High-order implicit shock tracking is a new class of numerical methods to approximate solutions of conservation laws with non-smooth features. These methods align elements of the computational mesh with non-smooth features to represent them perfectly, allowing high-order basis functions to approximate smooth regions of the solution without the need for nonlinear stabilization, which leads to accurate approximations on traditionally coarse meshes. The hallmark of these methods is the underlying optimization formulation whose solution is a feature-aligned mesh and the corresponding high-order approximation to the flow; the key challenge is robustly solving the central optimization problem. In this work, we develop a robust optimization solver for high-order implicit shock tracking methods so they can be reliably used to simulate complex, high-speed, compressible flows in multiple dimensions. The proposed method integrates practical robustness measures into a sequential quadratic programming method, including dimension- and order-independent simplex element collapses, mesh smoothing, and element-wise solution re-initialization, which prove to be necessary to reliably track complex discontinuity surfaces, such as curved and reflecting shocks, shock formation, and shock-shock interaction. A series of nine numerical experiments -- including two- and three-dimensional compressible flows with complex discontinuity surfaces -- are used to demonstrate: 1) the robustness of the solver, 2) the meshes produced are high-quality and track continuous, non-smooth features in addition to discontinuities, 3) the method achieves the optimal convergence rate of the underlying discretization even for flows containing discontinuities, and 4) the method produces highly accurate solutions on extremely coarse meshes relative to approaches based on shock capturing.
This paper proposes a fully implicit numerical scheme for immiscible incompressible two-phase flow in porous media taking into account gravity, capillary effects, and heterogeneity. The objective is to develop a fully implicit stable discontinuous Galerkin (DG) solver for this system that is accurate, bound-preserving, and locally mass conservative. To achieve this, we augment our DG formulation with post-processing flux and slope limiters. The proposed framework is applied to several benchmark problems and the discrete solutions are shown to be accurate, to satisfy the maximum principle and local mass conservation.
Omnibus portmanteau tests, for detecting simultaneous linear and nonlinear dependence structures in time series, are proposed. The tests are based on combining the autocorrelation function of the conditional residuals, the autocorrelation function of the conditional square residuals, and the cross-correlation function between the conditional residuals and their squares. The quasi maximum likelihood estimate is used to derive the asymptotic distribution as a chi-squared distribution under a general class of time series models including ARMA, arch, and other linear and nonlinear models. The simulation results show that the proposed tests successfully control the Type I error probability and tend to be more powerful than other tests in many cases. The efficacy of the proposed tests is demonstrated through the analysis of Facebook Inc., daily log returns.
Despite the success of deep learning methods in medical image segmentation tasks, the human-level performance relies on massive training data with high-quality annotations, which are expensive and time-consuming to collect. The fact is that there exist low-quality annotations with label noise, which leads to suboptimal performance of learned models. Two prominent directions for segmentation learning with noisy labels include pixel-wise noise robust training and image-level noise robust training. In this work, we propose a novel framework to address segmenting with noisy labels by distilling effective supervision information from both pixel and image levels. In particular, we explicitly estimate the uncertainty of every pixel as pixel-wise noise estimation, and propose pixel-wise robust learning by using both the original labels and pseudo labels. Furthermore, we present an image-level robust learning method to accommodate more information as the complements to pixel-level learning. We conduct extensive experiments on both simulated and real-world noisy datasets. The results demonstrate the advantageous performance of our method compared to state-of-the-art baselines for medical image segmentation with noisy labels.
We present a general framework to compute upper and lower bounds for linear-functional outputs of the exact solutions of the Poisson equation based on reconstructions of the field variable and flux for both the primal and adjoint problems. The method is devised from a generalization of the complementary energy principle and the duality theory. Using duality theory, the computation of bounds is reduced to finding independent potential and equilibrated flux reconstructions. A generalization of this result is also introduced, allowing to derive alternative guaranteed bounds from nearly-arbitrary H(div;{\Omega}) flux reconstructions (only zero-order equilibration is required). This approach is applicable to any numerical method used to compute the solution. In this work, the proposed approach is applied to derive bounds for the hybridizable discontinuous Galerkin (HDG) method. An attractive feature of the proposed approach is that superconvergence on the bound gap is achieved, yielding accurate bounds even for very coarse meshes. Numerical experiments are presented to illustrate the performance and convergence of the bounds for the HDG method in both uniform and adaptive mesh refinements.
Real-time adaptation is imperative to the control of robots operating in complex, dynamic environments. Adaptive control laws can endow even nonlinear systems with good trajectory tracking performance, provided that any uncertain dynamics terms are linearly parameterizable with known nonlinear features. However, it is often difficult to specify such features a priori, such as for aerodynamic disturbances on rotorcraft or interaction forces between a manipulator arm and various objects. In this paper, we turn to data-driven modeling with neural networks to learn, offline from past data, an adaptive controller with an internal parametric model of these nonlinear features. Our key insight is that we can better prepare the controller for deployment with control-oriented meta-learning of features in closed-loop simulation, rather than regression-oriented meta-learning of features to fit input-output data. Specifically, we meta-learn the adaptive controller with closed-loop tracking simulation as the base-learner and the average tracking error as the meta-objective. With a nonlinear planar rotorcraft subject to wind, we demonstrate that our adaptive controller outperforms other controllers trained with regression-oriented meta-learning when deployed in closed-loop for trajectory tracking control.
Reconstruction of object or scene surfaces has tremendous applications in computer vision, computer graphics, and robotics. In this paper, we study a fundamental problem in this context about recovering a surface mesh from an implicit field function whose zero-level set captures the underlying surface. To achieve the goal, existing methods rely on traditional meshing algorithms; while promising, they suffer from loss of precision learned in the implicit surface networks, due to the use of discrete space sampling in marching cubes. Given that an MLP with activations of Rectified Linear Unit (ReLU) partitions its input space into a number of linear regions, we are motivated to connect this local linearity with a same property owned by the desired result of polygon mesh. More specifically, we identify from the linear regions, partitioned by an MLP based implicit function, the analytic cells and analytic faces that are associated with the function's zero-level isosurface. We prove that under mild conditions, the identified analytic faces are guaranteed to connect and form a closed, piecewise planar surface. Based on the theorem, we propose an algorithm of analytic marching, which marches among analytic cells to exactly recover the mesh captured by an implicit surface network. We also show that our theory and algorithm are equally applicable to advanced MLPs with shortcut connections and max pooling. Given the parallel nature of analytic marching, we contribute AnalyticMesh, a software package that supports efficient meshing of implicit surface networks via CUDA parallel computing, and mesh simplification for efficient downstream processing. We apply our method to different settings of generative shape modeling using implicit surface networks. Extensive experiments demonstrate our advantages over existing methods in terms of both meshing accuracy and efficiency.
This paper considers Importance Sampling (IS) for the estimation of tail risks of a loss defined in terms of a sophisticated object such as a machine learning feature map or a mixed integer linear optimisation formulation. Assuming only black-box access to the loss and the distribution of the underlying random vector, the paper presents an efficient IS algorithm for estimating the Value at Risk and Conditional Value at Risk. The key challenge in any IS procedure, namely, identifying an appropriate change-of-measure, is automated with a self-structuring IS transformation that learns and replicates the concentration properties of the conditional excess from less rare samples. The resulting estimators enjoy asymptotically optimal variance reduction when viewed in the logarithmic scale. Simulation experiments highlight the efficacy and practicality of the proposed scheme
Handling object interaction is a fundamental challenge in practical multi-object tracking, even for simple interactive effects such as one object temporarily occluding another. We formalize the problem of occlusion in tracking with two different abstractions. In object-wise occlusion, objects that are occluded by other objects do not generate measurements. In measurement-wise occlusion, a previously unstudied approach, all objects may generate measurements but some measurements may be occluded by others. While the relative validity of each abstraction depends on the situation and sensor, measurement-wise occlusion fits into probabilistic multi-object tracking algorithms with much looser assumptions on object interaction. Its value is demonstrated by showing that it naturally derives a popular approximation for lidar tracking, and by an example of visual tracking in image space.
We present an end-to-end framework for solving the Vehicle Routing Problem (VRP) using reinforcement learning. In this approach, we train a single model that finds near-optimal solutions for problem instances sampled from a given distribution, only by observing the reward signals and following feasibility rules. Our model represents a parameterized stochastic policy, and by applying a policy gradient algorithm to optimize its parameters, the trained model produces the solution as a sequence of consecutive actions in real time, without the need to re-train for every new problem instance. On capacitated VRP, our approach outperforms classical heuristics and Google's OR-Tools on medium-sized instances in solution quality with comparable computation time (after training). We demonstrate how our approach can handle problems with split delivery and explore the effect of such deliveries on the solution quality. Our proposed framework can be applied to other variants of the VRP such as the stochastic VRP, and has the potential to be applied more generally to combinatorial optimization problems.
In this paper, a novel image moments based model for shape estimation and tracking of an object moving with a complex trajectory is presented. The camera is assumed to be stationary looking at a moving object. Point features inside the object are sampled as measurements. An ellipsoidal approximation of the shape is assumed as a primitive shape. The shape of an ellipse is estimated using a combination of image moments. Dynamic model of image moments when the object moves under the constant velocity or coordinated turn motion model is derived as a function for the shape estimation of the object. An Unscented Kalman Filter-Interacting Multiple Model (UKF-IMM) filter algorithm is applied to estimate the shape of the object (approximated as an ellipse) and track its position and velocity. A likelihood function based on average log-likelihood is derived for the IMM filter. Simulation results of the proposed UKF-IMM algorithm with the image moments based models are presented that show the estimations of the shape of the object moving in complex trajectories. Comparison results, using intersection over union (IOU), and position and velocity root mean square errors (RMSE) as metrics, with a benchmark algorithm from literature are presented. Results on real image data captured from the quadcopter are also presented.