the regularity of the given target, also including discontinuous target functions. While in most cases, state or control constraints are discussed for the more common $L^2$ regularization, much less is known in the case of energy regularizations. But in this case, and for both control and state constraints, we can formulate first kind variational inequalities to determine the unknown state, from wich we can compute the control in a post processing step. Related variational inequalities also appear in obstacle problems, and are well established both from a mathematical and a numerical analysis point of view. Numerical results confirm the applicability and accuracy of the proposed approach.
Stochastic gradient descent with momentum (SGDM) is the dominant algorithm in many optimization scenarios, including convex optimization instances and non-convex neural network training. Yet, in the stochastic setting, momentum interferes with gradient noise, often leading to specific step size and momentum choices in order to guarantee convergence, set aside acceleration. Proximal point methods, on the other hand, have gained much attention due to their numerical stability and elasticity against imperfect tuning. Their stochastic accelerated variants though have received limited attention: how momentum interacts with the stability of (stochastic) proximal point methods remains largely unstudied. To address this, we focus on the convergence and stability of the stochastic proximal point algorithm with momentum (SPPAM), and show that SPPAM allows a faster linear convergence to a neighborhood compared to the stochastic proximal point algorithm (SPPA) with a better contraction factor, under proper hyperparameter tuning. In terms of stability, we show that SPPAM depends on problem constants more favorably than SGDM, allowing a wider range of step size and momentum that lead to convergence.
State estimation of robotic systems is essential to implementing feedback controllers which usually provide better robustness to modeling uncertainties than open-loop controllers. However, state estimation of soft robots is very challenging because soft robots have theoretically infinite degrees of freedom while existing sensors only provide a limited number of discrete measurements. In this paper, we design an observer for soft continuum robotic arms based on the well-known Cosserat rod theory which models continuum robotic arms by nonlinear partial differential equations (PDEs). The observer is able to estimate all the continuum (infinite-dimensional) robot states (poses, strains, and velocities) by only sensing the tip velocity of the continuum robot (and hence it is called a ``boundary'' observer). More importantly, the estimation error dynamics is formally proven to be locally input-to-state stable. The key idea is to inject sequential tip velocity measurements into the observer in a way that dissipates the energy of the estimation errors through the boundary. Furthermore, this boundary observer can be implemented by simply changing a boundary condition in any numerical solvers of Cosserat rod models. Extensive numerical studies are included and suggest that the domain of attraction is large and the observer is robust to uncertainties of tip velocity measurements and model parameters.
This paper considers the problem of outsourcing the multiplication of two private and sparse matrices to untrusted workers. Secret sharing schemes can be used to tolerate stragglers and guarantee information-theoretic privacy of the matrices. However, traditional secret sharing schemes destroy all sparsity in the offloaded computational tasks. Since exploiting the sparse nature of matrices was shown to speed up the multiplication process, preserving the sparsity of the input matrices in the computational tasks sent to the workers is desirable. It was recently shown that sparsity can be guaranteed at the expense of a weaker privacy guarantee. Sparse secret sharing schemes with only two output shares were constructed. In this work, we construct sparse secret sharing schemes that generalize Shamir's secret sharing schemes for a fixed threshold $t=2$ and an arbitrarily large number of shares. We design our schemes to provide the strongest privacy guarantee given a desired sparsity of the shares under some mild assumptions. We show that increasing the number of shares, i.e., increasing straggler tolerance, incurs a degradation of the privacy guarantee. However, this degradation is negligible when the number of shares is comparably small to the cardinality of the input alphabet.
Differential Privacy (DP) ensures that training a machine learning model does not leak private data. However, the cost of DP is lower model accuracy or higher sample complexity. In practice, we may have access to auxiliary public data that is free of privacy concerns. This has motivated the recent study of what role public data might play in improving the accuracy of DP models. In this work, we assume access to a given amount of public data and settle the following fundamental open questions: 1. What is the optimal (worst-case) error of a DP model trained over a private data set while having access to side public data? What algorithms are optimal? 2. How can we harness public data to improve DP model training in practice? We consider these questions in both the local and central models of DP. To answer the first question, we prove tight (up to constant factors) lower and upper bounds that characterize the optimal error rates of three fundamental problems: mean estimation, empirical risk minimization, and stochastic convex optimization. We prove that public data reduces the sample complexity of DP model training. Perhaps surprisingly, we show that the optimal error rates can be attained (up to constants) by either discarding private data and training a public model, or treating public data like it's private data and using an optimal DP algorithm. To address the second question, we develop novel algorithms which are "even more optimal" (i.e. better constants) than the asymptotically optimal approaches described above. For local DP mean estimation with public data, our algorithm is optimal including constants. Empirically, our algorithms show benefits over existing approaches for DP model training with side access to public data.
Strong secrecy communication over a discrete memoryless state-dependent multiple access channel (SD-MAC) with an external eavesdropper is investigated. The channel is governed by discrete memoryless and i.i.d. channel states and the channel state information (CSI) is revealed to the encoders in a causal manner. Inner and outer bounds are provided. To establish the inner bound, we investigate coding schemes incorporating wiretap coding and secret key agreement between the sender and the legitimate receiver. Two kinds of block Markov coding schemes are proposed. The first one is a new coding scheme using backward decoding and Wyner-Ziv coding and the secret key is constructed from a lossy description of the CSI. The other one is an extended version of the existing coding scheme for point-to-point wiretap channels with causal CSI. A numerical example shows that the achievable region given by the first coding scheme can be strictly larger than the second one. However, these two schemes do not outperform each other in general and there exists some numerical examples that in different channel models each coding scheme achieves some rate pairs that cannot be achieved by another scheme. Our established inner bound reduces to some best-known results in the literature as special cases. We further investigate some capacity-achieving cases for state-dependent multiple access wiretap channels (SD-MAWCs) with degraded message sets. It turns out that the two coding schemes are both optimal in these cases.
Discretization of the uniform norm of functions from a given finite dimensional subspace of continuous functions is studied. Previous known results show that for any $N$-dimensional subspace of the space of continuous functions it is sufficient to use $e^{CN}$ sample points for an accurate upper bound for the uniform norm by the discrete norm and that one cannot improve on the exponential growth of the number of sampling points for a good discretization theorem in the uniform norm. In this paper we focus on two types of results, which allow us to obtain good discretization of the uniform norm with polynomial in $N$ number of points. In the first way we weaken the discretization inequality by allowing a bound of the uniform norm by the discrete norm multiplied by an extra factor, which may depend on $N$. In the second way we impose restrictions on the finite dimensional subspace under consideration. In particular, we prove a general result, which connects the upper bound on the number of sampling points in the discretization theorem for the uniform norm with the best $m$-term bilinear approximation of the Dirichlet kernel associated with the given subspace.
This paper proposes and analyzes a novel fully discrete finite element scheme with the interpolation operator for stochastic Cahn-Hilliard equations with functional-type noise. The nonlinear term satisfies a one-side Lipschitz condition and the diffusion term is globally Lipschitz continuous. The novelties of this paper are threefold. First, the $L^2$-stability ($L^\infty$ in time) and the discrete $H^2$-stability ($L^2$ in time) are proved for the proposed scheme. The idea is to utilize the special structure of the matrix assembled by the nonlinear term. None of these stability results has been proved for the fully implicit scheme in existing literature due to the difficulty arising from the interaction of the nonlinearity and the multiplicative noise. Second, the higher moment stability in $L^2$-norm of the discrete solution is established based on the previous stability results. Third, the H\"older continuity in time for the strong solution is established under the minimum assumption of the strong solution. Based on these, the discrete $H^{-1}$-norm of the strong convergence is discussed. Several numerical experiments including stability and convergence are also presented to validate our theoretical results.
This paper introduces discrete-holomorphic Perfectly Matched Layers (PMLs) specifically designed for high-order finite difference (FD) discretizations of the scalar wave equation. In contrast to standard PDE-based PMLs, the proposed method achieves the remarkable outcome of completely eliminating numerical reflections at the PML interface, in practice achieving errors at the level of machine precision. Our approach builds upon the ideas put forth in a recent publication [Journal of Computational Physics 381 (2019): 91-109] expanding the scope from the standard second-order FD method to arbitrary high-order schemes. This generalization uses additional localized PML variables to accommodate the larger stencils employed. We establish that the numerical solutions generated by our proposed schemes exhibit an exponential decay rate as they propagate within the PML domain. To showcase the effectiveness of our method, we present a variety of numerical examples, including waveguide problems. These examples highlight the importance of employing high-order schemes to effectively address and minimize undesired numerical dispersion errors, emphasizing the practical advantages and applicability of our approach.
Image segmentation is still an open problem especially when intensities of the interested objects are overlapped due to the presence of intensity inhomogeneity (also known as bias field). To segment images with intensity inhomogeneities, a bias correction embedded level set model is proposed where Inhomogeneities are Estimated by Orthogonal Primary Functions (IEOPF). In the proposed model, the smoothly varying bias is estimated by a linear combination of a given set of orthogonal primary functions. An inhomogeneous intensity clustering energy is then defined and membership functions of the clusters described by the level set function are introduced to rewrite the energy as a data term of the proposed model. Similar to popular level set methods, a regularization term and an arc length term are also included to regularize and smooth the level set function, respectively. The proposed model is then extended to multichannel and multiphase patterns to segment colourful images and images with multiple objects, respectively. It has been extensively tested on both synthetic and real images that are widely used in the literature and public BrainWeb and IBSR datasets. Experimental results and comparison with state-of-the-art methods demonstrate that advantages of the proposed model in terms of bias correction and segmentation accuracy.