In this paper, we propose a two-level block preconditioned Jacobi-Davidson (BPJD) method for efficiently solving discrete eigenvalue problems resulting from finite element approximations of $2m$th ($m = 1, 2$) order symmetric elliptic eigenvalue problems. Our method works effectively to compute the first several eigenpairs, including both multiple and clustered eigenvalues with corresponding eigenfunctions, particularly. The method is highly parallelizable by constructing a new and efficient preconditioner using an overlapping domain decomposition (DD). It only requires computing a couple of small scale parallel subproblems and a quite small scale eigenvalue problem per iteration. Our theoretical analysis reveals that the convergence rate of the method is bounded by $c(H)(1-C\frac{\delta^{2m-1}}{H^{2m-1}})^{2}$, where $H$ is the diameter of subdomains and $\delta$ is the overlapping size among subdomains. The constant $C$ is independent of the mesh size $h$ and the internal gaps among the target eigenvalues, demonstrating that our method is optimal and cluster robust. Meanwhile, the $H$-dependent constant $c(H)$ decreases monotonically to $1$, as $H \to 0$, which means that more subdomains lead to the better convergence rate. Numerical results supporting our theory are given.
We introduce the Laplace neural operator (LNO), which leverages the Laplace transform to decompose the input space. Unlike the Fourier Neural Operator (FNO), LNO can handle non-periodic signals, account for transient responses, and exhibit exponential convergence. LNO incorporates the pole-residue relationship between the input and the output space, enabling greater interpretability and improved generalization ability. Herein, we demonstrate the superior approximation accuracy of a single Laplace layer in LNO over four Fourier modules in FNO in approximating the solutions of three ODEs (Duffing oscillator, driven gravity pendulum, and Lorenz system) and three PDEs (Euler-Bernoulli beam, diffusion equation, and reaction-diffusion system). Notably, LNO outperforms FNO in capturing transient responses in undamped scenarios. For the linear Euler-Bernoulli beam and diffusion equation, LNO's exact representation of the pole-residue formulation yields significantly better results than FNO. For the nonlinear reaction-diffusion system, LNO's errors are smaller than those of FNO, demonstrating the effectiveness of using system poles and residues as network parameters for operator learning. Overall, our results suggest that LNO represents a promising new approach for learning neural operators that map functions between infinite-dimensional spaces.
This paper applies the gradient discretisation method (GDM) for fourth order elliptic variational inequalities. The GDM provides a new formulation of error estimates and a complete convergence analysis of several numerical methods. We show that the convergence is unconditional. Classical assumptions on data are only sufficient to establish the convergence results. These results are applicable for all schemes fall in the framework of GDM.
In this paper, we present a numerical approach to solve the McKean-Vlasov equations, which are distribution-dependent stochastic differential equations, under some non-globally Lipschitz conditions for both the drift and diffusion coefficients. We establish a propagation of chaos result, based on which the McKean-Vlasov equation is approximated by an interacting particle system. A truncated Euler scheme is then proposed for the interacting particle system allowing for a Khasminskii-type condition on the coefficients. To reduce the computational cost, the random batch approximation proposed in [Jin et al., J. Comput. Phys., 400(1), 2020] is extended to the interacting particle system where the interaction could take place in the diffusion term. An almost half order of convergence is proved in $L^p$ sense. Numerical tests are performed to verify the theoretical results.
We demonstrate a new, hybrid symbolic-numerical method for the automatic synthesis of all families of translation operators required for the execution of the Fast Multipole Method (FMM). Our method is applicable in any dimensionality and to any translation-invariant kernel. The Fast Multipole Method, of course, is the leading approach for attaining linear complexity in the evaluation of long-range (e.g. Coulomb) many-body interactions. Low complexity in translation operators for the Fast Multipole Method (FMM) is usually achieved by algorithms specialized for a potential obeying a specific partial differential equation (PDE). Absent a PDE or specialized algorithms, Taylor series based FMMs or kernel-independent FMM have been used, at asymptotically higher expense. When symbolically provided with a constant-coefficient elliptic PDE obeyed by the potential, our algorithm can automatically synthesize translation operators requiring $\mathrm{O}(p^d)$ operations, where $p$ is the expansion order and $d$ is dimension, compared with $\mathrm{O}(p^{2d})$ operations in a naive approach carried out on (Cartesian) Taylor expansions. This is achieved by using a compression scheme that asymptotically reduces the number of terms in the Taylor expansion and then operating directly on this ``compressed'' representation. Judicious exploitation of shared subexpressions permits formation, translation, and evaluation of local and multipole expansions to be performed in $\mathrm{O}(p^{d})$ operations, while an FFT-based scheme permits multipole-to-local translations in $\mathrm{O}(p^{d-1}\log(p))$ operations. We demonstrate computational scaling of code generation and evaluation as well as numerical accuracy through numerical experiments on a number of potentials from classical physics.
Deflation techniques are typically used to shift isolated clusters of small eigenvalues in order to obtain a tighter distribution and a smaller condition number. Such changes induce a positive effect in the convergence behavior of Krylov subspace methods, which are among the most popular iterative solvers for large sparse linear systems. We develop a deflation strategy for symmetric saddle point matrices by taking advantage of their underlying block structure. The vectors used for deflation come from an elliptic singular value decomposition relying on the generalized Golub-Kahan bidiagonalization process. The block targeted by deflation is the off-diagonal one since it features a problematic singular value distribution for certain applications. One example is the Stokes flow in elongated channels, where the off-diagonal block has several small, isolated singular values, depending on the length of the channel. Applying deflation to specific parts of the saddle point system is important when using solvers such as CRAIG, which operates on individual blocks rather than the whole system. The theory is developed by extending the existing framework for deflating square matrices before applying a Krylov subspace method like MINRES. Numerical experiments confirm the merits of our strategy and lead to interesting questions about using approximate vectors for deflation.
This article introduces randomized block Gram-Schmidt process (RBGS) for QR decomposition. RBGS extends the single-vector randomized Gram-Schmidt (RGS) algorithm and inherits its key characteristics such as being more efficient and having at least as much stability as any deterministic (block) Gram-Schmidt algorithm. Block algorithms offer superior performance as they are based on BLAS3 matrix-wise operations and reduce communication cost when executed in parallel. Notably, our low-synchronization variant of RBGS can be implemented in a parallel environment using only one global reduction operation between processors per block. Moreover, the block Gram-Schmidt orthogonalization is the key element in the block Arnoldi procedure for the construction of a Krylov basis, which in turn is used in GMRES, FOM and Rayleigh-Ritz methods for the solution of linear systems and clustered eigenvalue problems. In this article, we develop randomized versions of these methods, based on RBGS, and validate them on nontrivial numerical examples.
We study the convergence to local Nash equilibria of gradient methods for two-player zero-sum differentiable games. It is well-known that such dynamics converge locally when $S \succ 0$ and may diverge when $S=0$, where $S\succeq 0$ is the symmetric part of the Jacobian at equilibrium that accounts for the "potential" component of the game. We show that these dynamics also converge as soon as $S$ is nonzero (partial curvature) and the eigenvectors of the antisymmetric part $A$ are in general position with respect to the kernel of $S$. We then study the convergence rates when $S \ll A$ and prove that they typically depend on the average of the eigenvalues of $S$, instead of the minimum as an analogy with minimization problems would suggest. To illustrate our results, we consider the problem of computing mixed Nash equilibria of continuous games. We show that, thanks to partial curvature, conic particle methods -- which optimize over both weights and supports of the mixed strategies -- generically converge faster than fixed-support methods. For min-max games, it is thus beneficial to add degrees of freedom "with curvature": this can be interpreted as yet another benefit of over-parameterization.
We propose a unifying framework for smoothed analysis of combinatorial local optimization problems and show how a diverse selection of problems within the complexity class PLS can be cast within this model. This abstraction allows us to identify key structural properties, and corresponding parameters, that determine the smoothed running time of local search dynamics. We formalize this via a black-box tool that provides concrete bounds on the expected maximum number of steps needed until local search reaches an exact local optimum. This bound is particularly strong, in the sense that it holds for any starting feasible solution, any choice of pivoting rule, and does not rely on the choice of specific noise distributions that are applied on the input, but it is parameterized by just a global upper bound $\phi$ on the probability density. We then demonstrate the power of this tool by instantiating it for various PLS-hard problems to derive efficient smoothed running times. This not only unifies, and greatly simplifies, prior existing positive results, but also allows us to extend or improve them. Notable problems on which we provide such a contribution are Max-Cut, the Travelling Salesman problem, and Network Coordination Games. Additionally, in this paper we propose novel smoothed analysis formulations, and prove polynomial smoothed running times, for important local optimization problems that have not been studied before from this perspective. Importantly, we provide an extensive study of the problem of finding pure Nash equilibria in general and Network Congestion Games under various representation models, including explicit, step-function, and polynomial latencies. We show that all the problems we study can be solved by their standard local search algorithms in polynomial smoothed time on PLS-hard instances in which these algorithms have exponential worst-case running time.
In this paper, several row and column orthogonal projection methods are proposed for solving matrix equation $AXB=C$, where the matrix $A$ and $B$ are full rank or rank deficient and equation is consistent or not. These methods are iterative methods without matrix multiplication. It is theoretically proved these methods converge to the solution or least-squares solution of the matrix equation. Numerical results show that these methods are more efficient than iterative methods involving matrix multiplication for high-dimensional matrix.
Compute-forward multiple access (CFMA) is a multiple access transmission scheme based on Compute-and-Forward (CF) which allows the receiver to first decode linear combinations of the transmitted signals and then solve for individual messages. This paper extends the CFMA scheme to a two-user Gaussian multiple-input multiple-output (MIMO) multiple access channel (MAC). We first derive the expression of the achievable rate pair for MIMO MAC with CFMA. We prove a general condition under which CFMA can achieve the sum capacity of the channel. Furthermore, this result is specialized to SIMO and 2-by-2 diagonal MIMO multiple access channels, for which more explicit sum capacity-achieving conditions on power and channel matrices are derived. Numerical results are also provided for the performance of CFMA on general MIMO multiple access channels.