We address the problem of exact and approximate transformation of quantum dichotomies in the asymptotic regime, i.e., the existence of a quantum channel $\mathcal E$ mapping $\rho_1^{\otimes n}$ into $\rho_2^{\otimes R_nn}$ with an error $\epsilon_n$ (measured by trace distance) and $\sigma_1^{\otimes n}$ into $\sigma_2^{\otimes R_n n}$ exactly, for a large number $n$. We derive second-order asymptotic expressions for the optimal transformation rate $R_n$ in the small, moderate, and large deviation error regimes, as well as the zero-error regime, for an arbitrary pair $(\rho_1,\sigma_1)$ of initial states and a commuting pair $(\rho_2,\sigma_2)$ of final states. We also prove that for $\sigma_1$ and $\sigma_2$ given by thermal Gibbs states, the derived optimal transformation rates in the first three regimes can be attained by thermal operations. This allows us, for the first time, to study the second-order asymptotics of thermodynamic state interconversion with fully general initial states that may have coherence between different energy eigenspaces. Thus, we discuss the optimal performance of thermodynamic protocols with coherent inputs and describe three novel resonance phenomena allowing one to significantly reduce transformation errors induced by finite-size effects. What is more, our result on quantum dichotomies can also be used to obtain, up to second-order asymptotic terms, optimal conversion rates between pure bipartite entangled states under local operations and classical communication.
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We describe a novel algorithm for solving general parametric (nonlinear) eigenvalue problems. Our method has two steps: first, high-accuracy solutions of non-parametric versions of the problem are gathered at some values of the parameters; these are then combined to obtain global approximations of the parametric eigenvalues. To gather the non-parametric data, we use non-intrusive contour-integration-based methods, which, however, cannot track eigenvalues that migrate into/out of the contour as the parameter changes. Special strategies are described for performing the combination-over-parameter step despite having only partial information on such "migrating" eigenvalues. Moreover, we dedicate a special focus to the approximation of eigenvalues that undergo bifurcations. Finally, we propose an adaptive strategy that allows one to effectively apply our method even without any a priori information on the behavior of the sought-after eigenvalues. Numerical tests are performed, showing that our algorithm can achieve remarkably high approximation accuracy.
By combining a logarithm transformation with a corrected Milstein-type method, the present article proposes an explicit, unconditional boundary and dynamics preserving scheme for the stochastic susceptible-infected-susceptible (SIS) epidemic model that takes value in (0,N). The scheme applied to the model is first proved to have a strong convergence rate of order one. Further, the dynamic behaviors are analyzed for the numerical approximations and it is shown that the scheme can unconditionally preserve both the domain and the dynamics of the model. More precisely, the proposed scheme gives numerical approximations living in the domain (0,N) and reproducing the extinction and persistence properties of the original model for any time discretization step-size h > 0, without any additional requirements on the model parameters. Numerical experiments are presented to verify our theoretical results.
We consider the problem of estimating the roughness of the volatility in a stochastic volatility model that arises as a nonlinear function of fractional Brownian motion with drift. To this end, we introduce a new estimator that measures the so-called roughness exponent of a continuous trajectory, based on discrete observations of its antiderivative. We provide conditions on the underlying trajectory under which our estimator converges in a strictly pathwise sense. Then we verify that these conditions are satisfied by almost every sample path of fractional Brownian motion (with drift). As a consequence, we obtain strong consistency theorems in the context of a large class of rough volatility models. Numerical simulations show that our estimation procedure performs well after passing to a scale-invariant modification of our estimator.
We propose a deep learning based method for simulating the large bending deformation of bilayer plates. Inspired by the greedy algorithm, we propose a pre-training method on a series of nested domains, which can accelerate the convergence of training and find the absolute minimizer more effectively. The proposed method exhibits the capability to converge to an absolute minimizer, overcoming the limitation of gradient flow methods getting trapped in local minimizer basins. We showcase better performance for the relative energy errors and relative $L^2$-errors of the minimizer through several numerical experiments. Furthermore, our method successfully maintains the $L^2$-norm of the isometric constraint, leading to improved solution accuracy.
This article re-examines Lawvere's abstract, category-theoretic proof of the fixed-point theorem whose contrapositive is a `universal' diagonal argument. The main result is that the necessary axioms for both the fixed-point theorem and the diagonal argument can be stripped back further, to a semantic analogue of a weak substructural logic lacking weakening or exchange.
This chapter reviews methods for linear shrinkage of the sample covariance matrix (SCM) and matrices (SCM-s) under elliptical distributions in single and multiple populations settings, respectively. In the single sample setting a popular linear shrinkage estimator is defined as a linear combination of the sample covariance matrix (SCM) with a scaled identity matrix. The optimal shrinkage coefficients minimizing the mean squared error (MSE) under elliptical sampling are shown to be functions of few key parameters only, such as elliptical kurtosis and sphericity parameter. Similar results and estimators are derived for multiple population setting and applications of the studied shrinkage estimators are illustrated in portfolio optimization.
Within the framework of deep learning we demonstrate the emergence of the singular value decomposition (SVD) of the weight matrix as a tool for interpretation of neural networks (NN) when combined with the descrambling transformation--a recently-developed technique for addressing interpretability in noisy parameter estimation neural networks \cite{amey2021neural}. By considering the averaging effect of the data passed to the descrambling minimization problem, we show that descrambling transformations--in the large data limit--can be expressed in terms of the SVD of the NN weights and the input autocorrelation matrix. Using this fact, we show that within the class of noisy parameter estimation problems the SVD may be the structure through which trained networks encode a signal model. We substantiate our theoretical findings with empirical evidence from both linear and non-linear signal models. Our results also illuminate the connections between a mathematical theory of semantic development \cite{saxe2019mathematical} and neural network interpretability.
We present a space-time virtual element method for the discretization of the heat equation, which is defined on general prismatic meshes and variable degrees of accuracy. Strategies to handle efficiently the space-time mesh structure are discussed. We perform convergence tests for the $h$- and $hp$-versions of the method in case of smooth and singular solutions, and test space-time adaptive mesh refinements driven by a residual-type error indicator.
We present the Continuous Empirical Cubature Method (CECM), a novel algorithm for empirically devising efficient integration rules. The CECM aims to improve existing cubature methods by producing rules that are close to the optimal, featuring far less points than the number of functions to integrate. The CECM consists on a two-stage strategy. First, a point selection strategy is applied for obtaining an initial approximation to the cubature rule, featuring as many points as functions to integrate. The second stage consists in a sparsification strategy in which, alongside the indexes and corresponding weights, the spatial coordinates of the points are also considered as design variables. The positions of the initially selected points are changed to render their associated weights to zero, and in this way, the minimum number of points is achieved. Although originally conceived within the framework of hyper-reduced order models (HROMs), we present the method's formulation in terms of generic vector-valued functions, thereby accentuating its versatility across various problem domains. To demonstrate the extensive applicability of the method, we conduct numerical validations using univariate and multivariate Lagrange polynomials. In these cases, we show the method's capacity to retrieve the optimal Gaussian rule. We also asses the method for an arbitrary exponential-sinusoidal function in a 3D domain, and finally consider an example of the application of the method to the hyperreduction of a multiscale finite element model, showcasing notable computational performance gains. A secondary contribution of the current paper is the Sequential Randomized SVD (SRSVD) approach for computing the Singular Value Decomposition (SVD) in a column-partitioned format. The SRSVD is particularly advantageous when matrix sizes approach memory limitations.
We derive information-theoretic generalization bounds for supervised learning algorithms based on the information contained in predictions rather than in the output of the training algorithm. These bounds improve over the existing information-theoretic bounds, are applicable to a wider range of algorithms, and solve two key challenges: (a) they give meaningful results for deterministic algorithms and (b) they are significantly easier to estimate. We show experimentally that the proposed bounds closely follow the generalization gap in practical scenarios for deep learning.
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