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We study the Euler scheme for scalar non-autonomous stochastic differential equations, whose diffusion coefficient is not globally Lipschitz but a fractional power of a globally Lipschitz function. We analyse the strong error and establish a criterion, which relates the convergence order of the Euler scheme to an inverse moment condition for the diffusion coefficient. Our result in particular applies to Cox-Ingersoll-Ross-, Chan-Karolyi-Longstaff-Sanders- or Wright-Fisher-type stochastic differential equations and thus provides a unifying framework.

We present accurate and mathematically consistent formulations of a diffuse-interface model for two-phase flow problems involving rapid evaporation. The model addresses challenges including discontinuities in the density field by several orders of magnitude, leading to high velocity and pressure jumps across the liquid-vapor interface, along with dynamically changing interface topologies. To this end, we integrate an incompressible Navier--Stokes solver combined with a conservative level-set formulation and a regularized, i.e., diffuse, representation of discontinuities into a matrix-free adaptive finite element framework. The achievements are three-fold: First, this work proposes mathematically consistent definitions for the level-set transport velocity in the diffuse interface region by extrapolating the velocity from the liquid or gas phase, which exhibit superior prediction accuracy for the evaporated mass and the resulting interface dynamics compared to a local velocity evaluation, especially for highly curved interfaces. Second, we show that accurate prediction of the evaporation-induced pressure jump requires a consistent, namely a reciprocal, density interpolation across the interface, which satisfies local mass conservation. Third, the combination of diffuse interface models for evaporation with standard Stokes-type constitutive relations for viscous flows leads to significant pressure artifacts in the diffuse interface region. To mitigate these, we propose a modification for such constitutive model types. Through selected analytical and numerical examples, the aforementioned properties are validated. The presented model promises new insights in simulation-based prediction of melt-vapor interactions in thermal multiphase flows such as in laser-based powder bed fusion of metals.

With insurers benefiting from ever-larger amounts of data of increasing complexity, we explore a data-driven method to model dependence within multilevel claims in this paper. More specifically, we start from a non-parametric estimator for Archimedean copula generators introduced by Genest and Rivest (1993), and we extend it to diverse flexible censoring scenarios using techniques derived from survival analysis. We implement a graphical selection procedure for copulas that we validate using goodness-of-fit methods applied to complete, single-censored, and double-censored bivariate data. We illustrate the performance of our model with multiple simulation studies. We then apply our methodology to a recent Canadian automobile insurance dataset where we seek to model the dependence between the activation delays of correlated coverages. We show that our model performs quite well in selecting the best-fitted copula for the data at hand, especially when the dataset is large, and that the results can then be used as part of a larger claims reserving methodology.

It is well-known that a multilinear system with a nonsingular M-tensor and a positive right-hand side has a unique positive solution. Tensor splitting methods generalizing the classical iterative methods for linear systems have been proposed for finding the unique positive solution. The Alternating Anderson-Richardson (AAR) method is an effective method to accelerate the classical iterative methods. In this study, we apply the idea of AAR for finding the unique positive solution quickly. We first present a tensor Richardson method based on tensor regular splittings, then apply Anderson acceleration to the tensor Richardson method and derive a tensor Anderson-Richardson method, finally, we periodically employ the tensor Anderson-Richardson method within the tensor Richardson method and propose a tensor AAR method. Numerical experiments show that the proposed method is effective in accelerating tensor splitting methods.

Spectral deferred corrections (SDC) are a class of iterative methods for the numerical solution of ordinary differential equations. SDC can be interpreted as a Picard iteration to solve a fully implicit collocation problem, preconditioned with a low-order method. It has been widely studied for first-order problems, using explicit, implicit or implicit-explicit Euler and other low-order methods as preconditioner. For first-order problems, SDC achieves arbitrary order of accuracy and possesses good stability properties. While numerical results for SDC applied to the second-order Lorentz equations exist, no theoretical results are available for SDC applied to second-order problems. We present an analysis of the convergence and stability properties of SDC using velocity-Verlet as the base method for general second-order initial value problems. Our analysis proves that the order of convergence depends on whether the force in the system depends on the velocity. We also demonstrate that the SDC iteration is stable under certain conditions. Finally, we show that SDC can be computationally more efficient than a simple Picard iteration or a fourth-order Runge-Kutta-Nystr\"om method.

We are interested in the high-order approximation of anisotropic, potential-driven advection-diffusion models on general polytopal partitions. We study two hybrid schemes, both built upon the Hybrid High-Order technology. The first one hinges on exponential fitting and is linear, whereas the second is nonlinear. The existence of solutions is established for both schemes. Both schemes are also shown to possess a discrete entropy structure, ensuring that the long-time behaviour of discrete solutions mimics the PDE one. For the nonlinear scheme, the positivity of discrete solutions is a built-in feature. On the contrary, we display numerical evidence indicating that the linear scheme violates positivity, whatever the order. Finally, we verify numerically that the nonlinear scheme has optimal order of convergence, expected long-time behaviour, and that raising the polynomial degree results, also in the nonlinear case, in an efficiency gain.

The numerical solution of continuum damage mechanics (CDM) problems suffers from convergence-related challenges during the material softening stage, and consequently existing iterative solvers are subject to a trade-off between computational expense and solution accuracy. In this work, we present a novel unified arc-length (UAL) method, and we derive the formulation of the analytical tangent matrix and governing system of equations for both local and non-local gradient damage problems. Unlike existing versions of arc-length solvers that monolithically scale the external force vector, the proposed method treats the latter as an independent variable and determines the position of the system on the equilibrium path based on all the nodal variations of the external force vector. This approach renders the proposed solver substantially more efficient and robust than existing solvers used in CDM problems. We demonstrate the considerable advantages of the proposed algorithm through several benchmark 1D problems with sharp snap-backs and 2D examples under various boundary conditions and loading scenarios. The proposed UAL approach exhibits a superior ability of overcoming critical increments along the equilibrium path. Moreover, in the presented examples, the proposed UAL method is 1-2 orders of magnitude faster than force-controlled arc-length and monolithic Newton-Raphson solvers.

Navigating dynamic environments requires the robot to generate collision-free trajectories and actively avoid moving obstacles. Most previous works designed path planning algorithms based on one single map representation, such as the geometric, occupancy, or ESDF map. Although they have shown success in static environments, due to the limitation of map representation, those methods cannot reliably handle static and dynamic obstacles simultaneously. To address the problem, this paper proposes a gradient-based B-spline trajectory optimization algorithm utilizing the robot's onboard vision. The depth vision enables the robot to track and represent dynamic objects geometrically based on the voxel map. The proposed optimization first adopts the circle-based guide-point algorithm to approximate the costs and gradients for avoiding static obstacles. Then, with the vision-detected moving objects, our receding-horizon distance field is simultaneously used to prevent dynamic collisions. Finally, the iterative re-guide strategy is applied to generate the collision-free trajectory. The simulation and physical experiments prove that our method can run in real-time to navigate dynamic environments safely. Our software is available on GitHub as an open-source package.

The variational quantum algorithms are crucial for the application of NISQ computers. Such algorithms require short quantum circuits, which are more amenable to implementation on near-term hardware, and many such methods have been developed. One of particular interest is the so-called variational quantum state diagonalization method, which constitutes an important algorithmic subroutine and can be used directly to work with data encoded in quantum states. In particular, it can be applied to discern the features of quantum states, such as entanglement properties of a system, or in quantum machine learning algorithms. In this work, we tackle the problem of designing a very shallow quantum circuit, required in the quantum state diagonalization task, by utilizing reinforcement learning (RL). We use a novel encoding method for the RL-state, a dense reward function, and an $\epsilon$-greedy policy to achieve this. We demonstrate that the circuits proposed by the reinforcement learning methods are shallower than the standard variational quantum state diagonalization algorithm and thus can be used in situations where hardware capabilities limit the depth of quantum circuits. The methods we propose in the paper can be readily adapted to address a wide range of variational quantum algorithms.

The frontier of quantum computing (QC) simulation on classical hardware is quickly reaching the hard scalability limits for computational feasibility. Nonetheless, there is still a need to simulate large quantum systems classically, as the Noisy Intermediate Scale Quantum (NISQ) devices are yet to be considered fault tolerant and performant enough in terms of operations per second. Each of the two main exact simulation techniques, state vector and tensor network simulators, boasts specific limitations. The exponential memory requirement of state vector simulation, when compared to the qubit register sizes of currently available quantum computers, quickly saturates the capacity of the top HPC machines currently available. Tensor network contraction approaches, which encode quantum circuits into tensor networks and then contract them over an output bit string to obtain its probability amplitude, still fall short of the inherent complexity of finding an optimal contraction path, which maps to a max-cut problem on a dense mesh, a notably NP-hard problem. This article aims at investigating the limits of current state-of-the-art simulation techniques on a test bench made of eight widely used quantum subroutines, each in 31 different configurations, with special emphasis on performance. We then correlate the performance measures of the simulators with the metrics that characterise the benchmark circuits, identifying the main reasons behind the observed performance trend. From our observations, given the structure of a quantum circuit and the number of qubits, we highlight how to select the best simulation strategy, obtaining a speedup of up to an order of magnitude.