亚洲男人的天堂2018av,欧美草比,久久久久久免费视频精选,国色天香在线看免费,久久久久亚洲av成人片仓井空

In this paper, we introduce a randomized algorithm for solving the non-symmetric eigenvalue problem, referred to as randomized Implicitly Restarted Arnoldi (rIRA). This method relies on using a sketch-orthogonal basis during the Arnoldi process while maintaining the Arnoldi relation and exploiting a restarting scheme to focus on a specific part of the spectrum. We analyze this method and show that it retains useful properties of the Implicitly Restarted Arnoldi (IRA) method, such as restarting without adding errors to the Ritz pairs and implicitly applying polynomial filtering. Experiments are presented to validate the numerical efficiency of the proposed randomized eigenvalue solver.

In this paper, we investigate a nonlocal traffic flow model based on a scalar conservation law, where a stochastic velocity function is assumed. In addition to the modeling, theoretical properties of the stochastic nonlocal model are provided, also addressing the question of well-posedness. A detailed numerical analysis offers insights how the stochasticity affects the evolution of densities. Finally, numerical examples illustrate the mean behavior of solutions and the influence of parameters for a large number of realizations.

In this paper, we propose a novel shape optimization approach for the source identification of elliptic equations. This identification problem arises from two application backgrounds: actuator placement in PDE-constrained optimal controls and the regularized least-squares formulation of source identifications. The optimization problem seeks both the source strength and its support. By eliminating the variable associated with the source strength, we reduce the problem to a shape optimization problem for a coupled elliptic system, known as the first-order optimality system. As a model problem, we derive the shape derivative for the regularized least-squares formulation of the inverse source problem and propose a gradient descent shape optimization algorithm, implemented using the level-set method. Several numerical experiments are presented to demonstrate the efficiency of our proposed algorithms.

The aim of this article is to introduce a new methodology for constructing morphings between shapes that have identical topology. This morphing is obtained by deforming a reference shape, through the resolution of a sequence of linear elasticity equations, onto the target shape. In particular, our approach does not assume any knowledge of a boundary parametrization. Furthermore, we demonstrate how constraints can be imposed on specific points, lines and surfaces in the reference domain to ensure alignment with their counterparts in the target domain after morphing. Additionally, we show how the proposed methodology can be integrated in an offline and online paradigm, which is useful in reduced-order modeling scenarii involving variable shapes. This framework facilitates the efficient computation of the morphings in various geometric configurations, thus improving the versatility and applicability of the approach. The methodology is illustrated on the regression problem of the drag and lift coefficients of airfoils of non-parameterized variable shapes.

Researchers would often like to leverage data from a collection of sources (e.g., primary studies in a meta-analysis) to estimate causal effects in a target population of interest. However, traditional meta-analytic methods do not produce causally interpretable estimates for a well-defined target population. In this paper, we present the CausalMetaR R package, which implements efficient and robust methods to estimate causal effects in a given internal or external target population using multi-source data. The package includes estimators of average and subgroup treatment effects for the entire target population. To produce efficient and robust estimates of causal effects, the package implements doubly robust and non-parametric efficient estimators and supports using flexible data-adaptive (e.g., machine learning techniques) methods and cross-fitting techniques to estimate the nuisance models (e.g., the treatment model, the outcome model). We describe the key features of the package and demonstrate how to use the package through an example.

Compared to widely used likelihood-based approaches, the minimum contrast (MC) method offers a computationally efficient method for estimation and inference of spatial point processes. These relative gains in computing time become more pronounced when analyzing complicated multivariate point process models. Despite this, there has been little exploration of the MC method for multivariate spatial point processes. Therefore, this article introduces a new MC method for parametric multivariate spatial point processes. A contrast function is computed based on the trace of the power of the difference between the conjectured $K$-function matrix and its nonparametric unbiased edge-corrected estimator. Under standard assumptions, we derive the asymptotic normality of our MC estimator. The performance of the proposed method is demonstrated through simulation studies of bivariate log-Gaussian Cox processes and five-variate product-shot-noise Cox processes.

Machine learning (ML) methods, which fit to data the parameters of a given parameterized model class, have garnered significant interest as potential methods for learning surrogate models for complex engineering systems for which traditional simulation is expensive. However, in many scientific and engineering settings, generating high-fidelity data on which to train ML models is expensive, and the available budget for generating training data is limited, so that high-fidelity training data are scarce. ML models trained on scarce data have high variance, resulting in poor expected generalization performance. We propose a new multifidelity training approach for scientific machine learning via linear regression that exploits the scientific context where data of varying fidelities and costs are available: for example, high-fidelity data may be generated by an expensive fully resolved physics simulation whereas lower-fidelity data may arise from a cheaper model based on simplifying assumptions. We use the multifidelity data within an approximate control variate framework to define new multifidelity Monte Carlo estimators for linear regression models. We provide bias and variance analysis of our new estimators that guarantee the approach's accuracy and improved robustness to scarce high-fidelity data. Numerical results demonstrate that our multifidelity training approach achieves similar accuracy to the standard high-fidelity only approach with orders-of-magnitude reduced high-fidelity data requirements.

In shape-constrained nonparametric inference, it is often necessary to perform preliminary tests to verify whether a probability mass function (p.m.f.) satisfies qualitative constraints such as monotonicity, convexity or in general $k$-monotonicity. In this paper, we are interested in testing $k$-monotonicity of a compactly supported p.m.f. and we put our main focus on monotonicity and convexity; i.e., $k \in \{1,2\}$. We consider new testing procedures that are directly derived from the definition of $k$-monotonicity and rely exclusively on the empirical measure, as well as tests that are based on the projection of the empirical measure on the class of $k$-monotone p.m.f.s. The asymptotic behaviour of the introduced test statistics is derived and a simulation study is performed to assess the finite sample performance of all the proposed tests. Applications to real datasets are presented to illustrate the theory.

The paper analyzes how the enlarging of the sample affects to the mitigation of collinearity concluding that it may mitigate the consequences of collinearity related to statistical analysis but not necessarily the numerical instability. The problem that is addressed is of importance in the teaching of social sciences since it discusses one of the solutions proposed almost unanimously to solve the problem of multicollinearity. For a better understanding and illustration of the contribution of this paper, two empirical examples are presented and not highly technical developments are used.

In this paper, we present a rigorous proof of the convergence of first order and second order exponential time differencing (ETD) schemes for solving the nonlocal Cahn-Hilliard (NCH) equation. The spatial discretization employs the Fourier spectral collocation method, while the time discretization is implemented using ETD-based multistep schemes. The absence of a higher-order diffusion term in the NCH equation poses a significant challenge to its convergence analysis. To tackle this, we introduce new error decomposition formulas and employ the higher-order consistency analysis. These techniques enable us to establish the $\ell^\infty$ bound of numerical solutions under some natural constraints. By treating the numerical solution as a perturbation of the exact solution, we derive optimal convergence rates in $\ell^\infty(0,T;H_h^{-1})\cap \ell^2(0,T; \ell^2)$. We conduct several numerical experiments to validate the accuracy and efficiency of the proposed schemes, including convergence tests and the observation of long-term coarsening dynamics.