This paper presents a novel generic asymptotic expansion formula of expectations of multidimensional Wiener functionals through a Malliavin calculus technique. The uniform estimate of the asymptotic expansion is shown under a weaker condition on the Malliavin covariance matrix of the target Wiener functional. In particular, the method provides a tractable expansion for the expectation of an irregular functional of the solution to a multidimensional rough differential equation driven by fractional Brownian motion with Hurst index $H<1/2$, without using complicated fractional integral calculus for the singular kernel. In a numerical experiment, our expansion shows a much better approximation for a probability distribution function than its normal approximation, which demonstrates the validity of the proposed method.
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Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's characteristics, such as sparsity or smoothness. Inhomogeneous regularization, which incorporates a spatially varying exponent $p$ in the standard $\ell_p$-norm-based framework, has been used to recover signals with spatially varying features. This study introduces weighted inhomogeneous regularization, an extension of the standard approach incorporating a novel exponent design and spatially varying weights. The proposed exponent design mitigates misclassification when distinct characteristics are spatially close, while the weights address challenges in recovering regions with small-scale features that are inadequately captured by traditional $\ell_p$-norm regularization. Numerical experiments, including synthetic image reconstruction and the recovery of sea ice data from incomplete wave measurements, demonstrate the effectiveness of the proposed method.
Studying unified model averaging estimation for situations with complicated data structures, we propose a novel model averaging method based on cross-validation (MACV). MACV unifies a large class of new and existing model averaging estimators and covers a very general class of loss functions. Furthermore, to reduce the computational burden caused by the conventional leave-subject/one-out cross validation, we propose a SEcond-order-Approximated Leave-one/subject-out (SEAL) cross validation, which largely improves the computation efficiency. In the context of non-independent and non-identically distributed random variables, we establish the unified theory for analyzing the asymptotic behaviors of the proposed MACV and SEAL methods, where the number of candidate models is allowed to diverge with sample size. To demonstrate the breadth of the proposed methodology, we exemplify four optimal model averaging estimators under four important situations, i.e., longitudinal data with discrete responses, within-cluster correlation structure modeling, conditional prediction in spatial data, and quantile regression with a potential correlation structure. We conduct extensive simulation studies and analyze real-data examples to illustrate the advantages of the proposed methods.
Parameter inference is essential when interpreting observational data using mathematical models. Standard inference methods for differential equation models typically rely on obtaining repeated numerical solutions of the differential equation(s). Recent results have explored how numerical truncation error can have major, detrimental, and sometimes hidden impacts on likelihood-based inference by introducing false local maxima into the log-likelihood function. We present a straightforward approach for inference that eliminates the need for solving the underlying differential equations, thereby completely avoiding the impact of truncation error. Open-access Jupyter notebooks, available on GitHub, allow others to implement this method for a broad class of widely-used models to interpret biological data.
In this paper we obtain the Wedderburn-Artin decomposition of a semisimple group algebra associated to a direct product of finite groups. We also provide formulae for the number of all possible group codes, and their dimensions, that can be constructed in a group algebra. As particular cases, we present the complete algebraic description of the group algebra of any direct product of groups whose direct factors are cyclic, dihedral, or generalised quaternion groups. Finally, in the specific case of semisimple dihedral group algebras, we give a method to build quantum error-correcting codes, based on the CSS construction.
Dimensionality reduction on quadratic manifolds augments linear approximations with quadratic correction terms. Previous works rely on linear approximations given by projections onto the first few leading principal components of the training data; however, linear approximations in subspaces spanned by the leading principal components alone can miss information that are necessary for the quadratic correction terms to be efficient. In this work, we propose a greedy method that constructs subspaces from leading as well as later principal components so that the corresponding linear approximations can be corrected most efficiently with quadratic terms. Properties of the greedily constructed manifolds allow applying linear algebra reformulations so that the greedy method scales to data points with millions of dimensions. Numerical experiments demonstrate that an orders of magnitude higher accuracy is achieved with the greedily constructed quadratic manifolds compared to manifolds that are based on the leading principal components alone.
In this contribution we study the formal ability of a multi-resolution-times lattice Boltzmann scheme to approximate isothermal and thermal compressible Navier Stokes equations with a single particle distribution. More precisely, we consider a total of 12 classical square lattice Boltzmann schemes with prescribed sets of conserved and nonconserved moments. The question is to determine the algebraic expressions of the equilibrium functions for the nonconserved moments and the relaxation parameters associated to each scheme. We compare the fluid equations and the result of the Taylor expansion method at second order accuracy for bidimensional examples with a maximum of 17 velocities and three-dimensional schemes with at most 33 velocities. In some cases, it is not possible to fit exactly the physical model. For several examples, we adjust the Navier Stokes equations and propose nontrivial expressions for the equilibria.
Molecular communication is a bio-inspired communication paradigm where molecules are used as the information carrier. This paper considers a molecular communication network where the transmitter uses concentration modulated signals for communication. Our focus is to design receivers that can demodulate these signals. We want the receivers to use enzymatic cycles as their building blocks and can work approximately as a maximum a posteriori (MAP) demodulator. No receivers with all these features exist in the current molecular communication literature. We consider enzymatic cycles because they are a very common class of chemical reactions that are found in living cells. In addition, a MAP receiver has good statistical performance. In this paper, we study the operating regime of an enzymatic cycle and how the parameters of the enzymatic cycles can be chosen so that the receiver can approximately implement a MAP demodulator. We use simulation to study the performance of this receiver. We show that we can reduce the bit-error ratio of the demodulator if the enzymatic cycle operates in specific parameter regimes.
This paper is concerned with a Bayesian approach to testing hypotheses in statistical inverse problems. Based on the posterior distribution $\Pi \left(\cdot |Y = y\right)$, we want to infer whether a feature $\langle\varphi, u^\dagger\rangle$ of the unknown quantity of interest $u^\dagger$ is positive. This can be done by the so-called maximum a posteriori test. We provide a frequentistic analysis of this test's properties such as level and power, and prove that it is a regularized test in the sense of Kretschmann et al. (2024). Furthermore we provide lower bounds for its power under classical spectral source conditions in case of Gaussian priors. Numerical simulations illustrate its superior performance both in moderately and severely ill-posed situations.
We present a novel computational framework to assess the structural integrity of welds. In the first stage of the simulation framework, local fractions of microstructural constituents within weld regions are predicted based on steel composition and welding parameters. The resulting phase fraction maps are used to define heterogeneous properties that are subsequently employed in structural integrity assessments using an elastoplastic phase field fracture model. The framework is particularised to predicting failure in hydrogen pipelines, demonstrating its potential to assess the feasibility of repurposing existing pipeline infrastructure to transport hydrogen. First, the process model is validated against experimental microhardness maps for vintage and modern pipeline welds. Additionally, the influence of welding conditions on hardness and residual stresses is investigated, demonstrating that variations in heat input, filler material composition, and weld bead order can significantly affect the properties within the weld region. Coupled hydrogen diffusion-fracture simulations are then conducted to determine the critical pressure at which hydrogen transport pipelines will fail. To this end, the model is enriched with a microstructure-sensitive description of hydrogen transport and hydrogen-dependent fracture resistance. The analysis of an X52 pipeline reveals that even 2 mm defects in a hard heat-affected zone can drastically reduce the critical failure pressure.
This paper introduces a new pseudodifferential preconditioner for the Helmholtz equation in variable media with absorption. The pseudodifferential operator is associated with the multiplicative inverse to the symbol of the Helmholtz operator. This approach is well-suited for the intermediate and high-frequency regimes. The main novel idea for the fast evaluation of the preconditioner is to interpolate its symbol, not as a function of the (high-dimensional) phase-space variables, but as a function of the wave speed itself. Since the wave speed is a real-valued function, this approach allows us to interpolate in a univariate setting even when the original problem is posed in a multidimensional physical space. As a result, the needed number of interpolation points is small, and the interpolation coefficients can be computed using the fast Fourier transform. The overall computational complexity is log-linear with respect to the degrees of freedom as inherited from the fast Fourier transform. We present some numerical experiments to illustrate the effectiveness of the preconditioner to solve the discrete Helmholtz equation using the GMRES iterative method. The implementation of an absorbing layer for scattering problems using a complex-valued wave speed is also developed. Limitations and possible extensions are also discussed.
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