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We study stochastic Poisson integrators for a class of stochastic Poisson systems driven by Stratonovich noise. Such geometric integrators preserve Casimir functions and the Poisson map property. For this purpose, we propose explicit stochastic Poisson integrators based on a splitting strategy, and analyse their qualitative and quantitative properties: preservation of Casimir functions, existence of almost sure or moment bounds, asymptotic preserving property, and strong and weak rates of convergence. The construction of the schemes and the theoretical results are illustrated through extensive numerical experiments for three examples of stochastic Lie--Poisson systems, namely: stochastically perturbed Maxwell--Bloch, rigid body and sine--Euler equations.

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Integration:Integration, the VLSI Journal。 Explanation:集成,VLSI雜志。 Publisher:Elsevier。 SIT:

We propose in this work to employ the Box-LASSO, a variation of the popular LASSO method, as a low-complexity decoder in a massive multiple-input multiple-output (MIMO) wireless communication system. The Box-LASSO is mainly useful for detecting simultaneously structured signals such as signals that are known to be sparse and bounded. One modulation technique that generates essentially sparse and bounded constellation points is the so-called generalized space-shift keying (GSSK) modulation. In this direction, we derive high dimensional sharp characterizations of various performance measures of the Box-LASSO such as the mean square error, probability of support recovery, and the element error rate, under independent and identically distributed (i.i.d.) Gaussian channels that are not perfectly known. In particular, the analytical characterizations can be used to demonstrate performance improvements of the Box-LASSO as compared to the widely used standard LASSO. Then, we can use these measures to optimally tune the involved hyper-parameters of Box-LASSO such as the regularization parameter. In addition, we derive optimum power allocation and training duration schemes in a training-based massive MIMO system. Monte Carlo simulations are used to validate these premises and to show the sharpness of the derived analytical results.

We consider stochastic differential equations (SDEs) driven by small L\'evy noise with some unknown parameters, and propose a new type of least squares estimators based on discrete samples from the SDEs. To approximate the increments of a process from the SDEs, we shall use not the usual Euler method, but the Adams method, that is, a well-known numerical approximation of the solution to the ordinary differential equation appearing in the limit of the SDE. We show the consistency of the proposed estimators as well as the asymptotic distribution in a suitable observation scheme. We also show that our estimators can be better than the usual LSE based on the Euler method in the finite sample performance.

The asymptotic stable region and long-time decay rate of solutions to linear homogeneous Caputo time fractional ordinary differential equations (F-ODEs) are known to be completely determined by the eigenvalues of the coefficient matrix. Very different from the exponential decay of solutions to classical ODEs, solutions of F-ODEs decay only polynomially, leading to the so-called Mittag-Leffler stability, which was already extended to semi-linear F-ODEs with small perturbations. This work is mainly devoted to the qualitative analysis of the long-time behavior of numerical solutions. By applying the singularity analysis of generating functions developed by Flajolet and Odlyzko (SIAM J. Disc. Math. 3 (1990), 216-240), we are able to prove that both $\mathcal{L}$1 scheme and strong $A$-stable fractional linear multistep methods (F-LMMs) can preserve the numerical Mittag-Leffler stability for linear homogeneous F-ODEs exactly as in the continuous case. Through an improved estimate of the discrete fractional resolvent operator, we show that strong $A$-stable F-LMMs are also Mittag-Leffler stable for semi-linear F-ODEs under small perturbations. For the numerical schemes based on $\alpha$-difference approximation to Caputo derivative, we establish the Mittag-Leffler stability for semi-linear problems by making use of properties of the Poisson transformation and the decay rate of the continuous fractional resolvent operator. Numerical experiments are presented for several typical time fractional evolutional equations, including time fractional sub-diffusion equations, fractional linear system and semi-linear F-ODEs. All the numerical results exhibit the typical long-time polynomial decay rate, which is fully consistent with our theoretical predictions.

In this paper we consider a linearized variable-time-step two-step backward differentiation formula (BDF2) scheme for solving nonlinear parabolic equations. The scheme is constructed by using the variable time-step BDF2 for the linear term and a Newton linearized method for the nonlinear term in time combining with a Galerkin finite element method (FEM) in space. We prove the unconditionally optimal error estimate of the proposed scheme under mild restrictions on the ratio of adjacent time-steps, i.e. $0<r_k < r_{\max} \approx 4.8645$ and on the maximum time step. The proof involves the discrete orthogonal convolution (DOC) and discrete complementary convolution (DCC) kernels, and the error splitting approach. In addition, our analysis also shows that the first level solution $u^1$ obtained by BDF1 (i.e. backward Euler scheme) does not cause the loss of global accuracy of second order. Numerical examples are provided to demonstrate our theoretical results.

The discrete gradient methods are integrators designed to preserve invariants of ordinary differential equations. From a formal series expansion of a subclass of these methods, we derive conditions for arbitrarily high order. We derive specific results for the average vector field discrete gradient, from which we get P-series methods in the general case, and B-series methods for canonical Hamiltonian systems. Higher order schemes are presented, and their applications are demonstrated on the H\'enon-Heiles system and a Lotka-Volterra system, and on both the training and integration of a pendulum system learned from data by a neural network.

The standard game-theoretic solution concept, Nash equilibrium, assumes that all players behave rationally. If we follow a Nash equilibrium and opponents are irrational (or follow strategies from a different Nash equilibrium), then we may obtain an extremely low payoff. On the other hand, a maximin strategy assumes that all opposing agents are playing to minimize our payoff (even if it is not in their best interest), and ensures the maximal possible worst-case payoff, but results in exceedingly conservative play. We propose a new solution concept called safe equilibrium that models opponents as behaving rationally with a specified probability and behaving potentially arbitrarily with the remaining probability. We prove that a safe equilibrium exists in all strategic-form games (for all possible values of the rationality parameters), and prove that its computation is PPAD-hard. We present exact algorithms for computing a safe equilibrium in both 2 and $n$-player games, as well as scalable approximation algorithms.

We consider the deformation of a geological structure with non-intersecting faults that can be represented by a layered system of viscoelastic bodies satisfying rate- and state-depending friction conditions along the common interfaces. We derive a mathematical model that contains classical Dieterich- and Ruina-type friction as special cases and accounts for possibly large tangential displacements. Semi-discretization in time by a Newmark scheme leads to a coupled system of non-smooth, convex minimization problems for rate and state to be solved in each time step. Additional spatial discretization by a mortar method and piecewise constant finite elements allows for the decoupling of rate and state by a fixed point iteration and efficient algebraic solution of the rate problem by truncated non-smooth Newton methods. Numerical experiments with a spring slider and a layered multiscale system illustrate the behavior of our model as well as the efficiency and reliability of the numerical solver.

The study on the implicit regularization induced by gradient-based optimization is a longstanding pursuit. In the present paper, we characterize the implicit regularization of momentum gradient descent (MGD) with early stopping by comparing with the explicit $\ell_2$-regularization (ridge). In details, we study MGD in the continuous-time view, so-called momentum gradient flow (MGF), and show that its tendency is closer to ridge than the gradient descent (GD) [Ali et al., 2019] for least squares regression. Moreover, we prove that, under the calibration $t=\sqrt{2/\lambda}$, where $t$ is the time parameter in MGF and $\lambda$ is the tuning parameter in ridge regression, the risk of MGF is no more than 1.54 times that of ridge. In particular, the relative Bayes risk of MGF to ridge is between 1 and 1.035 under the optimal tuning. The numerical experiments support our theoretical results strongly.

In this paper we present a novel class of asymptotic consistent exponential-type integrators for Klein-Gordon-Schr\"odinger systems that capture all regimes from the slowly varying classical regime up to the highly oscillatory non-relativistic limit regime. We achieve convergence of order one and two that is uniform in $c$ without any time step size restrictions. In particular, we establish an explicit relation between gain in negative powers of the potentially large parameter $c$ in the error constant and loss in derivative.

Sampling methods (e.g., node-wise, layer-wise, or subgraph) has become an indispensable strategy to speed up training large-scale Graph Neural Networks (GNNs). However, existing sampling methods are mostly based on the graph structural information and ignore the dynamicity of optimization, which leads to high variance in estimating the stochastic gradients. The high variance issue can be very pronounced in extremely large graphs, where it results in slow convergence and poor generalization. In this paper, we theoretically analyze the variance of sampling methods and show that, due to the composite structure of empirical risk, the variance of any sampling method can be decomposed into \textit{embedding approximation variance} in the forward stage and \textit{stochastic gradient variance} in the backward stage that necessities mitigating both types of variance to obtain faster convergence rate. We propose a decoupled variance reduction strategy that employs (approximate) gradient information to adaptively sample nodes with minimal variance, and explicitly reduces the variance introduced by embedding approximation. We show theoretically and empirically that the proposed method, even with smaller mini-batch sizes, enjoys a faster convergence rate and entails a better generalization compared to the existing methods.

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