A novel barycentric interpolation algorithm with a specific exponential convergence rate is designed for analytic functions defined on the complex plane, with singularities located near the interpolation region, where the region is compact and can be disconnected or multiconnected. The core of the method is the efficient computation of the interpolation nodes and poles using discrete distributions that approximate the equilibrium logarithmic potential, achieved by solving a Symm's integral equation. It takes different strategies to distribute the poles for isolated singularities and branch points, respectively. In particular, if poles are not considered, it derives a polynomial interpolation with exponential convergence. Numerical experiments illustrate the superior performance of the proposed method.
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The Immersed Boundary (IB) method of Peskin (J. Comput. Phys., 1977) is useful for problems involving fluid-structure interactions or complex geometries. By making use of a regular Cartesian grid that is independent of the geometry, the IB framework yields a robust numerical scheme that can efficiently handle immersed deformable structures. Additionally, the IB method has been adapted to problems with prescribed motion and other PDEs with given boundary data. IB methods for these problems traditionally involve penalty forces which only approximately satisfy boundary conditions, or they are formulated as constraint problems. In the latter approach, one must find the unknown forces by solving an equation that corresponds to a poorly conditioned first-kind integral equation. This operation can require a large number of iterations of a Krylov method, and since a time-dependent problem requires this solve at each time step, this method can be prohibitively inefficient without preconditioning. In this work, we introduce a new, well-conditioned IB formulation for boundary value problems, which we call the Immersed Boundary Double Layer (IBDL) method. We present the method as it applies to Poisson and Helmholtz problems to demonstrate its efficiency over the original constraint method. In this double layer formulation, the equation for the unknown boundary distribution corresponds to a well-conditioned second-kind integral equation that can be solved efficiently with a small number of iterations of a Krylov method. Furthermore, the iteration count is independent of both the mesh size and immersed boundary point spacing. The method converges away from the boundary, and when combined with a local interpolation, it converges in the entire PDE domain. Additionally, while the original constraint method applies only to Dirichlet problems, the IBDL formulation can also be used for Neumann conditions.
In this paper, an important discovery has been found for nonconforming immersed finite element (IFE) methods using the integral values on edges as degrees of freedom for solving elliptic interface problems. We show that those IFE methods without penalties are not guaranteed to converge optimally if the tangential derivative of the exact solution and the jump of the coefficient are not zero on the interface. A nontrivial counter example is also provided to support our theoretical analysis. To recover the optimal convergence rates, we develop a new nonconforming IFE method with additional terms locally on interface edges. The new method is parameter-free which removes the limitation of the conventional partially penalized IFE method. We show the IFE basis functions are unisolvent on arbitrary triangles which is not considered in the literature. Furthermore, different from multipoint Taylor expansions, we derive the optimal approximation capabilities of both the Crouzeix-Raviart and the rotated-$Q_1$ IFE spaces via a unified approach which can handle the case of variable coefficients easily. Finally, optimal error estimates in both $H^1$- and $L^2$- norms are proved and confirmed with numerical experiments.
We present an iterative framework to improve the amortized approximations of posterior distributions in the context of Bayesian inverse problems, which is inspired by loop-unrolled gradient descent methods and is theoretically grounded in maximally informative summary statistics. Amortized variational inference is restricted by the expressive power of the chosen variational distribution and the availability of training data in the form of joint data and parameter samples, which often lead to approximation errors such as the amortization gap. To address this issue, we propose an iterative framework that refines the current amortized posterior approximation at each step. Our approach involves alternating between two steps: (1) constructing a training dataset consisting of pairs of summarized data residuals and parameters, where the summarized data residual is generated using a gradient-based summary statistic, and (2) training a conditional generative model -- a normalizing flow in our examples -- on this dataset to obtain a probabilistic update of the unknown parameter. This procedure leads to iterative refinement of the amortized posterior approximations without the need for extra training data. We validate our method in a controlled setting by applying it to a stylized problem, and observe improved posterior approximations with each iteration. Additionally, we showcase the capability of our method in tackling realistically sized problems by applying it to transcranial ultrasound, a high-dimensional, nonlinear inverse problem governed by wave physics, and observe enhanced posterior quality through better image reconstruction with the posterior mean.
The Kolmogorov-Arnold representation of a continuous multivariate function is a decomposition of the function into a structure of inner and outer functions of a single variable. It can be a convenient tool for tasks where it is required to obtain a predictive model that maps some vector input of a black box system into a scalar output. However, the construction of such representation based on the recorded input-output data is a challenging task. In the present paper, it is suggested to decompose the underlying functions of the representation into continuous basis functions and parameters. A novel lightweight algorithm for parameter identification is then proposed. The algorithm is based on the Newton-Kaczmarz method for solving non-linear systems of equations and is locally convergent. Numerical examples show that it is more robust with respect to the section of the initial guess for the parameters than the straightforward application of the Gauss-Newton method for parameter identification.
Inspired by certain regularization techniques for linear inverse problems, in this work we investigate the convergence properties of the Levenberg-Marquardt method using singular scaling matrices. Under a completeness condition, we show that the method is well-defined and establish its local quadratic convergence under an error bound assumption. We also prove that the search directions are gradient-related allowing us to show that limit points of the sequence generated by a line-search version of the method are stationary for the sum-of-squares function. The usefulness of the method is illustrated with some examples of parameter identification in heat conduction problems for which specific singular scaling matrices can be used to improve the quality of approximate solutions.
We consider a linear model which can have a large number of explanatory variables, the errors with an asymmetric distribution or some values of the explained variable are missing at random. In order to take in account these several situations, we consider the non parametric empirical likelihood (EL) estimation method. Because a constraint in EL contains an indicator function then a smoothed function instead of the indicator will be considered. Two smoothed expectile maximum EL methods are proposed, one of which will automatically select the explanatory variables. For each of the methods we obtain the convergence rate of the estimators and their asymptotic normality. The smoothed expectile empirical log-likelihood ratio process follow asymptotically a chi-square distribution and moreover the adaptive LASSO smoothed expectile maximum EL estimator satisfies the sparsity property which guarantees the automatic selection of zero model coefficients. In order to implement these methods, we propose four algorithms.
This paper is concerned with the multi-frequency factorization method for imaging the support of a wave-number-dependent source function. It is supposed that the source function is given by the Fourier transform of some time-dependent source with a priori given radiating period. Using the multi-frequency far-field data at a fixed observation direction, we provide a computational criterion for characterizing the smallest strip containing the support and perpendicular to the observation direction. The far-field data from sparse observation directions can be used to recover a $\Theta$-convex polygon of the support. The inversion algorithm is proven valid even with multi-frequency near-field data in three dimensions. The connections to time-dependent inverse source problems are discussed in the near-field case. We also comment on possible extensions to source functions with two disconnected supports. Numerical tests in both two and three dimensions are implemented to show effectiveness and feasibility of the approach. This paper provides numerical analysis for a frequency-domain approach to recover the support of an admissible class of time-dependent sources.
The paper considers the distribution of a general linear combination of central and non-central chi-square random variables by exploring the branch cut regions that appear in the standard Laplace inversion process. Due to the original interest from the directional statistics, the focus of this paper is on the density function of such distributions and not on their cumulative distribution function. In fact, our results confirm that the latter is a special case of the former. Our approach provides new insight by generating alternative characterizations of the probability density function in terms of a finite number of feasible univariate integrals. In particular, the central cases seem to allow an interesting representation in terms of the branch cuts, while general degrees of freedom and non-centrality can be easily adopted using recursive differentiation. Numerical results confirm that the proposed approach works well while more transparency and therefore easier control in the accuracy is ensured.
We explore the analytic properties of the density function $ h(x;\gamma,\alpha) $, $ x \in (0,\infty) $, $ \gamma > 0 $, $ 0 < \alpha < 1 $ which arises from the domain of attraction problem for a statistic interpolating between the supremum and sum of random variables. The parameter $ \alpha $ controls the interpolation between these two cases, while $ \gamma $ parametrises the type of extreme value distribution from which the underlying random variables are drawn from. For $ \alpha = 0 $ the Fr\'echet density applies, whereas for $ \alpha = 1 $ we identify a particular Fox H-function, which are a natural extension of hypergeometric functions into the realm of fractional calculus. In contrast for intermediate $ \alpha $ an entirely new function appears, which is not one of the extensions to the hypergeometric function considered to date. We derive series, integral and continued fraction representations of this latter function.
The Nash Equilibrium (NE) estimation in bidding games of electricity markets is the key concern of both generation companies (GENCOs) for bidding strategy optimization and the Independent System Operator (ISO) for market surveillance. However, existing methods for NE estimation in emerging modern electricity markets (FEM) are inaccurate and inefficient because the priori knowledge of bidding strategies before any environment changes, such as load demand variations, network congestion, and modifications of market design, is not fully utilized. In this paper, a Bayes-adaptive Markov Decision Process in FEM (BAMDP-FEM) is therefore developed to model the GENCOs' bidding strategy optimization considering the priori knowledge. A novel Multi-Agent Generative Adversarial Imitation Learning algorithm (MAGAIL-FEM) is then proposed to enable GENCOs to learn simultaneously from priori knowledge and interactions with changing environments. The obtained NE is a Bayesian Nash Equilibrium (BNE) with priori knowledge transferred from the previous environment. In the case study, the superiority of this proposed algorithm in terms of convergence speed compared with conventional methods is verified. It is concluded that the optimal bidding strategies in the obtained BNE can always lead to more profits than NE due to the effective learning from the priori knowledge. Also, BNE is more accurate and consistent with situations in real-world markets.
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