In this paper, we propose a new approach for the time-discretization of the incompressible stochastic Stokes equations with multiplicative noise. Our new strategy is based on the classical Milstein method from stochastic differential equations. We use the energy method for its error analysis and show a strong convergence order of at most $1$ for both velocity and pressure approximations. The proof is based on a new H\"older continuity estimate of the velocity solution. While the errors of the velocity approximation are estimated in the standard $L^2$- and $H^1$-norms, the pressure errors are carefully analyzed in a special norm because of the low regularity of the pressure solution. In addition, a new interpretation of the pressure solution, which is very useful in computation, is also introduced. Numerical experiments are also provided to validate the error estimates and their sharpness.
In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with arbitrary order-of-accuracy and varying degree of implicitness. In this first work, we focus on a new class of implicit-explicit polynomial block methods that are based on fully-implicit Runge-Kutta methods with Radau nodes, and possess high stage order. We show that the new fully-implicit-explicit (FIMEX) integrators have improved stability compared to existing IMEX Runge-Kutta methods, while also being more computationally efficient due to recent developments in preconditioning techniques for solving the associated systems of nonlinear equations. For PDEs on periodic domains where the implicit component is trivial to invert, we will show how parallelization of the right-hand-side evaluations can be exploited to obtain significant speedup compared to existing serial IMEX Runge-Kutta methods. For parallel (in space) finite-element discretizations, the new methods can achieve orders of magnitude better accuracy than existing IMEX Runge-Kutta methods, and/or achieve a given accuracy several times times faster in terms of computational runtime.
We consider the Virtual Element method (VEM) introduced by Beir\~ao da Veiga, Lovadina and Vacca in 2016 for the numerical solution of the steady, incompressible Navier-Stokes equations; the method has arbitrary order $k \geq 2$ and guarantees divergence-free velocities. For such discretization, we develop a residual-based a posteriori error estimator, which is a combination of standard terms in VEM analysis (residual terms, data oscillation, and VEM stabilization), plus some other terms originated by the VEM discretization of the nonlinear convective term. We show that a linear combination of the velocity and pressure errors is upper-bounded by a multiple of the estimator (reliability). We also establish some efficiency results, involving lower bounds of the error. Some numerical tests illustrate the performance of the estimator and of its components while refining the mesh uniformly, yielding the expected decay rate. At last, we apply an adaptive mesh refinement strategy to the computation of the low-Reynolds flow around a square cylinder inside a channel.
We propose a new probabilistic scheme which combines deep learning techniques with high order schemes for backward stochastic differential equations belonging to the class of Runge-Kutta methods to solve high-dimensional semi-linear parabolic partial differential equations. Our approach notably extends the one introduced in [Hure Pham Warin 2020] for the implicit Euler scheme to schemes which are more efficient in terms of discrete-time error. We establish some convergence results for our implemented schemes under classical regularity assumptions. We also illustrate the efficiency of our method for different schemes of order one, two and three. Our numerical results indicate that the Crank-Nicolson schemes is a good compromise in terms of precision, computational cost and numerical implementation.
We present a new perspective on the use of weighted essentially nonoscillatory (WENO) reconstructions in high-order methods for scalar hyperbolic conservation laws. The main focus of this work is on nonlinear stabilization of continuous Galerkin (CG) approximations. The proposed methodology also provides an interesting alternative to WENO-based limiters for discontinuous Galerkin (DG) methods. Unlike Runge--Kutta DG schemes that overwrite finite element solutions with WENO reconstructions, our approach uses a reconstruction-based smoothness sensor to blend the numerical viscosity operators of high- and low-order stabilization terms. The so-defined WENO approximation introduces low-order nonlinear diffusion in the vicinity of shocks, while preserving the high-order accuracy of a linearly stable baseline discretization in regions where the exact solution is sufficiently smooth. The underlying reconstruction procedure performs Hermite interpolation on stencils consisting of a mesh cell and its neighbors. The amount of numerical dissipation depends on the relative differences between partial derivatives of reconstructed candidate polynomials and those of the underlying finite element approximation. All derivatives are taken into account by the employed smoothness sensor. To assess the accuracy of our CG-WENO scheme, we derive error estimates and perform numerical experiments. In particular, we prove that the consistency error of the nonlinear stabilization is of the order $p+1/2$, where $p$ is the polynomial degree. This estimate is optimal for general meshes. For uniform meshes and smooth exact solutions, the experimentally observed rate of convergence is as high as $p+1$.
Allowing for space- and time-dependence of mass in Klein--Gordon equations resolves the problem of negative probability density and violation of Lorenz covariance of interaction in quantum mechanics. Moreover, it extends their applicability to the domain of quantum cosmology, where the variation in mass may be accompanied by high oscillations. In this paper, we propose a third-order exponential integrator, where the main idea lies in embedding the oscillations triggered by the possibly highly oscillatory component intrinsically into the numerical discretisation. While typically high oscillation requires appropriately small time steps, an application of Filon methods allows implementation with large time steps even in the presence of very high oscillation. This greatly improves the efficiency of the time-stepping algorithm. Proof of the convergence and its rate are nontrivial and require alternative representation of the equation under consideration. We derive careful bounds on the growth of global error in time discretisation and prove that, contrary to standard intuition, the error of time integration does not grow once the frequency of oscillations increases. Several of numerical simulations are presented to confirm the theoretical investigations and the robustness of the method in all oscillatory regimes.
The aim of this work is to present a parallel solver for a formulation of fluid-structure interaction (FSI) problems which makes use of a distributed Lagrange multiplier in the spirit of the fictitious domain method. The fluid subproblem, consisting of the non-stationary Stokes equations, is discretized in space by $\mathcal{Q}_2$-$\mathcal{P}_1$ finite elements, whereas the structure subproblem, consisting of the linear or finite incompressible elasticity equations, is discretized in space by $\mathcal{Q}_1$ finite elements. A first order semi-implicit finite difference scheme is employed for time discretization. The resulting linear system at each time step is solved by a parallel GMRES solver, accelerated by block diagonal or triangular preconditioners. The parallel implementation is based on the PETSc library. Several numerical tests have been performed on Linux clusters to investigate the effectiveness of the proposed FSI solver.
As machine learning being used increasingly in making high-stakes decisions, an arising challenge is to avoid unfair AI systems that lead to discriminatory decisions for protected population. A direct approach for obtaining a fair predictive model is to train the model through optimizing its prediction performance subject to fairness constraints, which achieves Pareto efficiency when trading off performance against fairness. Among various fairness metrics, the ones based on the area under the ROC curve (AUC) are emerging recently because they are threshold-agnostic and effective for unbalanced data. In this work, we formulate the training problem of a fairness-aware machine learning model as an AUC optimization problem subject to a class of AUC-based fairness constraints. This problem can be reformulated as a min-max optimization problem with min-max constraints, which we solve by stochastic first-order methods based on a new Bregman divergence designed for the special structure of the problem. We numerically demonstrate the effectiveness of our approach on real-world data under different fairness metrics.
As soon as abstract mathematical computations were adapted to computation on digital computers, the problem of efficient representation, manipulation, and communication of the numerical values in those computations arose. Strongly related to the problem of numerical representation is the problem of quantization: in what manner should a set of continuous real-valued numbers be distributed over a fixed discrete set of numbers to minimize the number of bits required and also to maximize the accuracy of the attendant computations? This perennial problem of quantization is particularly relevant whenever memory and/or computational resources are severely restricted, and it has come to the forefront in recent years due to the remarkable performance of Neural Network models in computer vision, natural language processing, and related areas. Moving from floating-point representations to low-precision fixed integer values represented in four bits or less holds the potential to reduce the memory footprint and latency by a factor of 16x; and, in fact, reductions of 4x to 8x are often realized in practice in these applications. Thus, it is not surprising that quantization has emerged recently as an important and very active sub-area of research in the efficient implementation of computations associated with Neural Networks. In this article, we survey approaches to the problem of quantizing the numerical values in deep Neural Network computations, covering the advantages/disadvantages of current methods. With this survey and its organization, we hope to have presented a useful snapshot of the current research in quantization for Neural Networks and to have given an intelligent organization to ease the evaluation of future research in this area.
Compared with cheap addition operation, multiplication operation is of much higher computation complexity. The widely-used convolutions in deep neural networks are exactly cross-correlation to measure the similarity between input feature and convolution filters, which involves massive multiplications between float values. In this paper, we present adder networks (AdderNets) to trade these massive multiplications in deep neural networks, especially convolutional neural networks (CNNs), for much cheaper additions to reduce computation costs. In AdderNets, we take the $\ell_1$-norm distance between filters and input feature as the output response. The influence of this new similarity measure on the optimization of neural network have been thoroughly analyzed. To achieve a better performance, we develop a special back-propagation approach for AdderNets by investigating the full-precision gradient. We then propose an adaptive learning rate strategy to enhance the training procedure of AdderNets according to the magnitude of each neuron's gradient. As a result, the proposed AdderNets can achieve 74.9% Top-1 accuracy 91.7% Top-5 accuracy using ResNet-50 on the ImageNet dataset without any multiplication in convolution layer.
This paper describes a general framework for learning Higher-Order Network Embeddings (HONE) from graph data based on network motifs. The HONE framework is highly expressive and flexible with many interchangeable components. The experimental results demonstrate the effectiveness of learning higher-order network representations. In all cases, HONE outperforms recent embedding methods that are unable to capture higher-order structures with a mean relative gain in AUC of $19\%$ (and up to $75\%$ gain) across a wide variety of networks and embedding methods.